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Ajaja
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 50%VRNS 50%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology
50%
VRNS
Varonis Systems, Inc.
Technology
50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ajaja, 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%20.00%MayJuneJulyAugustSeptemberOctober
23.50%
15.83%
Ajaja
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 28, 2014, corresponding to the inception date of VRNS

Returns By Period

As of Oct 30, 2024, the Ajaja returned 23.74% Year-To-Date and 27.87% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Ajaja23.74%2.73%23.50%57.74%24.80%27.87%
MSFT
Microsoft Corporation
15.50%0.92%11.35%29.02%25.92%26.89%
VRNS
Varonis Systems, Inc.
29.81%4.53%34.35%86.60%19.84%24.71%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.44%8.54%-2.74%-7.36%2.50%9.74%4.56%1.46%1.25%23.74%
20235.65%2.90%5.52%-2.38%10.07%2.57%3.14%4.77%-4.02%8.61%18.48%4.01%75.52%
2022-15.51%5.57%6.08%-9.55%-12.80%-8.29%-1.81%-0.48%-7.21%0.31%-5.36%1.95%-39.93%
20216.16%2.14%-7.46%5.02%-4.76%13.70%5.68%9.41%-9.26%12.02%-9.54%-1.61%19.37%
20207.80%-4.34%-11.70%9.48%13.73%7.80%11.49%12.31%-6.56%-1.82%5.19%19.91%77.10%
20197.22%1.88%4.99%15.03%-8.66%3.78%9.02%-2.01%-6.15%11.37%7.67%1.62%52.77%
201811.46%1.30%2.69%5.24%12.65%-2.24%-5.98%13.63%0.60%-11.63%-0.20%-8.58%16.45%
20177.85%-4.59%9.49%1.33%9.06%0.57%2.79%3.77%3.74%7.87%8.28%-0.99%60.23%
2016-0.30%-4.57%3.70%-2.44%17.69%-2.22%8.85%8.42%1.06%-0.59%1.74%-2.23%30.64%
2015-6.17%0.79%-12.21%15.91%-15.70%0.26%-0.07%-5.52%-9.21%10.70%7.58%3.64%-13.95%
2014-5.85%-15.40%-0.10%8.80%-12.14%8.85%-4.03%-3.14%11.73%17.69%1.19%

Expense Ratio

Ajaja has an expense ratio of 0.00%, indicating no management fees are charged. 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 Ajaja is 31, 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 Ajaja is 3131
Combined Rank
The Sharpe Ratio Rank of Ajaja is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of Ajaja is 3333Sortino Ratio Rank
The Omega Ratio Rank of Ajaja is 3030Omega Ratio Rank
The Calmar Ratio Rank of Ajaja is 3030Calmar Ratio Rank
The Martin Ratio Rank of Ajaja is 2727Martin 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.


Ajaja
Sharpe ratio
The chart of Sharpe ratio for Ajaja, currently valued at 2.73, compared to the broader market0.002.004.006.002.73
Sortino ratio
The chart of Sortino ratio for Ajaja, currently valued at 3.57, compared to the broader market-2.000.002.004.006.003.57
Omega ratio
The chart of Omega ratio for Ajaja, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.802.001.46
Calmar ratio
The chart of Calmar ratio for Ajaja, currently valued at 2.18, compared to the broader market0.005.0010.002.18
Martin ratio
The chart of Martin ratio for Ajaja, currently valued at 13.26, compared to the broader market0.0010.0020.0030.0040.0050.0060.0013.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
1.692.261.292.065.37
VRNS
Varonis Systems, Inc.
2.593.671.441.5210.13

Sharpe Ratio

The current Ajaja Sharpe ratio is 2.73. 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 2.49 to 3.44, 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 Ajaja 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.73
3.43
Ajaja
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Ajaja provided a 0.35% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Ajaja0.35%0.37%0.53%0.34%0.47%0.60%0.85%0.93%1.18%1.16%1.24%1.30%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
VRNS
Varonis 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%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-0.54%
Ajaja
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ajaja. 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 Ajaja was 57.65%, occurring on Nov 4, 2022. Recovery took 314 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.65%Sep 8, 2021294Nov 4, 2022314Feb 7, 2024608
-37.33%Mar 10, 2014394Sep 29, 2015220Aug 12, 2016614
-34.92%Feb 11, 202026Mar 18, 202062Jun 16, 202088
-26.15%Jul 26, 2018105Dec 24, 201884Apr 26, 2019189
-21.56%Feb 17, 202161May 13, 202148Jul 22, 2021109

Volatility

Volatility Chart

The current Ajaja volatility is 5.42%, 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%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.42%
2.71%
Ajaja
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.

MSFTVRNS
MSFT1.000.43
VRNS0.431.00
The correlation results are calculated based on daily price changes starting from Mar 3, 2014