kj
kj
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASHOKLEY.NS Ashok Leyland Limited | Industrials | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jul 4, 2023 | Buy | Ashok Leyland Limited | 1000 | ₹162.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in kj, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| kj | 43.29% | 5.59% | 49.51% | 38.75% | N/A | N/A |
| Portfolio components: | ||||||
ASHOKLEY.NS Ashok Leyland Limited | 46.20% | 5.59% | 51.28% | 40.39% | 33.73% | 24.22% |
Monthly Returns
The table below presents the monthly returns of kj, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.11% | -3.41% | 0.79% | 12.50% | 16.27% | 7.99% | 6.28% | 43.29% | |||||
| 2023 | 13.58% | -0.08% | -3.73% | -5.25% | 9.21% | -0.87% | 12.07% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of kj is 25, indicating that it is in the bottom 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ASHOKLEY.NS Ashok Leyland Limited | 1.35 | 1.93 | 1.28 | 2.71 | 6.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the kj. 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 kj was 15.40%, occurring on Mar 13, 2024. Recovery took 30 trading sessions.
The current kj drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.4% | Aug 18, 2023 | 141 | Mar 13, 2024 | 30 | Apr 30, 2024 | 171 |
| -12.16% | Jun 4, 2024 | 1 | Jun 4, 2024 | 5 | Jun 11, 2024 | 6 |
| -7.52% | Jun 28, 2024 | 15 | Jul 19, 2024 | 5 | Jul 26, 2024 | 20 |
| -5.42% | Aug 1, 2024 | 4 | Aug 6, 2024 | 8 | Aug 19, 2024 | 12 |
| -4.05% | May 6, 2024 | 2 | May 7, 2024 | 5 | May 14, 2024 | 7 |
Volatility
Volatility Chart
The current kj volatility is 9.81%, 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.