Alfa bookmarks 09.23
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
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 Class A | 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 Every 3 months.
The earliest data available for this chart is Apr 24, 2020, corresponding to the inception date of DKNG
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
Alfa bookmarks 09.23 | -11.60% | 18.82% | -11.87% | -2.71% | 38.68% | N/A |
Portfolio components: | ||||||
AEHR Aehr Test Systems | -49.31% | 24.34% | -29.87% | -25.07% | 39.57% | 13.12% |
ACLS Axcelis Technologies, Inc. | -15.76% | 37.91% | -32.42% | -47.19% | 17.59% | 17.16% |
DKNG DraftKings Inc. | -4.97% | 10.85% | -9.31% | -17.43% | 8.58% | N/A |
FSLR First Solar, Inc. | -24.10% | 11.11% | -32.00% | -29.87% | 24.90% | 9.05% |
GOOGL Alphabet Inc Class A | -18.41% | 6.62% | -14.45% | -8.48% | 17.56% | 19.02% |
INTT inTEST Corporation | -25.38% | 10.33% | -19.37% | -39.64% | 13.37% | 3.60% |
INTU Intuit Inc. | 4.75% | 20.80% | -2.35% | 4.41% | 19.31% | 21.43% |
LSCC Lattice Semiconductor Corporation | -13.19% | 29.97% | -10.66% | -29.09% | 16.01% | 23.05% |
LYTS LSI Industries Inc. | -16.69% | 5.70% | -15.17% | 2.54% | 23.79% | 8.71% |
OPRA Opera Limited | -7.51% | 23.63% | -3.59% | 32.07% | 29.83% | N/A |
PANW Palo Alto Networks, Inc. | 3.61% | 23.60% | -2.57% | 24.44% | 39.67% | 22.30% |
WDAY Workday, Inc. | -0.02% | 22.57% | -0.00% | 3.34% | 9.31% | 11.10% |
NVDA NVIDIA Corporation | -12.59% | 21.88% | -21.15% | 29.85% | 72.35% | 72.94% |
RMBS Rambus Inc. | -2.38% | 20.29% | -8.98% | -7.81% | 27.72% | 13.89% |
META Meta Platforms, Inc. | 2.23% | 17.15% | 1.24% | 27.00% | 23.20% | 22.71% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.24% | -4.99% | -12.41% | 0.13% | 4.78% | -11.60% | |||||||
2024 | -2.08% | 6.14% | 4.22% | -6.53% | 5.85% | 3.18% | 1.91% | -4.40% | 0.54% | -0.24% | 6.70% | 0.08% | 15.39% |
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 | 6.63% | 15.19% | 4.77% | 7.82% | 6.28% | -1.90% | -0.98% | 15.20% | 10.05% | 81.60% |
Expense Ratio
Alfa bookmarks 09.23 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Alfa bookmarks 09.23 is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 Aehr Test Systems | -0.26 | 0.20 | 1.02 | -0.32 | -0.71 |
ACLS Axcelis Technologies, Inc. | -0.85 | -1.24 | 0.85 | -0.61 | -1.05 |
DKNG DraftKings Inc. | -0.36 | -0.30 | 0.97 | -0.34 | -0.93 |
FSLR First Solar, Inc. | -0.52 | -0.52 | 0.94 | -0.52 | -0.83 |
GOOGL Alphabet Inc Class A | -0.28 | -0.15 | 0.98 | -0.26 | -0.58 |
INTT inTEST Corporation | -0.70 | -1.00 | 0.88 | -0.57 | -1.38 |
INTU Intuit Inc. | 0.13 | 0.42 | 1.05 | 0.18 | 0.38 |
LSCC Lattice Semiconductor Corporation | -0.47 | -0.40 | 0.95 | -0.51 | -1.04 |
LYTS LSI Industries Inc. | 0.06 | 0.59 | 1.07 | 0.15 | 0.37 |
OPRA Opera Limited | 0.63 | 1.28 | 1.15 | 0.54 | 2.25 |
PANW Palo Alto Networks, Inc. | 0.68 | 1.20 | 1.15 | 0.95 | 2.88 |
WDAY Workday, Inc. | 0.09 | 0.39 | 1.05 | 0.10 | 0.28 |
NVDA NVIDIA Corporation | 0.51 | 1.02 | 1.13 | 0.74 | 1.85 |
RMBS Rambus Inc. | -0.13 | 0.22 | 1.03 | -0.19 | -0.40 |
META Meta Platforms, Inc. | 0.75 | 1.32 | 1.17 | 0.85 | 2.66 |
Dividends
Dividend yield
Alfa bookmarks 09.23 provided a 0.49% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.49% | 0.44% | 0.74% | 0.16% | 0.22% | 0.19% | 0.29% | 0.51% | 0.27% | 0.24% | 0.22% | 0.36% |
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 Class A | 0.52% | 0.32% | 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. | 0.61% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
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. | 1.24% | 1.03% | 1.42% | 1.63% | 2.92% | 2.34% | 3.31% | 6.31% | 2.91% | 2.05% | 0.98% | 2.80% |
OPRA Opera Limited | 4.66% | 4.22% | 9.07% | 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 | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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. | 0.34% | 0.34% | 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 16.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.43% | Nov 17, 2021 | 146 | Jun 16, 2022 | 153 | Jan 26, 2023 | 299 |
-29.9% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
-19.76% | Jul 17, 2024 | 16 | Aug 7, 2024 | 88 | Dec 11, 2024 | 104 |
-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 16.09%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | LYTS | INTT | OPRA | FSLR | AEHR | DKNG | PANW | WDAY | META | GOOGL | RMBS | INTU | NVDA | ACLS | LSCC | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.38 | 0.37 | 0.39 | 0.42 | 0.44 | 0.48 | 0.55 | 0.59 | 0.65 | 0.72 | 0.62 | 0.72 | 0.68 | 0.64 | 0.67 | 0.79 |
LYTS | 0.38 | 1.00 | 0.23 | 0.16 | 0.24 | 0.25 | 0.21 | 0.20 | 0.20 | 0.22 | 0.19 | 0.31 | 0.21 | 0.18 | 0.29 | 0.27 | 0.40 |
INTT | 0.37 | 0.23 | 1.00 | 0.22 | 0.26 | 0.30 | 0.23 | 0.21 | 0.25 | 0.27 | 0.25 | 0.37 | 0.28 | 0.32 | 0.40 | 0.39 | 0.51 |
OPRA | 0.39 | 0.16 | 0.22 | 1.00 | 0.30 | 0.26 | 0.33 | 0.30 | 0.29 | 0.35 | 0.31 | 0.36 | 0.33 | 0.34 | 0.36 | 0.35 | 0.53 |
FSLR | 0.42 | 0.24 | 0.26 | 0.30 | 1.00 | 0.32 | 0.31 | 0.27 | 0.30 | 0.29 | 0.28 | 0.37 | 0.30 | 0.33 | 0.40 | 0.42 | 0.53 |
AEHR | 0.44 | 0.25 | 0.30 | 0.26 | 0.32 | 1.00 | 0.35 | 0.30 | 0.33 | 0.30 | 0.33 | 0.43 | 0.36 | 0.39 | 0.51 | 0.49 | 0.67 |
DKNG | 0.48 | 0.21 | 0.23 | 0.33 | 0.31 | 0.35 | 1.00 | 0.39 | 0.40 | 0.40 | 0.35 | 0.36 | 0.42 | 0.42 | 0.39 | 0.40 | 0.59 |
PANW | 0.55 | 0.20 | 0.21 | 0.30 | 0.27 | 0.30 | 0.39 | 1.00 | 0.55 | 0.42 | 0.46 | 0.44 | 0.56 | 0.51 | 0.40 | 0.44 | 0.60 |
WDAY | 0.59 | 0.20 | 0.25 | 0.29 | 0.30 | 0.33 | 0.40 | 0.55 | 1.00 | 0.48 | 0.50 | 0.41 | 0.64 | 0.49 | 0.42 | 0.49 | 0.62 |
META | 0.65 | 0.22 | 0.27 | 0.35 | 0.29 | 0.30 | 0.40 | 0.42 | 0.48 | 1.00 | 0.65 | 0.44 | 0.54 | 0.57 | 0.44 | 0.48 | 0.63 |
GOOGL | 0.72 | 0.19 | 0.25 | 0.31 | 0.28 | 0.33 | 0.35 | 0.46 | 0.50 | 0.65 | 1.00 | 0.45 | 0.60 | 0.56 | 0.47 | 0.49 | 0.63 |
RMBS | 0.62 | 0.31 | 0.37 | 0.36 | 0.37 | 0.43 | 0.36 | 0.44 | 0.41 | 0.44 | 0.45 | 1.00 | 0.49 | 0.60 | 0.71 | 0.68 | 0.73 |
INTU | 0.72 | 0.21 | 0.28 | 0.33 | 0.30 | 0.36 | 0.42 | 0.56 | 0.64 | 0.54 | 0.60 | 0.49 | 1.00 | 0.59 | 0.50 | 0.55 | 0.68 |
NVDA | 0.68 | 0.18 | 0.32 | 0.34 | 0.33 | 0.39 | 0.42 | 0.51 | 0.49 | 0.57 | 0.56 | 0.60 | 0.59 | 1.00 | 0.60 | 0.64 | 0.73 |
ACLS | 0.64 | 0.29 | 0.40 | 0.36 | 0.40 | 0.51 | 0.39 | 0.40 | 0.42 | 0.44 | 0.47 | 0.71 | 0.50 | 0.60 | 1.00 | 0.71 | 0.76 |
LSCC | 0.67 | 0.27 | 0.39 | 0.35 | 0.42 | 0.49 | 0.40 | 0.44 | 0.49 | 0.48 | 0.49 | 0.68 | 0.55 | 0.64 | 0.71 | 1.00 | 0.77 |
Portfolio | 0.79 | 0.40 | 0.51 | 0.53 | 0.53 | 0.67 | 0.59 | 0.60 | 0.62 | 0.63 | 0.63 | 0.73 | 0.68 | 0.73 | 0.76 | 0.77 | 1.00 |