Liznar
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ACHR Archer Aviation Inc. | Industrials | 1.36% |
ADBE Adobe Inc | Technology | 3.30% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 5.23% |
ANET Arista Networks, Inc. | Technology | 4.70% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | Large Cap Growth Equities | 19.40% |
GOOGL Alphabet Inc. | Communication Services | 3.30% |
INMD InMode Ltd. | Healthcare | 1.20% |
IUKD.L iShares UK Dividend UCITS ETF | Dividend | 2.10% |
LLY Eli Lilly and Company | Healthcare | 11.18% |
META Meta Platforms, Inc. | Communication Services | 9% |
MSFT Microsoft Corporation | Technology | 8.23% |
NVDA NVIDIA Corporation | Technology | 2.60% |
NVO Novo Nordisk A/S | Healthcare | 15.80% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 9.30% |
TSLA Tesla, Inc. | Consumer Cyclical | 3.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Liznar, 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
The earliest data available for this chart is Dec 18, 2020, corresponding to the inception date of ACHR
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Liznar | 29.96% | 4.75% | 12.74% | 46.05% | N/A | N/A |
Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 37.49% | 28.54% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | 16.56% | 3.96% | 9.72% | 32.85% | 21.03% | N/A |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 26.23% | 26.77% |
TSLA Tesla, Inc. | -14.19% | -3.00% | 6.75% | -10.72% | 71.79% | 28.14% |
GOOGL Alphabet Inc. | 19.09% | -0.50% | 19.78% | 26.98% | 23.25% | 19.10% |
IUKD.L iShares UK Dividend UCITS ETF | 16.21% | 2.65% | 20.51% | 31.92% | 6.95% | 3.77% |
NVO Novo Nordisk A/S | 31.96% | 7.17% | 11.68% | 45.62% | 39.31% | 19.56% |
LLY Eli Lilly and Company | 63.86% | 18.30% | 24.64% | 72.75% | 56.00% | 33.76% |
META Meta Platforms, Inc. | 47.53% | 11.90% | 7.10% | 79.90% | 23.58% | 21.51% |
ANET Arista Networks, Inc. | 46.36% | 7.98% | 26.77% | 89.43% | 44.19% | 32.42% |
ADBE Adobe Inc | -6.23% | 3.13% | 1.26% | 5.57% | 14.72% | 22.84% |
INMD InMode Ltd. | -27.65% | -10.06% | -26.83% | -57.55% | 8.33% | N/A |
ACHR Archer Aviation Inc. | -35.99% | -16.20% | -18.12% | -38.50% | N/A | N/A |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.80% | 26.41% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 99.84% | 75.44% |
Monthly Returns
The table below presents the monthly returns of Liznar, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.57% | 9.21% | 3.14% | -3.82% | 6.08% | 8.84% | -4.01% | 29.96% | |||||
2023 | 11.05% | 1.99% | 11.78% | 2.89% | 8.47% | 6.92% | 3.89% | 4.63% | -4.75% | 0.14% | 10.32% | 3.90% | 79.52% |
2022 | -10.70% | -4.15% | 7.08% | -9.87% | -1.31% | -7.24% | 10.88% | -6.00% | -9.07% | 1.08% | 9.00% | -4.28% | -24.42% |
2021 | 3.78% | 0.62% | 0.03% | 6.26% | 1.99% | 7.84% | 4.41% | 5.60% | -5.93% | 9.99% | 2.70% | 2.62% | 46.77% |
2020 | -0.31% | -0.31% |
Expense Ratio
Liznar has an expense ratio of 0.10%, which is considered low compared to other funds. 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 Liznar is 64, 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.
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 | |
---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.75 | 2.32 | 1.30 | 2.27 | 7.94 |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | 1.68 | 2.25 | 1.31 | 1.84 | 7.80 |
MSFT Microsoft Corporation | 1.35 | 1.83 | 1.24 | 1.73 | 5.91 |
TSLA Tesla, Inc. | -0.24 | 0.01 | 1.00 | -0.20 | -0.49 |
GOOGL Alphabet Inc. | 0.82 | 1.21 | 1.17 | 1.23 | 3.63 |
IUKD.L iShares UK Dividend UCITS ETF | 1.92 | 2.80 | 1.33 | 1.28 | 9.51 |
NVO Novo Nordisk A/S | 1.46 | 2.17 | 1.27 | 2.35 | 8.02 |
LLY Eli Lilly and Company | 2.39 | 3.17 | 1.43 | 3.83 | 13.46 |
META Meta Platforms, Inc. | 2.08 | 2.96 | 1.40 | 3.10 | 12.62 |
ANET Arista Networks, Inc. | 1.85 | 2.59 | 1.35 | 3.75 | 11.68 |
ADBE Adobe Inc | -0.02 | 0.21 | 1.03 | -0.02 | -0.05 |
INMD InMode Ltd. | -1.18 | -1.95 | 0.75 | -0.70 | -1.26 |
ACHR Archer Aviation Inc. | -0.62 | -0.74 | 0.92 | -0.48 | -1.15 |
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.75 | 4.35 |
NVDA NVIDIA Corporation | 3.25 | 3.61 | 1.46 | 5.94 | 19.34 |
Dividends
Dividend yield
Liznar granted a 0.43% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Liznar | 0.43% | 0.32% | 0.56% | 0.41% | 0.49% | 1.00% | 0.86% | 0.81% | 0.77% | 1.01% | 0.88% | 1.07% |
Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
TSLA Tesla, 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% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUKD.L iShares UK Dividend UCITS ETF | 5.20% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% | 4.53% | 4.16% |
NVO Novo Nordisk A/S | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.53% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ANET Arista Networks, 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% |
ADBE Adobe 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% |
INMD InMode 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% |
ACHR Archer Aviation 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% |
AMZN Amazon.com, 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 Liznar. 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 Liznar was 31.04%, occurring on Oct 14, 2022. Recovery took 150 trading sessions.
The current Liznar drawdown is 6.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.04% | Nov 22, 2021 | 234 | Oct 14, 2022 | 150 | May 17, 2023 | 384 |
-15.37% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-9.62% | Feb 16, 2021 | 15 | Mar 8, 2021 | 27 | Apr 15, 2021 | 42 |
-8.99% | Sep 12, 2023 | 33 | Oct 26, 2023 | 9 | Nov 8, 2023 | 42 |
-8.2% | Aug 31, 2021 | 25 | Oct 4, 2021 | 16 | Oct 26, 2021 | 41 |
Volatility
Volatility Chart
The current Liznar volatility is 8.79%, 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
LLY | IUKD.L | NVO | ACHR | INMD | TSLA | EQQU.L | ANET | META | AMZN | GOOGL | ADBE | NVDA | MSFT | SMH | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.03 | 0.47 | 0.04 | 0.14 | 0.10 | 0.15 | 0.25 | 0.25 | 0.23 | 0.24 | 0.24 | 0.23 | 0.32 | 0.22 |
IUKD.L | 0.03 | 1.00 | 0.17 | 0.20 | 0.27 | 0.25 | 0.48 | 0.23 | 0.25 | 0.20 | 0.24 | 0.20 | 0.26 | 0.22 | 0.32 |
NVO | 0.47 | 0.17 | 1.00 | 0.17 | 0.23 | 0.16 | 0.20 | 0.27 | 0.28 | 0.24 | 0.29 | 0.32 | 0.26 | 0.34 | 0.27 |
ACHR | 0.04 | 0.20 | 0.17 | 1.00 | 0.38 | 0.37 | 0.27 | 0.27 | 0.26 | 0.32 | 0.29 | 0.30 | 0.31 | 0.25 | 0.36 |
INMD | 0.14 | 0.27 | 0.23 | 0.38 | 1.00 | 0.43 | 0.36 | 0.42 | 0.42 | 0.43 | 0.40 | 0.45 | 0.49 | 0.40 | 0.52 |
TSLA | 0.10 | 0.25 | 0.16 | 0.37 | 0.43 | 1.00 | 0.44 | 0.42 | 0.38 | 0.45 | 0.43 | 0.46 | 0.49 | 0.44 | 0.53 |
EQQU.L | 0.15 | 0.48 | 0.20 | 0.27 | 0.36 | 0.44 | 1.00 | 0.47 | 0.44 | 0.48 | 0.47 | 0.49 | 0.53 | 0.49 | 0.56 |
ANET | 0.25 | 0.23 | 0.27 | 0.27 | 0.42 | 0.42 | 0.47 | 1.00 | 0.48 | 0.55 | 0.52 | 0.57 | 0.62 | 0.62 | 0.69 |
META | 0.25 | 0.25 | 0.28 | 0.26 | 0.42 | 0.38 | 0.44 | 0.48 | 1.00 | 0.61 | 0.64 | 0.61 | 0.58 | 0.62 | 0.60 |
AMZN | 0.23 | 0.20 | 0.24 | 0.32 | 0.43 | 0.45 | 0.48 | 0.55 | 0.61 | 1.00 | 0.68 | 0.63 | 0.59 | 0.68 | 0.60 |
GOOGL | 0.24 | 0.24 | 0.29 | 0.29 | 0.40 | 0.43 | 0.47 | 0.52 | 0.64 | 0.68 | 1.00 | 0.64 | 0.57 | 0.74 | 0.60 |
ADBE | 0.24 | 0.20 | 0.32 | 0.30 | 0.45 | 0.46 | 0.49 | 0.57 | 0.61 | 0.63 | 0.64 | 1.00 | 0.62 | 0.72 | 0.66 |
NVDA | 0.23 | 0.26 | 0.26 | 0.31 | 0.49 | 0.49 | 0.53 | 0.62 | 0.58 | 0.59 | 0.57 | 0.62 | 1.00 | 0.65 | 0.87 |
MSFT | 0.32 | 0.22 | 0.34 | 0.25 | 0.40 | 0.44 | 0.49 | 0.62 | 0.62 | 0.68 | 0.74 | 0.72 | 0.65 | 1.00 | 0.68 |
SMH | 0.22 | 0.32 | 0.27 | 0.36 | 0.52 | 0.53 | 0.56 | 0.69 | 0.60 | 0.60 | 0.60 | 0.66 | 0.87 | 0.68 | 1.00 |