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Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGT 26.68%VSTSX 21.58%CRM 17.43%VOO 9.58%VTSAX 2.51%VTI 2.14%S 1.95%FXAIX 1.93%QQQ 1.1%SCHF 1%EquityEquity
PositionCategory/SectorWeight
ACGL
Arch Capital Group Ltd.
Financial Services

0.11%

ACLS
Axcelis Technologies, Inc.
Technology

0.15%

ACM
AECOM
Industrials

0.10%

ACMR
ACM Research, Inc.
Technology

0.11%

ADBE
Adobe Inc
Technology

0.74%

AEHR
Aehr Test Systems
Technology

0.21%

ALGM
Allegro MicroSystems, Inc.
Technology

0.10%

AMD
Advanced Micro Devices, Inc.
Technology

0.15%

ANET
Arista Networks, Inc.
Technology

0.11%

ANSS
ANSYS, Inc.
Technology

0.09%

ARGX
argenx SE
Healthcare

0.15%

ASML
ASML Holding N.V.
Technology

0.09%

ATEC
Alphatec Holdings, Inc.
Healthcare

0.11%

AVGO
Broadcom Inc.
Technology

0.12%

AZN
AstraZeneca PLC
Healthcare

0.08%

BAC
Bank of America Corporation
Financial Services

0.12%

BC
Brunswick Corporation
Consumer Cyclical

0.04%

BDC
Belden Inc.
Industrials

0.14%

BELFB
Bel Fuse Inc.
Technology

0.13%

CDNS
Cadence Design Systems, Inc.
Technology

0.14%

CE

0.07%

CLH

0.14%

COF

0.12%

CPRX

0.11%

CRM

17.43%

CRWD

0.10%

CSGP

0.12%

CVX

0.12%

DHI

0.09%

DVA

0.21%

ECL

0.05%

EXTR

0.19%

FDS

0.12%

FN

0.18%

FXAIX

1.93%

GMAB

0.11%

GWRE

0.14%

H

0.10%

HPQ

0.09%

HUBB

0.19%

HUBS

0.79%

IBN

0.14%

IDXX

0.14%

IEMG

0.45%

INTU

0.16%

JPM

0.08%

KLAC

0.14%

KNSL

0.12%

LOW

0.07%

LPX

0.09%

LRCX

0.10%

MA

0.12%

MCHP

0.09%

MCO

0.10%

MPWR

0.14%

MSCI

0.16%

NOW

0.88%

NVDA

0.13%

NVO

0.17%

OKTA

0.10%

OMAB

0.14%

ON

0.14%

ORCL

0.88%

OXY

0.09%

PANW

0.15%

PERI

0.10%

PWR

0.15%

QQQ

1.10%

REGN

0.12%

RHHBY

0.08%

S

1.95%

SCHF

1%

SHOP

0.38%

STM

0.13%

TDG

0.10%

TEAM

0.12%

TER

0.07%

TMO

0.07%

TSM

0.13%

TWLO

0.10%

TXN

0.10%

TYL

0.11%

UNH

0.14%

VEA

0.05%

VEEV

0.07%

VGT

26.68%

VIG

0.36%

VOO

9.58%

VRSK

0.11%

VRSN

0.15%

VRTV

0.20%

VSTSX

21.58%

VTI

2.14%

VTSAX

2.51%

VWO

0.19%

WDAY

0.15%

WFRD

0.11%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in all, 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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
10.24%
15.10%
all
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 29, 2020, corresponding to the inception date of ALGM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
all9.05%-0.43%10.24%23.50%N/AN/A
VGT
20.00%8.07%20.64%31.69%N/AN/A
VSTSX
12.77%1.54%14.14%22.99%N/AN/A
CRM
-11.74%-19.34%-11.22%9.59%N/AN/A
VOO
14.60%2.48%16.06%24.54%N/AN/A
VTSAX
12.76%1.54%14.13%22.96%N/AN/A
VTI
12.82%1.54%14.22%23.04%N/AN/A
S
-32.73%-17.26%-29.97%10.87%N/AN/A
FXAIX
14.63%2.47%15.91%24.58%N/AN/A
QQQ
17.17%5.80%18.67%30.28%N/AN/A
SCHF
4.17%-3.29%7.12%8.67%N/AN/A
ORCL
31.95%13.57%34.64%10.72%N/AN/A
NOW
3.13%-4.21%4.35%26.85%N/AN/A
HUBS
0.72%-4.80%4.84%12.44%N/AN/A
ADBE
Adobe Inc
-11.95%8.23%-10.15%7.01%13.89%22.81%
IEMG
5.98%-1.74%8.64%7.42%N/AN/A
SHOP
-13.15%15.13%-11.92%2.36%N/AN/A
VIG
7.75%-0.42%8.74%15.35%N/AN/A
AEHR
Aehr Test Systems
-50.21%16.39%-52.21%-68.70%52.39%18.93%
DVA
34.75%2.38%33.56%45.11%N/AN/A
VRTV
0.00%0.00%0.00%38.94%N/AN/A
VWO
6.57%-1.44%8.94%7.76%N/AN/A
HUBB
14.66%-7.12%15.90%18.38%N/AN/A
EXTR
-31.01%12.27%-32.39%-50.79%N/AN/A
FN
26.58%1.79%27.79%86.60%N/AN/A
NVO
38.46%5.82%47.51%76.85%N/AN/A
INTU
-4.42%-9.07%-1.82%31.38%N/AN/A
MSCI
-14.53%-1.62%-9.05%-0.31%N/AN/A
ACLS
Axcelis Technologies, Inc.
6.97%22.84%1.94%-18.86%56.96%33.48%
AMD
Advanced Micro Devices, Inc.
8.29%-0.03%14.72%28.49%39.40%43.06%
ARGX
argenx SE
1.73%2.66%-16.41%-2.28%25.48%N/A
PWR
26.68%0.92%27.20%47.32%N/AN/A
PANW
7.61%1.60%3.26%30.15%N/AN/A
VRSN
-12.45%6.53%-12.75%-19.76%N/AN/A
WDAY
-24.12%-16.64%-23.18%-6.61%N/AN/A
CLH
26.62%3.88%26.45%41.63%N/AN/A
KLAC
42.50%8.57%41.57%76.24%N/AN/A
ON
-13.84%-3.71%-15.97%-20.91%N/AN/A
CDNS
Cadence Design Systems, Inc.
14.59%6.48%14.95%31.26%35.78%33.90%
MPWR
28.11%8.80%27.80%56.51%N/AN/A
BDC
Belden Inc.
22.74%-0.41%25.03%0.34%10.56%2.55%
UNH
-5.20%-3.95%-6.03%8.35%N/AN/A
IBN
10.15%-3.42%6.97%15.76%N/AN/A
OMAB
-16.32%-19.04%-14.78%-18.42%N/AN/A
IDXX
-9.20%-8.12%-6.85%4.69%N/AN/A
GWRE
22.09%7.58%33.10%80.52%N/AN/A
BELFB
Bel Fuse Inc.
-1.25%-0.92%3.65%11.11%32.61%11.31%
NVDA
166.34%39.38%169.78%209.29%N/AN/A
TSM
67.07%11.23%69.45%66.86%N/AN/A
STM
-15.19%-0.91%-15.67%-14.38%N/AN/A
AVGO
Broadcom Inc.
56.10%20.81%54.94%100.28%50.33%41.26%
TEAM
-32.70%-13.09%-30.26%-12.13%N/AN/A
BAC
Bank of America Corporation
18.08%1.46%18.32%37.58%9.65%11.94%
FDS
-15.39%-9.56%-11.67%-4.00%N/AN/A
REGN
18.02%5.96%20.65%32.37%N/AN/A
MA
4.56%-2.92%6.54%17.99%N/AN/A
KNSL
14.05%-0.19%13.33%9.19%N/AN/A
CSGP
-15.40%-16.44%-15.58%-12.06%N/AN/A
CVX
4.45%-5.48%4.31%0.42%N/AN/A
COF
2.85%-7.38%4.00%22.14%N/AN/A
ACGL
Arch Capital Group Ltd.
30.95%-0.62%32.47%38.65%22.31%17.68%
TYL
12.84%-3.55%14.95%19.56%N/AN/A
ANET
Arista Networks, Inc.
39.48%0.76%39.43%100.95%41.00%34.19%
CPRX
-10.41%-9.60%4.73%21.75%N/AN/A
WFRD
14.02%-10.83%25.41%80.88%N/AN/A
GMAB
-17.74%-13.34%-15.13%-32.41%N/AN/A
ACMR
ACM Research, Inc.
20.47%-1.38%31.51%106.13%32.61%N/A
ATEC
Alphatec Holdings, Inc.
-29.45%-7.06%-20.63%-33.91%17.71%-3.89%
VRSK
11.03%6.83%12.85%18.42%N/AN/A
OKTA
-0.85%-9.58%7.92%17.83%N/AN/A
TDG
27.99%0.43%31.37%62.78%N/AN/A
CRWD
50.96%12.33%48.20%141.18%N/AN/A
PERI
-72.11%-29.71%-72.72%-75.19%N/AN/A
ALGM
Allegro MicroSystems, Inc.
-7.43%-6.29%-10.22%-30.42%N/AN/A
ACM
AECOM
-5.87%-4.94%-5.72%1.25%21.53%10.58%
MCO
4.95%-0.23%5.36%18.21%N/AN/A
TWLO
-28.51%-11.72%-28.59%-20.32%N/AN/A
LRCX
32.55%9.31%34.22%68.15%N/AN/A
TXN
15.47%-0.83%16.72%12.32%N/AN/A
H
13.31%-1.07%13.11%31.44%N/AN/A
OXY
0.95%-5.23%2.94%3.80%N/AN/A
MCHP
2.33%-3.75%0.08%9.22%N/AN/A
ANSS
ANSYS, Inc.
-10.94%-2.03%9.37%-4.05%10.40%15.69%
ASML
ASML Holding N.V.
36.32%9.65%37.04%40.36%41.18%28.67%
LPX
30.94%0.38%37.93%47.09%N/AN/A
HPQ
19.99%14.10%17.30%18.20%N/AN/A
DHI
-5.66%-9.39%-4.49%24.78%N/AN/A
JPM
15.29%-4.12%18.69%39.01%N/AN/A
RHHBY
-0.25%10.41%4.06%-6.44%N/AN/A
AZN
AstraZeneca PLC
19.99%3.40%24.71%9.01%17.87%11.62%
TMO
7.92%-4.44%10.58%7.19%N/AN/A
CE
-9.46%-12.10%-7.45%21.85%N/AN/A
TER
33.94%10.03%38.22%32.33%N/AN/A
LOW
1.35%-5.39%-0.02%4.12%N/AN/A
VEEV
-4.06%-12.62%2.23%-8.26%N/AN/A
ECL
21.33%3.05%22.65%33.24%N/AN/A
BC
Brunswick Corporation
-22.26%-10.14%-20.99%-12.04%12.66%7.27%
VEA
3.94%-3.34%7.09%8.31%N/AN/A

Monthly Returns

The table below presents the monthly returns of all, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.28%5.76%1.16%-6.05%2.20%9.05%
202311.88%-1.21%9.02%-0.03%6.37%3.62%4.23%-1.65%-5.94%-2.62%13.94%5.95%50.48%
2022-7.61%-4.24%2.60%-11.62%-2.63%-6.85%11.06%-5.67%-9.94%8.80%4.03%-8.18%-28.65%
20212.47%5.33%-3.43%8.64%-0.99%0.50%12.67%

Expense Ratio

all has an expense ratio of 0.04% which is considered to be low. 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 all is 42, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of all is 4242
all
The Sharpe Ratio Rank of all is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of all is 3333Sortino Ratio Rank
The Omega Ratio Rank of all is 4141Omega Ratio Rank
The Calmar Ratio Rank of all is 5050Calmar Ratio Rank
The Martin Ratio Rank of all is 4848Martin 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.


all
Sharpe ratio
The chart of Sharpe ratio for all, currently valued at 1.58, compared to the broader market0.002.004.001.58
Sortino ratio
The chart of Sortino ratio for all, currently valued at 2.12, compared to the broader market-2.000.002.004.006.002.12
Omega ratio
The chart of Omega ratio for all, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for all, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.001.56
Martin ratio
The chart of Martin ratio for all, currently valued at 6.08, compared to the broader market0.0010.0020.0030.0040.0050.006.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGT
1.862.541.312.567.24
VSTSX
2.082.961.361.757.65
CRM
0.320.621.110.301.13
VOO
2.303.261.402.259.00
VTSAX
2.092.971.361.747.64
VTI
2.102.971.361.757.68
S
0.270.751.100.180.87
FXAIX
2.313.271.412.259.08
QQQ
2.032.791.352.309.57
SCHF
0.781.171.140.622.38
ORCL
0.430.801.130.711.38
NOW
0.941.301.191.164.18
HUBS
0.430.801.110.311.33
ADBE
Adobe Inc
0.280.611.090.260.72
IEMG
0.590.941.110.301.64
SHOP
0.050.441.060.040.15
VIG
1.772.531.311.745.46
AEHR
Aehr Test Systems
-0.95-1.630.81-0.86-1.25
DVA
1.281.761.270.993.87
VRTV
2.088.693.271.9975.29
VWO
0.651.011.120.351.79
HUBB
0.761.131.151.042.71
EXTR
-1.12-1.630.78-0.75-1.07
FN
1.632.551.363.088.67
NVO
2.534.081.476.7218.78
INTU
1.361.841.250.996.40
MSCI
-0.000.201.03-0.00-0.00
ACLS
Axcelis Technologies, Inc.
-0.44-0.390.96-0.38-0.59
AMD
Advanced Micro Devices, Inc.
0.561.081.130.601.72
ARGX
argenx SE
-0.030.331.05-0.04-0.06
PWR
1.672.461.311.935.62
PANW
0.701.101.201.082.36
VRSN
-1.02-1.290.83-0.54-1.38
WDAY
-0.120.051.01-0.11-0.30
CLH
1.812.481.322.558.09
KLAC
2.242.931.355.5114.08
ON
-0.50-0.430.94-0.51-0.85
CDNS
Cadence Design Systems, Inc.
1.261.901.222.165.56
MPWR
1.201.921.221.614.18
BDC
Belden Inc.
-0.010.261.05-0.01-0.02
UNH
0.460.801.100.491.40
IBN
0.701.111.151.553.44
OMAB
-0.37-0.200.97-0.43-0.87
IDXX
0.270.631.070.180.62
GWRE
2.453.811.461.8118.78
BELFB
Bel Fuse Inc.
0.280.731.120.400.86
NVDA
4.694.881.6110.4530.14
TSM
2.022.941.341.697.52
STM
-0.47-0.510.95-0.49-0.85
AVGO
Broadcom Inc.
2.733.651.437.1117.79
TEAM
-0.26-0.060.99-0.18-0.66
BAC
Bank of America Corporation
1.662.501.290.834.74
FDS
-0.070.041.01-0.07-0.20
REGN
1.752.361.332.077.97
MA
1.291.711.241.544.55
KNSL
0.270.591.110.320.67
CSGP
-0.37-0.350.96-0.37-0.97
CVX
0.060.211.030.050.14
COF
0.851.431.160.452.45
ACGL
Arch Capital Group Ltd.
1.732.361.302.115.71
TYL
0.841.411.180.603.50
ANET
Arista Networks, Inc.
2.173.021.404.7416.32
CPRX
0.621.121.140.612.36
WFRD
2.182.691.355.0013.33
GMAB
-0.95-1.340.84-0.69-1.26
ACMR
ACM Research, Inc.
1.292.221.261.506.39
ATEC
Alphatec Holdings, Inc.
-0.64-0.620.91-0.66-1.18
VRSK
1.161.731.221.614.41
OKTA
0.451.051.130.271.67
TDG
3.154.371.535.8818.13
CRWD
3.513.831.532.9126.03
PERI
-1.12-1.810.67-0.94-2.05
ALGM
Allegro MicroSystems, Inc.
-0.71-0.910.90-0.59-0.77
ACM
AECOM
0.070.241.030.080.22
MCO
1.051.441.200.863.45
TWLO
-0.47-0.420.94-0.21-1.08
LRCX
1.962.671.323.489.30
TXN
0.550.951.110.511.24
H
0.961.531.201.252.99
OXY
0.160.401.050.140.43
MCHP
0.240.571.070.310.73
ANSS
ANSYS, Inc.
-0.110.051.01-0.10-0.30
ASML
ASML Holding N.V.
1.181.751.221.173.50
LPX
1.272.161.281.362.89
HPQ
0.661.301.160.561.56
DHI
0.861.291.171.162.73
JPM
2.352.911.432.528.99
RHHBY
-0.25-0.220.97-0.13-0.37
AZN
AstraZeneca PLC
0.530.831.120.621.18
TMO
0.490.831.100.291.09
CE
0.851.321.160.623.45
TER
0.931.501.180.632.44
LOW
0.290.581.070.230.62
VEEV
-0.16-0.001.00-0.10-0.41
ECL
1.963.171.401.116.55
BC
Brunswick Corporation
-0.39-0.360.96-0.35-0.96
VEA
0.741.111.130.562.24

Sharpe Ratio

The current all Sharpe ratio is 1.58. 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 1.39 to 2.32, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of all 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.58
2.14
all
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

all granted a 0.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
all0.83%0.86%1.03%0.76%0.89%1.15%1.30%1.07%1.08%0.85%0.79%0.71%
VGT
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VSTSX
1.33%1.44%1.67%1.23%1.44%1.79%2.07%1.74%1.11%0.00%0.00%0.00%
CRM
0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTSAX
1.32%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
VTI
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
1.28%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%1.84%
QQQ
0.55%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHF
2.85%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%2.21%
ORCL
1.16%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUBS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADBE
Adobe 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%
IEMG
2.80%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
1.77%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
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%
DVA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRTV
0.37%1.11%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
3.33%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
HUBB
1.28%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%2.29%1.93%1.70%
EXTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
0.58%0.36%0.42%0.47%0.67%0.76%0.98%0.76%1.44%0.46%0.72%0.12%
INTU
0.58%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
MSCI
1.24%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%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%
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%
ARGX
argenx SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
0.12%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRSN
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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CLH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KLAC
0.68%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
ON
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CDNS
Cadence Design Systems, 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%
MPWR
0.53%0.63%0.85%0.49%0.55%0.90%1.03%0.71%0.98%1.26%0.90%0.00%
BDC
Belden Inc.
0.21%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%
UNH
1.51%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
IBN
0.74%0.81%0.57%0.28%0.00%0.19%0.84%0.79%1.98%4.21%1.32%2.02%
OMAB
7.75%5.14%10.81%3.55%0.00%2.81%4.30%4.06%4.65%4.05%5.05%7.06%
IDXX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GWRE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BELFB
Bel Fuse Inc.
0.43%0.42%0.85%2.17%1.86%1.37%1.52%1.11%0.91%1.62%1.02%1.31%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
TSM
1.19%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
STM
0.57%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%
AVGO
Broadcom Inc.
0.11%0.17%0.30%0.22%0.30%0.35%0.31%0.26%0.23%0.21%0.24%0.37%
TEAM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAC
Bank of America Corporation
2.45%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
FDS
0.99%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%
REGN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
0.55%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
KNSL
0.15%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%0.00%0.00%0.00%
CSGP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVX
4.12%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
COF
1.80%1.83%2.58%1.79%1.01%1.55%2.11%1.60%1.83%2.62%1.45%1.24%
ACGL
Arch Capital Group Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TYL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANET
Arista 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%
CPRX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WFRD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GMAB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACMR
ACM Research, 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%
ATEC
Alphatec Holdings, 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%
VRSK
0.55%0.57%0.70%0.51%0.52%0.67%0.00%0.00%0.00%0.00%0.00%0.00%
OKTA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDG
2.70%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%
CRWD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PERI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALGM
Allegro MicroSystems, 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%
ACM
AECOM
0.92%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCO
0.79%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
TWLO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LRCX
0.58%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
TXN
2.65%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
H
0.41%0.35%0.00%0.00%0.27%0.85%0.89%0.00%0.00%0.00%0.00%0.00%
OXY
1.34%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%
MCHP
1.92%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
ANSS
ANSYS, 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%
ASML
ASML Holding N.V.
0.64%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
LPX
1.09%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%0.00%0.00%
HPQ
3.07%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
DHI
0.81%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
JPM
2.19%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
RHHBY
4.02%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%2.88%
AZN
AstraZeneca PLC
1.82%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
TMO
0.26%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
CE
2.01%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%0.95%
TER
0.32%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%0.00%
LOW
1.97%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
VEEV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ECL
0.92%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
BC
Brunswick Corporation
2.20%1.65%2.03%1.27%1.30%1.45%1.68%1.24%1.13%1.04%0.88%0.22%
VEA
3.31%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-1.07%
-0.04%
all
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the all. 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 all was 34.97%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.

The current all drawdown is 1.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.97%Nov 17, 2021229Oct 14, 2022291Dec 12, 2023520
-8.24%Mar 22, 202420Apr 19, 2024
-5.07%Sep 27, 20216Oct 4, 20219Oct 15, 202115
-4.15%Dec 28, 20235Jan 4, 20249Jan 18, 202414
-3.85%Sep 7, 202110Sep 20, 20214Sep 24, 202114

Volatility

Volatility Chart

The current all volatility is 5.38%, 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%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
5.38%
2.26%
all
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.

AZNUNHWFRDRHHBYCVXOXYNVOACGLDVAARGXREGNGMABKNSLOMABCPRXVRTVBELFBATECIBNVRSKAEHRPANWCLHPERIJPMBACFDSACMRHUBBTMOORCLEXTRHSLOWCEDHICOFLPXOKTACRWDPWRHPQFNHUBSTEAMTWLOBCACMVRSNECLMACSGPTSMWDAYVWOTDGVEEVANETSHOPBDCIDXXIEMGGWREAMDCRMNVDAALGMADBEAVGOTYLMCOACLSONNOWCDNSMSCISTMLRCXTXNINTUMCHPKLACASMLMPWRTERANSSSCHFVEAVIGQQQVGTVOOFXAIXVTIVSTSXVTSAX
AZN1.000.290.060.420.170.130.420.210.200.230.320.370.170.120.220.100.120.130.250.270.120.130.230.160.250.230.290.110.190.340.210.130.170.130.170.220.180.190.150.150.130.190.170.150.120.170.130.170.250.230.310.230.250.140.170.270.240.210.150.120.180.290.270.180.090.200.130.180.140.130.220.280.180.140.190.170.260.210.100.200.220.170.150.210.150.190.230.410.410.350.210.200.300.300.300.300.30
UNH0.291.000.170.270.220.160.250.330.220.160.330.220.260.150.170.200.160.120.200.370.080.170.260.090.300.250.340.030.240.330.260.200.150.090.250.210.200.190.130.070.120.220.170.170.140.130.080.140.280.310.310.310.250.090.200.160.270.200.210.100.190.250.160.120.110.180.120.170.220.200.250.340.130.170.200.250.320.150.160.230.260.160.180.180.140.180.250.300.300.480.260.260.370.370.350.350.35
WFRD0.060.171.000.040.570.540.050.220.160.060.130.040.110.230.200.260.270.210.180.050.220.140.280.180.290.290.120.210.220.080.190.250.280.160.160.350.140.300.260.160.160.330.280.230.140.120.170.270.340.160.130.240.180.210.130.320.280.170.200.150.310.160.320.200.190.210.170.240.160.240.160.160.290.270.180.160.190.230.240.230.180.250.270.250.220.240.160.370.370.290.230.240.320.310.340.330.33
RHHBY0.420.270.041.000.110.080.370.180.190.250.210.320.160.130.170.140.110.130.240.320.160.160.200.170.220.240.290.120.160.320.200.140.180.170.220.200.240.220.170.160.160.160.190.150.190.190.170.190.220.240.310.260.260.150.240.270.220.240.160.200.170.280.280.190.170.200.190.160.240.170.240.340.140.170.230.230.320.240.140.230.260.200.150.220.170.200.240.400.390.370.280.270.340.340.330.330.33
CVX0.170.220.570.111.000.770.050.250.200.030.150.060.140.260.180.310.310.160.200.090.160.090.320.170.410.440.160.160.250.180.180.220.310.080.230.430.150.400.270.100.110.370.350.210.120.100.140.350.390.170.170.240.150.200.110.310.310.100.180.110.300.160.310.130.150.160.130.200.170.220.130.170.230.250.120.130.200.190.210.260.160.240.230.190.170.250.130.390.390.370.200.210.360.350.370.360.37
OXY0.130.160.540.080.771.000.030.220.160.040.110.050.140.230.220.330.340.170.200.080.200.130.310.200.380.410.110.230.230.160.200.240.310.120.200.410.150.380.280.140.150.360.340.230.160.160.160.330.360.150.150.220.130.250.130.340.310.110.190.130.330.160.340.170.220.190.180.220.170.250.160.190.280.290.150.180.180.230.260.280.200.270.260.220.210.280.160.390.390.330.240.260.360.360.380.370.38
NVO0.420.250.050.370.050.031.000.260.140.320.290.380.230.120.220.150.110.190.240.340.170.230.250.210.150.130.340.200.240.350.310.150.130.210.180.180.240.120.190.230.240.250.130.210.240.260.200.160.220.300.290.270.270.200.270.240.240.310.250.220.160.350.250.250.220.280.270.220.320.250.280.330.190.170.330.350.340.260.210.210.340.200.250.310.220.200.320.370.360.360.320.330.350.350.340.340.34
ACGL0.210.330.220.180.250.220.261.000.280.140.230.150.470.230.190.300.290.200.280.330.160.160.360.200.450.370.320.110.340.230.290.260.320.050.240.330.250.340.310.120.130.340.250.260.130.090.130.290.400.280.370.360.260.140.160.210.420.160.220.140.330.210.220.160.190.220.190.190.220.200.200.280.240.190.200.250.290.180.200.210.230.230.210.180.180.200.240.360.360.470.270.270.400.400.400.400.40
DVA0.200.220.160.190.200.160.140.281.000.130.200.190.220.210.220.250.200.320.230.250.190.140.340.240.360.350.210.170.290.260.250.270.320.120.310.340.350.390.350.150.130.230.340.230.150.170.190.400.290.220.350.280.230.180.130.270.320.190.180.200.340.300.270.240.220.190.200.230.220.220.250.310.270.280.210.170.290.270.250.290.220.280.250.260.230.280.240.400.400.420.310.290.400.390.410.400.40
ARGX0.230.160.060.250.030.040.320.140.131.000.250.450.190.130.320.160.130.290.220.290.290.250.190.270.150.130.260.260.200.300.220.250.220.310.190.120.240.130.190.340.340.230.180.240.310.320.310.160.240.280.220.220.280.230.290.270.230.300.250.330.210.340.270.300.260.300.280.270.290.230.310.310.300.270.340.320.320.260.260.250.320.260.290.300.310.270.330.290.290.300.360.350.350.350.370.360.36
REGN0.320.330.130.210.150.110.290.230.200.251.000.280.260.150.270.170.140.190.270.370.170.240.230.260.260.260.370.190.240.380.260.240.180.230.320.240.250.230.220.210.230.280.260.230.210.240.210.220.310.330.330.280.280.180.280.250.250.280.240.230.220.340.260.270.210.270.260.260.330.250.310.360.220.240.280.320.380.300.230.310.340.270.270.300.280.270.310.370.370.450.380.360.430.430.430.430.43
GMAB0.370.220.040.320.060.050.380.150.190.450.281.000.230.160.330.170.210.300.280.310.230.210.260.300.210.200.290.260.250.390.240.250.200.300.260.180.280.180.220.320.290.240.210.210.300.300.320.230.260.300.250.260.360.220.330.310.220.340.210.340.240.400.310.280.250.320.240.310.310.230.320.320.260.280.320.300.370.310.230.300.330.300.270.320.310.290.350.390.390.360.370.340.370.370.390.390.38
KNSL0.170.260.110.160.140.140.230.470.220.190.260.231.000.120.270.340.260.240.260.370.220.230.380.210.360.300.360.210.400.260.290.310.310.150.310.270.300.240.310.190.220.380.270.350.220.190.200.320.370.310.370.340.340.170.220.210.390.250.290.220.340.290.220.240.230.240.250.250.250.230.290.370.290.230.270.360.340.240.250.300.280.260.290.250.250.280.310.340.330.470.340.340.420.420.420.430.43
OMAB0.120.150.230.130.260.230.120.230.210.130.150.160.121.000.210.260.260.210.280.180.240.170.280.250.340.340.210.250.270.240.280.250.380.220.290.360.310.350.360.240.220.280.300.270.230.220.240.330.350.270.290.330.270.310.240.420.360.270.240.300.350.280.420.250.310.310.270.300.280.260.260.280.300.310.280.260.270.360.330.300.300.320.310.350.310.320.290.470.470.410.360.350.420.420.430.420.43
CPRX0.220.170.200.170.180.220.220.190.220.320.270.330.270.211.000.280.330.360.210.240.370.230.300.350.270.290.290.290.290.270.230.360.310.240.300.350.290.280.330.260.220.300.310.310.270.260.300.330.340.270.270.280.310.250.240.320.340.300.250.280.370.300.310.280.290.270.270.340.260.280.300.310.400.380.270.270.340.370.300.380.280.380.320.320.360.350.310.390.380.390.360.360.400.400.430.430.43
VRTV0.100.200.260.140.310.330.150.300.250.160.170.170.340.260.281.000.380.260.270.250.370.230.400.360.400.380.290.250.360.250.280.400.370.280.350.420.370.410.430.230.260.410.390.370.290.300.290.440.440.320.370.330.340.300.320.340.410.270.300.320.460.300.350.270.310.300.320.370.330.360.310.340.390.410.310.330.370.380.350.360.310.410.370.330.350.380.350.430.430.460.400.400.460.460.490.480.49
BELFB0.120.160.270.110.310.340.110.290.200.130.140.210.260.260.330.381.000.310.280.250.390.230.440.290.380.400.310.340.430.290.250.400.410.260.350.450.370.450.390.260.240.420.410.430.270.270.280.440.450.280.340.320.340.350.260.350.430.290.360.290.530.340.360.320.360.290.350.450.300.380.310.350.450.440.280.360.320.400.420.430.320.440.430.390.410.430.370.460.460.470.410.420.470.470.500.500.50
ATEC0.130.120.210.130.160.170.190.200.320.290.190.300.240.210.360.260.311.000.240.300.340.340.310.390.260.270.320.340.260.300.320.360.340.380.330.310.390.320.370.420.370.330.290.320.400.410.480.370.360.330.310.300.380.310.380.360.350.440.340.460.380.470.370.440.350.400.370.390.390.370.440.400.460.420.410.400.420.400.400.390.410.400.390.390.400.420.440.400.400.430.480.480.480.480.510.510.51
IBN0.250.200.180.240.200.200.240.280.230.220.270.280.260.280.210.270.280.241.000.320.280.340.390.350.430.410.340.290.340.340.340.320.340.350.330.400.350.420.350.340.350.360.340.330.320.360.330.370.380.340.390.440.400.400.380.500.410.340.330.350.360.390.510.310.360.400.370.370.400.350.380.420.340.390.380.390.460.420.380.420.430.420.400.420.410.410.400.530.530.510.500.490.530.530.540.540.54
VRSK0.270.370.050.320.090.080.340.330.250.290.370.310.370.180.240.250.250.300.321.000.270.420.420.280.290.270.620.240.380.530.430.340.270.300.420.290.420.270.330.340.360.380.270.330.410.360.330.310.380.580.570.450.530.280.450.280.410.450.360.350.330.540.300.450.330.430.360.330.510.400.550.630.320.290.470.500.620.330.350.400.530.340.380.400.340.380.560.440.440.640.540.520.580.590.570.570.57
AEHR0.120.080.220.160.160.200.170.160.190.290.170.230.220.240.370.370.390.340.280.271.000.350.300.450.290.300.260.470.280.260.260.410.410.400.330.340.330.320.400.400.370.350.390.390.400.420.430.370.360.360.320.320.380.440.380.420.370.390.420.460.460.390.430.410.490.390.490.550.410.470.450.360.600.580.440.450.410.510.540.500.410.540.570.510.570.590.460.430.430.420.540.540.500.500.530.530.53
PANW0.130.170.140.160.090.130.230.160.140.250.240.210.230.170.230.230.230.340.340.420.351.000.310.370.220.240.390.350.290.320.410.380.320.570.310.250.290.310.300.530.670.370.300.340.530.530.520.300.310.440.360.370.430.390.560.330.380.480.530.530.340.450.350.550.430.540.500.430.520.460.550.450.430.440.620.540.470.420.450.400.560.430.460.470.500.440.520.400.400.460.610.620.550.550.560.560.56
CLH0.230.260.280.200.320.310.250.360.340.190.230.260.380.280.300.400.440.310.390.420.300.311.000.320.450.460.390.280.510.390.300.400.450.270.440.500.400.460.450.310.310.560.400.430.350.340.320.500.550.400.450.370.400.320.330.370.480.340.330.350.500.400.380.380.330.330.320.410.340.340.400.440.400.410.370.390.450.380.380.420.420.430.400.380.410.420.410.540.540.570.430.440.540.540.560.560.56
PERI0.160.090.180.170.170.200.210.200.240.270.260.300.210.250.350.360.290.390.350.280.450.370.321.000.340.350.290.430.270.290.320.380.420.480.330.330.350.370.370.480.440.350.410.350.460.430.490.460.400.380.360.350.400.400.440.440.390.450.370.500.400.420.450.430.460.460.480.470.450.430.440.410.500.490.450.430.440.480.420.430.450.470.460.450.500.480.470.460.460.440.560.550.540.540.570.570.57
JPM0.250.300.290.220.410.380.150.450.360.150.260.210.360.340.270.400.380.260.430.290.290.220.450.341.000.830.330.300.480.380.380.380.490.230.410.560.370.680.450.240.240.440.480.400.250.230.300.530.500.310.460.490.360.370.270.460.510.290.310.350.470.330.480.300.340.330.370.370.310.390.300.440.400.390.280.310.430.400.400.430.380.460.400.380.350.430.390.600.600.660.460.450.620.620.620.630.63
BAC0.230.250.290.240.440.410.130.370.350.130.260.200.300.340.290.380.400.270.410.270.300.240.460.350.831.000.340.330.440.380.330.370.490.260.450.610.370.750.470.270.240.430.510.380.270.260.350.560.520.300.440.440.370.360.270.490.470.310.290.380.500.290.500.320.330.340.330.370.290.350.320.440.400.410.290.280.400.420.380.430.390.450.390.360.350.430.380.620.620.630.450.440.610.610.630.630.63
FDS