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AUTHENTIC EQUITY

Last updated Mar 2, 2024

Asset Allocation


DSGX 6.67%MSFT 6.67%CSU.TO 6.67%ZTS 6.67%MCO 6.67%V 6.67%MA 6.67%GOOG 6.67%MDLZ 6.67%ADBE 6.67%CPRT 6.67%BRO 6.67%AJG 6.67%PG 6.67%VEEV 6.67%EquityEquity
PositionCategory/SectorWeight
DSGX
The Descartes Systems Group Inc.
Technology

6.67%

MSFT
Microsoft Corporation
Technology

6.67%

CSU.TO
Constellation Software Inc.
Technology

6.67%

ZTS
Zoetis Inc.
Healthcare

6.67%

MCO
Moody's Corporation
Financial Services

6.67%

V
Visa Inc.
Financial Services

6.67%

MA
Mastercard Inc
Financial Services

6.67%

GOOG
Alphabet Inc.
Communication Services

6.67%

MDLZ
Mondelez International, Inc.
Consumer Defensive

6.67%

ADBE
Adobe Inc
Technology

6.67%

CPRT
Copart, Inc.
Industrials

6.67%

BRO
Brown & Brown, Inc.
Financial Services

6.67%

AJG
Arthur J. Gallagher & Co.
Financial Services

6.67%

PG
The Procter & Gamble Company
Consumer Defensive

6.67%

VEEV
Veeva Systems Inc.
Healthcare

6.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AUTHENTIC EQUITY, 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


100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
632.90%
171.98%
AUTHENTIC EQUITY
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


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%
AUTHENTIC EQUITY6.74%2.52%11.80%38.40%20.89%N/A
DSGX
The Descartes Systems Group Inc.
5.51%1.26%17.45%15.95%20.38%20.10%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%30.53%29.07%
CSU.TO
Constellation Software Inc.
14.56%2.72%35.79%70.19%29.85%34.54%
ZTS
Zoetis Inc.
-3.10%1.60%-0.42%14.22%15.29%20.87%
MCO
Moody's Corporation
-1.96%-2.33%13.08%32.80%17.51%18.06%
V
Visa Inc.
8.96%3.82%14.58%30.28%14.15%18.37%
MA
Mastercard Inc
11.93%6.10%15.04%34.86%16.30%20.54%
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%18.98%N/A
MDLZ
Mondelez International, Inc.
-0.08%-3.85%5.10%13.27%11.15%9.97%
ADBE
Adobe Inc
-4.30%-7.58%1.37%71.19%16.37%23.64%
CPRT
Copart, Inc.
9.35%11.53%19.12%50.84%29.12%27.93%
BRO
Brown & Brown, Inc.
17.96%8.15%13.26%50.18%23.38%19.92%
AJG
Arthur J. Gallagher & Co.
8.56%5.16%5.89%31.51%26.07%20.47%
PG
The Procter & Gamble Company
9.08%1.09%4.11%16.41%12.59%10.44%
VEEV
Veeva Systems Inc.
15.32%7.04%2.51%27.92%12.81%19.40%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.12%2.48%
20230.92%-4.33%-1.02%9.59%1.54%

Sharpe Ratio

The current AUTHENTIC EQUITY 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 AUTHENTIC EQUITY 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.86
2.44
AUTHENTIC EQUITY
Benchmark (^GSPC)
Portfolio components

Dividend yield

AUTHENTIC EQUITY granted a 0.65% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AUTHENTIC EQUITY0.65%0.68%0.73%0.59%0.67%0.87%0.94%0.92%1.06%1.10%1.03%1.07%
DSGX
The Descartes Systems Group 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%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
CSU.TO
Constellation Software Inc.
0.14%0.16%0.25%0.29%0.30%2.53%0.60%0.68%0.86%1.09%1.29%1.84%
ZTS
Zoetis Inc.
0.82%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
MCO
Moody's Corporation
0.83%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
V
Visa Inc.
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
GOOG
Alphabet 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%
MDLZ
Mondelez International, Inc.
2.24%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
ADBE
Adobe 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%
CPRT
Copart, 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%
BRO
Brown & Brown, Inc.
0.59%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
AJG
Arthur J. Gallagher & Co.
0.92%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%
PG
The Procter & Gamble Company
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
VEEV
Veeva Systems 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%

Expense Ratio

The AUTHENTIC EQUITY 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
AUTHENTIC EQUITY
2.86
DSGX
The Descartes Systems Group Inc.
0.84
MSFT
Microsoft Corporation
2.90
CSU.TO
Constellation Software Inc.
3.06
ZTS
Zoetis Inc.
0.57
MCO
Moody's Corporation
1.53
V
Visa Inc.
1.92
MA
Mastercard Inc
2.04
GOOG
Alphabet Inc.
1.66
MDLZ
Mondelez International, Inc.
0.81
ADBE
Adobe Inc
2.10
CPRT
Copart, Inc.
2.36
BRO
Brown & Brown, Inc.
2.48
AJG
Arthur J. Gallagher & Co.
1.64
PG
The Procter & Gamble Company
1.28
VEEV
Veeva Systems Inc.
0.80

Asset Correlations Table

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

PGCSU.TOMDLZDSGXVEEVZTSAJGBROCPRTGOOGADBEMSFTMCOVMA
PG1.000.170.580.160.160.350.390.380.280.280.280.350.360.360.36
CSU.TO0.171.000.240.450.360.290.290.300.370.390.410.410.380.390.38
MDLZ0.580.241.000.230.210.390.410.410.330.340.330.390.430.420.42
DSGX0.160.450.231.000.400.360.300.310.410.410.470.460.420.380.40
VEEV0.160.360.210.401.000.430.330.350.470.450.560.480.470.420.43
ZTS0.350.290.390.360.431.000.450.460.460.440.470.480.540.470.48
AJG0.390.290.410.300.330.451.000.750.450.380.410.450.540.490.50
BRO0.380.300.410.310.350.460.751.000.480.390.410.440.540.490.49
CPRT0.280.370.330.410.470.460.450.481.000.470.520.490.540.510.53
GOOG0.280.390.340.410.450.440.380.390.471.000.630.690.530.570.57
ADBE0.280.410.330.470.560.470.410.410.520.631.000.710.580.600.59
MSFT0.350.410.390.460.480.480.450.440.490.690.711.000.600.600.61
MCO0.360.380.430.420.470.540.540.540.540.530.580.601.000.610.63
V0.360.390.420.380.420.470.490.490.510.570.600.600.611.000.86
MA0.360.380.420.400.430.480.500.490.530.570.590.610.630.861.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.27%
0
AUTHENTIC EQUITY
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AUTHENTIC EQUITY. 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 AUTHENTIC EQUITY was 32.32%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current AUTHENTIC EQUITY drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.32%Feb 20, 202023Mar 23, 202072Jul 2, 202095
-27.43%Nov 17, 2021235Oct 14, 2022190Jul 13, 2023425
-17.18%Sep 17, 201871Dec 24, 201834Feb 12, 2019105
-15.51%Dec 30, 201531Feb 11, 201644Apr 15, 201675
-10.41%Aug 6, 201514Aug 25, 201543Oct 26, 201557

Volatility Chart

The current AUTHENTIC EQUITY volatility is 3.72%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.72%
3.47%
AUTHENTIC EQUITY
Benchmark (^GSPC)
Portfolio components
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