optimized stocks 2
PRESTIGE.NS 0.112720 NVDA 0.093578 BYMA.BA 0.072806 RECLTD.NS 0.149959 FTAI 0.126519 AUROPHARMA.NS 0.215650 TRAK 0.114206 TALK 0.072248 YANG 0.042314
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
CNM Core & Main, Inc. | Industrials | 21.80% |
NVDA NVIDIA Corporation | Technology | 21.10% |
SKYW SkyWest, Inc. | Industrials | 15.80% |
TALK Talkspace, Inc. | Healthcare | 15.40% |
TAST Carrols Restaurant Group, Inc. | Consumer Cyclical | 13.50% |
YANG Direxion Daily China 3x Bear Shares | Leveraged Equities, Leveraged, China Equities | 12.40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in optimized stocks 2 , 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 22, 2021, corresponding to the inception date of CNM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
optimized stocks 2 | 34.95% | -0.63% | 10.04% | 71.18% | N/A | N/A |
Portfolio components: | ||||||
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 99.84% | 75.44% |
TAST Carrols Restaurant Group, Inc. | 21.32% | 0.00% | 1.06% | 40.99% | N/A | N/A |
SKYW SkyWest, Inc. | 44.98% | -1.38% | 22.94% | 80.84% | 6.73% | 24.53% |
CNM Core & Main, Inc. | 32.91% | 0.34% | 13.50% | 70.89% | N/A | N/A |
TALK Talkspace, Inc. | -29.53% | -12.25% | -37.85% | 15.48% | N/A | N/A |
YANG Direxion Daily China 3x Bear Shares | -33.12% | -8.62% | -25.69% | -13.52% | -31.67% | -30.92% |
Monthly Returns
The table below presents the monthly returns of optimized stocks 2 , 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 | 11.40% | 12.61% | 11.26% | -4.54% | 3.04% | 0.83% | -1.05% | 34.95% | |||||
2023 | 22.92% | 8.58% | 2.31% | 20.82% | 23.91% | 9.31% | 7.76% | 6.61% | -2.91% | -2.21% | 15.15% | 11.14% | 211.92% |
2022 | -16.34% | -1.86% | 0.60% | -13.78% | -1.57% | -7.33% | 17.11% | -11.78% | -5.32% | 8.98% | -8.33% | -13.26% | -44.95% |
2021 | 8.91% | 2.83% | -5.34% | 1.66% | -0.65% | -0.32% | 6.72% |
Expense Ratio
optimized stocks 2 has an expense ratio of 0.13%, which is considered low compared to other funds. 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 risk-adjusted rank of optimized stocks 2 is 93, placing it in the top 7% 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 | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
TAST Carrols Restaurant Group, Inc. | 1.15 | 2.13 | 1.40 | 1.63 | 6.04 |
SKYW SkyWest, Inc. | 2.40 | 3.11 | 1.40 | 3.07 | 13.54 |
CNM Core & Main, Inc. | 2.08 | 2.46 | 1.37 | 3.01 | 6.97 |
TALK Talkspace, Inc. | 0.24 | 0.78 | 1.10 | 0.18 | 0.58 |
YANG Direxion Daily China 3x Bear Shares | -0.26 | 0.12 | 1.01 | -0.23 | -0.54 |
Dividends
Dividend yield
optimized stocks 2 granted a 0.71% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
optimized stocks 2 | 0.71% | 0.49% | 0.02% | 1.88% | 0.16% | 0.37% | 0.31% | 0.16% | 0.20% | 0.38% | 0.59% | 0.58% |
Portfolio components: | ||||||||||||
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% |
TAST Carrols Restaurant Group, Inc. | 0.42% | 0.25% | 0.00% | 13.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SKYW SkyWest, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.74% | 0.90% | 0.60% | 0.66% | 0.84% | 1.51% | 1.08% |
CNM Core & Main, 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% |
TALK Talkspace, 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% |
YANG Direxion Daily China 3x Bear Shares | 5.28% | 3.66% | 0.00% | 0.00% | 0.68% | 1.54% | 0.56% | 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 optimized stocks 2 . 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 optimized stocks 2 was 52.66%, occurring on Dec 28, 2022. Recovery took 102 trading sessions.
The current optimized stocks 2 drawdown is 5.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-52.66% | Nov 10, 2021 | 285 | Dec 28, 2022 | 102 | May 25, 2023 | 387 |
-12.28% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
-10.42% | Sep 3, 2021 | 33 | Oct 20, 2021 | 11 | Nov 4, 2021 | 44 |
-8.21% | Sep 1, 2023 | 39 | Oct 26, 2023 | 10 | Nov 9, 2023 | 49 |
-8.09% | Mar 26, 2024 | 18 | Apr 19, 2024 | 41 | Jun 18, 2024 | 59 |
Volatility
Volatility Chart
The current optimized stocks 2 volatility is 7.91%, 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
TAST | TALK | YANG | CNM | SKYW | NVDA | |
---|---|---|---|---|---|---|
TAST | 1.00 | 0.18 | -0.15 | 0.16 | 0.30 | 0.25 |
TALK | 0.18 | 1.00 | -0.22 | 0.25 | 0.27 | 0.24 |
YANG | -0.15 | -0.22 | 1.00 | -0.22 | -0.24 | -0.34 |
CNM | 0.16 | 0.25 | -0.22 | 1.00 | 0.38 | 0.42 |
SKYW | 0.30 | 0.27 | -0.24 | 0.38 | 1.00 | 0.39 |
NVDA | 0.25 | 0.24 | -0.34 | 0.42 | 0.39 | 1.00 |