ryoku research - testing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BABA Alibaba Group Holding Limited | Consumer Cyclical | 32.11% |
PANW Palo Alto Networks, Inc. | Technology | 40.12% |
RTX Raytheon Technologies Corporation | Industrials | 27.77% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| May 11, 2024 | Buy | Palo Alto Networks, Inc. | 4 | $284.50 |
| Apr 9, 2024 | Buy | Raytheon Technologies Corporation | 9 | $107.00 |
| Apr 9, 2024 | Buy | Alibaba Group Holding Limited | 14 | $73.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ryoku research - testing, 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ryoku research - testing | N/A | -2.79% | 21.03% | N/A | N/A | N/A |
| Portfolio components: | ||||||
RTX Raytheon Technologies Corporation | 49.73% | -0.71% | 18.80% | 57.29% | 9.65% | 9.59% |
BABA Alibaba Group Holding Limited | 19.71% | -14.66% | 14.56% | 12.10% | -12.74% | -2.01% |
PANW Palo Alto Networks, Inc. | 36.45% | 7.61% | 28.83% | 54.06% | 37.48% | 27.04% |
Monthly Returns
The table below presents the monthly returns of ryoku research - testing, 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 | -1.18% | 7.12% | 0.93% | 5.87% | 7.86% | 5.75% | -1.04% | 31.23% |
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 ryoku research - testing is 17, indicating that it is in the bottom 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
RTX Raytheon Technologies Corporation | 3.13 | 5.00 | 1.61 | 2.30 | 21.92 |
BABA Alibaba Group Holding Limited | 0.38 | 0.81 | 1.10 | 0.18 | 1.11 |
PANW Palo Alto Networks, Inc. | 1.31 | 1.61 | 1.29 | 1.88 | 3.95 |
Not enough dataDividends
Dividend yield
ryoku research - testing provided a 0.51% dividend yield over the last twelve months.
| TTM | |
|---|---|
| Portfolio | 0.51% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $5.67 | $9.24 | $0.00 | $5.67 | $0.00 | $0.00 | $0.00 | $20.58 |
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 ryoku research - testing. 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 ryoku research - testing was 7.08%, occurring on Jun 4, 2024. Recovery took 46 trading sessions.
The current ryoku research - testing drawdown is 3.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.08% | May 21, 2024 | 10 | Jun 4, 2024 | 46 | Aug 9, 2024 | 56 |
| -6.38% | Oct 14, 2024 | 16 | Nov 4, 2024 | — | — | — |
| -5.78% | Apr 9, 2024 | 7 | Apr 17, 2024 | 8 | Apr 29, 2024 | 15 |
| -4.85% | Sep 3, 2024 | 4 | Sep 6, 2024 | 12 | Sep 24, 2024 | 16 |
| -2.24% | May 14, 2024 | 1 | May 14, 2024 | 2 | May 16, 2024 | 3 |
Volatility
Volatility Chart
The current ryoku research - testing volatility is 4.44%, 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
| PANW | BABA | RTX | |
|---|---|---|---|
| PANW | 1.00 | 0.06 | 0.07 |
| BABA | 0.06 | 1.00 | 0.11 |
| RTX | 0.07 | 0.11 | 1.00 |