2023-2024 вар1

Last updated Sep 30, 2023

Asset Allocation

Position	Category/Sector	Weight
PERI Perion Network Ltd.	Communication Services	12.5%
AEHR Aehr Test Systems	Technology	12.5%
MOD Modine Manufacturing Company	Consumer Cyclical	12.5%
GOOGL Alphabet Inc.	Communication Services	12.5%
LYTS LSI Industries Inc.	Technology	12.5%
SMCI Super Micro Computer, Inc.	Technology	12.5%
NVDA NVIDIA Corporation	Technology	12.5%
META Meta Platforms, Inc.	Communication Services	12.5%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in 2023-2024 вар1, 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

2023-2024 вар1

Benchmark (^GSPC)

Portfolio components

Returns

As of Sep 30, 2023, the 2023-2024 вар1 returned 120.79% Year-To-Date and 35.71% of annualized return in the last 10 years.

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-5.02%	4.35%	11.68%	17.79%	8.05%	9.74%
2023-2024 вар1	-3.69%	51.91%	120.79%	184.46%	60.48%	35.71%
Portfolio components:
PERI Perion Network Ltd.	-7.27%	-22.61%	21.07%	54.23%	59.16%	-2.91%
AEHR Aehr Test Systems	-8.58%	47.32%	127.36%	221.83%	83.29%	33.78%
MOD Modine Manufacturing Company	-3.64%	98.48%	130.36%	250.57%	25.20%	11.94%
GOOGL Alphabet Inc.	-3.69%	26.15%	48.32%	34.33%	16.77%	19.45%
LYTS LSI Industries Inc.	1.28%	14.84%	31.18%	109.02%	32.09%	9.43%
SMCI Super Micro Computer, Inc.	2.35%	157.36%	234.01%	403.62%	67.94%	34.63%
NVDA NVIDIA Corporation	-11.69%	56.63%	197.76%	256.18%	44.33%	61.43%
META Meta Platforms, Inc.	1.73%	41.65%	149.47%	120.08%	12.81%	19.57%
Returns over 1 year are annualized

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2023		7.15%	9.03%	-3.90%	27.41%	9.92%	15.69%	2.13%

Sharpe Ratio

The current 2023-2024 вар1 Sharpe ratio is 5.18. A Sharpe ratio of 3.0 or higher is considered excellent.

The Sharpe ratio of 2023-2024 вар1 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.

2023-2024 вар1

Benchmark (^GSPC)

Portfolio components

Dividend yield

2023-2024 вар1 granted a 0.16% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
2023-2024 вар1	0.16%	0.22%	0.38%	0.33%	0.49%	0.96%	0.47%	0.37%	0.31%	0.66%	0.59%	1.07%
Portfolio components:
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%
AEHR Aehr Test Systems	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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%
GOOGL Alphabet 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%
LYTS LSI Industries Inc.	1.26%	1.65%	3.02%	2.48%	3.61%	7.25%	3.46%	2.51%	1.23%	3.54%	2.69%	7.87%
SMCI Super Micro Computer, 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%
NVDA NVIDIA Corporation	0.04%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.23%	1.77%	2.06%	0.66%
META Meta Platforms, 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%

Expense Ratio

The 2023-2024 вар1 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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
PERI Perion Network Ltd.	1.28
AEHR Aehr Test Systems	2.52
MOD Modine Manufacturing Company	4.23
GOOGL Alphabet Inc.	0.91
LYTS LSI Industries Inc.	2.50
SMCI Super Micro Computer, Inc.	5.57
NVDA NVIDIA Corporation	4.40
META Meta Platforms, Inc.	2.15

Asset Correlations Table

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

	AEHR	LYTS	PERI	MOD	SMCI	META	NVDA	GOOGL
AEHR	1.00	0.14	0.20	0.19	0.19	0.20	0.25	0.22
LYTS	0.14	1.00	0.17	0.32	0.26	0.19	0.20	0.22
PERI	0.20	0.17	1.00	0.21	0.22	0.28	0.29	0.28
MOD	0.19	0.32	0.21	1.00	0.33	0.25	0.32	0.30
SMCI	0.19	0.26	0.22	0.33	1.00	0.30	0.37	0.32
META	0.20	0.19	0.28	0.25	0.30	1.00	0.47	0.60
NVDA	0.25	0.20	0.29	0.32	0.37	0.47	1.00	0.52
GOOGL	0.22	0.22	0.28	0.30	0.32	0.60	0.52	1.00

Drawdowns Chart

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

2023-2024 вар1

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2023-2024 вар1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 2023-2024 вар1 is 47.24%, recorded on Mar 18, 2020. It took 97 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-47.24%	Feb 20, 2020	20	Mar 18, 2020	97	Aug 5, 2020	117
-40.4%	Jun 13, 2018	135	Dec 24, 2018	252	Dec 24, 2019	387
-36.46%	Nov 8, 2021	163	Jul 1, 2022	93	Nov 11, 2022	256
-19.95%	Jan 30, 2018	60	Apr 25, 2018	29	Jun 6, 2018	89
-18.96%	Dec 30, 2015	13	Jan 19, 2016	59	Apr 13, 2016	72

Volatility Chart

The current 2023-2024 вар1 volatility is 7.51%, 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.

2023-2024 вар1

Benchmark (^GSPC)

Portfolio components