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Alfa bookmarks 09.23
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Alfa bookmarks 09.23

Last updated Oct 30, 2024

Asset Allocation

AEHR 6.67%ACLS 6.67%DKNG 6.67%FSLR 6.67%GOOGL 6.67%INTT 6.67%INTU 6.67%LSCC 6.67%LYTS 6.67%OPRA 6.67%PANW 6.67%WDAY 6.67%NVDA 6.67%RMBS 6.67%META 6.67%EquityEquity
PositionCategory/SectorWeight
ACLS
Axcelis Technologies, Inc.		Technology
6.67%
AEHR
Aehr Test Systems		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%
META
Meta Platforms, Inc.		Communication Services
6.67%
NVDA
NVIDIA Corporation		Technology
6.67%
OPRA
Opera Limited		Communication Services
6.67%
PANW
Palo Alto Networks, Inc.		Technology
6.67%
RMBS
Rambus Inc.		Technology
6.67%
WDAY
Workday, Inc.		Technology
6.67%

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

-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.42%
15.83%
Alfa bookmarks 09.23
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of DKNG

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
Alfa bookmarks 09.2312.81%4.14%12.37%32.36%45.03%N/A
Portfolio components:
AEHR
Aehr Test Systems		-39.88%24.12%35.98%-32.30%57.51%19.76%
ACLS
Axcelis Technologies, Inc.		-28.99%-12.17%-9.45%-27.77%34.73%26.65%
DKNG
DraftKings Inc.		4.31%-6.20%-12.08%33.13%29.67%N/A
FSLR
First Solar, Inc.		15.90%-19.95%12.44%40.17%30.73%13.02%
GOOGL
Alphabet Inc.		21.77%2.31%3.81%37.09%21.84%19.66%
INTT
inTEST Corporation		-46.25%0.14%-33.30%-43.46%9.00%5.21%
INTU
Intuit Inc.		0.38%0.60%1.69%26.77%20.27%22.68%
LSCC
Lattice Semiconductor Corporation		-19.58%4.54%-17.43%-0.23%22.75%23.58%
LYTS
LSI Industries Inc.		18.46%2.23%12.90%12.56%28.92%11.50%
OPRA
Opera Limited		49.05%20.19%50.81%70.29%17.91%N/A
PANW
Palo Alto Networks, Inc.		23.91%6.90%27.16%50.35%36.40%26.42%
WDAY
Workday, Inc.		-13.56%-2.36%-2.58%12.72%7.65%9.62%
NVDA
NVIDIA Corporation		185.29%16.31%70.13%246.48%95.28%77.28%
RMBS
Rambus Inc.		-25.27%20.80%-3.32%-6.13%29.76%16.15%
META
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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.08%6.14%4.22%-6.53%5.85%3.18%1.91%-4.40%0.54%12.81%
202323.21%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%
20212.11%8.97%1.12%2.80%3.22%7.45%5.92%13.42%7.68%11.40%0.97%1.00%88.54%
20203.29%-2.55%-20.47%24.16%17.01%3.68%7.82%6.28%-1.90%-0.98%15.20%10.05%70.15%
20190.09%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.

The portfolio doesn't hold funds that charge fees

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.

The Risk-Adjusted Performance Rank of Alfa bookmarks 09.23 is 88
Combined Rank
The Sharpe Ratio Rank of Alfa bookmarks 09.23 is 66Sharpe Ratio Rank
The Sortino Ratio Rank of Alfa bookmarks 09.23 is 66Sortino Ratio Rank
The Omega Ratio Rank of Alfa bookmarks 09.23 is 66Omega Ratio Rank
The Calmar Ratio Rank of Alfa bookmarks 09.23 is 1818Calmar Ratio Rank
The Martin Ratio Rank of Alfa bookmarks 09.23 is 77Martin 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.

Alfa bookmarks 09.23
Sharpe ratio
The chart of Sharpe ratio for Alfa bookmarks 09.23, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Sortino ratio
The chart of Sortino ratio for Alfa bookmarks 09.23, currently valued at 1.70, compared to the broader market-2.000.002.004.006.001.70
Omega ratio
The chart of Omega ratio for Alfa bookmarks 09.23, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.802.001.22
Calmar ratio
The chart of Calmar ratio for Alfa bookmarks 09.23, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.54
Martin ratio
The chart of Martin ratio for Alfa bookmarks 09.23, currently valued at 4.74, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AEHR
Aehr Test Systems		-0.55-0.470.94-0.57-0.96
ACLS
Axcelis Technologies, Inc.		-0.67-0.800.91-0.60-1.53
DKNG
DraftKings Inc.		0.841.411.170.612.19
FSLR
First Solar, Inc.		0.741.461.170.922.31
GOOGL
Alphabet Inc.		1.512.051.281.774.55
INTT
inTEST Corporation		-0.79-1.010.88-0.57-1.50
INTU
Intuit Inc.		1.191.591.221.075.33
LSCC
Lattice Semiconductor Corporation		-0.38-0.190.98-0.37-0.83
LYTS
LSI Industries Inc.		0.400.781.100.511.82
OPRA
Opera Limited		1.192.071.231.074.74
PANW
Palo Alto Networks, Inc.		1.201.521.271.743.65
WDAY
Workday, Inc.		0.500.901.140.490.88
NVDA
NVIDIA Corporation		4.844.431.589.2029.13
RMBS
Rambus Inc.		-0.020.381.05-0.02-0.05
META
Meta Platforms, Inc.		2.813.741.534.7517.06

Sharpe Ratio

The current Alfa bookmarks 09.23 Sharpe ratio is 1.17. 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 2.49 to 3.44, 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 Alfa bookmarks 09.23 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 Ratio0.001.002.003.00MayJuneJulyAugustSeptemberOctober
1.17
3.43
Alfa bookmarks 09.23
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Alfa bookmarks 09.23 provided a 0.44% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Alfa bookmarks 09.230.44%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
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.		0.24%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%0.00%
INTU
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%
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.		1.21%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%2.80%2.08%
OPRA
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%
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		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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.		0.25%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.

-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.07%
-0.54%
Alfa bookmarks 09.23
Benchmark (^GSPC)
Portfolio components

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, 2021146Jun 16, 2022153Jan 26, 2023299
-41.35%Feb 20, 202020Mar 18, 202050May 29, 202070
-19.76%Jul 17, 202416Aug 7, 2024———
-19.47%Jul 19, 202373Oct 30, 202384Mar 1, 2024157
-12.44%Apr 28, 202111May 12, 202114Jun 2, 202125

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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
6.52%
2.71%
Alfa bookmarks 09.23
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.
LYTSOPRAINTTFSLRDKNGAEHRPANWWDAYMETAGOOGLRMBSINTUNVDAACLSLSCC
LYTS1.000.130.230.260.190.230.170.170.200.180.280.180.170.270.25
OPRA0.131.000.220.300.290.220.280.280.310.280.320.310.310.330.32
INTT0.230.221.000.290.240.300.210.250.260.260.360.260.300.390.37
FSLR0.260.300.291.000.310.320.300.340.320.310.400.330.370.420.45
DKNG0.190.290.240.311.000.340.370.380.380.340.340.400.400.380.38
AEHR0.230.220.300.320.341.000.290.330.300.320.410.360.380.480.46
PANW0.170.280.210.300.370.291.000.540.420.470.420.540.510.430.44
WDAY0.170.280.250.340.380.330.541.000.500.500.410.630.500.440.49
META0.200.310.260.320.380.300.420.501.000.660.440.560.580.460.50
GOOGL0.180.280.260.310.340.320.470.500.661.000.450.620.580.490.51
RMBS0.280.320.360.400.340.410.420.410.440.451.000.490.600.690.65
INTU0.180.310.260.330.400.360.540.630.560.620.491.000.600.500.56
NVDA0.170.310.300.370.400.380.510.500.580.580.600.601.000.620.66
ACLS0.270.330.390.420.380.480.430.440.460.490.690.500.621.000.70
LSCC0.250.320.370.450.380.460.440.490.500.510.650.560.660.701.00
The correlation results are calculated based on daily price changes starting from Jul 26, 2019