health+value
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BABA Alibaba Group Holding Limited | Consumer Cyclical | 32.79% |
BG Bunge Limited | Consumer Defensive | 39.77% |
ON ON Semiconductor Corporation | Technology | 27.44% |
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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
health+value | -5.52% | 3.18% | 1.16% | N/A | N/A | N/A |
Portfolio components: | ||||||
ON ON Semiconductor Corporation | -18.69% | 2.30% | -13.97% | -31.05% | 29.66% | 21.38% |
BG Bunge Limited | -0.41% | 3.60% | 8.23% | -10.05% | 15.34% | 4.26% |
BABA Alibaba Group Holding Limited | 5.63% | 4.30% | 11.32% | -7.79% | -14.05% | 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% | 6.07% | 0.10% | -5.52% | ||||
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 | -0.62 | -0.65 | 0.92 | -0.72 | -1.31 |
BG Bunge Limited | -0.37 | -0.35 | 0.96 | -0.30 | -0.74 |
BABA Alibaba Group Holding Limited | -0.36 | -0.32 | 0.96 | -0.16 | -0.88 |
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 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 8.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.81% | Dec 20, 2023 | 28 | Jan 31, 2024 | 112 | Jul 12, 2024 | 140 |
-11.3% | Jul 30, 2024 | 7 | Aug 7, 2024 | — | — | — |
-4.7% | Jul 17, 2024 | 7 | Jul 25, 2024 | 2 | Jul 29, 2024 | 9 |
-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 |
Volatility
Volatility Chart
The current health+value volatility is 8.79%, 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 | 0.11 | 0.23 |
ON | 0.11 | 1.00 | 0.32 |
BABA | 0.23 | 0.32 | 1.00 |