AUTHENTIC EQUITY
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADBE Adobe Inc | Technology | 6.67% |
AJG Arthur J. Gallagher & Co. | Financial Services | 6.67% |
BRO Brown & Brown, Inc. | Financial Services | 6.67% |
CPRT Copart, Inc. | Industrials | 6.67% |
CSU.TO Constellation Software Inc. | Technology | 6.67% |
DSGX The Descartes Systems Group Inc. | Technology | 6.67% |
GOOG Alphabet Inc. | Communication Services | 6.67% |
MA Mastercard Inc | Financial Services | 6.67% |
MCO Moody's Corporation | Financial Services | 6.67% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
PG The Procter & Gamble Company | Consumer Defensive | 6.67% |
V Visa Inc. | Financial Services | 6.67% |
VEEV Veeva Systems Inc. | Healthcare | 6.67% |
ZTS Zoetis Inc. | Healthcare | 6.67% |
Performance
Performance Chart
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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the AUTHENTIC EQUITY returned 9.86% Year-To-Date and 21.56% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| AUTHENTIC EQUITY | 9.62% | 0.55% | 4.79% | 18.30% | 16.86% | 21.64% |
| Portfolio components: | ||||||
DSGX The Descartes Systems Group Inc. | 18.39% | 4.40% | 10.74% | 30.06% | 20.76% | 21.69% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 24.96% | 26.86% |
CSU.TO Constellation Software Inc. | 27.05% | 11.52% | 14.71% | 51.73% | 26.19% | 30.03% |
ZTS Zoetis Inc. | -7.73% | 6.02% | -5.12% | -3.25% | 10.07% | 19.09% |
MCO Moody's Corporation | 12.43% | 4.18% | 12.80% | 25.52% | 17.24% | 18.06% |
V Visa Inc. | -2.18% | -7.26% | -4.95% | 9.07% | 7.29% | 17.40% |
MA Mastercard Inc | 1.17% | -4.89% | -1.76% | 9.54% | 9.22% | 19.34% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 21.66% | 18.90% |
MDLZ Mondelez International, Inc. | -7.19% | 0.26% | -10.53% | -5.98% | 6.18% | 7.82% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.13% | 21.73% |
CPRT Copart, Inc. | 2.92% | -7.69% | 4.93% | 14.10% | 20.12% | 27.55% |
BRO Brown & Brown, Inc. | 37.46% | 7.56% | 27.14% | 39.02% | 22.27% | 21.00% |
AJG Arthur J. Gallagher & Co. | 22.42% | 8.07% | 18.14% | 27.37% | 25.50% | 21.90% |
PG The Procter & Gamble Company | 16.05% | 0.27% | 8.23% | 12.50% | 10.31% | 10.73% |
VEEV Veeva Systems Inc. | -3.10% | 1.24% | -10.63% | -6.08% | 1.79% | 22.53% |
Monthly Returns
The table below presents the monthly returns of AUTHENTIC EQUITY, 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 | 4.12% | 2.44% | 0.82% | -4.20% | 2.09% | 3.58% | 9.62% | ||||||
| 2023 | 6.99% | -3.38% | 7.66% | 4.42% | 0.14% | 6.80% | 2.42% | 0.92% | -4.33% | -1.02% | 9.59% | 1.54% | 35.39% |
| 2022 | -6.13% | -3.47% | 1.30% | -7.40% | -2.35% | -3.29% | 9.79% | -6.15% | -11.06% | 7.04% | 8.32% | -4.94% | -18.92% |
| 2021 | -5.30% | 2.82% | 3.04% | 9.06% | -0.25% | 4.98% | 5.44% | 1.69% | -4.58% | 8.18% | -2.63% | 4.39% | 28.91% |
| 2020 | 6.54% | -6.24% | -10.02% | 10.98% | 9.61% | 2.69% | 6.71% | 7.17% | -2.79% | -4.24% | 8.03% | 3.44% | 33.59% |
| 2019 | 8.80% | 8.02% | 4.05% | 6.59% | -1.06% | 5.36% | 3.72% | 0.82% | 0.26% | 1.10% | 3.90% | 2.22% | 52.95% |
| 2018 | 6.96% | 0.97% | 0.72% | 0.86% | 4.54% | 1.70% | 2.63% | 7.26% | -1.13% | -6.41% | 3.56% | -7.23% | 14.15% |
| 2017 | 3.30% | 2.83% | 3.15% | 2.38% | 5.74% | -1.26% | 3.57% | 1.86% | 1.29% | 5.07% | 4.02% | -0.32% | 36.34% |
| 2016 | -7.17% | -0.01% | 7.01% | 0.32% | 6.06% | -2.08% | 5.43% | 3.03% | 2.08% | -1.38% | 1.71% | 0.37% | 15.51% |
| 2015 | -2.88% | 6.82% | -2.27% | 2.73% | 2.26% | -0.21% | 4.83% | -4.66% | -2.19% | 7.70% | 3.82% | 0.12% | 16.30% |
| 2014 | -4.15% | 3.16% | 4.00% | -2.29% | 5.66% | -1.36% | 4.63% | 5.73% | -2.64% | 12.79% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AUTHENTIC EQUITY is 43, 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 | |
|---|---|---|---|---|---|
DSGX The Descartes Systems Group Inc. | 1.32 | 1.81 | 1.25 | 1.24 | 8.28 |
MSFT Microsoft Corporation | 1.30 | 1.78 | 1.23 | 1.95 | 8.36 |
CSU.TO Constellation Software Inc. | 2.34 | 3.07 | 1.40 | 5.16 | 14.81 |
ZTS Zoetis Inc. | -0.06 | 0.09 | 1.01 | -0.04 | -0.14 |
MCO Moody's Corporation | 1.26 | 1.64 | 1.24 | 1.03 | 5.39 |
V Visa Inc. | 0.46 | 0.70 | 1.09 | 0.53 | 1.54 |
MA Mastercard Inc | 0.58 | 0.83 | 1.12 | 0.70 | 1.71 |
GOOG Alphabet Inc. | 1.04 | 1.48 | 1.21 | 1.57 | 6.17 |
MDLZ Mondelez International, Inc. | -0.50 | -0.57 | 0.93 | -0.40 | -0.98 |
ADBE Adobe Inc | -0.09 | 0.10 | 1.01 | -0.09 | -0.22 |
CPRT Copart, Inc. | 0.66 | 1.04 | 1.12 | 1.03 | 2.69 |
BRO Brown & Brown, Inc. | 2.18 | 3.10 | 1.41 | 4.01 | 11.25 |
AJG Arthur J. Gallagher & Co. | 1.52 | 1.94 | 1.28 | 2.05 | 5.66 |
PG The Procter & Gamble Company | 0.71 | 1.09 | 1.14 | 0.99 | 2.75 |
VEEV Veeva Systems Inc. | -0.26 | -0.14 | 0.98 | -0.15 | -0.57 |
Dividends
Dividend yield
AUTHENTIC EQUITY granted a 0.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AUTHENTIC EQUITY | 0.68% | 0.68% | 0.73% | 0.59% | 0.67% | 0.87% | 0.94% | 0.92% | 1.06% | 1.09% | 1.03% | 1.07% |
| Portfolio components: | ||||||||||||
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 | 0.70% | 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. | 0.12% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 0.90% | 1.29% | 1.83% |
ZTS Zoetis Inc. | 0.92% | 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 | 0.74% | 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. | 0.79% | 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 | 0.59% | 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. | 0.12% | 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. | 2.56% | 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. | 0.52% | 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. | 0.84% | 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 | 2.33% | 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% |
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 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 2.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 2, 2020 | 95 |
| -27.43% | Nov 17, 2021 | 235 | Oct 14, 2022 | 190 | Jul 13, 2023 | 425 |
| -17.18% | Sep 17, 2018 | 71 | Dec 24, 2018 | 34 | Feb 12, 2019 | 105 |
| -15.51% | Dec 30, 2015 | 31 | Feb 11, 2016 | 44 | Apr 15, 2016 | 75 |
| -10.41% | Aug 6, 2015 | 14 | Aug 25, 2015 | 43 | Oct 26, 2015 | 57 |
Volatility
Volatility Chart
The current AUTHENTIC EQUITY volatility is 3.13%, 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
| PG | CSU.TO | MDLZ | DSGX | VEEV | ZTS | AJG | BRO | CPRT | GOOG | ADBE | MSFT | MCO | V | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PG | 1.00 | 0.16 | 0.58 | 0.15 | 0.16 | 0.34 | 0.39 | 0.38 | 0.27 | 0.27 | 0.27 | 0.34 | 0.36 | 0.36 | 0.36 |
| CSU.TO | 0.16 | 1.00 | 0.23 | 0.46 | 0.35 | 0.28 | 0.28 | 0.30 | 0.37 | 0.38 | 0.41 | 0.41 | 0.38 | 0.38 | 0.38 |
| MDLZ | 0.58 | 0.23 | 1.00 | 0.22 | 0.20 | 0.39 | 0.40 | 0.41 | 0.32 | 0.33 | 0.32 | 0.37 | 0.42 | 0.42 | 0.42 |
| DSGX | 0.15 | 0.46 | 0.22 | 1.00 | 0.40 | 0.36 | 0.30 | 0.31 | 0.42 | 0.41 | 0.47 | 0.46 | 0.42 | 0.38 | 0.39 |
| VEEV | 0.16 | 0.35 | 0.20 | 0.40 | 1.00 | 0.43 | 0.32 | 0.35 | 0.47 | 0.44 | 0.56 | 0.47 | 0.47 | 0.41 | 0.43 |
| ZTS | 0.34 | 0.28 | 0.39 | 0.36 | 0.43 | 1.00 | 0.43 | 0.45 | 0.45 | 0.42 | 0.46 | 0.47 | 0.52 | 0.46 | 0.47 |
| AJG | 0.39 | 0.28 | 0.40 | 0.30 | 0.32 | 0.43 | 1.00 | 0.75 | 0.44 | 0.37 | 0.39 | 0.43 | 0.53 | 0.48 | 0.49 |
| BRO | 0.38 | 0.30 | 0.41 | 0.31 | 0.35 | 0.45 | 0.75 | 1.00 | 0.48 | 0.37 | 0.40 | 0.43 | 0.54 | 0.49 | 0.49 |
| CPRT | 0.27 | 0.37 | 0.32 | 0.42 | 0.47 | 0.45 | 0.44 | 0.48 | 1.00 | 0.46 | 0.51 | 0.49 | 0.53 | 0.50 | 0.52 |
| GOOG | 0.27 | 0.38 | 0.33 | 0.41 | 0.44 | 0.42 | 0.37 | 0.37 | 0.46 | 1.00 | 0.62 | 0.69 | 0.52 | 0.56 | 0.56 |
| ADBE | 0.27 | 0.41 | 0.32 | 0.47 | 0.56 | 0.46 | 0.39 | 0.40 | 0.51 | 0.62 | 1.00 | 0.70 | 0.57 | 0.59 | 0.58 |
| MSFT | 0.34 | 0.41 | 0.37 | 0.46 | 0.47 | 0.47 | 0.43 | 0.43 | 0.49 | 0.69 | 0.70 | 1.00 | 0.59 | 0.59 | 0.60 |
| MCO | 0.36 | 0.38 | 0.42 | 0.42 | 0.47 | 0.52 | 0.53 | 0.54 | 0.53 | 0.52 | 0.57 | 0.59 | 1.00 | 0.60 | 0.62 |
| V | 0.36 | 0.38 | 0.42 | 0.38 | 0.41 | 0.46 | 0.48 | 0.49 | 0.50 | 0.56 | 0.59 | 0.59 | 0.60 | 1.00 | 0.85 |
| MA | 0.36 | 0.38 | 0.42 | 0.39 | 0.43 | 0.47 | 0.49 | 0.49 | 0.52 | 0.56 | 0.58 | 0.60 | 0.62 | 0.85 | 1.00 |