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SA Portfolio

Last updated Mar 21, 2023

All stock picks for SA

Expense Ratio

0.04%

Dividend Yield

0.85%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in SA Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $63,039 for a total return of roughly 530.39%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
37.88%
7.43%
SA Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the SA Portfolio returned 15.72% Year-To-Date and 17.23% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.79%9.86%
SA Portfolio-3.61%15.72%35.24%18.50%21.58%17.23%
FEZ
SPDR EURO STOXX 50 ETF
-3.51%9.53%26.61%5.26%3.70%5.32%
ON
ON Semiconductor Corporation
-2.30%28.23%16.01%29.15%25.29%25.61%
GNW
Genworth Financial, Inc.
-20.35%-6.05%27.76%31.48%11.71%-6.77%
TGLS
Tecnoglass Inc.
8.80%24.93%83.47%50.33%36.38%17.30%
MHO
M/I Homes, Inc.
4.15%28.67%51.16%16.90%13.53%8.57%
MLI
Mueller Industries, Inc.
-3.40%22.02%21.09%20.36%23.26%12.58%
XPO
XPO Logistics, Inc.
-14.32%-4.03%14.01%-29.92%-2.42%18.50%

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 SA Portfolio Sharpe ratio is 0.57. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
0.57
-0.45
SA Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

SA Portfolio granted a 0.85% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.85%0.85%0.63%0.76%1.68%1.73%3.24%1.13%0.74%0.86%0.67%0.88%

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%0.00%NovemberDecember2023FebruaryMarch
-6.82%
-17.62%
SA Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SA Portfolio. 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 SA Portfolio is 53.95%, recorded on Mar 18, 2020. It took 144 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.95%Jan 24, 202038Mar 18, 2020144Oct 12, 2020182
-40.41%Jun 24, 2015161Feb 11, 2016253Feb 13, 2017414
-30.12%Dec 9, 2021134Jun 22, 2022140Jan 11, 2023274
-27.2%Jun 13, 2018135Dec 24, 2018210Oct 24, 2019345
-16.72%Jun 2, 202133Jul 19, 202166Oct 20, 202199
-14.06%Jan 23, 201813Feb 8, 201884Jun 11, 201897
-13.19%Jul 2, 201472Oct 13, 201485Feb 13, 2015157
-9.82%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-9.77%Jul 5, 201214Jul 24, 201232Sep 7, 201246
-9.42%Mar 15, 201324Apr 18, 201313May 7, 201337

Volatility Chart

Current SA Portfolio volatility is 31.13%. 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
40.43%
20.82%
SA Portfolio
Benchmark (^GSPC)
Portfolio components