ALLTECH
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AEHR Aehr Test Systems | Technology | 20% |
MRVL Marvell Technology Group Ltd. | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
SMCI Super Micro Computer, Inc. | Technology | 20% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
Performance
Performance Chart
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
The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Jul 25, 2024, the ALLTECH returned 71.89% Year-To-Date and 54.85% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
ALLTECH | 71.89% | 11.83% | 53.99% | 49.11% | 103.92% | 54.85% |
Portfolio components: | ||||||
TSLA Tesla, Inc. | -13.08% | 18.30% | 3.93% | -18.58% | 70.31% | 30.72% |
SMCI Super Micro Computer, Inc. | 150.32% | -13.96% | 51.33% | 121.43% | 107.62% | 39.78% |
NVDA NVIDIA Corporation | 130.74% | -3.27% | 86.21% | 150.19% | 92.64% | 75.22% |
AEHR Aehr Test Systems | -35.77% | 64.64% | 0.62% | -67.15% | 63.72% | 19.88% |
MRVL Marvell Technology Group Ltd. | 6.99% | -4.97% | -10.82% | 1.09% | 19.40% | 18.33% |
Monthly Returns
The table below presents the monthly returns of ALLTECH, 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 | 11.15% | 30.95% | 6.47% | -5.09% | 3.38% | 5.70% | 71.89% | ||||||
2023 | 30.36% | 12.41% | 4.27% | -9.88% | 53.44% | 13.63% | 16.25% | -5.87% | -6.72% | -19.83% | 14.11% | 6.21% | 138.08% |
2022 | -20.55% | -2.31% | 3.86% | -16.89% | 4.54% | -17.65% | 33.29% | 2.88% | -9.28% | 12.40% | 19.34% | -18.38% | -21.45% |
2021 | 1.56% | 1.72% | 1.34% | -0.90% | -0.69% | 15.90% | 23.07% | 13.97% | 32.46% | 28.53% | 3.41% | 8.22% | 219.13% |
2020 | 13.09% | 0.02% | -12.59% | 18.28% | 11.58% | 14.30% | 12.22% | 20.43% | -8.09% | -9.66% | 27.04% | 18.48% | 151.95% |
2019 | 2.63% | 12.48% | 2.65% | 6.91% | -11.93% | 6.77% | -1.14% | -2.49% | 9.33% | 8.62% | 7.25% | 11.56% | 63.17% |
2018 | 10.83% | -7.06% | -9.42% | 2.05% | 12.80% | 0.22% | -3.65% | 3.30% | -6.26% | -13.72% | -1.88% | -10.20% | -23.66% |
2017 | 3.94% | 22.64% | 1.21% | -0.22% | 12.71% | -2.18% | 2.54% | 1.78% | 0.74% | -1.35% | -1.71% | -1.56% | 42.43% |
2016 | -6.20% | 2.08% | 8.47% | 0.38% | -1.90% | 7.40% | 9.98% | 8.75% | 12.37% | 1.65% | 7.20% | 2.92% | 65.55% |
2015 | 0.64% | 5.70% | -9.98% | 3.29% | 4.18% | -3.98% | -3.72% | 0.70% | 0.54% | -5.40% | 2.85% | 1.25% | -4.98% |
2014 | 4.42% | 10.12% | -3.70% | 2.08% | -0.50% | 4.96% | 2.94% | 3.11% | -0.14% | 3.74% | 4.06% | -2.11% | 32.21% |
2013 | 12.90% | 0.28% | 7.06% | 4.72% | 32.45% | 4.51% | 11.97% | 7.20% | 14.92% | -1.04% | 6.42% | 6.74% | 172.46% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ALLTECH is 34, 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 | |
---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.37 | -0.22 | 0.97 | -0.30 | -0.78 |
SMCI Super Micro Computer, Inc. | 1.36 | 2.21 | 1.30 | 3.24 | 5.69 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
AEHR Aehr Test Systems | -0.81 | -1.28 | 0.85 | -0.80 | -1.08 |
MRVL Marvell Technology Group Ltd. | 0.05 | 0.38 | 1.05 | 0.05 | 0.15 |
Dividends
Dividend yield
ALLTECH granted a 0.08% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLTECH | 0.08% | 0.09% | 0.15% | 0.05% | 0.13% | 0.24% | 0.39% | 0.28% | 0.44% | 0.78% | 0.67% | 0.72% |
Portfolio components: | ||||||||||||
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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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. | 0.37% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% |
Drawdowns
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 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 11.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-47.15% | Feb 20, 2020 | 20 | Mar 18, 2020 | 52 | Jun 2, 2020 | 72 |
-46.12% | Jan 4, 2022 | 124 | Jul 1, 2022 | 144 | Jan 27, 2023 | 268 |
-38.96% | Jun 15, 2018 | 133 | Dec 24, 2018 | 248 | Dec 18, 2019 | 381 |
-38.61% | Apr 27, 2012 | 139 | Nov 14, 2012 | 121 | May 10, 2013 | 260 |
-31.72% | Feb 9, 2011 | 164 | Oct 3, 2011 | 126 | Apr 3, 2012 | 290 |
Volatility
Volatility Chart
The current ALLTECH volatility is 14.13%, 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
AEHR | TSLA | SMCI | MRVL | NVDA | |
---|---|---|---|---|---|
AEHR | 1.00 | 0.19 | 0.18 | 0.25 | 0.23 |
TSLA | 0.19 | 1.00 | 0.26 | 0.33 | 0.38 |
SMCI | 0.18 | 0.26 | 1.00 | 0.39 | 0.40 |
MRVL | 0.25 | 0.33 | 0.39 | 1.00 | 0.61 |
NVDA | 0.23 | 0.38 | 0.40 | 0.61 | 1.00 |