2023-2024 вар2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 15% |
GOOGL Alphabet Inc. | Communication Services | 15% |
MOD Modine Manufacturing Company | Consumer Cyclical | 15% |
PERI Perion Network Ltd. | Communication Services | 15% |
NVDA NVIDIA Corporation | Technology | 15% |
NVO Novo Nordisk A/S | Healthcare | 15% |
MNSO MINISO Group Holding Limited | Consumer Cyclical | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in 2023-2024 вар2, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 7.30% | N/A |
| 2023-2024 вар2 | -5.80% | 36.57% | 98.81% | 172.09% | 95.54% | N/A |
| Portfolio components: | ||||||
AEHR Aehr Test Systems | -10.41% | 47.32% | 127.36% | 224.11% | 223.05% | N/A |
GOOGL Alphabet Inc. | -3.90% | 26.15% | 48.32% | 36.81% | 19.30% | N/A |
MNSO MINISO Group Holding Limited | 1.57% | 48.29% | 145.17% | 379.19% | 9.49% | N/A |
MOD Modine Manufacturing Company | -3.87% | 98.48% | 130.36% | 253.55% | 87.40% | N/A |
PERI Perion Network Ltd. | -7.71% | -22.61% | 21.07% | 58.79% | 60.65% | N/A |
NVDA NVIDIA Corporation | -11.86% | 56.63% | 197.76% | 258.56% | 47.12% | N/A |
NVO Novo Nordisk A/S | -2.01% | 15.07% | 36.85% | 85.92% | 41.02% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.13% | -4.08% | 11.84% | 9.52% | 14.39% | 7.88% |
Dividend yield
2023-2024 вар2 granted a 0.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-2024 вар2 | 0.57% | 0.44% | 0.45% | 0.45% | 0.54% | 0.74% | 0.58% | 1.14% | 0.54% | 0.83% | 2.79% | 2.73% |
| Portfolio components: | ||||||||||||
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% |
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% |
MNSO MINISO Group Holding Limited | 3.18% | 1.63% | 1.53% | 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% |
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% |
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% |
NVO Novo Nordisk A/S | 1.62% | 1.71% | 1.95% | 2.84% | 3.33% | 4.49% | 3.60% | 7.11% | 2.36% | 3.77% | 16.56% | 17.56% |
Expense Ratio
The 2023-2024 вар2 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.
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 | |
|---|---|---|---|---|---|
AEHR Aehr Test Systems | 2.52 | ||||
GOOGL Alphabet Inc. | 0.91 | ||||
MNSO MINISO Group Holding Limited | 6.10 | ||||
MOD Modine Manufacturing Company | 4.23 | ||||
PERI Perion Network Ltd. | 1.28 | ||||
NVDA NVIDIA Corporation | 4.40 | ||||
NVO Novo Nordisk A/S | 2.92 |
Asset Correlations Table
| NVO | MNSO | MOD | PERI | AEHR | GOOGL | NVDA | |
|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.12 | 0.12 | 0.21 | 0.17 | 0.29 | 0.26 |
| MNSO | 0.12 | 1.00 | 0.23 | 0.26 | 0.28 | 0.25 | 0.28 |
| MOD | 0.12 | 0.23 | 1.00 | 0.28 | 0.34 | 0.30 | 0.31 |
| PERI | 0.21 | 0.26 | 0.28 | 1.00 | 0.44 | 0.44 | 0.48 |
| AEHR | 0.17 | 0.28 | 0.34 | 0.44 | 1.00 | 0.41 | 0.50 |
| GOOGL | 0.29 | 0.25 | 0.30 | 0.44 | 0.41 | 1.00 | 0.62 |
| NVDA | 0.26 | 0.28 | 0.31 | 0.48 | 0.50 | 0.62 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 2023-2024 вар2. 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 вар2 is 40.50%, recorded on May 11, 2022. It took 130 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.5% | Nov 16, 2021 | 122 | May 11, 2022 | 130 | Nov 15, 2022 | 252 |
| -16.92% | Feb 17, 2021 | 14 | Mar 8, 2021 | 78 | Jun 28, 2021 | 92 |
| -13.31% | Jul 22, 2021 | 20 | Aug 18, 2021 | 12 | Sep 3, 2021 | 32 |
| -11.64% | Dec 5, 2022 | 20 | Jan 3, 2023 | 5 | Jan 10, 2023 | 25 |
| -10.3% | Oct 19, 2020 | 8 | Oct 28, 2020 | 7 | Nov 6, 2020 | 15 |
Volatility Chart
The current 2023-2024 вар2 volatility is 6.50%, 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.