SA Portfolio
All stock picks for SA
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
FEZ SPDR EURO STOXX 50 ETF | Europe Equities | 15% |
GNW Genworth Financial, Inc. | Financial Services | 10% |
MHO M/I Homes, Inc. | Consumer Cyclical | 15% |
MLI Mueller Industries, Inc. | Industrials | 15% |
ON ON Semiconductor Corporation | Technology | 15% |
TGLS Tecnoglass Inc. | Basic Materials | 15% |
XPO XPO Logistics, Inc. | Industrials | 15% |
Performance
Performance Chart
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The earliest data available for this chart is May 10, 2012, corresponding to the inception date of TGLS
Returns By Period
As of May 11, 2025, the SA Portfolio returned -7.32% Year-To-Date and 20.63% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
SA Portfolio | -2.00% | 16.58% | -11.97% | 12.40% | 46.63% | 21.15% |
Portfolio components: | ||||||
FEZ SPDR EURO STOXX 50 ETF | 20.81% | 9.99% | 18.67% | 12.54% | 17.73% | 6.69% |
ON ON Semiconductor Corporation | -29.23% | 27.21% | -36.22% | -36.67% | 26.12% | 13.52% |
GNW Genworth Financial, Inc. | 3.15% | 10.24% | 0.00% | 8.91% | 21.00% | -0.93% |
TGLS Tecnoglass Inc. | 9.61% | 21.67% | 9.75% | 66.46% | 90.40% | 26.01% |
MHO M/I Homes, Inc. | -14.57% | 6.63% | -31.61% | -7.97% | 35.90% | 17.09% |
MLI Mueller Industries, Inc. | -1.13% | 5.52% | -17.50% | 33.59% | 50.19% | 18.50% |
XPO XPO Logistics, Inc. | -3.54% | 34.90% | -18.48% | 10.57% | 42.01% | 22.34% |
Monthly Returns
The table below presents the monthly returns of SA Portfolio, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | -2.22% | -3.50% | -4.54% | -1.95% | 10.96% | -2.00% | |||||||
2024 | -4.09% | 9.84% | 3.82% | -4.60% | 2.92% | -3.39% | 14.95% | 2.49% | 1.39% | 1.54% | 7.75% | -8.36% | 24.24% |
2023 | 15.71% | 1.65% | 2.92% | 7.44% | 0.90% | 18.20% | 6.57% | -4.09% | -5.82% | -5.15% | 12.34% | 16.23% | 84.94% |
2022 | -12.33% | 1.98% | 0.05% | -9.48% | 4.22% | -11.97% | 21.79% | -4.67% | -10.19% | 9.88% | 18.92% | -5.07% | -3.92% |
2021 | -1.94% | 9.28% | 15.10% | 8.43% | 13.80% | -6.43% | -1.16% | 7.54% | -4.99% | 12.75% | 1.87% | 3.90% | 71.63% |
2020 | -0.89% | -11.06% | -31.17% | 21.32% | 12.67% | 3.71% | 2.22% | 10.42% | -0.20% | 0.78% | 17.36% | 6.17% | 21.64% |
2019 | 11.82% | 1.85% | -3.12% | 6.49% | -12.37% | 7.66% | 9.70% | -2.05% | 5.54% | 6.53% | 1.38% | 1.75% | 38.16% |
2018 | 5.51% | -5.63% | 3.34% | -3.49% | 5.80% | 0.19% | 2.08% | 0.67% | -3.46% | -10.35% | 3.69% | -10.56% | -13.17% |
2017 | -0.02% | 5.34% | -1.33% | 0.24% | -0.27% | 3.14% | -1.54% | -3.00% | 8.84% | 5.72% | 3.23% | 2.20% | 24.25% |
2016 | -13.56% | -2.55% | 14.55% | 2.43% | 0.72% | -7.51% | 9.33% | 13.60% | 2.06% | -6.43% | 10.33% | 2.88% | 23.94% |
2015 | -6.66% | 12.05% | -0.29% | 4.80% | 1.86% | -1.75% | -2.94% | -7.09% | -7.91% | 7.92% | 2.90% | -10.91% | -10.13% |
2014 | -0.30% | 7.72% | -0.91% | -1.65% | -1.58% | 6.00% | -7.91% | 5.86% | -1.31% | 2.57% | -0.86% | 1.24% | 8.15% |
Expense Ratio
SA Portfolio has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SA Portfolio is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
FEZ SPDR EURO STOXX 50 ETF | 0.61 | 1.11 | 1.14 | 0.89 | 2.53 |
ON ON Semiconductor Corporation | -0.63 | -0.72 | 0.91 | -0.52 | -1.39 |
GNW Genworth Financial, Inc. | 0.31 | 0.62 | 1.09 | 0.13 | 1.03 |
TGLS Tecnoglass Inc. | 1.32 | 2.31 | 1.29 | 2.25 | 5.87 |
MHO M/I Homes, Inc. | -0.20 | -0.00 | 1.00 | -0.18 | -0.35 |
MLI Mueller Industries, Inc. | 0.91 | 1.70 | 1.20 | 1.29 | 2.89 |
XPO XPO Logistics, Inc. | 0.21 | 0.75 | 1.09 | 0.31 | 0.74 |
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Dividends
Dividend yield
SA Portfolio provided a 0.63% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.63% | 0.68% | 0.72% | 0.98% | 0.61% | 0.73% | 1.60% | 1.55% | 2.89% | 0.95% | 0.62% | 0.70% |
Portfolio components: | ||||||||||||
FEZ SPDR EURO STOXX 50 ETF | 2.52% | 2.94% | 2.75% | 3.05% | 2.61% | 2.12% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% |
ON ON Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GNW Genworth Financial, 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% |
TGLS Tecnoglass Inc. | 0.60% | 0.61% | 0.79% | 0.91% | 0.57% | 1.62% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% |
MHO M/I Homes, 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% |
MLI Mueller Industries, Inc. | 1.09% | 1.01% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% | 0.88% |
XPO XPO Logistics, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SA Portfolio. 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 SA Portfolio was 53.95%, occurring on Mar 18, 2020. Recovery took 144 trading sessions.
The current SA Portfolio drawdown is 16.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.95% | Jan 24, 2020 | 38 | Mar 18, 2020 | 144 | Oct 12, 2020 | 182 |
-40.4% | Jun 24, 2015 | 161 | Feb 11, 2016 | 253 | Feb 13, 2017 | 414 |
-30.12% | Dec 9, 2021 | 134 | Jun 22, 2022 | 140 | Jan 11, 2023 | 274 |
-29.77% | Nov 12, 2024 | 100 | Apr 8, 2025 | — | — | — |
-27.2% | Jun 13, 2018 | 135 | Dec 24, 2018 | 210 | Oct 24, 2019 | 345 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 6.90, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | TGLS | GNW | MHO | XPO | ON | MLI | FEZ | Portfolio | |
---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.27 | 0.47 | 0.48 | 0.54 | 0.62 | 0.61 | 0.75 | 0.74 |
TGLS | 0.27 | 1.00 | 0.21 | 0.24 | 0.25 | 0.25 | 0.28 | 0.24 | 0.52 |
GNW | 0.47 | 0.21 | 1.00 | 0.32 | 0.35 | 0.33 | 0.44 | 0.42 | 0.60 |
MHO | 0.48 | 0.24 | 0.32 | 1.00 | 0.37 | 0.37 | 0.46 | 0.42 | 0.65 |
XPO | 0.54 | 0.25 | 0.35 | 0.37 | 1.00 | 0.44 | 0.45 | 0.45 | 0.72 |
ON | 0.62 | 0.25 | 0.33 | 0.37 | 0.44 | 1.00 | 0.44 | 0.51 | 0.69 |
MLI | 0.61 | 0.28 | 0.44 | 0.46 | 0.45 | 0.44 | 1.00 | 0.53 | 0.70 |
FEZ | 0.75 | 0.24 | 0.42 | 0.42 | 0.45 | 0.51 | 0.53 | 1.00 | 0.66 |
Portfolio | 0.74 | 0.52 | 0.60 | 0.65 | 0.72 | 0.69 | 0.70 | 0.66 | 1.00 |