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PICKS OF THE DAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 12.5%SHOP 12.5%XPEL 12.5%FLGT 12.5%PERI 12.5%FRHC 12.5%LSCC 12.5%AEHR 12.5%EquityEquity
PositionCategory/SectorWeight
AEHR
Aehr Test Systems
Technology

12.50%

FLGT
Fulgent Genetics, Inc.
Healthcare

12.50%

FRHC
Freedom Holding Corp.
Financial Services

12.50%

LSCC
Lattice Semiconductor Corporation
Technology

12.50%

PERI
Perion Network Ltd.
Communication Services

12.50%

SHOP
Shopify Inc.
Technology

12.50%

TSLA
Tesla, Inc.
Consumer Cyclical

12.50%

XPEL
XPEL, Inc.
Consumer Cyclical

12.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PICKS OF THE DAY, 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%2,000.00%4,000.00%6,000.00%8,000.00%FebruaryMarchAprilMayJuneJuly
7,089.38%
152.29%
PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 29, 2016, corresponding to the inception date of FLGT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
PICKS OF THE DAY-24.58%10.47%-17.95%-35.87%59.79%N/A
TSLA
Tesla, Inc.
-13.08%18.30%3.93%-18.58%70.31%30.72%
SHOP
Shopify Inc.
-23.92%-7.84%-26.58%-8.80%12.03%N/A
XPEL
XPEL, Inc.
-31.98%2.32%-30.57%-52.95%41.17%39.49%
FLGT
Fulgent Genetics, Inc.
-21.24%10.21%-11.61%-42.35%29.61%N/A
PERI
Perion Network Ltd.
-72.37%2.03%-71.70%-75.13%13.39%-10.96%
FRHC
Freedom Holding Corp.
-2.52%-1.02%-1.32%-3.04%48.69%99.16%
LSCC
Lattice Semiconductor Corporation
-20.47%-3.14%-20.29%-38.64%26.99%22.81%
AEHR
Aehr Test Systems
-35.77%64.64%0.62%-67.15%63.72%19.93%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-11.84%-1.11%-4.20%-9.73%-3.79%-4.55%-24.58%
202331.93%0.64%4.94%-7.18%11.85%11.33%5.95%-0.45%-11.15%-23.43%14.28%7.88%42.47%
2022-23.33%1.19%-5.19%-19.80%-0.60%-7.27%23.84%1.21%-8.12%12.50%14.47%-15.38%-31.77%
202113.25%7.67%-5.46%1.40%2.78%15.80%13.35%8.51%21.62%23.36%-3.79%3.49%155.64%
202014.79%-1.69%-18.60%27.93%9.57%11.10%18.21%19.22%3.52%-2.77%31.32%31.61%250.70%
20196.61%13.53%1.88%4.24%0.50%8.10%12.27%27.59%-3.96%4.86%10.76%9.08%143.39%
20186.40%1.71%-9.37%2.22%21.02%6.72%3.07%9.16%-3.09%-5.28%0.48%-6.46%25.70%
20179.16%17.79%13.26%-4.38%-0.22%0.88%53.65%26.65%-1.71%5.30%10.96%0.70%215.40%
20161.10%-2.55%-0.11%15.18%13.35%

Expense Ratio

PICKS OF THE DAY 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 PICKS OF THE DAY is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PICKS OF THE DAY is 00
PICKS OF THE DAY
The Sharpe Ratio Rank of PICKS OF THE DAY is 00Sharpe Ratio Rank
The Sortino Ratio Rank of PICKS OF THE DAY is 00Sortino Ratio Rank
The Omega Ratio Rank of PICKS OF THE DAY is 00Omega Ratio Rank
The Calmar Ratio Rank of PICKS OF THE DAY is 00Calmar Ratio Rank
The Martin Ratio Rank of PICKS OF THE DAY is 00Martin 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.


PICKS OF THE DAY
Sharpe ratio
The chart of Sharpe ratio for PICKS OF THE DAY, currently valued at -1.23, compared to the broader market-1.000.001.002.003.004.00-1.23
Sortino ratio
The chart of Sortino ratio for PICKS OF THE DAY, currently valued at -1.83, compared to the broader market-2.000.002.004.006.00-1.83
Omega ratio
The chart of Omega ratio for PICKS OF THE DAY, currently valued at 0.80, compared to the broader market0.801.001.201.401.600.80
Calmar ratio
The chart of Calmar ratio for PICKS OF THE DAY, currently valued at -0.80, compared to the broader market0.002.004.006.008.00-0.80
Martin ratio
The chart of Martin ratio for PICKS OF THE DAY, currently valued at -1.27, compared to the broader market0.0010.0020.0030.0040.00-1.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
-0.37-0.220.97-0.30-0.78
SHOP
Shopify Inc.
-0.200.071.01-0.14-0.54
XPEL
XPEL, Inc.
-0.90-1.060.81-0.79-1.33
FLGT
Fulgent Genetics, Inc.
-1.14-1.770.79-0.48-1.13
PERI
Perion Network Ltd.
-1.12-1.820.67-0.94-1.71
FRHC
Freedom Holding Corp.
-0.090.171.02-0.09-0.15
LSCC
Lattice Semiconductor Corporation
-0.75-0.860.89-0.83-1.31
AEHR
Aehr Test Systems
-0.81-1.280.85-0.80-1.08

Sharpe Ratio

The current PICKS OF THE DAY Sharpe ratio is -1.23. 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 1.24 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of PICKS OF THE DAY 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 Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-1.23
1.66
PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


PICKS OF THE DAY doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-38.41%
-4.24%
PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PICKS OF THE DAY. 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 PICKS OF THE DAY was 52.93%, occurring on Jun 16, 2022. Recovery took 247 trading sessions.

The current PICKS OF THE DAY drawdown is 38.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.93%Nov 5, 2021154Jun 16, 2022247Jun 12, 2023401
-47.62%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-44.25%Jul 18, 2023236Jun 24, 2024
-30.47%Feb 12, 202163May 13, 202145Jul 19, 2021108
-29.85%Sep 7, 20174Sep 12, 201781Jan 8, 201885

Volatility

Volatility Chart

The current PICKS OF THE DAY volatility is 9.61%, 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%FebruaryMarchAprilMayJuneJuly
9.61%
3.80%
PICKS OF THE DAY
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.

FLGTXPELFRHCAEHRPERITSLASHOPLSCC
FLGT1.000.180.160.170.210.190.240.22
XPEL0.181.000.200.200.220.210.230.26
FRHC0.160.201.000.210.220.240.300.35
AEHR0.170.200.211.000.270.270.280.36
PERI0.210.220.220.271.000.300.330.34
TSLA0.190.210.240.270.301.000.400.36
SHOP0.240.230.300.280.330.401.000.43
LSCC0.220.260.350.360.340.360.431.00
The correlation results are calculated based on daily price changes starting from Sep 30, 2016