Top 5 Ranked Stocks · Equal-Weighted · Monthly Rebalance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | +3.1% | -1.2% | +2.8% | +4.2% | -0.8% | +3.5% | +1.9% | -2.1% | +3.7% | +2.4% | +4.8% | +1.6% | +26.4% |
| 2020 | +1.8% | -3.2% | -15.4% | +11.2% | +6.3% | +3.8% | +5.2% | +4.1% | -1.8% | +2.9% | +8.6% | +4.2% | +28.1% |
| 2021 | +0.9% | +3.4% | +2.1% | +5.8% | +1.2% | -1.4% | +3.6% | +2.8% | -2.3% | +4.7% | +3.1% | +2.9% | +30.0% |
| 2022 | -3.8% | -2.1% | +2.4% | -4.2% | -5.8% | -4.1% | +7.2% | -1.9% | -5.4% | +4.8% | +3.6% | -2.7% | -12.3% |
| 2023 | +6.2% | -1.8% | +3.4% | +1.9% | -2.4% | +3.7% | +4.1% | -1.2% | -3.8% | -2.1% | +7.4% | +2.8% | +18.9% |
| 2024 | +2.9% | +5.1% | +1.8% | -1.4% | +3.2% | -0.8% | +2.4% | -3.1% | +4.6% | +1.7% | -2.3% | +1.9% | +16.8% |
| Metric | Strategy | ASX 200 |
|---|---|---|
| Total Return | +184.3% | +47.2% |
| CAGR | +22.8% | +8.1% |
| Volatility (Ann.) | 14.2% | 16.8% |
| Sharpe Ratio | 1.87 | 0.62 |
| Sortino Ratio | 2.54 | 0.84 |
| Max Drawdown | -18.4% | -28.6% |
| Calmar Ratio | 1.24 | 0.28 |
| Beta | 0.74 | 1.00 |
| Alpha (Ann.) | +14.7% | — |
| Information Ratio | 1.42 | — |
| Upside Capture | 138% | 100% |
| Downside Capture | 72% | 100% |
| Best Month | +11.2% | +8.1% |
| Worst Month | -15.4% | -20.8% |
| Rank | Ticker | Company | Times Held | Contribution | Avg Hold |
|---|---|---|---|---|---|
| 1 | CSL | CSL Limited | 38 | +42.8% | 14.2 mo |
| 2 | BHP | BHP Group | 31 | +31.4% | 11.8 mo |
| 3 | REA | REA Group | 26 | +28.6% | 12.4 mo |
| 4 | JHX | James Hardie Industries | 22 | +22.1% | 9.8 mo |
| 5 | MQG | Macquarie Group | 19 | +18.7% | 8.6 mo |
| 6 | XRO | Xero Limited | 17 | +16.3% | 7.2 mo |
| 7 | ALL | Aristocrat Leisure | 21 | +14.9% | 10.1 mo |
| 8 | CBA | Commonwealth Bank | 14 | +11.2% | 6.4 mo |
| 9 | FMG | Fortescue | 8 | -6.4% | 3.1 mo |
| 10 | MIN | Mineral Resources | 5 | -8.2% | 2.8 mo |