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RAR Stocks 2024-05-07
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

RAR Stocks 2024-05-07

Last updated Jan 9, 2025

High risk-adjusted return stocks with at least 3 years stable history

Asset Allocation

ANF 5%APH 5%ARES 5%CAMT 5%COOP 5%CSWI 5%CW 5%EME 5%FIX 5%FTAI 5%MOD 5%MSADY 5%ONTO 5%SPXC 5%TDG 5%TT 5%UNCRY 5%USLM 5%VRT 5%VST 5%EquityEquity
PositionCategory/SectorTarget Weight
ANF
Abercrombie & Fitch Co.		Consumer Cyclical
5%
APH
Amphenol Corporation		Technology
5%
ARES
Ares Management Corporation		Financial Services
5%
CAMT
Camtek Ltd		Technology
5%
COOP
Mr. Cooper Group Inc.		Financial Services
5%
CSWI
CSW Industrials, Inc.		Industrials
5%
CW
Curtiss-Wright Corporation		Industrials
5%
EME
EMCOR Group, Inc.		Industrials
5%
FIX
Comfort Systems USA, Inc.		Industrials
5%
FTAI
Fortress Transportation and Infrastructure Investors LLC		Industrials
5%
MOD
Modine Manufacturing Company		Consumer Cyclical
5%
MSADY
MS&AD Insurance Group Holdings PK		Financial Services
5%
ONTO
Onto Innovation Inc.		Technology
5%
SPXC
SPX Corporation		Industrials
5%
TDG
TransDigm Group Incorporated		Industrials
5%
TT
Trane Technologies plc		Industrials
5%
UNCRY
UniCredit SpA ADR		Financial Services
5%
USLM
United States Lime & Minerals, Inc.		Basic Materials
5%
VRT
Vertiv Holdings Co.		Industrials
5%
VST
Vistra Corp.		Utilities
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in RAR Stocks 2024-05-07, 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.

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.44%
5.05%
RAR Stocks 2024-05-07
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 30, 2018, corresponding to the inception date of VRT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
N/AN/AN/AN/AN/AN/A
RAR Stocks 2024-05-075.97%1.08%17.43%92.55%43.49%N/A
Portfolio components:
ANF
Abercrombie & Fitch Co.		1.44%8.25%-12.91%61.28%55.06%21.15%
APH
Amphenol Corporation		3.43%-2.28%3.08%51.15%22.82%19.47%
ARES
Ares Management Corporation		2.98%4.53%32.90%61.49%42.91%32.03%
CAMT
Camtek Ltd		12.49%16.04%-33.29%28.50%52.62%41.32%
COOP
Mr. Cooper Group Inc.		-2.57%-2.46%14.48%48.76%47.77%13.57%
CSWI
CSW Industrials, Inc.		2.28%-9.43%31.90%76.74%36.66%N/A
CW
Curtiss-Wright Corporation		-0.83%-4.00%25.13%64.59%20.28%18.74%
EME
EMCOR Group, Inc.		4.84%-0.57%27.81%122.75%41.54%28.24%
FIX
Comfort Systems USA, Inc.		6.18%-2.69%45.68%127.11%57.51%40.19%
FTAI
Fortress Transportation and Infrastructure Investors LLC		17.18%12.60%77.26%266.27%68.92%N/A
MOD
Modine Manufacturing Company		4.46%-6.54%15.56%99.18%76.42%25.49%
MSADY
MS&AD Insurance Group Holdings PK		-4.23%-8.43%-15.17%58.42%20.01%16.12%
ONTO
Onto Innovation Inc.		15.33%13.75%-18.78%32.95%39.58%27.97%
SPXC
SPX Corporation		-1.59%-9.82%-2.32%46.47%23.57%21.54%
TDG
TransDigm Group Incorporated		1.19%1.89%6.38%35.37%19.44%25.35%
TT
Trane Technologies plc		4.53%-3.87%13.79%59.52%32.65%25.42%
UNCRY
UniCredit SpA ADR		4.45%2.86%6.45%61.47%27.99%N/A
USLM
United States Lime & Minerals, Inc.		-10.08%-17.71%64.21%175.80%46.59%24.91%
VRT
Vertiv Holdings Co.		13.78%2.46%37.46%163.17%62.12%N/A
VST
Vistra Corp.		16.64%8.60%74.90%310.29%51.97%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of RAR Stocks 2024-05-07, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.13%14.34%7.91%1.99%13.76%1.91%0.98%2.81%5.64%0.57%13.27%-8.19%80.96%
202312.75%4.15%-0.12%0.13%5.69%14.71%7.98%10.16%-2.45%-2.55%12.78%9.43%98.69%
2022-7.63%-3.28%-2.11%-8.30%1.49%-11.00%16.80%-2.72%-8.37%14.11%7.29%-5.68%-12.94%
2021-0.30%10.03%6.98%4.23%4.21%2.53%1.08%2.25%-4.56%5.55%-0.39%5.29%42.69%
20200.33%-9.07%-22.25%12.60%7.54%2.43%6.81%6.18%1.35%1.54%18.86%5.69%29.00%
20199.60%6.90%0.85%4.95%-8.78%5.70%0.47%-1.68%3.96%5.69%3.49%2.44%37.60%
20180.93%0.99%-1.25%-9.80%3.45%-10.70%-16.14%

Expense Ratio

RAR Stocks 2024-05-07 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

Risk-Adjusted Performance Rank

With an overall rank of 96, RAR Stocks 2024-05-07 is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of RAR Stocks 2024-05-07 is 9696
Overall Rank
The Sharpe Ratio Rank of RAR Stocks 2024-05-07 is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of RAR Stocks 2024-05-07 is 9595
Sortino Ratio Rank
The Omega Ratio Rank of RAR Stocks 2024-05-07 is 9696
Omega Ratio Rank
The Calmar Ratio Rank of RAR Stocks 2024-05-07 is 9595
Calmar Ratio Rank
The Martin Ratio Rank of RAR Stocks 2024-05-07 is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for RAR Stocks 2024-05-07, currently valued at 3.28, compared to the broader market-1.000.001.002.003.004.003.28
The chart of Sortino ratio for RAR Stocks 2024-05-07, currently valued at 3.64, compared to the broader market0.002.004.003.64
The chart of Omega ratio for RAR Stocks 2024-05-07, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.51
The chart of Calmar ratio for RAR Stocks 2024-05-07, currently valued at 5.80, compared to the broader market0.002.004.006.008.0010.005.80
The chart of Martin ratio for RAR Stocks 2024-05-07, currently valued at 20.15, compared to the broader market0.0010.0020.0030.0020.15
RAR Stocks 2024-05-07
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ANF
Abercrombie & Fitch Co.		1.011.621.211.773.20
APH
Amphenol Corporation		1.902.261.352.939.41
ARES
Ares Management Corporation		2.102.721.344.5012.78
CAMT
Camtek Ltd		0.601.151.140.711.24
COOP
Mr. Cooper Group Inc.		1.762.501.293.8711.24
CSWI
CSW Industrials, Inc.		2.433.161.414.1014.26
CW
Curtiss-Wright Corporation		2.633.251.475.5817.52
EME
EMCOR Group, Inc.		3.874.111.618.4322.24
FIX
Comfort Systems USA, Inc.		2.843.121.448.0018.81
FTAI
Fortress Transportation and Infrastructure Investors LLC		5.695.011.699.4536.53
MOD
Modine Manufacturing Company		1.672.191.294.5111.05
MSADY
MS&AD Insurance Group Holdings PK		1.482.371.302.938.69
ONTO
Onto Innovation Inc.		0.731.261.171.172.47
SPXC
SPX Corporation		1.381.831.252.236.56
TDG
TransDigm Group Incorporated		1.522.021.262.936.62
TT
Trane Technologies plc		2.603.381.435.1616.99
UNCRY
UniCredit SpA ADR		1.952.511.353.289.36
USLM
United States Lime & Minerals, Inc.		4.054.521.616.6425.76
VRT
Vertiv Holdings Co.		2.963.111.404.5412.38
VST
Vistra Corp.		5.454.521.589.0423.26

The current RAR Stocks 2024-05-07 Sharpe ratio is 3.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.13, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of RAR Stocks 2024-05-07 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
3.28
1.92
RAR Stocks 2024-05-07
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

RAR Stocks 2024-05-07 provided a 1.02% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.02%1.06%1.22%1.63%1.09%1.24%2.46%1.86%1.91%2.76%1.26%1.44%
Portfolio components:
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%
APH
Amphenol Corporation		0.77%0.79%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%
ARES
Ares Management Corporation		2.04%2.10%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%
CAMT
Camtek Ltd		1.46%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%0.00%0.00%0.00%
COOP
Mr. Cooper Group 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%
CSWI
CSW Industrials, Inc.		0.24%0.24%0.36%0.57%0.48%0.48%0.53%0.00%0.00%0.00%0.00%0.00%
CW
Curtiss-Wright Corporation		0.24%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%0.74%
EME
EMCOR Group, Inc.		0.20%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
FIX
Comfort Systems USA, Inc.		0.27%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
FTAI
Fortress Transportation and Infrastructure Investors LLC		0.71%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%
MOD
Modine Manufacturing Company		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSADY
MS&AD Insurance Group Holdings PK		0.00%0.00%5.76%6.80%7.06%6.99%6.06%6.35%5.31%4.62%2.90%3.20%
ONTO
Onto Innovation 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%
SPXC
SPX Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.02%1.75%
TDG
TransDigm Group Incorporated		5.85%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
TT
Trane Technologies plc		0.87%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%
UNCRY
UniCredit SpA ADR		6.94%7.25%4.00%4.00%0.94%0.00%2.06%2.20%0.00%0.00%0.00%0.00%
USLM
United States Lime & Minerals, Inc.		0.17%0.15%0.35%0.57%0.50%0.56%6.52%0.76%0.70%0.66%0.91%0.69%
VRT
Vertiv Holdings Co.		0.09%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
VST
Vistra Corp.		0.54%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%

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.

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.35%
-2.82%
RAR Stocks 2024-05-07
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the RAR Stocks 2024-05-07. 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 RAR Stocks 2024-05-07 was 43.00%, occurring on Mar 18, 2020. Recovery took 139 trading sessions.

The current RAR Stocks 2024-05-07 drawdown is 4.35%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43%Feb 14, 202023Mar 18, 2020139Oct 5, 2020162
-31.7%Nov 17, 2021146Jun 16, 2022176Mar 1, 2023322
-23.75%Aug 22, 201886Dec 24, 201881Apr 23, 2019167
-16.05%Jul 17, 202414Aug 5, 202433Sep 20, 202447
-11.03%Nov 25, 202417Dec 18, 2024———

Volatility

Volatility Chart

The current RAR Stocks 2024-05-07 volatility is 7.93%, 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.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.93%
4.46%
RAR Stocks 2024-05-07
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
MSADYUNCRYUSLMVSTANFCAMTCOOPVRTFTAIONTOARESCSWIMODCWTDGTTSPXCFIXEMEAPH
MSADY1.000.090.030.070.080.060.080.060.090.060.070.070.090.070.050.000.060.070.080.05
UNCRY0.091.000.180.170.220.170.230.170.260.210.260.200.310.290.310.260.280.250.300.29
USLM0.030.181.000.230.240.230.330.220.260.300.320.370.360.340.310.340.380.400.380.37
VST0.070.170.231.000.250.220.250.300.330.270.350.330.310.390.400.370.350.390.410.36
ANF0.080.220.240.251.000.320.310.330.300.340.320.340.410.370.360.360.370.400.400.38
CAMT0.060.170.230.220.321.000.300.390.280.640.410.330.350.300.360.360.350.360.370.50
COOP0.080.230.330.250.310.301.000.300.360.350.390.380.400.390.370.350.410.430.410.39
VRT0.060.170.220.300.330.390.301.000.360.410.420.300.410.300.390.410.370.420.410.47
FTAI0.090.260.260.330.300.280.360.361.000.360.380.330.390.420.440.370.420.440.420.40
ONTO0.060.210.300.270.340.640.350.410.361.000.450.440.420.390.430.440.450.470.460.61
ARES0.070.260.320.350.320.410.390.420.380.451.000.400.400.430.470.470.460.480.470.55
CSWI0.070.200.370.330.340.330.380.300.330.440.401.000.480.490.450.510.580.570.570.52
MOD0.090.310.360.310.410.350.400.410.390.420.400.481.000.470.470.490.540.520.540.49
CW0.070.290.340.390.370.300.390.300.420.390.430.490.471.000.610.540.580.540.590.55
TDG0.050.310.310.400.360.360.370.390.440.430.470.450.470.611.000.540.530.490.540.55
TT0.000.260.340.370.360.360.350.410.370.440.470.510.490.540.541.000.580.580.600.65
SPXC0.060.280.380.350.370.350.410.370.420.450.460.580.540.580.530.581.000.630.620.59
FIX0.070.250.400.390.400.360.430.420.440.470.480.570.520.540.490.580.631.000.710.56
EME0.080.300.380.410.400.370.410.410.420.460.470.570.540.590.540.600.620.711.000.59
APH0.050.290.370.360.380.500.390.470.400.610.550.520.490.550.550.650.590.560.591.00
The correlation results are calculated based on daily price changes starting from Jul 31, 2018
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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