Ph Nai Port Jun 24
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 33.33% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 33.33% |
SGAPY Singapore Telecommunications PK | Communication Services | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
As of May 22, 2025, the Ph Nai Port Jun 24 returned 25.89% Year-To-Date and 23.46% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.63% | 13.31% | -1.23% | 9.83% | 14.61% | 10.64% |
| Ph Nai Port Jun 24 | 25.89% | 14.56% | 19.97% | 26.34% | 12.12% | 23.46% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -7.23% | 30.97% | -18.56% | -31.94% | 15.23% | 47.62% |
BABA Alibaba Group Holding Limited | 45.76% | 12.20% | 42.43% | 44.72% | -8.76% | 3.08% |
SGAPY Singapore Telecommunications PK | 32.13% | 4.16% | 32.02% | 77.11% | 15.03% | 4.01% |
Monthly Returns
The table below presents the monthly returns of Ph Nai Port Jun 24, 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 | 7.20% | 9.28% | 0.99% | -0.44% | 6.89% | 25.89% | |||||||
| 2024 | 0.87% | 5.47% | -1.08% | -5.22% | 5.04% | -0.03% | 3.93% | 5.38% | 14.48% | -8.75% | -4.92% | -5.61% | 7.56% |
| 2023 | 13.52% | -8.14% | 16.27% | -7.50% | 7.41% | -0.20% | 10.40% | -8.72% | -3.11% | -3.69% | 5.14% | 12.56% | 33.77% |
| 2022 | -3.48% | -2.46% | -0.89% | -9.58% | 2.68% | -3.73% | 2.00% | -1.91% | -14.23% | -10.21% | 26.84% | -6.77% | -24.00% |
| 2021 | 1.35% | -2.86% | -2.71% | 3.12% | -3.92% | 5.44% | -0.55% | -1.09% | -4.05% | 10.25% | 1.60% | -5.61% | -0.14% |
| 2020 | -1.20% | -4.51% | -6.75% | 10.62% | -2.76% | 0.63% | 22.39% | 10.39% | -5.37% | -2.81% | 9.41% | -4.58% | 23.54% |
| 2019 | 20.02% | 1.38% | 2.83% | 4.80% | -6.70% | 11.72% | -0.19% | -0.52% | -4.85% | 10.30% | 10.34% | 9.35% | 71.84% |
| 2018 | 17.69% | -9.02% | -6.46% | 2.99% | 10.11% | -0.28% | 10.34% | 11.66% | 9.95% | -19.08% | 8.00% | -9.32% | 21.58% |
| 2017 | 5.31% | 12.68% | 1.66% | -2.13% | -2.41% | 10.32% | 8.46% | -0.08% | -0.62% | -1.70% | -1.59% | -3.29% | 28.09% |
| 2016 | -15.09% | 2.92% | 16.86% | 7.70% | 12.39% | 7.40% | 12.73% | 7.73% | -0.11% | -1.09% | 4.30% | 9.58% | 82.06% |
| 2015 | -5.16% | 6.96% | -5.02% | -4.38% | 0.49% | -0.65% | -8.78% | -11.28% | -6.71% | 25.88% | 2.55% | 5.92% | -5.06% |
| 2014 | -5.55% | -2.54% | 5.59% | -3.67% | -6.37% |
Expense Ratio
Ph Nai Port Jun 24 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 Ph Nai Port Jun 24 is 63, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | -0.60 | -0.67 | 0.92 | -0.51 | -1.05 |
BABA Alibaba Group Holding Limited | 0.98 | 1.48 | 1.19 | 0.53 | 2.47 |
SGAPY Singapore Telecommunications PK | 3.30 | 4.11 | 1.54 | 3.37 | 13.18 |
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Dividends
Dividend yield
Ph Nai Port Jun 24 provided a 1.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.57% | 2.10% | 2.14% | 1.49% | 0.98% | 1.46% | 1.71% | 2.02% | 1.60% | 1.67% | 1.63% | 1.50% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
BABA Alibaba Group Holding Limited | 0.53% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGAPY Singapore Telecommunications PK | 4.19% | 5.53% | 5.13% | 4.47% | 2.95% | 4.39% | 5.12% | 6.05% | 4.81% | 5.01% | 4.90% | 4.50% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Ph Nai Port Jun 24. 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 Ph Nai Port Jun 24 was 45.89%, occurring on Oct 24, 2022. Recovery took 428 trading sessions.
The current Ph Nai Port Jun 24 drawdown is 2.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.89% | Nov 17, 2021 | 235 | Oct 24, 2022 | 428 | Jul 10, 2024 | 663 |
| -36.9% | Sep 22, 2014 | 257 | Sep 28, 2015 | 143 | Apr 22, 2016 | 400 |
| -27.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 86 | Jul 24, 2020 | 109 |
| -26.01% | Sep 28, 2018 | 66 | Jan 3, 2019 | 53 | Mar 21, 2019 | 119 |
| -23.6% | Oct 8, 2024 | 65 | Jan 10, 2025 | 83 | May 12, 2025 | 148 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SGAPY | BABA | AMD | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.16 | 0.44 | 0.53 | 0.56 |
| SGAPY | 0.16 | 1.00 | 0.18 | 0.08 | 0.37 |
| BABA | 0.44 | 0.18 | 1.00 | 0.33 | 0.72 |
| AMD | 0.53 | 0.08 | 0.33 | 1.00 | 0.81 |
| Portfolio | 0.56 | 0.37 | 0.72 | 0.81 | 1.00 |