2
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ATD.TO Alimentation Couche-Tard Inc. | Consumer Cyclical | 10% |
CPRT Copart, Inc. | Industrials | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 10% |
MSCI MSCI Inc. | Financial Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 10% |
SYK Stryker Corporation | Healthcare | 10% |
TFII.TO TFI International Inc. | Industrials | 10% |
TXN Texas Instruments Incorporated | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2, 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 Nov 15, 2007, corresponding to the inception date of MSCI
Returns By Period
As of Aug 31, 2024, the 2 returned 9.40% Year-To-Date and 23.33% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
2 | 9.40% | 3.70% | 2.04% | 13.84% | 23.21% | 23.12% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | 11.54% | 2.30% | 0.90% | 27.87% | 25.53% | 26.22% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -7.40% | 7.81% | -17.46% | -9.17% | 14.51% | 18.53% |
TXN Texas Instruments Incorporated | 28.48% | 14.34% | 26.01% | 30.14% | 14.38% | 18.87% |
CPRT Copart, Inc. | 8.08% | 2.38% | -2.11% | 17.74% | 22.48% | 28.27% |
ODFL Old Dominion Freight Line, Inc. | -4.61% | -1.19% | -13.36% | -11.12% | 29.05% | 23.57% |
SYK Stryker Corporation | 20.92% | 8.70% | 1.76% | 28.00% | 11.51% | 16.79% |
ATD.TO Alimentation Couche-Tard Inc. | -2.79% | -3.28% | -6.98% | 8.00% | 13.41% | 13.10% |
MSCI MSCI Inc. | 3.56% | 7.85% | 4.62% | 8.50% | 21.09% | 29.68% |
GOOGL Alphabet Inc. | 17.09% | -1.97% | 22.66% | 20.57% | 22.19% | 18.23% |
TFII.TO TFI International Inc. | 9.05% | 0.61% | 0.02% | 8.38% | 39.71% | 20.82% |
Monthly Returns
The table below presents the monthly returns of 2, 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 | 1.17% | 5.62% | 2.50% | -7.47% | 3.30% | 1.57% | 2.67% | 9.40% | |||||
2023 | 10.40% | 0.53% | 7.56% | -1.47% | 1.12% | 5.82% | 3.99% | -0.20% | -4.78% | -3.64% | 8.54% | 4.97% | 36.55% |
2022 | -8.80% | -1.69% | 2.89% | -11.04% | 0.13% | -7.39% | 14.79% | -5.97% | -7.95% | 6.55% | 10.88% | -6.17% | -16.20% |
2021 | -0.84% | 4.82% | 4.86% | 9.78% | 2.76% | 2.23% | 8.31% | 2.17% | -4.67% | 8.48% | -3.37% | 4.82% | 45.72% |
2020 | 2.94% | -5.84% | -11.35% | 14.79% | 7.70% | 2.72% | 7.72% | 5.77% | -2.34% | 0.87% | 11.41% | 3.93% | 41.83% |
2019 | 9.56% | 6.98% | 3.05% | 6.63% | -4.10% | 6.87% | 3.59% | -0.74% | 1.30% | 2.53% | 4.76% | 2.15% | 50.83% |
2018 | 6.38% | -2.01% | 0.57% | 1.90% | 6.05% | -0.09% | 3.28% | 5.31% | -1.37% | -10.41% | 4.08% | -7.66% | 4.56% |
2017 | 3.98% | 2.21% | 1.28% | 3.03% | 2.09% | -0.18% | 3.47% | 2.50% | 3.40% | 5.58% | 4.79% | 1.83% | 39.63% |
2016 | -3.25% | 3.06% | 6.33% | -0.71% | 3.56% | -1.46% | 8.61% | 2.49% | -0.63% | 2.80% | 2.74% | 1.51% | 27.40% |
2015 | -2.60% | 6.69% | -0.72% | -0.88% | -0.46% | -0.87% | 5.50% | -5.86% | -0.63% | 8.85% | 2.00% | -2.98% | 7.28% |
2014 | -1.45% | 3.12% | 1.35% | 0.70% | 2.52% | 1.49% | -1.57% | 3.69% | -0.45% | 3.33% | 5.58% | 0.31% | 19.98% |
2013 | 8.04% | -0.26% | 2.23% | 3.40% | 1.65% | -2.52% | 5.18% | -1.74% | 5.18% | 5.59% | 5.46% | 1.57% | 38.79% |
Expense Ratio
2 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2 is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.39 | 1.87 | 1.24 | 1.77 | 5.78 |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.10 | 0.04 | 1.00 | -0.08 | -0.20 |
TXN Texas Instruments Incorporated | 1.39 | 2.05 | 1.24 | 1.34 | 6.52 |
CPRT Copart, Inc. | 0.94 | 1.41 | 1.16 | 1.23 | 3.06 |
ODFL Old Dominion Freight Line, Inc. | -0.34 | -0.27 | 0.97 | -0.42 | -0.88 |
SYK Stryker Corporation | 1.23 | 1.74 | 1.24 | 1.57 | 4.50 |
ATD.TO Alimentation Couche-Tard Inc. | 0.56 | 0.90 | 1.11 | 0.82 | 1.66 |
MSCI MSCI Inc. | 0.27 | 0.56 | 1.08 | 0.23 | 0.66 |
GOOGL Alphabet Inc. | 0.76 | 1.14 | 1.16 | 1.13 | 3.23 |
TFII.TO TFI International Inc. | 0.41 | 0.74 | 1.10 | 0.50 | 1.12 |
Dividends
Dividend yield
2 granted a 0.92% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2 | 0.92% | 0.93% | 0.99% | 0.71% | 0.91% | 0.99% | 1.24% | 1.03% | 1.13% | 2.33% | 1.09% | 1.08% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.88% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% |
TXN Texas Instruments Incorporated | 2.43% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
CPRT Copart, 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% |
ODFL Old Dominion Freight Line, Inc. | 0.48% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
SYK Stryker Corporation | 0.87% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
ATD.TO Alimentation Couche-Tard Inc. | 0.86% | 0.76% | 0.79% | 0.70% | 0.68% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 1.06% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFII.TO TFI International Inc. | 0.78% | 0.80% | 0.86% | 0.68% | 1.63% | 2.24% | 2.46% | 2.37% | 2.01% | 2.88% | 2.04% | 2.12% |
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 2. 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 2 was 53.54%, occurring on Mar 9, 2009. Recovery took 274 trading sessions.
The current 2 drawdown is 1.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.54% | Dec 31, 2007 | 304 | Mar 9, 2009 | 274 | Apr 5, 2010 | 578 |
-33.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 6, 2020 | 97 |
-28% | Nov 17, 2021 | 150 | Jun 16, 2022 | 216 | Apr 21, 2023 | 366 |
-22.37% | Jul 26, 2011 | 49 | Oct 3, 2011 | 85 | Feb 1, 2012 | 134 |
-21.07% | Aug 30, 2018 | 82 | Dec 24, 2018 | 56 | Mar 15, 2019 | 138 |
Volatility
Volatility Chart
The current 2 volatility is 4.99%, 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
ATD.TO | TFII.TO | LVMUY | ODFL | SYK | CPRT | MSCI | GOOGL | MSFT | TXN | |
---|---|---|---|---|---|---|---|---|---|---|
ATD.TO | 1.00 | 0.27 | 0.26 | 0.24 | 0.25 | 0.25 | 0.26 | 0.26 | 0.26 | 0.26 |
TFII.TO | 0.27 | 1.00 | 0.34 | 0.40 | 0.32 | 0.33 | 0.31 | 0.29 | 0.30 | 0.35 |
LVMUY | 0.26 | 0.34 | 1.00 | 0.34 | 0.39 | 0.38 | 0.40 | 0.41 | 0.41 | 0.43 |
ODFL | 0.24 | 0.40 | 0.34 | 1.00 | 0.37 | 0.48 | 0.43 | 0.40 | 0.41 | 0.46 |
SYK | 0.25 | 0.32 | 0.39 | 0.37 | 1.00 | 0.44 | 0.45 | 0.44 | 0.46 | 0.47 |
CPRT | 0.25 | 0.33 | 0.38 | 0.48 | 0.44 | 1.00 | 0.48 | 0.45 | 0.46 | 0.47 |
MSCI | 0.26 | 0.31 | 0.40 | 0.43 | 0.45 | 0.48 | 1.00 | 0.48 | 0.50 | 0.47 |
GOOGL | 0.26 | 0.29 | 0.41 | 0.40 | 0.44 | 0.45 | 0.48 | 1.00 | 0.61 | 0.51 |
MSFT | 0.26 | 0.30 | 0.41 | 0.41 | 0.46 | 0.46 | 0.50 | 0.61 | 1.00 | 0.55 |
TXN | 0.26 | 0.35 | 0.43 | 0.46 | 0.47 | 0.47 | 0.47 | 0.51 | 0.55 | 1.00 |