Mai
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
0992.HK Lenovo Group | Technology | 7.14% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | Consumer Cyclical | 7.14% |
CCEP Coca-Cola European Partners plc | Consumer Defensive | 7.14% |
CL Colgate-Palmolive Company | Consumer Defensive | 7.14% |
DNB Dun & Bradstreet Holdings, Inc. | Technology | 7.14% |
MBG.DE Mercedes-Benz Group AG | Consumer Cyclical | 7.14% |
NOKIA.HE Nokia Oyj | Technology | 7.14% |
O Realty Income Corporation | Real Estate | 7.14% |
PSEC Prospect Capital Corporation | Financial Services | 7.14% |
RNO.PA Renault SA | Consumer Cyclical | 7.14% |
TELIA1.HE Telia Company AB (publ) | Communication Services | 7.14% |
TLTZY Tele2 AB | Communication Services | 7.14% |
TM Toyota Motor Corporation | Consumer Cyclical | 7.14% |
TTE.PA TotalEnergies SE | Energy | 7.14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mai, 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 every 3 months.
The earliest data available for this chart is Jul 1, 2020, corresponding to the inception date of DNB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Mai | 2.57% | -8.05% | -3.25% | 1.04% | N/A | N/A |
| Portfolio components: | ||||||
PSEC Prospect Capital Corporation | -14.77% | -15.53% | -28.49% | -25.96% | 8.61% | 2.90% |
0992.HK Lenovo Group | -20.10% | -32.28% | -29.51% | 3.42% | 18.98% | 0.12% |
NOKIA.HE Nokia Oyj | 16.28% | -4.37% | 12.16% | 54.84% | 9.12% | -2.46% |
CL Colgate-Palmolive Company | 6.24% | 6.19% | -3.86% | 13.16% | 7.90% | 5.76% |
MBG.DE Mercedes-Benz Group AG | 1.95% | -12.66% | -8.32% | -22.69% | 21.96% | 1.68% |
TTE.PA TotalEnergies SE | 9.28% | -7.22% | -6.86% | -13.69% | 17.54% | 6.60% |
TM Toyota Motor Corporation | -9.37% | -8.68% | 2.83% | -22.82% | 9.87% | 5.19% |
RNO.PA Renault SA | 2.39% | -6.92% | 13.39% | -0.26% | 22.44% | -5.00% |
CCEP Coca-Cola European Partners plc | 16.27% | 4.24% | 15.42% | 37.91% | 20.07% | 15.46% |
TLTZY Tele2 AB | 34.08% | 5.56% | 26.03% | 56.60% | 8.42% | 15.27% |
O Realty Income Corporation | 11.30% | 3.81% | -7.30% | 18.53% | 8.72% | 7.18% |
TELIA1.HE Telia Company AB (publ) | 33.71% | 5.51% | 23.61% | 60.41% | 5.91% | 0.50% |
DNB Dun & Bradstreet Holdings, Inc. | -29.37% | 0.57% | -23.43% | -2.52% | N/A | N/A |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -2.86% | -11.53% | -2.16% | -25.51% | 12.48% | 0.33% |
Monthly Returns
The table below presents the monthly returns of Mai, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.83% | 5.83% | -0.77% | -4.09% | 2.57% | ||||||||
| 2024 | -3.81% | 4.92% | 4.11% | -1.32% | 6.34% | -3.32% | -0.55% | 2.69% | -1.25% | -3.56% | -4.29% | 2.02% | 1.25% |
| 2023 | 6.34% | 1.14% | 2.30% | 0.46% | -4.93% | 7.15% | 2.16% | -4.16% | -1.88% | -5.08% | 8.62% | 5.75% | 17.93% |
| 2022 | 1.61% | -5.96% | -2.07% | -3.11% | 3.98% | -7.97% | 4.49% | -5.32% | -12.25% | 9.84% | 9.98% | -2.84% | -11.60% |
| 2021 | 2.59% | 3.07% | 6.96% | 0.80% | 2.45% | -0.89% | -1.26% | -0.94% | -1.52% | 3.51% | -2.73% | 5.82% | 18.80% |
| 2020 | 3.67% | 6.15% | -2.47% | -5.09% | 19.09% | 6.03% | 28.62% |
Expense Ratio
Mai has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mai is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
PSEC Prospect Capital Corporation | -0.85 | -1.00 | 0.84 | -0.55 | -1.78 |
0992.HK Lenovo Group | -0.11 | 0.22 | 1.03 | -0.14 | -0.38 |
NOKIA.HE Nokia Oyj | 1.47 | 2.17 | 1.29 | 1.10 | 7.67 |
CL Colgate-Palmolive Company | 0.37 | 0.62 | 1.08 | 0.35 | 0.65 |
MBG.DE Mercedes-Benz Group AG | -0.77 | -0.95 | 0.88 | -0.67 | -1.30 |
TTE.PA TotalEnergies SE | -0.73 | -0.87 | 0.89 | -0.65 | -1.25 |
TM Toyota Motor Corporation | -0.71 | -0.92 | 0.89 | -0.58 | -1.02 |
RNO.PA Renault SA | -0.01 | 0.20 | 1.02 | -0.01 | -0.01 |
CCEP Coca-Cola European Partners plc | 1.53 | 2.12 | 1.28 | 3.20 | 7.69 |
TLTZY Tele2 AB | 1.32 | 1.96 | 1.31 | 1.88 | 6.59 |
O Realty Income Corporation | 0.81 | 1.20 | 1.15 | 0.59 | 1.61 |
TELIA1.HE Telia Company AB (publ) | 2.81 | 3.57 | 1.51 | 1.60 | 7.85 |
DNB Dun & Bradstreet Holdings, Inc. | -0.14 | 0.04 | 1.00 | -0.07 | -0.32 |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -0.76 | -0.93 | 0.89 | -0.63 | -1.21 |
Dividends
Dividend yield
Mai provided a 5.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.59% | 5.55% | 4.92% | 6.12% | 3.60% | 3.82% | 4.96% | 4.96% | 4.33% | 8.55% | 4.71% | 4.20% |
| Portfolio components: | ||||||||||||
PSEC Prospect Capital Corporation | 18.12% | 16.01% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% |
0992.HK Lenovo Group | 4.76% | 3.80% | 3.48% | 5.93% | 3.57% | 3.84% | 5.37% | 5.01% | 6.01% | 5.64% | 3.37% | 2.35% |
NOKIA.HE Nokia Oyj | 2.87% | 3.04% | 3.60% | 1.39% | 0.00% | 0.00% | 3.03% | 3.78% | 0.40% | 6.76% | 2.12% | 1.68% |
CL Colgate-Palmolive Company | 2.64% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
MBG.DE Mercedes-Benz Group AG | 10.49% | 9.80% | 8.31% | 8.14% | 2.00% | 1.86% | 7.86% | 9.49% | 5.48% | 5.49% | 3.77% | 3.90% |
TTE.PA TotalEnergies SE | 6.12% | 5.73% | 4.64% | 6.26% | 5.92% | 7.59% | 3.94% | 5.46% | 5.36% | 5.01% | 5.91% | 5.69% |
TM Toyota Motor Corporation | 1.47% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% |
RNO.PA Renault SA | 4.22% | 3.93% | 0.68% | 0.00% | 0.00% | 0.00% | 8.42% | 6.51% | 3.75% | 2.84% | 2.05% | 2.84% |
CCEP Coca-Cola European Partners plc | 2.38% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.38% | 49.27% | 2.27% | 2.26% |
TLTZY Tele2 AB | 4.89% | 6.55% | 7.32% | 24.85% | 7.36% | 5.11% | 7.25% | 3.62% | 4.66% | 11.03% | 12.12% | 5.70% |
O Realty Income Corporation | 5.42% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
TELIA1.HE Telia Company AB (publ) | 4.10% | 6.52% | 5.62% | 8.05% | 5.75% | 6.87% | 5.78% | 5.46% | 5.59% | 8.30% | 7.01% | 6.28% |
DNB Dun & Bradstreet Holdings, Inc. | 2.29% | 1.61% | 1.71% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.54% | 7.60% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% |
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 Mai. 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 Mai was 28.90%, occurring on Sep 29, 2022. Recovery took 364 trading sessions.
The current Mai drawdown is 5.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.9% | Jan 14, 2022 | 184 | Sep 29, 2022 | 364 | Feb 27, 2024 | 548 |
| -15.02% | Mar 19, 2025 | 16 | Apr 9, 2025 | — | — | — |
| -11.35% | Jun 4, 2024 | 143 | Dec 19, 2024 | 39 | Feb 14, 2025 | 182 |
| -10.58% | Jun 14, 2021 | 71 | Sep 20, 2021 | 76 | Jan 4, 2022 | 147 |
| -8.8% | Sep 17, 2020 | 31 | Oct 29, 2020 | 7 | Nov 9, 2020 | 38 |
Volatility
Volatility Chart
The current Mai volatility is 8.99%, 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
| 0992.HK | CL | O | DNB | TLTZY | TM | CCEP | TTE.PA | PSEC | TELIA1.HE | NOKIA.HE | RNO.PA | BMW.DE | MBG.DE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0992.HK | 1.00 | -0.03 | 0.07 | 0.08 | 0.05 | 0.06 | 0.08 | 0.11 | 0.08 | 0.07 | 0.13 | 0.11 | 0.15 | 0.16 |
| CL | -0.03 | 1.00 | 0.36 | 0.18 | 0.12 | 0.12 | 0.32 | 0.05 | 0.15 | 0.13 | 0.09 | 0.02 | 0.07 | 0.08 |
| O | 0.07 | 0.36 | 1.00 | 0.31 | 0.18 | 0.21 | 0.32 | 0.09 | 0.33 | 0.22 | 0.15 | 0.11 | 0.15 | 0.14 |
| DNB | 0.08 | 0.18 | 0.31 | 1.00 | 0.16 | 0.25 | 0.24 | 0.11 | 0.29 | 0.20 | 0.22 | 0.21 | 0.20 | 0.21 |
| TLTZY | 0.05 | 0.12 | 0.18 | 0.16 | 1.00 | 0.12 | 0.22 | 0.26 | 0.22 | 0.62 | 0.33 | 0.24 | 0.28 | 0.28 |
| TM | 0.06 | 0.12 | 0.21 | 0.25 | 0.12 | 1.00 | 0.30 | 0.25 | 0.30 | 0.18 | 0.25 | 0.37 | 0.35 | 0.35 |
| CCEP | 0.08 | 0.32 | 0.32 | 0.24 | 0.22 | 0.30 | 1.00 | 0.23 | 0.28 | 0.25 | 0.24 | 0.25 | 0.30 | 0.29 |
| TTE.PA | 0.11 | 0.05 | 0.09 | 0.11 | 0.26 | 0.25 | 0.23 | 1.00 | 0.26 | 0.34 | 0.38 | 0.44 | 0.43 | 0.44 |
| PSEC | 0.08 | 0.15 | 0.33 | 0.29 | 0.22 | 0.30 | 0.28 | 0.26 | 1.00 | 0.26 | 0.31 | 0.32 | 0.33 | 0.33 |
| TELIA1.HE | 0.07 | 0.13 | 0.22 | 0.20 | 0.62 | 0.18 | 0.25 | 0.34 | 0.26 | 1.00 | 0.44 | 0.31 | 0.36 | 0.37 |
| NOKIA.HE | 0.13 | 0.09 | 0.15 | 0.22 | 0.33 | 0.25 | 0.24 | 0.38 | 0.31 | 0.44 | 1.00 | 0.41 | 0.46 | 0.46 |
| RNO.PA | 0.11 | 0.02 | 0.11 | 0.21 | 0.24 | 0.37 | 0.25 | 0.44 | 0.32 | 0.31 | 0.41 | 1.00 | 0.67 | 0.66 |
| BMW.DE | 0.15 | 0.07 | 0.15 | 0.20 | 0.28 | 0.35 | 0.30 | 0.43 | 0.33 | 0.36 | 0.46 | 0.67 | 1.00 | 0.84 |
| MBG.DE | 0.16 | 0.08 | 0.14 | 0.21 | 0.28 | 0.35 | 0.29 | 0.44 | 0.33 | 0.37 | 0.46 | 0.66 | 0.84 | 1.00 |