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ALLTECH

Last updated Mar 2, 2024

Asset Allocation


TSLA 20%SMCI 20%NVDA 20%AEHR 20%MRVL 20%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

20%

SMCI
Super Micro Computer, Inc.
Technology

20%

NVDA
NVIDIA Corporation
Technology

20%

AEHR
Aehr Test Systems
Technology

20%

MRVL
Marvell Technology Group Ltd.
Technology

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ALLTECH, 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%5,000.00%10,000.00%15,000.00%20,000.00%OctoberNovemberDecember2024FebruaryMarch
20,720.91%
393.36%
ALLTECH
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Mar 2, 2024, the ALLTECH returned 51.86% Year-To-Date and 53.36% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
ALLTECH51.86%30.11%38.38%150.33%101.33%53.43%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.30%
SMCI
Super Micro Computer, Inc.
218.54%56.22%220.91%825.56%115.31%45.79%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
AEHR
Aehr Test Systems
-33.43%17.26%-65.80%-45.19%65.99%22.46%
MRVL
Marvell Technology Group Ltd.
28.82%14.93%34.22%77.05%31.99%18.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202411.15%29.88%
2023-5.87%-6.72%-19.83%14.11%6.21%

Sharpe Ratio

The current ALLTECH Sharpe ratio is 2.86. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.86

The Sharpe ratio of ALLTECH lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.86
2.44
ALLTECH
Benchmark (^GSPC)
Portfolio components

Dividend yield

ALLTECH granted a 0.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ALLTECH0.07%0.09%0.15%0.05%0.13%0.24%0.39%0.28%0.44%0.78%0.67%0.72%
TSLA
Tesla, 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%
SMCI
Super Micro Computer, 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
MRVL
Marvell Technology Group Ltd.
0.31%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%

Expense Ratio

The ALLTECH 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
ALLTECH
2.86
TSLA
Tesla, Inc.
-0.00
SMCI
Super Micro Computer, Inc.
8.44
NVDA
NVIDIA Corporation
5.65
AEHR
Aehr Test Systems
-0.63
MRVL
Marvell Technology Group Ltd.
1.33

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AEHRTSLASMCIMRVLNVDA
AEHR1.000.180.180.240.24
TSLA0.181.000.260.330.39
SMCI0.180.261.000.390.39
MRVL0.240.330.391.000.61
NVDA0.240.390.390.611.00

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.36%
0
ALLTECH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ALLTECH. 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 ALLTECH was 47.15%, occurring on Mar 18, 2020. Recovery took 52 trading sessions.

The current ALLTECH drawdown is 0.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.15%Feb 20, 202020Mar 18, 202052Jun 2, 202072
-46.12%Jan 4, 2022124Jul 1, 2022144Jan 27, 2023268
-38.96%Jun 15, 2018133Dec 24, 2018248Dec 18, 2019381
-38.61%Apr 27, 2012139Nov 14, 2012121May 10, 2013260
-31.72%Feb 9, 2011164Oct 3, 2011126Apr 3, 2012290

Volatility Chart

The current ALLTECH volatility is 24.15%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
24.15%
3.47%
ALLTECH
Benchmark (^GSPC)
Portfolio components
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