PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Alpha Quaterly
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMCI 4%MNDY 4%SQ 4%TRU 4%BLD 4%NVDA 4%RYAAY 4%ROKU 4%NET 4%ALGN 4%EXP 4%DECK 4%WING 4%ASML 4%FN 4%HUBS 4%ONTO 4%FICO 4%IT 4%AXP 4%PODD 4%WCC 4%SAIA 4%TDG 4%NICE 4%EquityEquity
PositionCategory/SectorWeight
ALGN
Align Technology, Inc.
Healthcare

4%

ASML
ASML Holding N.V.
Technology

4%

AXP
American Express Company
Financial Services

4%

BLD
TopBuild Corp.
Industrials

4%

DECK
Deckers Outdoor Corporation
Consumer Cyclical

4%

EXP
Eagle Materials Inc.
Basic Materials

4%

FICO
Fair Isaac Corporation
Technology

4%

FN
Fabrinet
Technology

4%

HUBS
HubSpot, Inc.
Technology

4%

IT
Gartner, Inc.
Technology

4%

MNDY
monday.com Ltd.
Technology

4%

NET
Cloudflare, Inc.
Technology

4%

NICE
NICE Ltd.
Technology

4%

NVDA
NVIDIA Corporation
Technology

4%

ONTO
Onto Innovation Inc.
Technology

4%

PODD
Insulet Corporation
Healthcare

4%

ROKU
Roku, Inc.
Communication Services

4%

RYAAY
Ryanair Holdings plc
Industrials

4%

SAIA
Saia, Inc.
Industrials

4%

SMCI
Super Micro Computer, Inc.
Technology

4%

SQ

4%

TDG

4%

TRU

4%

WCC

4%

WING

4%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Quaterly, 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


20.00%40.00%60.00%80.00%100.00%FebruaryMarchAprilMayJuneJuly
87.20%
29.86%
Alpha Quaterly
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 10, 2021, corresponding to the inception date of MNDY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Alpha Quaterly23.29%-0.30%18.77%41.23%N/AN/A
SMCI
Super Micro Computer, Inc.
180.30%-11.98%88.20%162.83%111.36%40.61%
MNDY
monday.com Ltd.
21.75%1.64%16.88%32.00%N/AN/A
SQ
-11.96%8.15%3.42%-10.54%N/AN/A
TRU
13.17%5.12%12.78%-2.87%N/AN/A
BLD
TopBuild Corp.
19.64%15.29%19.96%67.77%41.23%N/A
NVDA
NVIDIA Corporation
138.17%-6.83%98.26%166.23%95.17%75.12%
RYAAY
Ryanair Holdings plc
-13.61%0.07%-9.75%7.15%12.39%8.47%
ROKU
Roku, Inc.
-31.76%14.98%-28.16%-14.90%-10.17%N/A
NET
Cloudflare, Inc.
-5.52%0.92%-3.31%18.16%N/AN/A
ALGN
Align Technology, Inc.
-8.18%3.89%-5.53%-25.42%-2.20%16.97%
EXP
Eagle Materials Inc.
13.59%6.21%12.69%21.02%22.38%10.20%
DECK
Deckers Outdoor Corporation
30.34%-11.11%16.28%62.08%38.04%26.39%
WING
44.10%-10.96%34.08%99.48%N/AN/A
ASML
ASML Holding N.V.
18.74%-13.62%18.60%30.25%33.24%27.49%
FN
Fabrinet
24.12%-4.32%16.97%91.08%35.23%28.06%
HUBS
HubSpot, Inc.
-17.35%-17.05%-17.47%-11.85%21.69%N/A
ONTO
Onto Innovation Inc.
28.85%-8.96%20.96%85.93%42.49%27.34%
FICO
Fair Isaac Corporation
36.66%10.77%26.23%88.37%36.17%38.23%
IT
Gartner, Inc.
1.65%1.42%-1.36%28.86%22.60%20.69%
AXP
American Express Company
30.59%5.52%33.13%44.31%15.83%11.66%
PODD
Insulet Corporation
-10.12%-4.44%-4.61%-31.40%10.00%17.91%
WCC
-2.08%3.20%-2.48%-2.08%N/AN/A
SAIA
Saia, Inc.
10.72%5.34%7.63%20.48%49.48%26.45%
TDG
22.39%-6.28%17.12%44.56%N/AN/A
NICE
NICE Ltd.
-11.33%7.43%-16.64%-18.00%3.50%16.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.26%13.06%5.27%-8.72%4.24%2.52%23.29%
202316.42%4.63%3.26%-3.16%12.68%9.17%6.09%-3.86%-7.93%-9.85%26.18%9.71%75.58%
2022-12.28%-2.92%-2.59%-13.22%-2.00%-12.41%16.69%-1.64%-10.64%9.48%10.88%-6.12%-27.78%
20215.82%4.09%6.18%-5.58%10.45%-0.94%-0.90%19.75%

Expense Ratio

Alpha Quaterly 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 Alpha Quaterly is 48, 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 Alpha Quaterly is 4848
Alpha Quaterly
The Sharpe Ratio Rank of Alpha Quaterly is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of Alpha Quaterly is 4747Sortino Ratio Rank
The Omega Ratio Rank of Alpha Quaterly is 4444Omega Ratio Rank
The Calmar Ratio Rank of Alpha Quaterly is 6060Calmar Ratio Rank
The Martin Ratio Rank of Alpha Quaterly is 4545Martin 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.


Alpha Quaterly
Sharpe ratio
The chart of Sharpe ratio for Alpha Quaterly, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.54
Sortino ratio
The chart of Sortino ratio for Alpha Quaterly, currently valued at 2.24, compared to the broader market-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for Alpha Quaterly, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Alpha Quaterly, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for Alpha Quaterly, currently valued at 5.34, compared to the broader market0.0010.0020.0030.0040.005.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMCI
Super Micro Computer, Inc.
1.712.461.334.077.21
MNDY
monday.com Ltd.
0.521.131.130.352.12
SQ
-0.26-0.050.99-0.15-0.52
TRU
-0.090.161.02-0.06-0.23
BLD
TopBuild Corp.
1.642.311.292.296.43
NVDA
NVIDIA Corporation
3.273.721.467.6121.37
RYAAY
Ryanair Holdings plc
0.180.431.060.170.50
ROKU
Roku, Inc.
-0.290.001.00-0.21-0.60
NET
Cloudflare, Inc.
0.160.621.080.110.50
ALGN
Align Technology, Inc.
-0.58-0.560.92-0.35-0.92
EXP
Eagle Materials Inc.
0.701.111.140.831.90
DECK
Deckers Outdoor Corporation
1.562.731.332.967.96
WING
2.843.221.443.2217.13
ASML
ASML Holding N.V.
0.721.161.150.762.77
FN
Fabrinet
1.552.431.342.988.60
HUBS
HubSpot, Inc.
-0.39-0.290.96-0.30-1.14
ONTO
Onto Innovation Inc.
1.582.201.283.369.77
FICO
Fair Isaac Corporation
2.963.271.475.2617.10
IT
Gartner, Inc.
0.981.621.211.694.33
AXP
American Express Company
1.822.541.341.445.14
PODD
Insulet Corporation
-0.72-0.910.89-0.53-0.90
WCC
-0.050.261.05-0.07-0.14
SAIA
Saia, Inc.
0.510.941.140.591.47
TDG
2.113.091.374.0210.97
NICE
NICE Ltd.
-0.61-0.710.91-0.40-1.09

Sharpe Ratio

The current Alpha Quaterly Sharpe ratio is 1.54. 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 1.31 to 2.06, 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 Alpha Quaterly 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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.54
1.82
Alpha Quaterly
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Alpha Quaterly granted a 0.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Alpha Quaterly0.31%0.31%0.42%0.11%0.26%0.61%0.57%0.45%0.96%0.39%0.73%0.77%
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%
MNDY
monday.com 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%
SQ
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRU
0.54%0.61%0.70%0.30%0.30%0.35%0.40%0.00%0.00%0.00%0.00%0.00%
BLD
TopBuild Corp.
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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
RYAAY
Ryanair Holdings plc
0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.27%0.00%0.00%
ROKU
Roku, 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%
NET
Cloudflare, 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%
ALGN
Align Technology, 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%
EXP
Eagle Materials Inc.
0.43%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WING
0.24%0.32%3.43%0.35%4.02%0.43%10.15%0.36%9.80%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.73%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
FN
Fabrinet
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUBS
HubSpot, 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%
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%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%
IT
Gartner, 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%
AXP
American Express Company
1.07%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
PODD
Insulet Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WCC
0.93%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAIA
Saia, 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%
TDG
2.83%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%
NICE
NICE Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%1.17%

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
-5.51%
-2.86%
Alpha Quaterly
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Quaterly. 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 Alpha Quaterly was 45.10%, occurring on Jun 16, 2022. Recovery took 266 trading sessions.

The current Alpha Quaterly drawdown is 5.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.1%Nov 10, 2021151Jun 16, 2022266Jul 11, 2023417
-21.77%Aug 1, 202362Oct 26, 202321Nov 27, 202383
-12.08%Mar 8, 202430Apr 19, 202459Jul 16, 202489
-7.17%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-6.77%Dec 28, 20234Jan 3, 202411Jan 19, 202415

Volatility

Volatility Chart

The current Alpha Quaterly volatility is 5.57%, 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%10.00%12.00%FebruaryMarchAprilMayJuneJuly
5.57%
2.76%
Alpha Quaterly
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.

RYAAYSMCIPODDWINGROKUMNDYSAIAFICODECKFNAXPNICETDGITWCCHUBSALGNEXPNETBLDTRUNVDAONTOSQASML
RYAAY1.000.270.220.260.320.290.310.310.310.320.430.250.430.310.410.330.360.420.330.360.410.360.340.410.38
SMCI0.271.000.250.270.270.300.300.330.350.500.350.340.360.310.400.280.320.400.320.380.330.510.520.320.49
PODD0.220.251.000.360.380.320.310.380.340.330.310.370.350.390.320.380.490.320.410.360.410.330.360.440.39
WING0.260.270.361.000.350.390.350.410.440.320.320.380.390.380.340.420.420.350.450.400.420.450.410.430.42
ROKU0.320.270.380.351.000.540.380.380.410.320.430.500.320.330.360.540.520.380.590.400.430.430.370.660.40
MNDY0.290.300.320.390.541.000.370.390.390.360.340.520.340.410.300.640.470.320.650.390.410.500.410.530.46
SAIA0.310.300.310.350.380.371.000.370.430.440.430.330.460.400.510.400.440.520.430.550.490.440.470.480.47
FICO0.310.330.380.410.380.390.371.000.390.390.440.450.460.510.390.440.410.440.470.430.550.460.460.450.47
DECK0.310.350.340.440.410.390.430.391.000.460.400.420.460.450.460.430.440.450.450.510.390.450.480.480.48
FN0.320.500.330.320.320.360.440.390.461.000.430.390.450.480.520.350.410.500.420.490.420.490.610.410.57
AXP0.430.350.310.320.430.340.430.440.400.431.000.370.580.460.580.360.440.550.370.490.510.420.440.500.47
NICE0.250.340.370.380.500.520.330.450.420.390.371.000.360.470.340.590.460.390.580.420.480.500.430.540.53
TDG0.430.360.350.390.320.340.460.460.460.450.580.361.000.520.560.370.450.570.370.480.510.470.500.450.52
IT0.310.310.390.380.330.410.400.510.450.480.460.470.521.000.490.480.410.490.470.480.550.490.500.440.51
WCC0.410.400.320.340.360.300.510.390.460.520.580.340.560.491.000.340.460.650.380.620.510.420.560.440.50
HUBS0.330.280.380.420.540.640.400.440.430.350.360.590.370.480.341.000.510.380.690.420.470.530.430.600.49
ALGN0.360.320.490.420.520.470.440.410.440.410.440.460.450.410.460.511.000.470.530.560.550.460.470.580.49
EXP0.420.400.320.350.380.320.520.440.450.500.550.390.570.490.650.380.471.000.390.660.540.450.520.470.50
NET0.330.320.410.450.590.650.430.470.450.420.370.580.370.470.380.690.530.391.000.430.500.560.480.630.52
BLD0.360.380.360.400.400.390.550.430.510.490.490.420.480.480.620.420.560.660.431.000.600.460.520.520.50
TRU0.410.330.410.420.430.410.490.550.390.420.510.480.510.550.510.470.550.540.500.601.000.460.470.570.52
NVDA0.360.510.330.450.430.500.440.460.450.490.420.500.470.490.420.530.460.450.560.460.461.000.670.540.72
ONTO0.340.520.360.410.370.410.470.460.480.610.440.430.500.500.560.430.470.520.480.520.470.671.000.480.74
SQ0.410.320.440.430.660.530.480.450.480.410.500.540.450.440.440.600.580.470.630.520.570.540.481.000.53
ASML0.380.490.390.420.400.460.470.470.480.570.470.530.520.510.500.490.490.500.520.500.520.720.740.531.00
The correlation results are calculated based on daily price changes starting from Jun 11, 2021