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Mom's Personally Managed STOCKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


RY 7.14%SNY 7.14%GL 7.14%XOM 7.14%EQT 7.14%FE 7.14%AEE 7.14%CVX 7.14%HWC 7.14%F 7.14%PFE 7.14%ETRN 7.14%T 7.14%VTRS 7.14%EquityEquity
PositionCategory/SectorWeight
AEE
Ameren Corporation
Utilities
7.14%
CVX
Chevron Corporation
Energy
7.14%
EQT
EQT Corporation
Energy
7.14%
ETRN
Equitrans Midstream Corporation
Energy
7.14%
F
Ford Motor Company
Consumer Cyclical
7.14%
FE
FirstEnergy Corp.
Utilities
7.14%
GL
Globe Life Inc.
Financial Services
7.14%
HWC
Hancock Whitney Corporation
Financial Services
7.14%
PFE
Pfizer Inc.
Healthcare
7.14%
RY
Royal Bank of Canada
Financial Services
7.14%
SNY
Sanofi
Healthcare
7.14%
T
AT&T Inc.
Communication Services
7.14%
VTRS
Viatris Inc.
Healthcare
7.14%
XOM
Exxon Mobil Corporation
Energy
7.14%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mom's Personally Managed STOCKS, 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


40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
79.70%
63.52%
Mom's Personally Managed STOCKS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 16, 2020, corresponding to the inception date of VTRS

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Mom's Personally Managed STOCKS12.51%-4.67%10.60%12.90%N/AN/A
RY
Royal Bank of Canada
24.00%-3.49%18.56%24.43%13.25%10.05%
SNY
Sanofi
-4.06%-0.56%1.06%-2.11%1.97%3.84%
GL
Globe Life Inc.
-9.30%0.37%32.39%-9.20%1.38%7.97%
XOM
Exxon Mobil Corporation
9.50%-13.17%-2.85%7.43%13.97%5.74%
EQT
EQT Corporation
13.22%-8.32%17.39%12.27%34.05%0.75%
FE
FirstEnergy Corp.
13.27%-5.71%6.12%14.62%0.10%4.49%
AEE
Ameren Corporation
27.68%-4.28%29.06%28.16%6.13%10.29%
CVX
Chevron Corporation
-0.10%-11.62%-6.03%-1.35%8.33%6.76%
HWC
Hancock Whitney Corporation
15.35%-5.44%22.60%16.14%7.43%8.81%
F
Ford Motor Company
-13.28%-8.52%-14.10%-14.40%5.41%0.78%
PFE
Pfizer Inc.
-2.84%4.89%-2.14%-1.51%-2.56%2.76%
ETRN
Equitrans Midstream Corporation
25.17%0.00%-4.31%25.05%N/AN/A
T
AT&T Inc.
43.96%-1.00%27.10%45.96%1.37%4.94%
VTRS
Viatris Inc.
20.36%-4.65%21.92%22.39%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Mom's Personally Managed STOCKS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.79%1.78%4.11%-2.79%3.83%-2.12%4.90%2.47%1.33%-1.10%6.06%12.51%
20233.22%-4.87%-2.42%-0.39%0.10%7.83%1.98%-2.57%-2.41%-5.39%4.82%4.77%3.81%
20223.09%-3.37%7.73%-2.51%7.88%-10.96%8.03%-0.59%-10.56%13.70%4.90%-4.85%9.55%
20211.08%5.59%6.55%3.27%5.41%-1.18%-2.04%1.65%-0.08%4.65%-0.87%7.66%35.96%
20201.29%1.97%3.29%

Expense Ratio

Mom's Personally Managed STOCKS has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mom's Personally Managed STOCKS is 18, meaning it’s performing worse than 82% 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.


The Risk-Adjusted Performance Rank of Mom's Personally Managed STOCKS is 1818
Overall Rank
The Sharpe Ratio Rank of Mom's Personally Managed STOCKS is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of Mom's Personally Managed STOCKS is 1414
Sortino Ratio Rank
The Omega Ratio Rank of Mom's Personally Managed STOCKS is 1515
Omega Ratio Rank
The Calmar Ratio Rank of Mom's Personally Managed STOCKS is 2424
Calmar Ratio Rank
The Martin Ratio Rank of Mom's Personally Managed STOCKS is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Mom's Personally Managed STOCKS, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.001.132.10
The chart of Sortino ratio for Mom's Personally Managed STOCKS, currently valued at 1.62, compared to the broader market-6.00-4.00-2.000.002.004.006.001.622.80
The chart of Omega ratio for Mom's Personally Managed STOCKS, currently valued at 1.21, compared to the broader market0.400.600.801.001.201.401.601.801.211.39
The chart of Calmar ratio for Mom's Personally Managed STOCKS, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.001.863.09
The chart of Martin ratio for Mom's Personally Managed STOCKS, currently valued at 6.33, compared to the broader market0.0010.0020.0030.0040.0050.006.3313.49
Mom's Personally Managed STOCKS
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
RY
Royal Bank of Canada
1.732.541.312.1110.89
SNY
Sanofi
-0.050.101.01-0.05-0.12
GL
Globe Life Inc.
-0.140.361.11-0.14-0.37
XOM
Exxon Mobil Corporation
0.420.721.080.431.69
EQT
EQT Corporation
0.470.951.110.391.30
FE
FirstEnergy Corp.
0.981.471.180.723.99
AEE
Ameren Corporation
1.662.471.291.038.03
CVX
Chevron Corporation
-0.040.071.01-0.04-0.13
HWC
Hancock Whitney Corporation
0.531.061.120.792.05
F
Ford Motor Company
-0.29-0.150.98-0.19-0.61
PFE
Pfizer Inc.
0.050.261.030.020.14
ETRN
Equitrans Midstream Corporation
1.432.271.341.912.81
T
AT&T Inc.
2.333.251.412.2614.07
VTRS
Viatris Inc.
0.831.481.180.642.03

The current Mom's Personally Managed STOCKS Sharpe ratio is 0.99. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 2.07, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Mom's Personally Managed STOCKS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.13
2.10
Mom's Personally Managed STOCKS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mom's Personally Managed STOCKS provided a 3.83% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio3.83%4.35%3.79%3.31%4.14%3.90%9.38%2.73%2.91%3.06%2.71%2.74%
RY
Royal Bank of Canada
3.39%3.93%4.12%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%3.69%
SNY
Sanofi
4.27%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%3.47%
GL
Globe Life Inc.
0.86%0.73%0.68%0.83%0.78%0.65%0.85%0.65%0.75%0.71%0.94%1.06%
XOM
Exxon Mobil Corporation
3.63%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
EQT
EQT Corporation
1.49%1.58%1.66%0.00%0.24%1.10%83.74%0.00%0.00%0.00%0.00%0.00%
FE
FirstEnergy Corp.
4.23%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%6.67%
AEE
Ameren Corporation
3.00%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%4.42%
CVX
Chevron Corporation
4.56%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
HWC
Hancock Whitney Corporation
2.76%2.47%2.23%2.16%3.17%2.46%2.94%1.94%2.23%3.81%3.13%2.62%
F
Ford Motor Company
7.89%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%2.59%
PFE
Pfizer Inc.
6.37%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%
ETRN
Equitrans Midstream Corporation
2.42%5.89%8.96%5.80%11.19%13.17%0.00%0.00%0.00%0.00%0.00%0.00%
T
AT&T Inc.
4.88%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
VTRS
Viatris Inc.
3.83%4.43%4.31%2.44%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.60%
-2.62%
Mom's Personally Managed STOCKS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mom's Personally Managed STOCKS. 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 Mom's Personally Managed STOCKS was 15.98%, occurring on Sep 30, 2022. Recovery took 42 trading sessions.

The current Mom's Personally Managed STOCKS drawdown is 6.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.98%Jun 8, 202280Sep 30, 202242Nov 30, 2022122
-14.16%Dec 2, 202272Mar 17, 2023199Jan 2, 2024271
-9.67%Jan 18, 202227Feb 24, 202223Mar 29, 202250
-9.47%Jun 14, 202125Jul 19, 202166Oct 20, 202191
-8.31%Apr 21, 202213May 9, 202213May 26, 202226

Volatility

Volatility Chart

The current Mom's Personally Managed STOCKS volatility is 3.75%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
3.79%
Mom's Personally Managed STOCKS
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SNYPFEAEEFETEQTFETRNVTRSGLXOMCVXHWCRY
SNY1.000.300.240.250.230.120.160.150.300.210.130.150.170.28
PFE0.301.000.290.270.290.120.150.150.330.200.150.170.180.26
AEE0.240.291.000.700.360.150.200.180.210.270.150.150.170.28
FE0.250.270.701.000.370.200.220.250.230.270.210.220.230.31
T0.230.290.360.371.000.210.280.240.350.360.270.260.300.38
EQT0.120.120.150.200.211.000.300.540.310.300.480.480.340.36
F0.160.150.200.220.280.301.000.350.420.380.350.350.510.49
ETRN0.150.150.180.250.240.540.351.000.310.330.450.450.370.42
VTRS0.300.330.210.230.350.310.420.311.000.400.290.300.460.44
GL0.210.200.270.270.360.300.380.330.401.000.350.350.580.48
XOM0.130.150.150.210.270.480.350.450.290.351.000.870.380.41
CVX0.150.170.150.220.260.480.350.450.300.350.871.000.410.43
HWC0.170.180.170.230.300.340.510.370.460.580.380.411.000.57
RY0.280.260.280.310.380.360.490.420.440.480.410.430.571.00
The correlation results are calculated based on daily price changes starting from Nov 17, 2020
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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