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Alpha Monthly
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMCI 4%NVDA 4%APPF 4%DECK 4%SAIA 4%ASML 4%MNDY 4%SWAV 4%FN 4%EXP 4%GWW 4%APP 4%ANET 4%ONTO 4%SAP 4%MELI 4%FIX 4%WING 4%DT 4%MDB 4%FTV 4%AMZN 4%NOW 4%TDG 4%XPO 4%EquityEquity
PositionCategory/SectorTarget Weight
AMZN
Amazon.com, Inc.
Consumer Cyclical
4%
ANET
Arista Networks, Inc.
Technology
4%
APP
AppLovin Corporation
Technology
4%
APPF
AppFolio, Inc.
Technology
4%
ASML
ASML Holding N.V.
Technology
4%
DECK
Deckers Outdoor Corporation
Consumer Cyclical
4%
DT
Dynatrace, Inc.
Technology
4%
EXP
Eagle Materials Inc.
Basic Materials
4%
FIX
Comfort Systems USA, Inc.
Industrials
4%
FN
Fabrinet
Technology
4%
FTV
Fortive Corporation
Technology
4%
GWW
W.W. Grainger, Inc.
Industrials
4%
MDB
MongoDB, Inc.
Technology
4%
MELI
MercadoLibre, Inc.
Consumer Cyclical
4%
MNDY
monday.com Ltd.
Technology
4%
NOW
ServiceNow, Inc.
Technology
4%
NVDA
NVIDIA Corporation
Technology
4%
ONTO
Onto Innovation Inc.
Technology
4%
SAIA
Saia, Inc.
Industrials
4%
SAP
4%
SMCI
4%
SWAV
4%
TDG
4%
WING
4%
XPO
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Monthly, 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 every 3 months.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-13.25%
2.98%
Alpha Monthly
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.77%-3.55%3.64%22.00%12.20%11.23%
Alpha Monthly0.84%-5.78%-13.25%41.28%N/AN/A
SMCI
1.97%-14.73%-64.56%-8.47%N/AN/A
NVDA
NVIDIA Corporation
-0.79%-0.76%5.45%143.59%85.66%75.87%
APPF
AppFolio, Inc.
-1.69%-6.42%-8.34%33.95%14.81%N/A
DECK
Deckers Outdoor Corporation
0.74%-0.99%34.47%73.71%48.94%30.49%
SAIA
Saia, Inc.
1.57%-12.44%-9.14%5.23%36.93%25.02%
ASML
ASML Holding N.V.
4.95%1.23%-31.62%2.81%20.54%22.87%
MNDY
monday.com Ltd.
-9.53%-22.00%-10.19%11.69%N/AN/A
SWAV
0.00%0.00%0.00%54.86%N/AN/A
FN
Fabrinet
0.86%-10.53%-16.47%17.46%27.42%29.29%
EXP
Eagle Materials Inc.
-2.95%-12.30%-2.35%18.49%22.12%13.16%
GWW
W.W. Grainger, Inc.
2.08%-5.83%9.31%28.79%27.72%18.18%
APP
AppLovin Corporation
-2.52%-2.71%264.82%656.84%N/AN/A
ANET
Arista Networks, Inc.
1.91%0.24%25.77%78.77%53.48%39.66%
ONTO
Onto Innovation Inc.
14.54%14.26%-19.80%32.36%38.33%28.59%
SAP
1.35%-1.49%21.80%59.37%N/AN/A
MELI
MercadoLibre, Inc.
2.33%-4.60%1.14%4.91%21.49%30.98%
FIX
Comfort Systems USA, Inc.
3.56%-5.01%33.30%116.72%56.41%40.25%
WING
-2.90%-8.42%-28.54%5.90%N/AN/A
DT
Dynatrace, Inc.
-7.07%-7.17%14.54%-10.20%12.98%N/A
MDB
MongoDB, Inc.
3.17%-10.11%-7.00%-38.66%9.57%N/A
FTV
Fortive Corporation
1.45%-1.00%-3.38%6.30%3.57%N/A
AMZN
Amazon.com, Inc.
-0.42%-3.96%13.18%41.29%18.68%31.24%
NOW
ServiceNow, Inc.
-4.19%-9.40%33.51%39.30%27.34%31.97%
TDG
0.88%1.54%5.41%30.69%N/AN/A
XPO
3.45%-13.20%14.33%56.92%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202422.86%28.08%7.63%-9.98%3.14%4.17%-5.81%-7.31%2.53%-4.23%11.46%-5.92%47.26%
20239.35%6.08%6.02%2.00%18.57%10.26%8.16%-0.88%-4.87%-3.14%13.36%5.07%92.93%
2022-13.67%-3.89%1.40%-14.73%-1.93%-8.19%18.60%-0.41%-9.54%11.74%9.24%-8.08%-22.57%
20213.57%1.32%8.37%-4.76%10.22%-0.19%2.07%21.61%

Expense Ratio

Alpha Monthly 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 Monthly is 21, meaning it’s performing worse than 79% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Alpha Monthly is 2121
Overall Rank
The Sharpe Ratio Rank of Alpha Monthly is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of Alpha Monthly is 2323
Sortino Ratio Rank
The Omega Ratio Rank of Alpha Monthly is 2222
Omega Ratio Rank
The Calmar Ratio Rank of Alpha Monthly is 2828
Calmar Ratio Rank
The Martin Ratio Rank of Alpha Monthly is 1212
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.

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
The chart of Sharpe ratio for Alpha Monthly, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.001.031.73
The chart of Sortino ratio for Alpha Monthly, currently valued at 1.61, compared to the broader market-2.000.002.004.001.612.33
The chart of Omega ratio for Alpha Monthly, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.201.32
The chart of Calmar ratio for Alpha Monthly, currently valued at 1.54, compared to the broader market0.002.004.006.008.0010.001.542.59
The chart of Martin ratio for Alpha Monthly, currently valued at 3.20, compared to the broader market0.0010.0020.0030.003.2010.80
Alpha Monthly
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMCI
-0.080.801.10-0.11-0.19
NVDA
NVIDIA Corporation
2.753.151.395.3716.34
APPF
AppFolio, Inc.
0.811.701.221.303.25
DECK
Deckers Outdoor Corporation
1.962.891.363.317.28
SAIA
Saia, Inc.
0.120.531.080.160.27
ASML
ASML Holding N.V.
0.050.371.050.050.10
MNDY
monday.com Ltd.
0.210.681.090.180.89
SWAV
2.746.262.571.7148.00
FN
Fabrinet
0.360.851.110.701.46
EXP
Eagle Materials Inc.
0.540.951.110.671.62
GWW
W.W. Grainger, Inc.
1.402.201.262.084.58
APP
AppLovin Corporation
8.606.851.9010.5287.78
ANET
Arista Networks, Inc.
1.992.531.334.0611.77
ONTO
Onto Innovation Inc.
0.651.171.161.042.17
SAP
2.493.491.415.7419.26
MELI
MercadoLibre, Inc.
0.230.571.080.290.80
FIX
Comfort Systems USA, Inc.
2.612.951.417.3617.06
WING
0.160.481.070.190.48
DT
Dynatrace, Inc.
-0.27-0.200.98-0.16-0.42
MDB
MongoDB, Inc.
-0.69-0.780.90-0.62-0.98
FTV
Fortive Corporation
0.290.541.070.290.55
AMZN
Amazon.com, Inc.
1.512.111.272.166.97
NOW
ServiceNow, Inc.
1.251.791.252.026.58
TDG
1.391.881.242.706.02
XPO
1.352.181.262.785.25

The current Alpha Monthly Sharpe ratio is 1.03. 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 1.19 to 1.89, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Alpha Monthly 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.03
1.73
Alpha Monthly
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Alpha Monthly provided a 0.40% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.40%0.40%0.33%0.53%0.20%0.20%0.71%0.69%0.57%1.06%0.31%0.90%
SMCI
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
0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
APPF
AppFolio, 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%
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%
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%
ASML
ASML Holding N.V.
0.92%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
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%
SWAV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
EXP
Eagle Materials Inc.
0.42%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%
GWW
W.W. Grainger, Inc.
0.74%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
APP
AppLovin 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%
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%
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%
SAP
0.96%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
FIX
Comfort Systems USA, Inc.
0.27%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
WING
0.36%0.34%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%0.00%0.00%
DT
Dynatrace, 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%
MDB
MongoDB, 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%
FTV
Fortive Corporation
0.42%0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%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%
NOW
ServiceNow, 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
5.87%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
XPO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.96%
-4.17%
Alpha Monthly
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Monthly. 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 Monthly was 42.29%, occurring on Jun 16, 2022. Recovery took 236 trading sessions.

The current Alpha Monthly drawdown is 16.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.29%Nov 10, 2021151Jun 16, 2022236May 25, 2023387
-27.41%Mar 8, 2024126Sep 6, 2024
-14.12%Aug 8, 202357Oct 26, 202313Nov 14, 202370
-12.04%Feb 16, 20243Feb 21, 20247Mar 1, 202410
-8.49%Sep 7, 202120Oct 4, 202118Oct 28, 202138

Volatility

Volatility Chart

The current Alpha Monthly volatility is 7.95%, 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.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.95%
4.67%
Alpha Monthly
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.

SWAVSMCIGWWWINGAPPFSAIAMNDYDECKFIXAPPFNSAPXPOTDGMELIDTEXPMDBFTVAMZNANETONTONVDAASMLNOW
SWAV1.000.200.200.300.340.240.290.260.290.290.260.260.250.300.380.370.280.340.300.320.310.310.300.330.34
SMCI0.201.000.240.260.290.280.300.350.400.330.470.330.330.330.300.280.370.330.330.330.470.490.480.470.35
GWW0.200.241.000.300.300.440.250.360.560.280.400.360.430.470.310.320.580.270.590.320.380.380.290.360.37
WING0.300.260.301.000.380.340.380.430.370.430.320.360.380.400.400.430.360.410.380.430.410.400.440.410.46
APPF0.340.290.300.381.000.330.440.380.360.440.360.420.340.410.430.500.380.460.410.440.440.390.420.390.53
SAIA0.240.280.440.340.331.000.350.400.450.350.410.370.720.440.390.370.510.370.490.380.400.440.400.440.42
MNDY0.290.300.250.380.440.351.000.390.300.500.370.410.330.330.480.550.330.620.360.510.460.390.490.440.59
DECK0.260.350.360.430.380.400.391.000.440.400.440.380.440.460.440.450.440.440.490.460.460.470.450.470.47
FIX0.290.400.560.370.360.450.300.441.000.380.530.400.470.520.380.320.620.330.550.380.500.520.410.450.39
APP0.290.330.280.430.440.350.500.400.381.000.370.430.390.380.470.500.380.560.400.540.480.440.530.480.57
FN0.260.470.400.320.360.410.370.440.530.371.000.430.430.420.360.360.480.390.490.410.560.600.500.550.42
SAP0.260.330.360.360.420.370.410.380.400.430.431.000.390.450.430.450.450.420.470.520.450.480.490.620.56
XPO0.250.330.430.380.340.720.330.440.470.390.430.391.000.480.400.390.580.400.530.440.430.490.470.470.45
TDG0.300.330.470.400.410.440.330.460.520.380.420.450.481.000.450.410.550.340.570.430.460.480.450.490.44
MELI0.380.300.310.400.430.390.480.440.380.470.360.430.400.451.000.500.420.520.460.550.470.440.500.490.57
DT0.370.280.320.430.500.370.550.450.320.500.360.450.390.410.501.000.410.650.450.540.470.420.480.470.68
EXP0.280.370.580.360.380.510.330.440.620.380.480.450.580.550.420.411.000.380.630.400.430.490.440.470.43
MDB0.340.330.270.410.460.370.620.440.330.560.390.420.400.340.520.650.381.000.380.610.520.460.530.480.70
FTV0.300.330.590.380.410.490.360.490.550.400.490.470.530.570.460.450.630.381.000.420.440.520.420.520.46
AMZN0.320.330.320.430.440.380.510.460.380.540.410.520.440.430.550.540.400.610.421.000.570.480.590.570.64
ANET0.310.470.380.410.440.400.460.460.500.480.560.450.430.460.470.470.430.520.440.571.000.580.640.590.62
ONTO0.310.490.380.400.390.440.390.470.520.440.600.480.490.480.440.420.490.460.520.480.581.000.650.730.50
NVDA0.300.480.290.440.420.400.490.450.410.530.500.490.470.450.500.480.440.530.420.590.640.651.000.690.60
ASML0.330.470.360.410.390.440.440.470.450.480.550.620.470.490.490.470.470.480.520.570.590.730.691.000.58
NOW0.340.350.370.460.530.420.590.470.390.570.420.560.450.440.570.680.430.700.460.640.620.500.600.581.00
The correlation results are calculated based on daily price changes starting from Jun 11, 2021
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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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