SA Portfolio
All stock picks for SA
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in SA Portfolio, 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 May 10, 2012, corresponding to the inception date of TGLS
Returns By Period
As of Oct 30, 2024, the SA Portfolio returned 26.21% Year-To-Date and 22.86% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| SA Portfolio | 26.21% | 1.41% | 20.97% | 63.91% | 37.16% | 22.86% |
| Portfolio components: | ||||||
FEZ SPDR EURO STOXX 50 ETF | 9.56% | -5.04% | 3.53% | 28.14% | 8.51% | 5.99% |
ON ON Semiconductor Corporation | -10.57% | 0.42% | 6.47% | 14.33% | 29.75% | 24.65% |
GNW Genworth Financial, Inc. | 2.10% | 0.89% | 15.01% | 15.01% | 9.80% | -6.95% |
TGLS Tecnoglass Inc. | 51.84% | 0.25% | 24.69% | 111.12% | 54.61% | 24.08% |
MHO M/I Homes, Inc. | 11.41% | -9.78% | 32.03% | 88.47% | 28.38% | 21.75% |
MLI Mueller Industries, Inc. | 77.88% | 15.12% | 49.67% | 124.84% | 42.52% | 20.38% |
XPO XPO Logistics, Inc. | 37.29% | 7.82% | 11.90% | 55.20% | 35.55% | 24.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.09% | 9.84% | 3.82% | -4.60% | 2.92% | -3.39% | 14.95% | 2.49% | 1.39% | 26.21% | |||
| 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% | 2.21% | 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% | 0.71% | -7.51% | 9.33% | 13.60% | 2.06% | -6.43% | 10.32% | 2.88% | 23.92% |
| 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% | -10.14% |
| 2014 | -0.30% | 7.71% | -0.91% | -1.65% | -1.58% | 6.00% | -7.91% | 5.86% | -1.32% | 2.57% | -0.86% | 1.24% | 8.13% |
| 2013 | 5.48% | -3.34% | 2.83% | -0.61% | 3.61% | -2.16% | 8.81% | -6.00% | 3.28% | 1.97% | 3.88% | 5.65% | 24.90% |
Expense Ratio
SA Portfolio has an expense ratio of 0.04%, 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 rank of SA Portfolio is 42, 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 | |
|---|---|---|---|---|---|
FEZ SPDR EURO STOXX 50 ETF | 1.92 | 2.66 | 1.33 | 2.32 | 9.85 |
ON ON Semiconductor Corporation | -0.21 | 0.06 | 1.01 | -0.24 | -0.71 |
GNW Genworth Financial, Inc. | 0.68 | 1.08 | 1.14 | 0.25 | 2.31 |
TGLS Tecnoglass Inc. | 2.35 | 3.05 | 1.41 | 2.62 | 12.87 |
MHO M/I Homes, Inc. | 2.22 | 2.79 | 1.35 | 4.37 | 9.88 |
MLI Mueller Industries, Inc. | 3.91 | 4.97 | 1.61 | 6.77 | 37.64 |
XPO XPO Logistics, Inc. | 1.82 | 2.76 | 1.33 | 3.68 | 7.17 |
Dividends
Dividend yield
SA Portfolio provided a 0.63% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SA Portfolio | 0.63% | 0.72% | 0.98% | 0.61% | 0.73% | 1.60% | 1.55% | 2.88% | 0.94% | 0.61% | 0.69% | 0.52% |
| Portfolio components: | ||||||||||||
FEZ SPDR EURO STOXX 50 ETF | 2.69% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% | 2.72% |
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. | 0.61% | 0.79% | 0.91% | 0.56% | 1.59% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 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. | 0.90% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.57% | 0.87% | 1.02% | 0.81% | 0.73% |
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.
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 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.95% | Jan 24, 2020 | 38 | Mar 18, 2020 | 144 | Oct 12, 2020 | 182 |
| -40.41% | 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 |
| -27.2% | Jun 13, 2018 | 135 | Dec 24, 2018 | 210 | Oct 24, 2019 | 345 |
| -16.72% | Jun 2, 2021 | 33 | Jul 19, 2021 | 66 | Oct 20, 2021 | 99 |
Volatility
Volatility Chart
The current SA Portfolio volatility is 4.84%, 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
| TGLS | GNW | MHO | XPO | ON | MLI | FEZ | |
|---|---|---|---|---|---|---|---|
| TGLS | 1.00 | 0.20 | 0.23 | 0.24 | 0.24 | 0.26 | 0.24 |
| GNW | 0.20 | 1.00 | 0.32 | 0.35 | 0.33 | 0.43 | 0.42 |
| MHO | 0.23 | 0.32 | 1.00 | 0.37 | 0.37 | 0.46 | 0.43 |
| XPO | 0.24 | 0.35 | 0.37 | 1.00 | 0.44 | 0.44 | 0.45 |
| ON | 0.24 | 0.33 | 0.37 | 0.44 | 1.00 | 0.44 | 0.52 |
| MLI | 0.26 | 0.43 | 0.46 | 0.44 | 0.44 | 1.00 | 0.54 |
| FEZ | 0.24 | 0.42 | 0.43 | 0.45 | 0.52 | 0.54 | 1.00 |