SA Portfolio
All stock picks for SA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FEZ SPDR EURO STOXX 50 ETF | Europe Equities | 15% |
ON ON Semiconductor Corporation | Technology | 15% |
TGLS Tecnoglass Inc. | Basic Materials | 15% |
MHO M/I Homes, Inc. | Consumer Cyclical | 15% |
MLI Mueller Industries, Inc. | Industrials | 15% |
XPO XPO Logistics, Inc. | Industrials | 15% |
GNW Genworth Financial, Inc. | Financial Services | 10% |
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 Apr 19, 2024, the SA Portfolio returned 2.19% Year-To-Date and 20.51% 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 | 5.06% | -3.23% | 17.14% | 20.62% | 11.54% | 10.37% |
| SA Portfolio | 2.19% | -3.10% | 32.56% | 50.96% | 34.89% | 20.51% |
| Portfolio components: | ||||||
FEZ SPDR EURO STOXX 50 ETF | 5.16% | -3.28% | 22.69% | 11.68% | 8.58% | 4.56% |
ON ON Semiconductor Corporation | -24.66% | -15.01% | -27.67% | -18.19% | 22.75% | 20.76% |
GNW Genworth Financial, Inc. | -11.98% | -6.07% | 0.68% | -5.16% | 9.43% | -10.03% |
TGLS Tecnoglass Inc. | 23.95% | 19.15% | 75.04% | 27.92% | 54.79% | 21.10% |
MHO M/I Homes, Inc. | -19.64% | -10.65% | 46.47% | 70.92% | 31.12% | 17.45% |
MLI Mueller Industries, Inc. | 11.39% | 0.10% | 48.60% | 54.75% | 28.89% | 15.91% |
XPO XPO Logistics, Inc. | 31.72% | -4.83% | 61.27% | 233.63% | 38.35% | 28.17% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.09% | 9.84% | 3.82% | |||||||||
| 2023 | -5.82% | -5.15% | 12.34% | 16.23% |
Expense Ratio
The SA Portfolio has an expense ratio of 0.04% which is considered to be low. 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 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 | 0.76 | 1.16 | 1.14 | 0.80 | 2.15 |
ON ON Semiconductor Corporation | -0.45 | -0.36 | 0.96 | -0.49 | -0.91 |
GNW Genworth Financial, Inc. | -0.14 | 0.05 | 1.01 | -0.07 | -0.52 |
TGLS Tecnoglass Inc. | 0.59 | 1.07 | 1.14 | 0.64 | 1.20 |
MHO M/I Homes, Inc. | 1.97 | 2.49 | 1.33 | 2.81 | 7.77 |
MLI Mueller Industries, Inc. | 1.97 | 2.55 | 1.35 | 2.40 | 5.37 |
XPO XPO Logistics, Inc. | 5.18 | 6.52 | 1.78 | 6.64 | 54.19 |
Dividends
Dividend yield
SA Portfolio granted a 0.67% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SA Portfolio | 0.67% | 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 | 2.55% | 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. | 0.67% | 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. | 1.24% | 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.
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 6.99%.
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 6.11%, 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 | 0.19 | 0.21 | 0.23 | 0.23 | 0.25 | 0.23 |
| GNW | 0.19 | 1.00 | 0.32 | 0.35 | 0.34 | 0.43 | 0.43 |
| MHO | 0.21 | 0.32 | 1.00 | 0.37 | 0.37 | 0.45 | 0.42 |
| XPO | 0.23 | 0.35 | 0.37 | 1.00 | 0.45 | 0.44 | 0.46 |
| ON | 0.23 | 0.34 | 0.37 | 0.45 | 1.00 | 0.44 | 0.52 |
| MLI | 0.25 | 0.43 | 0.45 | 0.44 | 0.44 | 1.00 | 0.54 |
| FEZ | 0.23 | 0.43 | 0.42 | 0.46 | 0.52 | 0.54 | 1.00 |