test6
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 20% |
RSG Republic Services, Inc. | Industrials | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
VPU Vanguard Utilities ETF | Utilities Equities | 20% |
WM Waste Management, Inc. | Industrials | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test6, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the test6 returned 23.71% Year-To-Date and 14.38% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| test6 | 23.71% | 0.28% | 10.88% | 31.01% | 12.59% | 14.38% |
| Portfolio components: | ||||||
O Realty Income Corporation | 4.03% | -7.79% | 6.34% | 15.62% | -0.74% | 7.35% |
RSG Republic Services, Inc. | 29.80% | 3.14% | 14.16% | 35.01% | 21.47% | 20.55% |
WM Waste Management, Inc. | 26.88% | 5.28% | 8.34% | 32.56% | 16.94% | 18.90% |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
VPU Vanguard Utilities ETF | 26.77% | -1.82% | 9.65% | 31.25% | 7.45% | 9.15% |
Monthly Returns
The table below presents the monthly returns of test6, 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 | 0.19% | 4.40% | 4.57% | -0.99% | 2.15% | 0.84% | 2.50% | 5.51% | 1.23% | -1.06% | 23.71% | ||
| 2023 | 1.50% | -2.77% | 4.40% | 2.28% | -2.92% | 5.07% | 0.22% | -4.90% | -4.74% | 1.17% | 8.34% | 4.18% | 11.46% |
| 2022 | -5.93% | -3.80% | 7.86% | -1.52% | -0.16% | -3.51% | 7.43% | -1.12% | -8.61% | 2.87% | 4.98% | -3.72% | -6.53% |
| 2021 | -3.66% | -0.48% | 9.78% | 6.44% | 0.46% | -0.10% | 5.09% | 3.86% | -5.34% | 8.33% | -1.00% | 5.93% | 31.98% |
| 2020 | 5.14% | -7.89% | -17.35% | 7.81% | 5.19% | 0.23% | 4.86% | 3.68% | -0.80% | -2.43% | 7.19% | 1.64% | 4.30% |
| 2019 | 6.98% | 3.24% | 3.51% | 1.35% | -0.58% | 3.63% | 1.13% | 2.55% | 0.95% | 1.38% | -0.54% | 1.11% | 27.41% |
| 2018 | 0.07% | -3.88% | 0.67% | -0.97% | 2.78% | 1.08% | 5.21% | 2.38% | -0.56% | -0.04% | 4.91% | -4.96% | 6.37% |
| 2017 | 1.14% | 5.05% | -0.10% | 0.03% | 0.23% | 0.15% | 2.34% | 1.73% | 0.63% | 0.80% | 1.95% | 1.61% | 16.58% |
| 2016 | 1.36% | 3.43% | 6.69% | -1.64% | 2.30% | 7.96% | 1.15% | -3.56% | 0.68% | -0.93% | 1.26% | 3.25% | 23.62% |
| 2015 | 2.43% | 0.01% | 0.27% | -3.36% | -0.28% | -3.64% | 7.15% | -4.49% | 1.70% | 5.85% | -0.09% | 1.08% | 6.13% |
| 2014 | -0.30% | 4.76% | -0.29% | 3.93% | 0.59% | 3.71% | -2.16% | 4.34% | -2.08% | 5.05% | 1.52% | 2.96% | 23.93% |
| 2013 | 7.19% | 1.94% | 4.10% | 5.66% | -2.96% | -2.15% | 3.57% | -4.98% | 2.45% | 3.92% | 0.39% | -0.57% | 19.37% |
Expense Ratio
test6 has an expense ratio of 0.03%, which is considered low compared to other funds. 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 risk-adjusted rank of test6 is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 1.13 | 1.67 | 1.21 | 0.71 | 2.98 |
RSG Republic Services, Inc. | 2.52 | 3.09 | 1.48 | 4.61 | 16.21 |
WM Waste Management, Inc. | 1.85 | 2.40 | 1.40 | 2.77 | 8.00 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
VPU Vanguard Utilities ETF | 2.21 | 3.08 | 1.39 | 1.67 | 11.25 |
Dividends
Dividend yield
test6 provided a 2.39% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.39% | 2.62% | 2.50% | 2.09% | 2.56% | 2.39% | 2.71% | 2.67% | 2.77% | 3.13% | 3.01% | 3.53% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.47% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
RSG Republic Services, Inc. | 1.03% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
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 test6. 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 test6 was 36.01%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.
The current test6 drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.01% | Feb 19, 2020 | 24 | Mar 23, 2020 | 255 | Mar 26, 2021 | 279 |
| -19.91% | May 20, 2011 | 55 | Aug 8, 2011 | 124 | Feb 3, 2012 | 179 |
| -16.55% | Aug 17, 2022 | 42 | Oct 14, 2022 | 292 | Dec 13, 2023 | 334 |
| -13.61% | Apr 11, 2022 | 48 | Jun 17, 2022 | 32 | Aug 4, 2022 | 80 |
| -12.36% | Jan 3, 2022 | 36 | Feb 23, 2022 | 32 | Apr 8, 2022 | 68 |
Volatility
Volatility Chart
The current test6 volatility is 3.12%, 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
| O | VOO | VPU | RSG | WM | |
|---|---|---|---|---|---|
| O | 1.00 | 0.40 | 0.55 | 0.38 | 0.40 |
| VOO | 0.40 | 1.00 | 0.47 | 0.53 | 0.54 |
| VPU | 0.55 | 0.47 | 1.00 | 0.49 | 0.50 |
| RSG | 0.38 | 0.53 | 0.49 | 1.00 | 0.79 |
| WM | 0.40 | 0.54 | 0.50 | 0.79 | 1.00 |