Aleh
Goid one
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25% |
C Citigroup Inc. | Financial Services | 25% |
H Hyatt Hotels Corporation | Consumer Cyclical | 25% |
HD The Home Depot, Inc. | Consumer Cyclical | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aleh, 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 every 3 months.
The earliest data available for this chart is Nov 5, 2009, corresponding to the inception date of H
Returns By Period
As of Feb 5, 2025, the Aleh returned 2.90% Year-To-Date and 16.89% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Aleh | -1.98% | -0.35% | 15.58% | 23.22% | 18.40% | 18.95% |
| Portfolio components: | ||||||
AAPL Apple Inc | -7.04% | -4.34% | 12.59% | 24.65% | 24.29% | 24.31% |
HD The Home Depot, Inc. | 5.78% | 5.73% | 17.59% | 18.70% | 14.27% | 16.95% |
H Hyatt Hotels Corporation | 0.50% | 0.69% | 19.73% | 22.88% | 12.42% | 11.13% |
C Citigroup Inc. | 12.27% | 11.30% | 40.96% | 48.97% | 3.78% | 7.73% |
Monthly Returns
The table below presents the monthly returns of Aleh, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.06% | -1.98% | |||||||||||
| 2024 | -1.65% | 3.25% | -1.40% | -5.80% | 7.20% | 6.56% | 5.05% | 2.27% | 4.08% | -2.92% | 7.06% | -0.09% | 25.07% |
| 2023 | 8.65% | -1.44% | 5.85% | 2.46% | 0.37% | 9.12% | 3.90% | -3.78% | -8.32% | -2.39% | 11.44% | 5.42% | 33.71% |
| 2022 | -5.28% | -7.83% | 1.22% | -5.89% | -2.99% | -9.16% | 15.08% | -2.63% | -9.45% | 10.04% | 2.24% | -8.33% | -23.31% |
| 2021 | -0.64% | -3.42% | 6.85% | 5.98% | -2.98% | 4.53% | 4.47% | 1.79% | -3.11% | 8.62% | 7.57% | 6.44% | 41.23% |
| 2020 | 2.89% | -8.74% | -14.60% | 16.58% | 9.14% | 7.03% | 10.19% | 15.08% | -7.20% | -4.61% | 9.38% | 5.30% | 41.16% |
| 2019 | 7.16% | 2.47% | 5.07% | 6.48% | -9.07% | 10.83% | 4.26% | 0.87% | 4.48% | 5.00% | 1.61% | 5.60% | 53.27% |
| 2018 | 4.17% | -3.01% | -3.87% | 1.28% | 5.89% | 0.88% | 2.31% | 7.86% | 1.40% | -9.73% | -5.90% | -8.51% | -8.64% |
| 2017 | 1.90% | 6.65% | 3.16% | 2.96% | 2.57% | -1.47% | 0.16% | 4.97% | 2.58% | 4.20% | 6.68% | 1.85% | 42.43% |
| 2016 | -8.63% | 0.80% | 9.38% | -3.93% | 1.19% | -2.81% | 7.31% | 1.09% | -1.05% | -1.38% | 3.66% | 4.72% | 9.35% |
| 2015 | -0.68% | 9.75% | -1.84% | -2.01% | 3.20% | -1.28% | 1.19% | -4.65% | -2.79% | 7.51% | 3.15% | -5.03% | 5.51% |
| 2014 | -7.64% | 6.35% | -0.18% | 4.22% | 4.54% | 1.25% | 0.62% | 9.40% | -1.21% | 4.65% | 4.37% | -0.06% | 28.39% |
Expense Ratio
Aleh 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Aleh is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.07 | 1.61 | 1.20 | 1.52 | 4.25 |
HD The Home Depot, Inc. | 0.83 | 1.26 | 1.15 | 0.96 | 1.99 |
H Hyatt Hotels Corporation | 0.78 | 1.28 | 1.16 | 1.10 | 3.16 |
C Citigroup Inc. | 1.74 | 2.44 | 1.31 | 1.75 | 8.51 |
Dividends
Dividend yield
Aleh provided a 1.45% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.45% | 1.55% | 1.82% | 1.90% | 1.36% | 1.61% | 1.69% | 2.01% | 1.16% | 1.17% | 1.01% | 0.88% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
HD The Home Depot, Inc. | 2.19% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
H Hyatt Hotels Corporation | 0.38% | 0.38% | 0.35% | 0.00% | 0.00% | 0.27% | 0.85% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% |
C Citigroup Inc. | 2.82% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% |
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 Aleh. 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 Aleh was 36.06%, occurring on Mar 20, 2020. Recovery took 55 trading sessions.
The current Aleh drawdown is 1.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.06% | Feb 21, 2020 | 21 | Mar 20, 2020 | 55 | Jun 9, 2020 | 76 |
| -29.17% | Jan 4, 2022 | 114 | Jun 16, 2022 | 279 | Jul 28, 2023 | 393 |
| -28.05% | Oct 2, 2018 | 58 | Dec 24, 2018 | 147 | Jul 26, 2019 | 205 |
| -23.64% | Feb 17, 2011 | 158 | Oct 3, 2011 | 78 | Jan 25, 2012 | 236 |
| -20.36% | Dec 7, 2015 | 46 | Feb 11, 2016 | 208 | Dec 7, 2016 | 254 |
Volatility
Volatility Chart
The current Aleh volatility is 5.79%, 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.
Diversification
Asset Correlations Table
| AAPL | HD | H | C | |
|---|---|---|---|---|
| AAPL | 1.00 | 0.37 | 0.34 | 0.33 |
| HD | 0.37 | 1.00 | 0.40 | 0.41 |
| H | 0.34 | 0.40 | 1.00 | 0.49 |
| C | 0.33 | 0.41 | 0.49 | 1.00 |