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Water Resources

Last updated Apr 1, 2023

Expense Ratio

0.00%

Dividend Yield

1.43%

Asset Allocation


AWK 3.57%XYL 3.57%IEX 3.57%WMS 3.57%VMI 3.57%ECL 3.57%AOS 3.57%ZWS 3.57%AQUA 3.57%TTEK 3.57%PNR 3.57%CWT 3.57%PRMW 3.57%VIE.PA 3.57%TTC 3.57%AWR 3.57%SBS 3.57%MSEX 3.57%LNN 3.57%WTRG 3.57%BMI 3.57%WAT 3.57%FELE 3.57%SVT 3.57%WTS 3.57%MWA 3.57%WTTR 3.57%ITRI 3.57%EquityEquity

Performance

The chart shows the growth of $10,000 invested in Water Resources in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,426 for a total return of roughly 94.26%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2023FebruaryMarch
94.26%
59.28%
Water Resources
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Water Resources returned 4.25% Year-To-Date and 12.73% 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%8.99%8.76%
Water Resources0.36%4.25%17.42%1.43%13.44%12.73%
AWK
American Water Works Company, Inc.
4.35%-3.49%10.96%-10.11%13.79%11.19%
XYL
Xylem Inc.
2.00%-5.02%19.54%20.36%7.44%9.61%
IEX
IDEX Corporation
2.69%1.44%16.01%19.69%11.12%12.40%
WMS
Advanced Drainage Systems, Inc.
-5.09%2.87%-31.34%-31.84%27.54%30.91%
VMI
Valmont Industries, Inc.
0.81%-3.26%18.46%35.29%17.65%14.54%
ECL
Ecolab Inc.
4.22%14.11%14.25%-6.96%4.83%5.40%
AOS
A. O. Smith Corporation
5.36%21.41%43.44%6.47%3.46%4.31%
ZWS
Zurn Water Solutions Corporation
-7.13%1.29%-12.12%-40.07%-5.73%-2.31%
AQUA
Evoqua Water Technologies Corp.
2.39%25.56%46.45%4.43%17.96%16.94%
TTEK
Tetra Tech, Inc.
7.32%1.34%16.07%-11.43%24.70%22.78%
PNR
Pentair plc
-1.20%23.42%36.34%-0.27%5.45%4.64%
CWT
California Water Service Group
1.68%-3.63%8.32%-1.27%10.86%7.19%
PRMW
Primo Water Corporation
-0.32%-0.70%22.25%9.64%2.50%2.43%
VIE.PA
Veolia Environnement S.A.
0.32%18.33%48.15%1.87%12.59%10.42%
TTC
The Toro Company
0.65%-1.80%28.83%30.50%13.31%12.23%
AWR
American States Water Company
-0.46%-3.54%12.42%0.97%12.37%11.21%
SBS
Companhia de Saneamento Básico do Estado de São Paulo - SABESP
0.60%-6.10%17.90%8.94%1.27%3.81%
MSEX
Middlesex Water Company
2.12%-0.33%0.04%-24.90%17.57%12.54%
LNN
Lindsay Corporation
0.43%-6.99%5.99%-1.43%11.50%10.53%
WTRG
Essential Utilities, Inc.
2.03%-7.98%4.45%-13.95%7.33%5.96%
BMI
Badger Meter, Inc.
0.16%11.94%29.94%23.38%21.44%21.31%
WAT
Waters Corporation
-0.41%-9.62%12.77%-3.74%9.03%8.41%
FELE
Franklin Electric Co., Inc.
-1.54%18.29%14.87%11.26%18.88%15.23%
SVT
Servotronics, Inc.
-0.47%0.38%-5.86%-28.81%2.01%4.11%
WTS
Watts Water Technologies, Inc.
-3.94%15.30%34.23%18.34%17.25%18.08%
MWA
Mueller Water Products, Inc.
0.50%30.13%34.72%10.11%6.86%4.02%
WTTR
Select Energy Services, Inc.
-6.20%-24.22%1.77%-17.53%-10.74%-13.70%
ITRI
Itron, Inc.
-0.57%9.48%27.79%4.46%-4.84%-3.23%

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 Water Resources Sharpe ratio is 0.22. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.22
-0.30
Water Resources
Benchmark (^GSPC)
Portfolio components

Dividends

Water Resources granted a 1.43% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.43%1.22%0.88%1.12%1.35%1.57%2.90%1.46%1.66%1.72%1.84%2.05%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-6.79%
-14.33%
Water Resources
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Water Resources. 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 Water Resources is 37.66%, recorded on Mar 23, 2020. It took 164 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.66%Feb 20, 202023Mar 23, 2020164Nov 9, 2020187
-25.57%Jan 3, 2022118Jun 16, 2022
-16.53%Jan 29, 2018235Dec 24, 201834Feb 12, 2019269
-7.74%Sep 3, 202128Oct 12, 202118Nov 5, 202146
-6.31%Jan 13, 202113Jan 29, 20216Feb 8, 202119
-5.95%May 6, 201920May 31, 201913Jun 19, 201933
-5.75%Nov 10, 202116Dec 1, 20215Dec 8, 202121
-5.05%Sep 16, 201917Oct 8, 20198Oct 18, 201925
-4.87%Jul 31, 20194Aug 5, 201923Sep 5, 201927
-4.64%Mar 16, 20217Mar 24, 20217Apr 5, 202114

Volatility Chart

Current Water Resources volatility is 16.66%. 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%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
15.10%
15.42%
Water Resources
Benchmark (^GSPC)
Portfolio components