2023-2024 вар3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 14.29% |
GOOGL Alphabet Inc. | Communication Services | 14.29% |
MNSO MINISO Group Holding Limited | Consumer Cyclical | 14.29% |
MOD Modine Manufacturing Company | Consumer Cyclical | 14.29% |
SMCI Super Micro Computer, Inc. | Technology | 14.29% |
NVO Novo Nordisk A/S | Healthcare | 14.29% |
LYTS LSI Industries Inc. | Technology | 14.26% |
Performance
The chart shows the growth of an initial investment of $10,000 in 2023-2024 вар3, 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 Oct 15, 2020, corresponding to the inception date of MNSO
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| 2023-2024 вар3 | 92.98% | 0.43% | 10.92% | 85.55% | N/A | N/A |
| Portfolio components: | ||||||
AEHR Aehr Test Systems | 20.55% | 5.03% | -41.80% | 6.93% | 68.59% | 23.75% |
GOOGL Alphabet Inc. | 47.36% | -0.18% | 6.14% | 34.07% | 20.02% | 17.15% |
MNSO MINISO Group Holding Limited | 100.02% | -21.77% | 23.13% | 85.82% | N/A | N/A |
MOD Modine Manufacturing Company | 160.78% | 27.12% | 59.06% | 150.44% | 34.93% | 14.97% |
SMCI Super Micro Computer, Inc. | 208.67% | 0.33% | 5.69% | 193.72% | 73.45% | 31.14% |
NVO Novo Nordisk A/S | 46.86% | -3.45% | 24.74% | 58.00% | 37.56% | 22.17% |
LYTS LSI Industries Inc. | 10.90% | 3.83% | 8.71% | 13.88% | 29.86% | 7.91% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 22.40% | 10.13% | 15.42% | 9.49% | -2.49% | -11.74% | 5.71% |
Dividend yield
2023-2024 вар3 granted a 0.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-2024 вар3 | 0.88% | 0.58% | 0.76% | 0.52% | 0.69% | 1.18% | 0.63% | 0.70% | 0.27% | 0.60% | 0.47% | 1.01% |
| 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 | 3.90% | 1.60% | 1.47% | 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% |
SMCI Super Micro Computer, 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% |
NVO Novo Nordisk A/S | 0.75% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% | 1.12% |
LYTS LSI Industries Inc. | 1.50% | 1.63% | 2.92% | 2.34% | 3.31% | 6.31% | 2.91% | 2.05% | 0.98% | 2.80% | 2.08% | 5.93% |
Expense Ratio
The 2023-2024 вар3 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 | -0.06 | ||||
GOOGL Alphabet Inc. | 1.00 | ||||
MNSO MINISO Group Holding Limited | 1.57 | ||||
MOD Modine Manufacturing Company | 2.77 | ||||
SMCI Super Micro Computer, Inc. | 2.73 | ||||
NVO Novo Nordisk A/S | 1.85 | ||||
LYTS LSI Industries Inc. | 0.32 |
Asset Correlations Table
| NVO | LYTS | MNSO | MOD | GOOGL | AEHR | SMCI | |
|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.09 | 0.12 | 0.12 | 0.29 | 0.17 | 0.20 |
| LYTS | 0.09 | 1.00 | 0.15 | 0.33 | 0.13 | 0.24 | 0.26 |
| MNSO | 0.12 | 0.15 | 1.00 | 0.22 | 0.26 | 0.27 | 0.24 |
| MOD | 0.12 | 0.33 | 0.22 | 1.00 | 0.30 | 0.35 | 0.37 |
| GOOGL | 0.29 | 0.13 | 0.26 | 0.30 | 1.00 | 0.40 | 0.37 |
| AEHR | 0.17 | 0.24 | 0.27 | 0.35 | 0.40 | 1.00 | 0.40 |
| SMCI | 0.20 | 0.26 | 0.24 | 0.37 | 0.37 | 0.40 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2023-2024 вар3. 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 2023-2024 вар3 was 33.26%, occurring on May 24, 2022. Recovery took 64 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.26% | Nov 5, 2021 | 138 | May 24, 2022 | 64 | Aug 25, 2022 | 202 |
| -21.79% | Aug 26, 2022 | 21 | Sep 26, 2022 | 28 | Nov 3, 2022 | 49 |
| -15.87% | Oct 12, 2023 | 14 | Oct 31, 2023 | — | — | — |
| -13.19% | Jul 22, 2021 | 20 | Aug 18, 2021 | 12 | Sep 3, 2021 | 32 |
| -11.33% | Oct 19, 2020 | 8 | Oct 28, 2020 | 7 | Nov 6, 2020 | 15 |
Volatility Chart
The current 2023-2024 вар3 volatility is 7.58%, 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.