Alfa bookmarks 09.23
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alfa bookmarks 09.23, 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 Jul 25, 2019, corresponding to the inception date of DKNG
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
Alfa bookmarks 09.23 | 12.81% | 4.14% | 12.37% | 32.36% | 45.03% | N/A |
Portfolio components: | ||||||
Aehr Test Systems | -39.88% | 24.12% | 35.98% | -32.30% | 57.51% | 19.76% |
Axcelis Technologies, Inc. | -28.99% | -12.17% | -9.45% | -27.77% | 34.73% | 26.65% |
DraftKings Inc. | 4.31% | -6.20% | -12.08% | 33.13% | 29.67% | N/A |
First Solar, Inc. | 15.90% | -19.95% | 12.44% | 40.17% | 30.73% | 13.02% |
Alphabet Inc. | 21.77% | 2.31% | 3.81% | 37.09% | 21.84% | 19.66% |
inTEST Corporation | -46.25% | 0.14% | -33.30% | -43.46% | 9.00% | 5.21% |
Intuit Inc. | 0.38% | 0.60% | 1.69% | 26.77% | 20.27% | 22.68% |
Lattice Semiconductor Corporation | -19.58% | 4.54% | -17.43% | -0.23% | 22.75% | 23.58% |
LSI Industries Inc. | 18.46% | 2.23% | 12.90% | 12.56% | 28.92% | 11.50% |
Opera Limited | 49.05% | 20.19% | 50.81% | 70.29% | 17.91% | N/A |
Palo Alto Networks, Inc. | 23.91% | 6.90% | 27.16% | 50.35% | 36.40% | 26.42% |
Workday, Inc. | -13.56% | -2.36% | -2.58% | 12.72% | 7.65% | 9.62% |
NVIDIA Corporation | 185.29% | 16.31% | 70.13% | 246.48% | 95.28% | 77.28% |
Rambus Inc. | -25.27% | 20.80% | -3.32% | -6.13% | 29.76% | 16.15% |
Meta Platforms, Inc. | 68.12% | 3.64% | 35.35% | 97.52% | 25.29% | 23.08% |
Monthly Returns
The table below presents the monthly returns of Alfa bookmarks 09.23, 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 | -2.08% | 6.14% | 4.22% | -6.53% | 5.85% | 3.18% | 1.91% | -4.40% | 0.54% | 12.81% | |||
2023 | 23.21% | 10.57% | 12.44% | -4.21% | 16.22% | 12.48% | 5.04% | -1.50% | -8.20% | -10.55% | 11.31% | 5.42% | 91.24% |
2022 | -14.09% | -1.25% | 0.68% | -16.24% | -2.52% | -10.14% | 18.92% | 5.49% | -7.63% | 5.72% | 21.45% | -7.95% | -14.17% |
2021 | 2.11% | 8.97% | 1.12% | 2.80% | 3.22% | 7.45% | 5.92% | 13.42% | 7.68% | 11.40% | 0.97% | 1.00% | 88.54% |
2020 | 3.29% | -2.55% | -20.47% | 24.16% | 17.01% | 3.68% | 7.82% | 6.28% | -1.90% | -0.98% | 15.20% | 10.05% | 70.15% |
2019 | 0.09% | 0.01% | 1.20% | 2.79% | 5.13% | 3.30% | 13.09% |
Expense Ratio
Alfa bookmarks 09.23 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
Risk-Adjusted Performance Rank
The current rank of Alfa bookmarks 09.23 is 8, indicating that it is in the bottom 8% 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 | |
---|---|---|---|---|---|
Aehr Test Systems | -0.55 | -0.47 | 0.94 | -0.57 | -0.96 |
Axcelis Technologies, Inc. | -0.67 | -0.80 | 0.91 | -0.60 | -1.53 |
DraftKings Inc. | 0.84 | 1.41 | 1.17 | 0.61 | 2.19 |
First Solar, Inc. | 0.74 | 1.46 | 1.17 | 0.92 | 2.31 |
Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
inTEST Corporation | -0.79 | -1.01 | 0.88 | -0.57 | -1.50 |
Intuit Inc. | 1.19 | 1.59 | 1.22 | 1.07 | 5.33 |
Lattice Semiconductor Corporation | -0.38 | -0.19 | 0.98 | -0.37 | -0.83 |
LSI Industries Inc. | 0.40 | 0.78 | 1.10 | 0.51 | 1.82 |
Opera Limited | 1.19 | 2.07 | 1.23 | 1.07 | 4.74 |
Palo Alto Networks, Inc. | 1.20 | 1.52 | 1.27 | 1.74 | 3.65 |
Workday, Inc. | 0.50 | 0.90 | 1.14 | 0.49 | 0.88 |
NVIDIA Corporation | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
Rambus Inc. | -0.02 | 0.38 | 1.05 | -0.02 | -0.05 |
Meta Platforms, Inc. | 2.81 | 3.74 | 1.53 | 4.75 | 17.06 |
Dividends
Dividend yield
Alfa bookmarks 09.23 provided a 0.44% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Alfa bookmarks 09.23 | 0.44% | 0.74% | 0.16% | 0.22% | 0.19% | 0.29% | 0.51% | 0.27% | 0.24% | 0.22% | 0.36% | 0.33% |
Portfolio components: | ||||||||||||
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% |
Axcelis Technologies, 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% |
DraftKings 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% |
First Solar, 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% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
inTEST 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% |
Intuit Inc. | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
Lattice Semiconductor 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% |
LSI Industries Inc. | 1.21% | 1.42% | 1.63% | 2.92% | 2.34% | 3.31% | 6.31% | 2.91% | 2.05% | 0.98% | 2.80% | 2.08% |
Opera Limited | 4.31% | 9.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Palo Alto 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% |
Workday, 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% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Rambus 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% |
Meta Platforms, Inc. | 0.25% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Alfa bookmarks 09.23. 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 Alfa bookmarks 09.23 was 43.43%, occurring on Jun 16, 2022. Recovery took 153 trading sessions.
The current Alfa bookmarks 09.23 drawdown is 5.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.43% | Nov 17, 2021 | 146 | Jun 16, 2022 | 153 | Jan 26, 2023 | 299 |
-41.35% | Feb 20, 2020 | 20 | Mar 18, 2020 | 50 | May 29, 2020 | 70 |
-19.76% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
-19.47% | Jul 19, 2023 | 73 | Oct 30, 2023 | 84 | Mar 1, 2024 | 157 |
-12.44% | Apr 28, 2021 | 11 | May 12, 2021 | 14 | Jun 2, 2021 | 25 |
Volatility
Volatility Chart
The current Alfa bookmarks 09.23 volatility is 6.52%, 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
LYTS | OPRA | INTT | FSLR | DKNG | AEHR | PANW | WDAY | META | GOOGL | RMBS | INTU | NVDA | ACLS | LSCC | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYTS | 1.00 | 0.13 | 0.23 | 0.26 | 0.19 | 0.23 | 0.17 | 0.17 | 0.20 | 0.18 | 0.28 | 0.18 | 0.17 | 0.27 | 0.25 |
OPRA | 0.13 | 1.00 | 0.22 | 0.30 | 0.29 | 0.22 | 0.28 | 0.28 | 0.31 | 0.28 | 0.32 | 0.31 | 0.31 | 0.33 | 0.32 |
INTT | 0.23 | 0.22 | 1.00 | 0.29 | 0.24 | 0.30 | 0.21 | 0.25 | 0.26 | 0.26 | 0.36 | 0.26 | 0.30 | 0.39 | 0.37 |
FSLR | 0.26 | 0.30 | 0.29 | 1.00 | 0.31 | 0.32 | 0.30 | 0.34 | 0.32 | 0.31 | 0.40 | 0.33 | 0.37 | 0.42 | 0.45 |
DKNG | 0.19 | 0.29 | 0.24 | 0.31 | 1.00 | 0.34 | 0.37 | 0.38 | 0.38 | 0.34 | 0.34 | 0.40 | 0.40 | 0.38 | 0.38 |
AEHR | 0.23 | 0.22 | 0.30 | 0.32 | 0.34 | 1.00 | 0.29 | 0.33 | 0.30 | 0.32 | 0.41 | 0.36 | 0.38 | 0.48 | 0.46 |
PANW | 0.17 | 0.28 | 0.21 | 0.30 | 0.37 | 0.29 | 1.00 | 0.54 | 0.42 | 0.47 | 0.42 | 0.54 | 0.51 | 0.43 | 0.44 |
WDAY | 0.17 | 0.28 | 0.25 | 0.34 | 0.38 | 0.33 | 0.54 | 1.00 | 0.50 | 0.50 | 0.41 | 0.63 | 0.50 | 0.44 | 0.49 |
META | 0.20 | 0.31 | 0.26 | 0.32 | 0.38 | 0.30 | 0.42 | 0.50 | 1.00 | 0.66 | 0.44 | 0.56 | 0.58 | 0.46 | 0.50 |
GOOGL | 0.18 | 0.28 | 0.26 | 0.31 | 0.34 | 0.32 | 0.47 | 0.50 | 0.66 | 1.00 | 0.45 | 0.62 | 0.58 | 0.49 | 0.51 |
RMBS | 0.28 | 0.32 | 0.36 | 0.40 | 0.34 | 0.41 | 0.42 | 0.41 | 0.44 | 0.45 | 1.00 | 0.49 | 0.60 | 0.69 | 0.65 |
INTU | 0.18 | 0.31 | 0.26 | 0.33 | 0.40 | 0.36 | 0.54 | 0.63 | 0.56 | 0.62 | 0.49 | 1.00 | 0.60 | 0.50 | 0.56 |
NVDA | 0.17 | 0.31 | 0.30 | 0.37 | 0.40 | 0.38 | 0.51 | 0.50 | 0.58 | 0.58 | 0.60 | 0.60 | 1.00 | 0.62 | 0.66 |
ACLS | 0.27 | 0.33 | 0.39 | 0.42 | 0.38 | 0.48 | 0.43 | 0.44 | 0.46 | 0.49 | 0.69 | 0.50 | 0.62 | 1.00 | 0.70 |
LSCC | 0.25 | 0.32 | 0.37 | 0.45 | 0.38 | 0.46 | 0.44 | 0.49 | 0.50 | 0.51 | 0.65 | 0.56 | 0.66 | 0.70 | 1.00 |