Contrarian
Personal implementation of a Contrarian portfolio.
Asset Allocation
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Aug 2, 2024 | Buy | Twin Disc, Incorporated | 350 | $13.14 |
| Jul 1, 2024 | Buy | Flexsteel Industries, Inc. | 130 | $31.20 |
| Jun 3, 2024 | Buy | National Presto Industries, Inc. | 50 | $74.64 |
| May 8, 2024 | Buy | Northeast Community Bancorp, Inc. | 225 | $16.75 |
| May 6, 2024 | Sell | Seaboard Corporation | 1 | $3,196.01 |
| Apr 8, 2024 | Buy | OP Bancorp | 400 | $9.76 |
| Apr 4, 2024 | Sell | PowerFleet, Inc. | 400 | $15.71 |
| Apr 2, 2024 | Sell | Big 5 Sporting Goods Corporation | 125 | $3.36 |
| Mar 18, 2024 | Buy | Medallion Financial Corp. | 450 | $7.61 |
| Feb 5, 2024 | Buy | Teekay Tankers Ltd. | 50 | $57.64 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Contrarian, 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 By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Contrarian | 32.51% | 2.92% | 43.42% | 41.26% | N/A | N/A |
| Portfolio components: | ||||||
VTS Vitesse Energy Inc | 21.16% | 3.35% | 9.15% | 24.46% | N/A | N/A |
HNNA Hennessy Advisors, Inc. | 65.19% | 9.17% | 58.98% | 65.79% | 7.20% | 2.58% |
WLK Westlake Corporation | 4.16% | -0.87% | -3.37% | 20.92% | 18.96% | 6.04% |
TUSK Mammoth Energy Services, Inc. | -11.88% | 5.65% | 5.93% | -19.14% | 5.91% | N/A |
PCB PCB Bancorp | 6.22% | 1.63% | 21.66% | 27.11% | 6.07% | -77.84% |
MOS The Mosaic Company | -26.90% | -7.74% | -16.79% | -29.21% | 6.01% | -3.91% |
DHT DHT Holdings, Inc. | 17.75% | -0.13% | 1.62% | 18.38% | 23.25% | 13.92% |
SEB Seaboard Corporation | -7.37% | 7.87% | 2.19% | -12.48% | -3.97% | 3.08% |
BGFV Big 5 Sporting Goods Corporation | -69.54% | -1.05% | -47.16% | -71.72% | 4.47% | -9.47% |
AE Adams Resources & Energy, Inc. | 3.27% | 17.53% | 4.17% | -23.40% | -0.60% | -3.60% |
PWFL PowerFleet, Inc. | 37.13% | 0.00% | 3.53% | 127.67% | N/A | N/A |
ARC ARC Document Solutions, Inc. | 8.40% | 14.19% | 31.04% | 10.71% | 26.34% | -4.48% |
VLGEA Village Super Market, Inc. | 26.37% | 5.60% | 16.93% | 45.70% | 9.00% | 7.67% |
TNK Teekay Tankers Ltd. | 13.01% | 0.61% | -1.23% | 43.33% | 41.46% | 8.67% |
MFIN Medallion Financial Corp. | -16.07% | 2.31% | 5.74% | 12.38% | 6.40% | -0.96% |
OPBK OP Bancorp | 19.46% | 0.80% | 26.07% | 43.41% | 9.38% | 8.43% |
NECB Northeast Community Bancorp, Inc. | 35.67% | 7.97% | 55.56% | 57.43% | 26.69% | 22.20% |
NPK National Presto Industries, Inc. | -6.33% | 0.18% | -6.56% | 1.34% | -0.35% | 5.85% |
FLXS Flexsteel Industries, Inc. | 134.88% | 6.74% | 24.54% | 120.49% | 26.08% | 4.46% |
TWIN Twin Disc, Incorporated | -22.36% | -2.43% | -22.28% | -4.04% | 1.36% | -7.29% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -7.26% | -2.44% | 5.60% | 16.97% | 7.25% | -3.09% | 14.66% | 0.58% | 32.51% | ||||
| 2023 | 5.08% | 2.43% | -6.90% | -3.29% | -11.40% | 2.46% | 6.08% | -3.19% | -5.47% | -5.18% | 3.08% | 10.73% | -7.57% |
Expense Ratio
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 Contrarian is 30, 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 | |
|---|---|---|---|---|---|
VTS Vitesse Energy Inc | 0.69 | 1.18 | 1.14 | 1.11 | 2.74 |
HNNA Hennessy Advisors, Inc. | 1.70 | 2.59 | 1.39 | 2.15 | 12.27 |
WLK Westlake Corporation | 0.64 | 1.09 | 1.13 | 1.03 | 2.67 |
TUSK Mammoth Energy Services, Inc. | -0.39 | -0.29 | 0.97 | -0.29 | -0.85 |
PCB PCB Bancorp | 0.85 | 1.42 | 1.17 | 1.17 | 2.21 |
MOS The Mosaic Company | -0.90 | -1.24 | 0.86 | -0.53 | -1.56 |
DHT DHT Holdings, Inc. | 0.69 | 1.19 | 1.14 | 1.33 | 2.90 |
SEB Seaboard Corporation | -0.50 | -0.61 | 0.93 | -0.42 | -0.83 |
BGFV Big 5 Sporting Goods Corporation | -1.06 | -1.85 | 0.75 | -0.86 | -1.45 |
AE Adams Resources & Energy, Inc. | -0.62 | -0.79 | 0.91 | -0.38 | -0.96 |
PWFL PowerFleet, Inc. | 2.12 | 3.10 | 1.41 | 2.57 | 9.34 |
ARC ARC Document Solutions, Inc. | 0.30 | 0.71 | 1.09 | 0.34 | 0.80 |
VLGEA Village Super Market, Inc. | 1.77 | 2.29 | 1.32 | 2.47 | 7.77 |
TNK Teekay Tankers Ltd. | 1.30 | 1.95 | 1.23 | 1.63 | 3.98 |
MFIN Medallion Financial Corp. | 0.21 | 0.61 | 1.08 | 0.25 | 0.59 |
OPBK OP Bancorp | 1.46 | 2.25 | 1.28 | 1.60 | 4.65 |
NECB Northeast Community Bancorp, Inc. | 2.48 | 3.45 | 1.45 | 3.73 | 8.31 |
NPK National Presto Industries, Inc. | 0.14 | 0.35 | 1.04 | 0.17 | 0.36 |
FLXS Flexsteel Industries, Inc. | 2.15 | 2.89 | 1.37 | 4.10 | 11.37 |
TWIN Twin Disc, Incorporated | -0.11 | 0.16 | 1.02 | -0.13 | -0.28 |
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 Contrarian. 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 Contrarian was 28.77%, occurring on Nov 1, 2023. Recovery took 134 trading sessions.
The current Contrarian drawdown is 1.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.77% | Mar 6, 2023 | 168 | Nov 1, 2023 | 134 | May 15, 2024 | 302 |
| -9.83% | Jul 29, 2024 | 8 | Aug 7, 2024 | 17 | Aug 30, 2024 | 25 |
| -7.01% | May 17, 2024 | 22 | Jun 18, 2024 | 17 | Jul 15, 2024 | 39 |
| -5.44% | Sep 3, 2024 | 7 | Sep 11, 2024 | 6 | Sep 19, 2024 | 13 |
| -3.05% | Feb 3, 2023 | 5 | Feb 9, 2023 | 9 | Feb 23, 2023 | 14 |
Volatility
Volatility Chart
The current Contrarian volatility is 5.96%, 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
| HNNA | AE | PWFL | SEB | ARC | FLXS | TWIN | TNK | DHT | BGFV | MFIN | NPK | VLGEA | TUSK | VTS | OPBK | NECB | MOS | PCB | WLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HNNA | 1.00 | 0.01 | 0.04 | 0.05 | 0.04 | 0.12 | 0.01 | 0.01 | -0.04 | 0.03 | 0.05 | 0.05 | 0.11 | -0.03 | -0.04 | 0.07 | 0.04 | 0.11 | 0.05 | 0.02 |
| AE | 0.01 | 1.00 | 0.05 | 0.17 | 0.11 | 0.10 | 0.03 | 0.09 | 0.03 | 0.06 | 0.08 | 0.02 | 0.04 | 0.14 | 0.17 | 0.11 | 0.08 | 0.17 | 0.06 | 0.12 |
| PWFL | 0.04 | 0.05 | 1.00 | 0.06 | 0.11 | 0.13 | 0.06 | 0.04 | 0.05 | 0.18 | 0.20 | 0.11 | 0.08 | 0.14 | 0.09 | 0.11 | 0.08 | 0.03 | 0.08 | 0.14 |
| SEB | 0.05 | 0.17 | 0.06 | 1.00 | 0.08 | 0.14 | 0.03 | 0.07 | 0.08 | 0.06 | 0.06 | 0.13 | 0.20 | 0.06 | 0.12 | 0.10 | 0.13 | 0.10 | 0.14 | 0.09 |
| ARC | 0.04 | 0.11 | 0.11 | 0.08 | 1.00 | 0.21 | 0.14 | -0.05 | 0.01 | 0.12 | 0.16 | 0.17 | 0.17 | 0.18 | 0.11 | 0.10 | 0.24 | 0.13 | 0.21 | 0.20 |
| FLXS | 0.12 | 0.10 | 0.13 | 0.14 | 0.21 | 1.00 | 0.25 | 0.04 | 0.10 | 0.11 | 0.20 | 0.17 | 0.18 | 0.12 | 0.09 | 0.19 | 0.21 | 0.15 | 0.23 | 0.18 |
| TWIN | 0.01 | 0.03 | 0.06 | 0.03 | 0.14 | 0.25 | 1.00 | 0.17 | 0.12 | 0.13 | 0.21 | 0.16 | 0.13 | 0.17 | 0.21 | 0.22 | 0.22 | 0.23 | 0.21 | 0.24 |
| TNK | 0.01 | 0.09 | 0.04 | 0.07 | -0.05 | 0.04 | 0.17 | 1.00 | 0.72 | 0.08 | 0.17 | 0.12 | 0.14 | 0.17 | 0.20 | 0.15 | 0.16 | 0.22 | 0.19 | 0.27 |
| DHT | -0.04 | 0.03 | 0.05 | 0.08 | 0.01 | 0.10 | 0.12 | 0.72 | 1.00 | 0.14 | 0.19 | 0.16 | 0.15 | 0.22 | 0.24 | 0.14 | 0.16 | 0.28 | 0.19 | 0.27 |
| BGFV | 0.03 | 0.06 | 0.18 | 0.06 | 0.12 | 0.11 | 0.13 | 0.08 | 0.14 | 1.00 | 0.15 | 0.19 | 0.23 | 0.27 | 0.23 | 0.23 | 0.28 | 0.27 | 0.30 | 0.38 |
| MFIN | 0.05 | 0.08 | 0.20 | 0.06 | 0.16 | 0.20 | 0.21 | 0.17 | 0.19 | 0.15 | 1.00 | 0.23 | 0.21 | 0.29 | 0.21 | 0.22 | 0.18 | 0.19 | 0.25 | 0.29 |
| NPK | 0.05 | 0.02 | 0.11 | 0.13 | 0.17 | 0.17 | 0.16 | 0.12 | 0.16 | 0.19 | 0.23 | 1.00 | 0.31 | 0.27 | 0.24 | 0.29 | 0.31 | 0.26 | 0.32 | 0.27 |
| VLGEA | 0.11 | 0.04 | 0.08 | 0.20 | 0.17 | 0.18 | 0.13 | 0.14 | 0.15 | 0.23 | 0.21 | 0.31 | 1.00 | 0.24 | 0.27 | 0.26 | 0.29 | 0.25 | 0.37 | 0.29 |
| TUSK | -0.03 | 0.14 | 0.14 | 0.06 | 0.18 | 0.12 | 0.17 | 0.17 | 0.22 | 0.27 | 0.29 | 0.27 | 0.24 | 1.00 | 0.29 | 0.28 | 0.27 | 0.35 | 0.23 | 0.37 |
| VTS | -0.04 | 0.17 | 0.09 | 0.12 | 0.11 | 0.09 | 0.21 | 0.20 | 0.24 | 0.23 | 0.21 | 0.24 | 0.27 | 0.29 | 1.00 | 0.25 | 0.31 | 0.38 | 0.28 | 0.43 |
| OPBK | 0.07 | 0.11 | 0.11 | 0.10 | 0.10 | 0.19 | 0.22 | 0.15 | 0.14 | 0.23 | 0.22 | 0.29 | 0.26 | 0.28 | 0.25 | 1.00 | 0.40 | 0.29 | 0.46 | 0.36 |
| NECB | 0.04 | 0.08 | 0.08 | 0.13 | 0.24 | 0.21 | 0.22 | 0.16 | 0.16 | 0.28 | 0.18 | 0.31 | 0.29 | 0.27 | 0.31 | 0.40 | 1.00 | 0.33 | 0.45 | 0.38 |
| MOS | 0.11 | 0.17 | 0.03 | 0.10 | 0.13 | 0.15 | 0.23 | 0.22 | 0.28 | 0.27 | 0.19 | 0.26 | 0.25 | 0.35 | 0.38 | 0.29 | 0.33 | 1.00 | 0.33 | 0.54 |
| PCB | 0.05 | 0.06 | 0.08 | 0.14 | 0.21 | 0.23 | 0.21 | 0.19 | 0.19 | 0.30 | 0.25 | 0.32 | 0.37 | 0.23 | 0.28 | 0.46 | 0.45 | 0.33 | 1.00 | 0.45 |
| WLK | 0.02 | 0.12 | 0.14 | 0.09 | 0.20 | 0.18 | 0.24 | 0.27 | 0.27 | 0.38 | 0.29 | 0.27 | 0.29 | 0.37 | 0.43 | 0.36 | 0.38 | 0.54 | 0.45 | 1.00 |