123123123
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 10% |
TXN Texas Instruments Incorporated | Technology | 10% |
ATD.TO Alimentation Couche-Tard Inc. | Consumer Cyclical | 10% |
CSU.TO Constellation Software Inc. | Technology | 10% |
CPRT Copart, Inc. | Industrials | 10% |
LEN Lennar Corporation | Consumer Cyclical | 10% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 10% |
TFII.TO TFI International Inc. | Industrials | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in 123123123, 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
Returns
As of Jun 1, 2023, the 123123123 returned 22.62% Year-To-Date and 23.51% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 2.46% | 9.94% | 3.54% | 2.92% | 8.84% | 9.66% |
| 123123123 | 2.73% | 22.84% | 15.89% | 26.62% | 23.08% | 23.42% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 7.76% | 37.57% | 29.54% | 21.71% | 27.28% | 26.45% |
GOOGL Alphabet Inc. | 16.66% | 39.26% | 21.67% | 7.88% | 16.26% | 18.43% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -8.96% | 20.49% | 15.56% | 38.70% | 20.98% | 20.23% |
TXN Texas Instruments Incorporated | 6.88% | 6.81% | -0.58% | 2.65% | 11.36% | 19.68% |
ATD.TO Alimentation Couche-Tard Inc. | 0.39% | 13.07% | 8.07% | 10.11% | 18.74% | 18.23% |
CSU.TO Constellation Software Inc. | 1.61% | 33.35% | 27.10% | 35.87% | 23.44% | 31.73% |
CPRT Copart, Inc. | 11.52% | 44.18% | 29.73% | 55.50% | 25.16% | 24.99% |
LEN Lennar Corporation | -5.24% | 19.21% | 22.38% | 36.80% | 16.45% | 11.23% |
ODFL Old Dominion Freight Line, Inc. | -1.63% | 9.52% | 3.40% | 21.00% | 23.75% | 26.57% |
TFII.TO TFI International Inc. | -1.50% | 5.58% | -0.85% | 31.11% | 29.44% | 20.23% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ATD.TO | CSU.TO | TFII.TO | MC.PA | LEN | ODFL | CPRT | GOOGL | MSFT | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|
| ATD.TO | 1.00 | 0.29 | 0.27 | 0.27 | 0.24 | 0.23 | 0.24 | 0.26 | 0.25 | 0.25 |
| CSU.TO | 0.29 | 1.00 | 0.30 | 0.29 | 0.24 | 0.25 | 0.30 | 0.30 | 0.30 | 0.30 |
| TFII.TO | 0.27 | 0.30 | 1.00 | 0.35 | 0.30 | 0.37 | 0.32 | 0.29 | 0.30 | 0.33 |
| MC.PA | 0.27 | 0.29 | 0.35 | 1.00 | 0.28 | 0.30 | 0.33 | 0.32 | 0.33 | 0.35 |
| LEN | 0.24 | 0.24 | 0.30 | 0.28 | 1.00 | 0.41 | 0.42 | 0.36 | 0.36 | 0.40 |
| ODFL | 0.23 | 0.25 | 0.37 | 0.30 | 0.41 | 1.00 | 0.48 | 0.41 | 0.41 | 0.46 |
| CPRT | 0.24 | 0.30 | 0.32 | 0.33 | 0.42 | 0.48 | 1.00 | 0.43 | 0.45 | 0.46 |
| GOOGL | 0.26 | 0.30 | 0.29 | 0.32 | 0.36 | 0.41 | 0.43 | 1.00 | 0.59 | 0.51 |
| MSFT | 0.25 | 0.30 | 0.30 | 0.33 | 0.36 | 0.41 | 0.45 | 0.59 | 1.00 | 0.55 |
| TXN | 0.25 | 0.30 | 0.33 | 0.35 | 0.40 | 0.46 | 0.46 | 0.51 | 0.55 | 1.00 |
Dividend yield
123123123 granted a 1.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 123123123 | 1.28% | 1.00% | 0.70% | 0.82% | 1.18% | 1.20% | 1.07% | 1.15% | 1.35% | 1.45% | 1.44% | 1.74% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 1.19% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
GOOGL Alphabet 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% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.33% | 1.78% | 0.99% | 0.93% | 1.57% | 2.23% | 1.86% | 2.20% | 2.58% | 4.15% | 2.72% | 2.57% |
TXN Texas Instruments Incorporated | 4.12% | 2.88% | 2.33% | 2.42% | 2.75% | 3.15% | 2.35% | 2.67% | 3.12% | 2.91% | 3.14% | 3.09% |
ATD.TO Alimentation Couche-Tard Inc. | 0.92% | 0.79% | 0.71% | 0.70% | 0.62% | 0.59% | 0.57% | 0.53% | 0.38% | 0.34% | 0.44% | 0.65% |
CSU.TO Constellation Software Inc. | 0.24% | 0.25% | 0.29% | 0.30% | 2.56% | 0.62% | 0.71% | 0.91% | 1.16% | 1.39% | 2.01% | 3.73% |
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% |
LEN Lennar Corporation | 2.10% | 1.67% | 0.88% | 0.85% | 0.30% | 0.43% | 0.26% | 0.39% | 0.35% | 0.38% | 0.43% | 0.44% |
ODFL Old Dominion Freight Line, Inc. | 0.52% | 0.42% | 0.22% | 0.31% | 0.36% | 0.59% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFII.TO TFI International Inc. | 1.40% | 1.13% | 0.87% | 1.68% | 2.35% | 2.65% | 2.61% | 2.27% | 3.34% | 2.44% | 2.58% | 3.18% |
Expense Ratio
The 123123123 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.65 | ||||
GOOGL Alphabet Inc. | 0.25 | ||||
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.34 | ||||
TXN Texas Instruments Incorporated | 0.02 | ||||
ATD.TO Alimentation Couche-Tard Inc. | 0.78 | ||||
CSU.TO Constellation Software Inc. | 1.70 | ||||
CPRT Copart, Inc. | 1.96 | ||||
LEN Lennar Corporation | 0.99 | ||||
ODFL Old Dominion Freight Line, Inc. | 0.47 | ||||
TFII.TO TFI International Inc. | 1.17 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 123123123. 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 123123123 is 51.32%, recorded on Nov 20, 2008. It took 279 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.32% | Jul 17, 2007 | 350 | Nov 20, 2008 | 279 | Dec 21, 2009 | 629 |
| -35.39% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 6, 2020 | 97 |
| -27.89% | Dec 30, 2021 | 120 | Jun 16, 2022 | 213 | Apr 13, 2023 | 333 |
| -22.17% | Jul 26, 2011 | 50 | Oct 3, 2011 | 70 | Jan 10, 2012 | 120 |
| -21.45% | Aug 30, 2018 | 83 | Dec 24, 2018 | 68 | Apr 1, 2019 | 151 |
Volatility Chart
The current 123123123 volatility is 4.33%, 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.