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Contrarian
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Risk-Adjusted Performance
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Drawdowns
Volatility

Contrarian

Last updated Apr 21, 2025

Personal implementation of a Contrarian portfolio.

Asset Allocation

Asset allocation is not available

Transactions

DateTypeSymbolQuantityPrice
Jan 6, 2025BuyFlexible Solutions International Inc.1500$5.76
Jan 2, 2025SellThe Mosaic Company100$24.70
Jan 2, 2025BuySapiens International Corporation N.V.200$26.35
Jan 2, 2025SellTWIN10011.88
Jan 2, 2025SellFlexsteel Industries, Inc.127$54.19
Jan 2, 2025SellNational Presto Industries, Inc.50$97.66
Jan 2, 2025SellMedallion Financial Corp.450$9.52
Dec 2, 2024BuyConsolidated Water Co. Ltd.200$26.66
Nov 22, 2024SellARC Document Solutions, Inc.1000$3.40
Aug 2, 2024BuyTWIN35013.14

1–10 of 40

Performance

Performance Chart

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Returns By Period

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Monthly Returns

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

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Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Contrarian is 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Contrarian is 4545
Overall Rank
The Sharpe Ratio Rank of Contrarian is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of Contrarian is 5959
Sortino Ratio Rank
The Omega Ratio Rank of Contrarian is 6666
Omega Ratio Rank
The Calmar Ratio Rank of Contrarian is 2525
Calmar Ratio Rank
The Martin Ratio Rank of Contrarian is 5454
Martin 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.

The current Contrarian Sharpe ratio is 0.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Contrarian 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.

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Dividends

Dividend yield

Contrarian doesn't pay dividends

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Contrarian. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current Contrarian drawdown is 100.00%.

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Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Risk Analysis
DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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