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Ocean Health

Last updated Apr 1, 2023

Expense Ratio

0.00%

Dividend Yield

1.06%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Ocean Health in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,685 for a total return of roughly 136.85%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2023FebruaryMarch
136.85%
59.28%
Ocean Health
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Ocean Health returned 4.25% Year-To-Date and 17.32% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%9.01%
Ocean Health1.98%4.25%9.39%-2.13%17.83%17.32%
TTEK
Tetra Tech, Inc.
7.32%1.34%16.07%-11.43%25.44%23.46%
CLH
Clean Harbors, Inc.
7.94%24.92%30.37%26.61%23.91%19.95%
J
Jacobs Engineering Group Inc.
-1.67%-1.92%8.24%-15.14%15.64%14.61%
A
Agilent Technologies, Inc.
-2.56%-7.56%13.07%2.80%16.52%14.87%
XYL
Xylem Inc.
2.00%-5.02%19.54%20.36%7.65%9.88%
WM
Waste Management, Inc.
9.47%4.50%1.64%4.03%16.24%15.82%
WAT
Waters Corporation
-0.41%-9.62%12.77%-3.74%9.28%8.65%
RSG
Republic Services, Inc.
4.88%4.83%-0.89%1.85%17.26%16.59%
ECL
Ecolab Inc.
4.22%14.11%14.25%-6.96%4.96%5.55%
WTRG
Essential Utilities, Inc.
2.03%-7.98%4.45%-13.95%7.53%6.13%
WMS
Advanced Drainage Systems, Inc.
-5.09%2.87%-31.34%-31.84%28.38%31.88%
AQUA
Evoqua Water Technologies Corp.
2.39%25.56%46.45%4.43%18.49%17.44%
ZWS
Zurn Water Solutions Corporation
-7.13%1.29%-12.12%-40.07%-5.88%-2.37%
ERII
Energy Recovery, Inc.
4.44%12.49%2.90%12.71%22.90%19.89%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Ocean Health Sharpe ratio is -0.08. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2023FebruaryMarch
-0.08
-0.46
Ocean Health
Benchmark (^GSPC)
Portfolio components

Dividends

Ocean Health granted a 1.06% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.06%0.83%0.66%0.77%0.99%0.99%3.97%1.00%1.10%1.00%1.01%1.19%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-10.20%
-14.33%
Ocean Health
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Ocean Health. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Ocean Health is 40.28%, recorded on Mar 23, 2020. It took 141 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.28%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-25.78%Nov 22, 2021144Jun 17, 2022
-22.74%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-9.54%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-8.86%Sep 3, 202127Oct 12, 202123Nov 12, 202150
-7.99%Jan 13, 202112Jan 29, 202117Feb 24, 202129
-5.61%May 6, 201917May 29, 20197Jun 7, 201924
-5.43%May 10, 20213May 12, 202118Jun 8, 202121
-5.36%Jul 25, 20198Aug 5, 201923Sep 6, 201931
-5.33%Oct 26, 20203Oct 28, 20204Nov 3, 20207

Volatility Chart

Current Ocean Health volatility is 26.57%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
17.11%
15.42%
Ocean Health
Benchmark (^GSPC)
Portfolio components