Alfa bookmarks 09.23
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEHR Aehr Test Systems | Technology | 6.67% |
ACLS Axcelis Technologies, Inc. | Technology | 6.67% |
DKNG DraftKings Inc. | Consumer Cyclical | 6.67% |
FSLR First Solar, Inc. | Technology | 6.67% |
GOOGL Alphabet Inc. | Communication Services | 6.67% |
INTT inTEST Corporation | Technology | 6.67% |
INTU Intuit Inc. | Technology | 6.67% |
LSCC Lattice Semiconductor Corporation | Technology | 6.67% |
LYTS LSI Industries Inc. | Technology | 6.67% |
OPRA Opera Limited | Communication Services | 6.67% |
PANW Palo Alto Networks, Inc. | Technology | 6.67% |
WDAY Workday, Inc. | Technology | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
RMBS Rambus Inc. | Technology | 6.67% |
META Meta Platforms, Inc. | Communication Services | 6.67% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 8.89% | N/A |
| Alfa bookmarks 09.23 | -8.26% | 19.32% | 82.40% | 115.58% | 51.48% | N/A |
| Portfolio components: | ||||||
AEHR Aehr Test Systems | -9.45% | 43.66% | 132.64% | 231.63% | 127.95% | N/A |
ACLS Axcelis Technologies, Inc. | -15.69% | 22.81% | 104.93% | 168.54% | 74.86% | N/A |
DKNG DraftKings Inc. | -2.02% | 52.52% | 154.96% | 91.81% | 29.66% | N/A |
FSLR First Solar, Inc. | -16.11% | -25.01% | 4.37% | 18.20% | 23.09% | N/A |
GOOGL Alphabet Inc. | -1.10% | 28.56% | 52.07% | 40.27% | 22.82% | N/A |
INTT inTEST Corporation | -15.61% | -28.30% | 44.37% | 94.89% | 33.44% | N/A |
INTU Intuit Inc. | -5.76% | 17.95% | 33.81% | 34.72% | 16.38% | N/A |
LSCC Lattice Semiconductor Corporation | -11.66% | -10.20% | 32.11% | 74.17% | 47.94% | N/A |
LYTS LSI Industries Inc. | -0.57% | 12.73% | 30.52% | 108.78% | 43.42% | N/A |
OPRA Opera Limited | -26.17% | 7.81% | 98.10% | 187.11% | 3.05% | N/A |
PANW Palo Alto Networks, Inc. | -2.45% | 20.60% | 69.68% | 44.56% | 31.86% | N/A |
WDAY Workday, Inc. | -14.02% | 4.55% | 27.69% | 40.36% | -0.15% | N/A |
NVDA NVIDIA Corporation | -7.68% | 60.17% | 206.54% | 269.14% | 75.01% | N/A |
RMBS Rambus Inc. | -1.90% | 10.94% | 56.81% | 120.97% | 41.97% | N/A |
META Meta Platforms, Inc. | 3.52% | 44.00% | 154.96% | 126.14% | 10.68% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.44% | -4.21% | 16.22% | 12.48% | 5.04% | -1.50% | -8.20% |
Dividend yield
Alfa bookmarks 09.23 granted a 0.86% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alfa bookmarks 09.23 | 0.86% | 0.17% | 0.23% | 0.20% | 0.31% | 0.57% | 0.31% | 0.27% | 0.24% | 0.42% | 0.38% | 0.84% |
| 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% |
ACLS 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% |
DKNG 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% |
FSLR 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% |
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% |
INTT inTEST Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.90% |
INTU Intuit Inc. | 0.60% | 0.73% | 0.39% | 0.43% | 0.76% | 0.86% | 0.93% | 1.14% | 1.16% | 0.96% | 1.00% | 1.15% |
LSCC 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% |
LYTS LSI Industries Inc. | 1.27% | 1.65% | 3.02% | 2.48% | 3.61% | 7.25% | 3.46% | 2.51% | 1.23% | 3.54% | 2.69% | 7.87% |
OPRA Opera Limited | 11.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW 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% |
WDAY 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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
RMBS 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 Meta Platforms, 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% |
Expense Ratio
The 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
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 | 2.47 | ||||
ACLS Axcelis Technologies, Inc. | 3.37 | ||||
DKNG DraftKings Inc. | 1.26 | ||||
FSLR First Solar, Inc. | 0.28 | ||||
GOOGL Alphabet Inc. | 1.11 | ||||
INTT inTEST Corporation | 1.68 | ||||
INTU Intuit Inc. | 0.87 | ||||
LSCC Lattice Semiconductor Corporation | 1.39 | ||||
LYTS LSI Industries Inc. | 2.39 | ||||
OPRA Opera Limited | 2.13 | ||||
PANW Palo Alto Networks, Inc. | 1.06 | ||||
WDAY Workday, Inc. | 0.90 | ||||
NVDA NVIDIA Corporation | 4.87 | ||||
RMBS Rambus Inc. | 2.66 | ||||
META Meta Platforms, Inc. | 2.41 |
Asset Correlations Table
| LYTS | INTT | OPRA | DKNG | AEHR | FSLR | PANW | WDAY | META | RMBS | GOOGL | INTU | ACLS | LSCC | NVDA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LYTS | 1.00 | 0.20 | 0.11 | 0.17 | 0.22 | 0.25 | 0.18 | 0.16 | 0.19 | 0.27 | 0.19 | 0.16 | 0.27 | 0.24 | 0.18 |
| INTT | 0.20 | 1.00 | 0.21 | 0.24 | 0.29 | 0.28 | 0.22 | 0.25 | 0.28 | 0.34 | 0.27 | 0.25 | 0.37 | 0.35 | 0.33 |
| OPRA | 0.11 | 0.21 | 1.00 | 0.30 | 0.23 | 0.30 | 0.29 | 0.30 | 0.30 | 0.32 | 0.27 | 0.32 | 0.34 | 0.32 | 0.32 |
| DKNG | 0.17 | 0.24 | 0.30 | 1.00 | 0.35 | 0.31 | 0.38 | 0.40 | 0.37 | 0.32 | 0.36 | 0.40 | 0.37 | 0.38 | 0.39 |
| AEHR | 0.22 | 0.29 | 0.23 | 0.35 | 1.00 | 0.31 | 0.32 | 0.36 | 0.35 | 0.40 | 0.36 | 0.38 | 0.46 | 0.44 | 0.43 |
| FSLR | 0.25 | 0.28 | 0.30 | 0.31 | 0.31 | 1.00 | 0.35 | 0.38 | 0.33 | 0.41 | 0.34 | 0.36 | 0.42 | 0.45 | 0.40 |
| PANW | 0.18 | 0.22 | 0.29 | 0.38 | 0.32 | 0.35 | 1.00 | 0.56 | 0.44 | 0.43 | 0.50 | 0.55 | 0.46 | 0.50 | 0.54 |
| WDAY | 0.16 | 0.25 | 0.30 | 0.40 | 0.36 | 0.38 | 0.56 | 1.00 | 0.54 | 0.42 | 0.54 | 0.65 | 0.48 | 0.53 | 0.56 |
| META | 0.19 | 0.28 | 0.30 | 0.37 | 0.35 | 0.33 | 0.44 | 0.54 | 1.00 | 0.46 | 0.70 | 0.59 | 0.49 | 0.55 | 0.60 |
| RMBS | 0.27 | 0.34 | 0.32 | 0.32 | 0.40 | 0.41 | 0.43 | 0.42 | 0.46 | 1.00 | 0.49 | 0.49 | 0.68 | 0.65 | 0.62 |
| GOOGL | 0.19 | 0.27 | 0.27 | 0.36 | 0.36 | 0.34 | 0.50 | 0.54 | 0.70 | 0.49 | 1.00 | 0.67 | 0.53 | 0.57 | 0.64 |
| INTU | 0.16 | 0.25 | 0.32 | 0.40 | 0.38 | 0.36 | 0.55 | 0.65 | 0.59 | 0.49 | 0.67 | 1.00 | 0.52 | 0.59 | 0.65 |
| ACLS | 0.27 | 0.37 | 0.34 | 0.37 | 0.46 | 0.42 | 0.46 | 0.48 | 0.49 | 0.68 | 0.53 | 0.52 | 1.00 | 0.70 | 0.65 |
| LSCC | 0.24 | 0.35 | 0.32 | 0.38 | 0.44 | 0.45 | 0.50 | 0.53 | 0.55 | 0.65 | 0.57 | 0.59 | 0.70 | 1.00 | 0.71 |
| NVDA | 0.18 | 0.33 | 0.32 | 0.39 | 0.43 | 0.40 | 0.54 | 0.56 | 0.60 | 0.62 | 0.64 | 0.65 | 0.65 | 0.71 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Alfa bookmarks 09.23. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Alfa bookmarks 09.23 is 43.43%, recorded on Jun 16, 2022. It took 153 trading sessions for the portfolio to recover.
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 |
| -12.44% | Apr 28, 2021 | 11 | May 12, 2021 | 14 | Jun 2, 2021 | 25 |
| -11.27% | Jul 19, 2023 | 22 | Aug 17, 2023 | — | — | — |
| -11.27% | Feb 17, 2021 | 14 | Mar 8, 2021 | 33 | Apr 23, 2021 | 47 |
Volatility Chart
The current Alfa bookmarks 09.23 volatility is 5.82%, 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.