John Wranek
John’s dividend portfolio.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DVN Devon Energy Corporation | Energy | 20% |
KMI Kinder Morgan, Inc. | Energy | 20% |
LNC Lincoln National Corporation | Financial Services | 20% |
OHI Omega Healthcare Investors, Inc. | Real Estate | 20% |
VZ Verizon Communications Inc. | Communication Services | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in John Wranek, 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 Feb 11, 2011, corresponding to the inception date of KMI
Returns By Period
As of Aug 27, 2024, the John Wranek returned 20.79% Year-To-Date and 5.35% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| John Wranek | 20.79% | 1.82% | 17.69% | 26.10% | 10.37% | 5.35% |
| Portfolio components: | ||||||
DVN Devon Energy Corporation | 1.35% | -2.59% | 3.59% | -6.70% | 21.66% | -1.66% |
OHI Omega Healthcare Investors, Inc. | 34.84% | 8.90% | 29.29% | 37.37% | 7.76% | 8.51% |
VZ Verizon Communications Inc. | 15.58% | 3.49% | 7.32% | 32.65% | -1.26% | 3.21% |
KMI Kinder Morgan, Inc. | 27.05% | 1.58% | 28.40% | 31.36% | 7.65% | -1.16% |
LNC Lincoln National Corporation | 24.57% | -2.55% | 19.42% | 34.85% | -5.26% | -2.14% |
Monthly Returns
The table below presents the monthly returns of John Wranek, 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 | 0.54% | 2.07% | 8.53% | -3.23% | 6.34% | -0.01% | 4.35% | 20.79% | |||||
| 2023 | 7.01% | -9.12% | -5.97% | 1.11% | -4.19% | 8.63% | 5.29% | -3.07% | -3.15% | -0.14% | 3.92% | 2.08% | 0.74% |
| 2022 | 7.86% | 1.68% | 2.39% | -7.14% | 12.31% | -13.60% | 7.63% | 0.33% | -9.39% | 14.61% | -7.60% | -7.85% | -3.39% |
| 2021 | -1.24% | 13.08% | 5.83% | 4.14% | 4.91% | -0.17% | -2.76% | 1.86% | 2.89% | 3.48% | -3.55% | 4.38% | 36.86% |
| 2020 | -5.06% | -12.45% | -29.53% | 30.12% | -0.47% | -1.39% | 1.17% | -0.27% | -7.57% | 0.37% | 28.03% | 4.07% | -6.71% |
| 2019 | 13.41% | 3.28% | 3.11% | 1.80% | -7.52% | 6.75% | -1.01% | -4.40% | 5.84% | -2.97% | 0.78% | 5.64% | 25.58% |
| 2018 | 2.44% | -12.15% | -0.26% | 4.21% | 5.84% | 2.81% | 3.18% | 1.38% | -1.12% | -4.09% | 2.35% | -11.11% | -8.13% |
| 2017 | 1.59% | -0.52% | -1.79% | -2.31% | -5.55% | 0.51% | 5.50% | -3.72% | 5.49% | -2.12% | 0.14% | 3.95% | 0.48% |
| 2016 | -4.14% | -3.79% | 10.05% | 6.25% | 1.44% | 0.50% | 6.40% | 6.16% | 0.52% | -7.01% | 13.15% | 0.76% | 32.35% |
| 2015 | -0.84% | 2.78% | 0.20% | 1.87% | -1.92% | -4.60% | -4.30% | -7.47% | -6.15% | 7.15% | -0.72% | -14.22% | -26.19% |
| 2014 | -1.58% | 1.15% | 2.52% | 1.41% | 3.99% | 4.21% | 0.45% | 3.78% | -5.07% | 1.54% | 1.94% | 0.65% | 15.63% |
| 2013 | 8.09% | 2.32% | 6.73% | 5.02% | -1.42% | -1.20% | 4.83% | -1.87% | -0.26% | 8.13% | 1.22% | -1.19% | 33.94% |
Expense Ratio
John Wranek 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 John Wranek is 34, 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 | |
|---|---|---|---|---|---|
DVN Devon Energy Corporation | -0.13 | -0.00 | 1.00 | -0.08 | -0.26 |
OHI Omega Healthcare Investors, Inc. | 1.85 | 2.57 | 1.33 | 2.47 | 6.28 |
VZ Verizon Communications Inc. | 1.50 | 2.30 | 1.30 | 0.81 | 7.55 |
KMI Kinder Morgan, Inc. | 1.91 | 2.74 | 1.34 | 0.72 | 10.99 |
LNC Lincoln National Corporation | 0.93 | 1.43 | 1.18 | 0.49 | 4.46 |
Dividends
Dividend yield
John Wranek granted a 5.76% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| John Wranek | 5.76% | 7.02% | 7.30% | 5.52% | 5.33% | 3.71% | 4.07% | 3.69% | 3.33% | 5.71% | 3.28% | 3.42% |
| Portfolio components: | ||||||||||||
DVN Devon Energy Corporation | 4.54% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
OHI Omega Healthcare Investors, Inc. | 6.90% | 8.74% | 9.59% | 9.06% | 7.38% | 6.26% | 7.51% | 9.22% | 7.55% | 6.23% | 5.17% | 6.24% |
VZ Verizon Communications Inc. | 6.41% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
KMI Kinder Morgan, Inc. | 5.32% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% | 4.33% |
LNC Lincoln National Corporation | 5.61% | 6.67% | 5.86% | 2.46% | 3.18% | 2.51% | 2.57% | 1.51% | 1.51% | 1.59% | 1.11% | 0.93% |
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 John Wranek. 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 John Wranek was 55.01%, occurring on Mar 18, 2020. Recovery took 209 trading sessions.
The current John Wranek drawdown is 0.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.01% | Jan 17, 2020 | 42 | Mar 18, 2020 | 209 | Jan 14, 2021 | 251 |
| -42.03% | Apr 24, 2015 | 203 | Feb 11, 2016 | 670 | Oct 9, 2018 | 873 |
| -30.74% | Apr 29, 2011 | 109 | Oct 3, 2011 | 113 | Mar 15, 2012 | 222 |
| -30.48% | Jun 8, 2022 | 199 | Mar 23, 2023 | — | — | — |
| -19.18% | Oct 10, 2018 | 52 | Dec 24, 2018 | 40 | Feb 22, 2019 | 92 |
Volatility
Volatility Chart
The current John Wranek volatility is 5.13%, 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
| OHI | VZ | DVN | LNC | KMI | |
|---|---|---|---|---|---|
| OHI | 1.00 | 0.30 | 0.16 | 0.27 | 0.28 |
| VZ | 0.30 | 1.00 | 0.21 | 0.31 | 0.27 |
| DVN | 0.16 | 0.21 | 1.00 | 0.49 | 0.58 |
| LNC | 0.27 | 0.31 | 0.49 | 1.00 | 0.44 |
| KMI | 0.28 | 0.27 | 0.58 | 0.44 | 1.00 |