Ajaja
Ajjaaj
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Ajaja | 23.74% | 2.73% | 23.50% | 57.74% | 24.80% | 27.87% |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.44% | 8.54% | -2.74% | -7.36% | 2.50% | 9.74% | 4.56% | 1.46% | 1.25% | 23.74% | |||
| 2023 | 5.65% | 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% |
| 2021 | 6.16% | 2.14% | -7.46% | 5.02% | -4.76% | 13.70% | 5.68% | 9.41% | -9.26% | 12.02% | -9.54% | -1.61% | 19.37% |
| 2020 | 7.80% | -4.34% | -11.70% | 9.48% | 13.73% | 7.80% | 11.49% | 12.31% | -6.56% | -1.82% | 5.19% | 19.91% | 77.10% |
| 2019 | 7.22% | 1.88% | 4.99% | 15.03% | -8.66% | 3.78% | 9.02% | -2.01% | -6.15% | 11.37% | 7.67% | 1.62% | 52.77% |
| 2018 | 11.46% | 1.30% | 2.69% | 5.24% | 12.65% | -2.24% | -5.98% | 13.63% | 0.60% | -11.63% | -0.20% | -8.58% | 16.45% |
| 2017 | 7.85% | -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.
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.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
VRNS Varonis Systems, Inc. | 2.59 | 3.67 | 1.44 | 1.52 | 10.13 |
Dividends
Dividend yield
Ajaja provided a 0.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ajaja | 0.35% | 0.37% | 0.53% | 0.34% | 0.47% | 0.60% | 0.85% | 0.93% | 1.18% | 1.16% | 1.24% | 1.30% |
| Portfolio components: | ||||||||||||
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.
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, 2021 | 294 | Nov 4, 2022 | 314 | Feb 7, 2024 | 608 |
| -37.33% | Mar 10, 2014 | 394 | Sep 29, 2015 | 220 | Aug 12, 2016 | 614 |
| -34.92% | Feb 11, 2020 | 26 | Mar 18, 2020 | 62 | Jun 16, 2020 | 88 |
| -26.15% | Jul 26, 2018 | 105 | Dec 24, 2018 | 84 | Apr 26, 2019 | 189 |
| -21.56% | Feb 17, 2021 | 61 | May 13, 2021 | 48 | Jul 22, 2021 | 109 |
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.
Diversification
Asset Correlations Table
| MSFT | VRNS | |
|---|---|---|
| MSFT | 1.00 | 0.43 |
| VRNS | 0.43 | 1.00 |