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Screener Value 2

Last updated Dec 9, 2023

Asset Allocation


BIDU 7.14%INCY 7.14%UTHR 7.14%MNSO 7.14%SEDG 7.14%GNTX 7.14%GMED 7.14%ASR 7.14%CIEN 7.14%EXEL 7.14%YMM 7.14%ALGM 7.14%FN 7.14%ST 7.14%EquityEquity
PositionCategory/SectorWeight
BIDU
Baidu, Inc.
Communication Services7.14%
INCY
Incyte Corporation
Healthcare7.14%
UTHR
United Therapeutics Corporation
Healthcare7.14%
MNSO
MINISO Group Holding Limited
Consumer Cyclical7.14%
SEDG
SolarEdge Technologies, Inc.
Technology7.14%
GNTX
Gentex Corporation
Consumer Cyclical7.14%
GMED
Globus Medical, Inc.
Healthcare7.14%
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
Industrials7.14%
CIEN
Ciena Corporation
Technology7.14%
EXEL
Exelixis, Inc.
Healthcare7.14%
YMM
Full Truck Alliance Co. Ltd.
Technology7.14%
ALGM
Allegro MicroSystems, Inc.
Technology7.14%
FN
Fabrinet
Technology7.14%
ST
Sensata Technologies Holding plc
Technology7.14%

Performance

The chart shows the growth of an initial investment of $10,000 in Screener Value 2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.26%
8.43%
Screener Value 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 22, 2021, corresponding to the inception date of YMM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Screener Value 2-3.16%2.52%-6.85%-7.53%N/AN/A
BIDU
Baidu, Inc.
-0.81%5.61%-16.09%-5.72%-8.78%-4.51%
INCY
Incyte Corporation
-31.90%1.18%-10.39%-34.97%-3.25%1.36%
UTHR
United Therapeutics Corporation
-13.10%7.05%5.76%-13.66%17.18%10.18%
MNSO
MINISO Group Holding Limited
85.06%-27.16%15.85%61.97%N/AN/A
SEDG
SolarEdge Technologies, Inc.
-72.32%10.63%-72.23%-75.15%15.58%N/A
GNTX
Gentex Corporation
15.12%3.66%12.73%14.16%9.88%9.69%
GMED
Globus Medical, Inc.
-37.38%1.40%-16.54%-35.11%0.31%9.23%
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
4.10%5.28%-16.91%-3.30%13.68%8.30%
CIEN
Ciena Corporation
-13.01%2.76%7.26%-14.50%7.24%6.60%
EXEL
Exelixis, Inc.
37.16%6.08%14.58%33.17%1.38%14.15%
YMM
Full Truck Alliance Co. Ltd.
-11.75%1.15%5.37%-19.50%N/AN/A
ALGM
Allegro MicroSystems, Inc.
-10.59%4.44%-30.91%-17.67%N/AN/A
FN
Fabrinet
29.66%-3.30%47.10%26.94%28.25%24.02%
ST
Sensata Technologies Holding plc
-16.41%6.51%-23.36%-22.85%-5.12%-0.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.94%5.56%5.98%-1.90%-4.00%-12.11%5.83%

Sharpe Ratio

The current Screener Value 2 Sharpe ratio is -0.24. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.00-0.24

The Sharpe ratio of Screener Value 2 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.24
1.25
Screener Value 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

Screener Value 2 granted a 0.86% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Screener Value 20.86%0.53%0.35%0.10%0.31%0.32%0.26%0.28%0.32%0.12%0.50%0.37%
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INCY
Incyte Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTHR
United Therapeutics Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MNSO
MINISO Group Holding Limited
4.21%1.60%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEDG
SolarEdge Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GNTX
Gentex Corporation
1.55%1.76%1.38%1.40%1.57%2.13%1.81%1.78%2.06%1.66%1.67%2.71%
GMED
Globus Medical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
4.90%3.18%2.00%0.00%2.80%2.29%1.84%2.09%2.35%0.00%5.35%2.42%
CIEN
Ciena Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXEL
Exelixis, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YMM
Full Truck Alliance Co. Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALGM
Allegro MicroSystems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FN
Fabrinet
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ST
Sensata Technologies Holding plc
1.41%0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Screener Value 2 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIDU
Baidu, Inc.
-0.02
INCY
Incyte Corporation
-1.60
UTHR
United Therapeutics Corporation
-0.53
MNSO
MINISO Group Holding Limited
1.35
SEDG
SolarEdge Technologies, Inc.
-1.25
GNTX
Gentex Corporation
0.70
GMED
Globus Medical, Inc.
-1.06
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
-0.08
CIEN
Ciena Corporation
0.07
EXEL
Exelixis, Inc.
1.26
YMM
Full Truck Alliance Co. Ltd.
-0.36
ALGM
Allegro MicroSystems, Inc.
-0.37
FN
Fabrinet
0.62
ST
Sensata Technologies Holding plc
-0.78

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

UTHRINCYEXELYMMASRMNSOGMEDBIDUSEDGFNGNTXCIENALGMST
UTHR1.000.330.300.070.110.140.270.120.140.170.170.200.150.15
INCY0.331.000.420.140.150.160.270.200.270.220.290.320.240.24
EXEL0.300.421.000.150.170.170.370.240.290.270.280.290.250.25
YMM0.070.140.151.000.240.510.190.610.310.250.250.250.310.28
ASR0.110.150.170.241.000.240.250.320.280.360.420.340.370.39
MNSO0.140.160.170.510.241.000.180.530.280.290.270.320.320.33
GMED0.270.270.370.190.250.181.000.240.320.390.450.390.360.45
BIDU0.120.200.240.610.320.530.241.000.370.300.340.320.380.35
SEDG0.140.270.290.310.280.280.320.371.000.420.390.430.530.46
FN0.170.220.270.250.360.290.390.300.421.000.510.570.570.57
GNTX0.170.290.280.250.420.270.450.340.390.511.000.530.520.66
CIEN0.200.320.290.250.340.320.390.320.430.570.531.000.550.56
ALGM0.150.240.250.310.370.320.360.380.530.570.520.551.000.64
ST0.150.240.250.280.390.330.450.350.460.570.660.560.641.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-16.13%
-4.01%
Screener Value 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Screener Value 2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Screener Value 2 was 29.41%, occurring on Oct 14, 2022. Recovery took 62 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.41%Nov 15, 2021231Oct 14, 202262Jan 13, 2023293
-19.18%Feb 3, 2023187Oct 31, 2023
-12.86%Jun 28, 202121Jul 27, 202170Nov 3, 202191
-2.69%Jan 17, 20233Jan 19, 20232Jan 23, 20235
-2.55%Jan 27, 20232Jan 30, 20231Jan 31, 20233

Volatility Chart

The current Screener Value 2 volatility is 5.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
2.77%
Screener Value 2
Benchmark (^GSPC)
Portfolio components
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