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All the best 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVO 6.67%STRL 6.67%ASML 6.67%FCNCA 6.67%ELF 6.67%MRVL 6.67%TGLS 6.67%FLGT 6.67%ORCL 6.67%MOD 6.67%BELFB 6.67%EDU 6.67%LYTS 6.67%TEX 6.67%PERI 6.67%EquityEquity
PositionCategory/SectorWeight
ASML
ASML Holding N.V.
Technology

6.67%

BELFB
Bel Fuse Inc.
Technology

6.67%

EDU
New Oriental Education & Technology Group Inc.
Consumer Defensive

6.67%

ELF
e.l.f. Beauty, Inc.
Consumer Defensive

6.67%

FCNCA
First Citizens BancShares, Inc.
Financial Services

6.67%

FLGT
Fulgent Genetics, Inc.
Healthcare

6.67%

LYTS
LSI Industries Inc.
Technology

6.67%

MOD
Modine Manufacturing Company
Consumer Cyclical

6.67%

MRVL
Marvell Technology Group Ltd.
Technology

6.67%

NVO
Novo Nordisk A/S
Healthcare

6.67%

ORCL
Oracle Corporation
Technology

6.67%

PERI
Perion Network Ltd.
Communication Services

6.67%

STRL
Sterling Construction Company, Inc.
Industrials

6.67%

TEX
Terex Corporation
Industrials

6.67%

TGLS
Tecnoglass Inc.
Basic Materials

6.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All the best 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


100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%FebruaryMarchAprilMayJuneJuly
739.68%
152.29%
All the best 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 29, 2016, corresponding to the inception date of FLGT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
All the best 211.01%2.28%9.12%27.00%43.80%N/A
NVO
Novo Nordisk A/S
27.86%-7.51%25.73%63.54%41.91%20.82%
STRL
Sterling Construction Company, Inc.
28.61%-2.66%57.55%94.45%55.19%28.74%
ASML
ASML Holding N.V.
15.74%-12.90%3.40%28.08%31.77%27.49%
FCNCA
First Citizens BancShares, Inc.
31.50%13.49%31.07%34.92%32.43%24.03%
ELF
e.l.f. Beauty, Inc.
20.90%-14.54%12.68%52.94%59.75%N/A
MRVL
Marvell Technology Group Ltd.
6.99%-4.97%-10.82%1.09%19.40%18.33%
TGLS
Tecnoglass Inc.
12.58%21.63%15.82%8.32%50.62%19.72%
FLGT
Fulgent Genetics, Inc.
-21.24%10.21%-11.61%-42.35%29.61%N/A
ORCL
Oracle Corporation
32.93%-0.52%22.13%19.26%20.83%14.97%
MOD
Modine Manufacturing Company
65.33%4.70%53.12%173.26%46.97%21.19%
BELFB
Bel Fuse Inc.
-0.28%3.86%-0.19%12.44%33.10%12.73%
EDU
New Oriental Education & Technology Group Inc.
1.51%-3.09%-2.32%49.17%-6.68%14.71%
LYTS
LSI Industries Inc.
12.00%6.75%14.69%25.48%36.47%10.89%
TEX
Terex Corporation
10.43%16.97%10.01%8.07%15.14%6.75%
PERI
Perion Network Ltd.
-72.37%2.03%-71.70%-75.13%13.39%-10.96%

Monthly Returns

The table below presents the monthly returns of All the best 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.54%6.79%3.69%-8.29%6.63%-0.83%11.01%
202314.50%2.39%4.30%-0.43%11.01%10.25%6.04%4.00%-6.82%-4.41%9.67%10.68%77.66%
2022-12.30%2.83%-2.02%-6.24%3.97%-3.51%19.16%1.11%-9.32%14.07%18.32%-2.47%19.52%
20219.31%8.48%5.00%1.18%4.87%0.91%-5.23%5.17%-6.54%10.91%-2.02%1.92%37.53%
2020-1.97%-4.07%-24.38%17.61%8.85%6.49%5.34%8.53%2.95%3.57%19.50%15.00%62.39%
201916.11%4.73%0.17%9.28%-9.15%8.88%6.47%4.37%2.86%3.60%0.40%5.62%65.36%
20183.76%-4.17%-3.84%-5.28%7.57%-1.13%1.26%2.17%-5.01%-11.88%3.25%-13.00%-25.07%
20174.50%-1.53%1.75%0.73%-0.23%6.57%-0.44%-6.19%8.60%1.93%1.18%-0.29%16.96%
20161.26%-5.53%10.82%3.83%10.07%

Expense Ratio

All the best 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

Risk-Adjusted Performance Rank

The current rank of All the best 2 is 42, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of All the best 2 is 4242
All the best 2
The Sharpe Ratio Rank of All the best 2 is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of All the best 2 is 3030Sortino Ratio Rank
The Omega Ratio Rank of All the best 2 is 3131Omega Ratio Rank
The Calmar Ratio Rank of All the best 2 is 7070Calmar Ratio Rank
The Martin Ratio Rank of All the best 2 is 4343Martin 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.


All the best 2
Sharpe ratio
The chart of Sharpe ratio for All the best 2, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.30
Sortino ratio
The chart of Sortino ratio for All the best 2, currently valued at 1.81, compared to the broader market-2.000.002.004.006.001.81
Omega ratio
The chart of Omega ratio for All the best 2, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.22
Calmar ratio
The chart of Calmar ratio for All the best 2, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for All the best 2, currently valued at 5.12, compared to the broader market0.0010.0020.0030.0040.005.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVO
Novo Nordisk A/S
1.963.221.375.3114.16
STRL
Sterling Construction Company, Inc.
1.782.441.343.948.59
ASML
ASML Holding N.V.
0.781.231.160.832.97
FCNCA
First Citizens BancShares, Inc.
1.252.051.242.385.50
ELF
e.l.f. Beauty, Inc.
1.021.711.211.793.77
MRVL
Marvell Technology Group Ltd.
0.050.381.050.050.15
TGLS
Tecnoglass Inc.
0.180.621.080.200.48
FLGT
Fulgent Genetics, Inc.
-1.14-1.770.79-0.48-1.13
ORCL
Oracle Corporation
0.560.961.160.931.90
MOD
Modine Manufacturing Company
3.433.281.477.5021.00
BELFB
Bel Fuse Inc.
0.240.681.110.340.79
EDU
New Oriental Education & Technology Group Inc.
1.181.721.220.694.80
LYTS
LSI Industries Inc.
0.721.351.181.042.23
TEX
Terex Corporation
0.110.461.060.140.34
PERI
Perion Network Ltd.
-1.12-1.820.67-0.94-1.71

Sharpe Ratio

The current All the best 2 Sharpe ratio is 1.30. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of All the best 2 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 Ratio1.001.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.30
1.66
All the best 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All the best 2 granted a 0.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
All the best 20.46%0.49%0.61%0.67%0.69%1.24%1.41%1.17%0.89%0.78%0.66%0.63%
NVO
Novo Nordisk A/S
0.74%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
STRL
Sterling Construction Company, 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%
ASML
ASML Holding N.V.
0.75%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
FCNCA
First Citizens BancShares, Inc.
0.30%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%0.54%
ELF
e.l.f. Beauty, 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%
MRVL
Marvell Technology Group Ltd.
0.37%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
TGLS
Tecnoglass Inc.
0.78%0.79%0.91%0.56%1.59%6.79%5.20%7.21%2.04%0.00%0.00%0.00%
FLGT
Fulgent Genetics, 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%
ORCL
Oracle Corporation
1.15%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
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%
BELFB
Bel Fuse Inc.
0.42%0.42%0.85%2.17%1.86%1.37%1.52%1.11%0.91%1.62%1.02%1.31%
EDU
New Oriental Education & Technology Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.27%0.00%1.08%
LYTS
LSI Industries Inc.
1.28%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%2.80%2.08%
TEX
Terex Corporation
1.08%1.11%1.22%1.09%0.34%1.48%1.45%0.66%0.89%1.30%0.72%0.12%
PERI
Perion Network 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%

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.97%
-4.24%
All the best 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All the best 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 All the best 2 was 46.37%, occurring on Mar 18, 2020. Recovery took 97 trading sessions.

The current All the best 2 drawdown is 5.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.37%Feb 20, 202020Mar 18, 202097Aug 5, 2020117
-33.36%Jan 22, 2018234Dec 24, 2018147Jul 26, 2019381
-27.67%Nov 15, 2021123May 11, 2022122Nov 3, 2022245
-13.78%Sep 5, 202334Oct 20, 202337Dec 13, 202371
-12.14%Jul 21, 201725Aug 24, 201726Oct 2, 201751

Volatility

Volatility Chart

The current All the best 2 volatility is 8.51%, 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%4.00%6.00%8.00%FebruaryMarchAprilMayJuneJuly
8.51%
3.80%
All the best 2
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.

FLGTNVOEDULYTSTGLSPERIELFBELFBORCLSTRLFCNCAMODMRVLASMLTEX
FLGT1.000.140.120.120.120.210.130.120.150.100.140.090.220.230.13
NVO0.141.000.150.080.080.140.180.090.280.150.120.120.210.320.14
EDU0.120.151.000.140.130.190.190.120.200.160.170.200.280.310.19
LYTS0.120.080.141.000.220.200.220.270.180.290.300.310.190.210.34
TGLS0.120.080.130.221.000.230.230.260.180.300.280.300.230.230.34
PERI0.210.140.190.200.231.000.240.200.230.210.280.230.320.310.29
ELF0.130.180.190.220.230.241.000.240.260.310.300.300.290.320.29
BELFB0.120.090.120.270.260.200.241.000.220.390.390.400.320.330.40
ORCL0.150.280.200.180.180.230.260.221.000.260.300.310.380.450.35
STRL0.100.150.160.290.300.210.310.390.261.000.420.430.300.290.48
FCNCA0.140.120.170.300.280.280.300.390.300.421.000.440.290.300.51
MOD0.090.120.200.310.300.230.300.400.310.430.441.000.330.340.51
MRVL0.220.210.280.190.230.320.290.320.380.300.290.331.000.650.39
ASML0.230.320.310.210.230.310.320.330.450.290.300.340.651.000.40
TEX0.130.140.190.340.340.290.290.400.350.480.510.510.390.401.00
The correlation results are calculated based on daily price changes starting from Sep 30, 2016