health+value
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BABA Alibaba Group Holding Limited | Consumer Cyclical | 29.47% |
BG Bunge Limited | Consumer Defensive | 44.14% |
ON ON Semiconductor Corporation | Technology | 26.39% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Nov 28, 2023 | Buy | ON Semiconductor Corporation | 1 | $69.10 |
| Nov 28, 2023 | Buy | Bunge Limited | 1 | $108.41 |
| Nov 28, 2023 | Buy | Alibaba Group Holding Limited | 1 | $76.74 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in health+value, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| health+value | -2.33% | 2.55% | 9.35% | N/A | N/A | N/A |
| Portfolio components: | ||||||
ON ON Semiconductor Corporation | -19.14% | -0.92% | -5.82% | -31.95% | 25.17% | 22.65% |
BG Bunge Limited | 13.46% | 5.37% | 29.72% | 6.62% | 18.15% | 7.18% |
BABA Alibaba Group Holding Limited | -1.89% | 1.66% | 2.75% | -20.67% | -15.52% | N/A |
Monthly Returns
The table below presents the monthly returns of health+value, 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 | -11.68% | 6.88% | 0.45% | -0.67% | 4.94% | -4.50% | -2.33% | ||||||
| 2023 | 0.72% | 2.31% | 3.04% |
Expense Ratio
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 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 | |
|---|---|---|---|---|---|
ON ON Semiconductor Corporation | -0.70 | -0.80 | 0.90 | -0.74 | -1.13 |
BG Bunge Limited | 0.34 | 0.62 | 1.07 | 0.26 | 0.67 |
BABA Alibaba Group Holding Limited | -0.55 | -0.63 | 0.93 | -0.24 | -0.83 |
Not enough dataDrawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the health+value. 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 health+value was 12.81%, occurring on Jan 31, 2024. Recovery took 112 trading sessions.
The current health+value drawdown is 3.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.81% | Dec 20, 2023 | 28 | Jan 31, 2024 | 112 | Jul 12, 2024 | 140 |
| -4.7% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -3.2% | Dec 4, 2023 | 3 | Dec 6, 2023 | 5 | Dec 13, 2023 | 8 |
| -1.36% | Dec 18, 2023 | 1 | Dec 18, 2023 | 1 | Dec 19, 2023 | 2 |
| -1.09% | Jul 15, 2024 | 1 | Jul 15, 2024 | 1 | Jul 16, 2024 | 2 |
Volatility
Volatility Chart
The current health+value volatility is 6.60%, 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
| BG | ON | BABA | |
|---|---|---|---|
| BG | 1.00 | 0.08 | 0.21 |
| ON | 0.08 | 1.00 | 0.23 |
| BABA | 0.21 | 0.23 | 1.00 |