PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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
RY
Royal Bank of Canada
Financial Services

7.14%

SNY
Sanofi
Healthcare

7.14%

GL
Globe Life Inc.
Financial Services

7.14%

XOM
Exxon Mobil Corporation
Energy

7.14%

EQT
EQT Corporation
Energy

7.14%

FE
FirstEnergy Corp.
Utilities

7.14%

AEE
Ameren Corporation
Utilities

7.14%

CVX
Chevron Corporation
Energy

7.14%

HWC
Hancock Whitney Corporation
Financial Services

7.14%

F
Ford Motor Company
Consumer Cyclical

7.14%

PFE
Pfizer Inc.
Healthcare

7.14%

ETRN
Equitrans Midstream Corporation
Energy

7.14%

T
AT&T Inc.
Communication Services

7.14%

VTRS
Viatris Inc.
Healthcare

7.14%

S&P 500

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%NovemberDecember2024FebruaryMarchApril
50.68%
88.93%
Mom's Personally Managed STOCKS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 31, 2018, corresponding to the inception date of ETRN

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Mom's Personally Managed STOCKS-1.36%-2.41%3.41%5.56%7.44%N/A
RY
Royal Bank of Canada
-1.56%-1.23%20.21%3.50%8.98%8.24%
SNY
Sanofi
-7.64%-4.49%-15.77%-15.00%5.48%2.71%
GL
Globe Life Inc.
-51.26%-48.95%-47.65%-44.47%-6.50%2.27%
XOM
Exxon Mobil Corporation
21.51%7.98%11.59%7.43%14.03%6.53%
EQT
EQT Corporation
-3.65%10.27%-13.79%13.75%12.58%-3.46%
FE
FirstEnergy Corp.
3.21%-1.60%7.48%-4.35%2.14%5.29%
AEE
Ameren Corporation
0.11%0.53%-6.34%-17.11%2.73%8.92%
CVX
Chevron Corporation
7.73%2.09%-1.02%-4.00%10.56%7.27%
HWC
Hancock Whitney Corporation
-11.79%1.38%23.84%20.21%2.56%4.89%
F
Ford Motor Company
6.24%4.39%11.37%7.52%11.08%2.63%
PFE
Pfizer Inc.
-8.83%-8.07%-17.15%-33.99%-4.61%2.90%
ETRN
Equitrans Midstream Corporation
26.69%13.28%37.95%180.87%-1.39%N/A
T
AT&T Inc.
0.40%-2.55%17.32%-12.33%-0.07%2.50%
VTRS
Viatris Inc.
5.64%-4.15%24.22%20.22%-13.86%-12.08%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.78%1.75%4.11%
2023-2.41%-5.39%4.82%4.77%

Expense Ratio

The 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 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.


Mom's Personally Managed STOCKS
Sharpe ratio
The chart of Sharpe ratio for Mom's Personally Managed STOCKS, currently valued at 0.39, compared to the broader market0.002.004.000.39
Sortino ratio
The chart of Sortino ratio for Mom's Personally Managed STOCKS, currently valued at 0.64, compared to the broader market-2.000.002.004.006.000.64
Omega ratio
The chart of Omega ratio for Mom's Personally Managed STOCKS, currently valued at 1.08, compared to the broader market0.801.001.201.401.601.801.08
Calmar ratio
The chart of Calmar ratio for Mom's Personally Managed STOCKS, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.000.44
Martin ratio
The chart of Martin ratio for Mom's Personally Managed STOCKS, currently valued at 1.50, compared to the broader market0.0010.0020.0030.0040.0050.001.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
RY
Royal Bank of Canada
0.280.521.060.170.62
SNY
Sanofi
-0.55-0.520.91-0.66-1.50
GL
Globe Life Inc.
-0.75-0.610.78-0.72-6.76
XOM
Exxon Mobil Corporation
0.380.681.080.440.78
EQT
EQT Corporation
0.460.941.110.411.29
FE
FirstEnergy Corp.
-0.31-0.310.96-0.20-0.74
AEE
Ameren Corporation
-0.86-1.080.86-0.64-1.25
CVX
Chevron Corporation
-0.12-0.021.00-0.11-0.27
HWC
Hancock Whitney Corporation
0.581.151.120.511.93
F
Ford Motor Company
0.180.491.060.110.34
PFE
Pfizer Inc.
-1.46-2.230.75-0.64-1.57
ETRN
Equitrans Midstream Corporation
3.816.351.802.5531.38
T
AT&T Inc.
-0.43-0.440.94-0.29-0.63
VTRS
Viatris Inc.
0.771.241.150.282.18

Sharpe Ratio

The current Mom's Personally Managed STOCKS Sharpe ratio is 0.39. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.39

The Sharpe ratio of Mom's Personally Managed STOCKS is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.39
2.15
Mom's Personally Managed STOCKS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mom's Personally Managed STOCKS granted a 4.09% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mom's Personally Managed STOCKS4.09%4.35%3.81%3.50%4.30%3.99%3.56%2.86%3.02%3.20%2.84%2.85%
RY
Royal Bank of Canada
4.08%3.93%4.13%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%3.69%
SNY
Sanofi
4.14%3.82%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.77%4.19%3.47%
GL
Globe Life Inc.
1.55%0.73%0.68%0.83%0.77%0.64%0.85%0.65%0.75%0.71%0.94%1.06%
XOM
Exxon Mobil Corporation
3.09%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
1.65%1.57%1.63%0.00%0.24%1.10%0.42%0.21%0.18%0.23%0.16%0.13%
FE
FirstEnergy Corp.
4.28%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
3.57%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
3.88%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
2.82%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
6.14%10.20%4.03%0.45%1.60%6.05%9.18%5.20%7.01%4.26%3.23%2.35%
PFE
Pfizer Inc.
6.38%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.47%3.34%3.14%
ETRN
Equitrans Midstream Corporation
4.72%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.
6.81%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%
VTRS
Viatris Inc.
4.24%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.15%
-2.49%
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 41.78%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.

The current Mom's Personally Managed STOCKS drawdown is 6.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.78%May 6, 2019223Mar 23, 2020206Jan 14, 2021429
-15.98%Jun 8, 202280Sep 30, 202242Nov 30, 2022122
-14.39%Dec 4, 201814Dec 24, 201866Apr 1, 201980
-14.16%Dec 2, 202272Mar 17, 2023199Jan 2, 2024271
-9.68%Jan 18, 202227Feb 24, 202223Mar 29, 202250

Volatility

Volatility Chart

The current Mom's Personally Managed STOCKS volatility is 5.35%, 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%7.00%NovemberDecember2024FebruaryMarchApril
5.35%
3.24%
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.

SNYAEEPFEEQTFEETRNVTRSTFXOMHWCCVXGLRY
SNY1.000.270.380.120.250.180.320.240.170.170.170.200.260.31
AEE0.271.000.340.110.690.170.180.340.190.180.180.200.300.27
PFE0.380.341.000.160.300.190.330.320.200.230.230.260.270.30
EQT0.120.110.161.000.170.470.270.240.300.450.360.450.310.31
FE0.250.690.300.171.000.220.220.390.250.250.250.260.330.30
ETRN0.180.170.190.470.221.000.320.260.350.450.380.440.350.40
VTRS0.320.180.330.270.220.321.000.380.440.380.480.380.460.47
T0.240.340.320.240.390.260.381.000.400.380.410.370.470.46
F0.170.190.200.300.250.350.440.401.000.430.550.420.490.52
XOM0.170.180.230.450.250.450.380.380.431.000.490.870.470.51
HWC0.170.180.230.360.250.380.480.410.550.491.000.510.650.61
CVX0.200.200.260.450.260.440.380.370.420.870.511.000.480.53
GL0.260.300.270.310.330.350.460.470.490.470.650.481.000.58
RY0.310.270.300.310.300.400.470.460.520.510.610.530.581.00