123123123
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ATD.TO Alimentation Couche-Tard Inc. | Consumer Cyclical | 10% |
CPRT Copart, Inc. | Industrials | 10% |
CSU.TO Constellation Software Inc. | Technology | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
LEN Lennar Corporation | Consumer Cyclical | 10% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 10% |
MSFT Microsoft Corporation | Technology | 10% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 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 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
The earliest data available for this chart is Oct 25, 2007, corresponding to the inception date of CSU.TO
Returns By Period
As of Jul 25, 2024, the 123123123 returned 10.93% Year-To-Date and 23.36% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| 123123123 | 10.93% | 2.85% | 10.02% | 19.36% | 24.58% | 23.36% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 25.35% | 26.73% |
GOOGL Alphabet Inc. | 23.72% | -3.68% | 16.23% | 41.42% | 22.05% | 18.67% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -10.88% | -8.33% | -2.99% | -22.96% | 12.00% | 17.74% |
TXN Texas Instruments Incorporated | 18.08% | 2.25% | 18.35% | 9.93% | 11.90% | 18.20% |
ATD.TO Alimentation Couche-Tard Inc. | 2.32% | 4.72% | 0.19% | 18.81% | 14.14% | 15.69% |
CSU.TO Constellation Software Inc. | 25.78% | 10.61% | 15.36% | 46.04% | 25.71% | 29.42% |
CPRT Copart, Inc. | 4.41% | -6.81% | 5.16% | 13.46% | 20.29% | 27.22% |
LEN Lennar Corporation | 14.39% | 12.43% | 17.10% | 34.12% | 29.59% | 16.63% |
ODFL Old Dominion Freight Line, Inc. | -3.71% | 10.54% | -0.36% | -1.10% | 28.49% | 24.61% |
TFII.TO TFI International Inc. | 12.94% | 9.44% | 14.89% | 25.06% | 38.64% | 21.25% |
Monthly Returns
The table below presents the monthly returns of 123123123, 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 | 0.73% | 6.34% | 2.84% | -6.82% | 3.76% | 1.60% | 10.93% | ||||||
| 2023 | 11.16% | -0.42% | 7.70% | 0.65% | 1.96% | 6.53% | 3.39% | -1.02% | -4.40% | -3.55% | 10.25% | 6.26% | 44.07% |
| 2022 | -9.31% | -2.31% | 1.89% | -9.80% | 0.32% | -7.00% | 15.86% | -6.82% | -8.23% | 5.20% | 11.90% | -5.74% | -16.49% |
| 2021 | 1.54% | 4.01% | 7.65% | 8.20% | 2.68% | 1.33% | 7.94% | 2.05% | -5.38% | 8.80% | -1.60% | 5.88% | 51.22% |
| 2020 | 4.66% | -6.69% | -15.07% | 15.77% | 10.94% | 3.41% | 8.04% | 5.75% | -1.93% | -0.57% | 10.69% | 3.12% | 40.09% |
| 2019 | 10.27% | 7.04% | 2.14% | 6.73% | -4.19% | 5.47% | 3.86% | -0.75% | 3.44% | 2.31% | 5.00% | 0.29% | 49.38% |
| 2018 | 5.31% | -2.97% | 0.82% | 0.96% | 5.70% | 0.10% | 2.83% | 4.44% | -2.87% | -9.44% | 2.59% | -7.32% | -1.15% |
| 2017 | 3.42% | 1.67% | 1.71% | 1.56% | 2.80% | 0.44% | 2.50% | 2.53% | 3.16% | 5.64% | 5.51% | 2.50% | 38.89% |
| 2016 | -6.15% | 4.28% | 6.17% | -2.22% | 3.30% | -2.37% | 8.53% | 2.77% | -0.57% | 3.53% | 3.16% | 0.84% | 22.40% |
| 2015 | -4.49% | 9.17% | -0.86% | -0.64% | -0.47% | -0.18% | 5.39% | -5.19% | -0.73% | 8.14% | 1.54% | -3.71% | 7.03% |
| 2014 | -1.17% | 3.82% | 1.10% | 0.89% | 1.78% | 2.39% | -2.89% | 4.18% | -0.25% | 4.83% | 5.88% | 0.26% | 22.48% |
| 2013 | 7.21% | -1.67% | 3.03% | 4.30% | 1.59% | -3.15% | 3.82% | -1.28% | 6.17% | 4.93% | 4.40% | 4.37% | 38.66% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of 123123123 is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 1.66 | 2.22 | 1.29 | 2.46 | 10.76 |
GOOGL Alphabet Inc. | 1.28 | 1.75 | 1.25 | 1.88 | 7.50 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.65 | -0.86 | 0.90 | -0.59 | -1.30 |
TXN Texas Instruments Incorporated | 0.80 | 1.29 | 1.15 | 0.70 | 2.83 |
ATD.TO Alimentation Couche-Tard Inc. | 1.04 | 1.52 | 1.20 | 1.50 | 3.22 |
CSU.TO Constellation Software Inc. | 2.60 | 3.40 | 1.44 | 5.63 | 16.11 |
CPRT Copart, Inc. | 0.77 | 1.18 | 1.14 | 1.32 | 3.16 |
LEN Lennar Corporation | 1.18 | 1.70 | 1.23 | 1.64 | 4.52 |
ODFL Old Dominion Freight Line, Inc. | -0.14 | 0.00 | 1.00 | -0.17 | -0.36 |
TFII.TO TFI International Inc. | 0.66 | 1.06 | 1.14 | 0.80 | 1.68 |
Dividends
Dividend yield
123123123 granted a 0.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 123123123 | 0.86% | 0.85% | 0.96% | 0.66% | 0.79% | 1.08% | 1.08% | 0.92% | 0.98% | 1.13% | 1.21% | 1.16% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.97% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% |
TXN Texas Instruments Incorporated | 2.59% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
ATD.TO Alimentation Couche-Tard Inc. | 0.80% | 0.76% | 0.79% | 0.70% | 0.68% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSU.TO Constellation Software Inc. | 0.13% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 0.90% | 1.29% | 1.83% |
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 | 1.11% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% | 0.40% |
ODFL Old Dominion Freight Line, Inc. | 0.47% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
TFII.TO TFI International Inc. | 0.73% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 123123123. 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 123123123 was 50.76%, occurring on Nov 20, 2008. Recovery took 278 trading sessions.
The current 123123123 drawdown is 3.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.76% | Nov 1, 2007 | 273 | Nov 20, 2008 | 278 | Dec 18, 2009 | 551 |
| -35.38% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 6, 2020 | 97 |
| -27.9% | Dec 30, 2021 | 120 | Jun 16, 2022 | 213 | Apr 13, 2023 | 333 |
| -22.19% | Jul 26, 2011 | 50 | Oct 3, 2011 | 70 | Jan 10, 2012 | 120 |
| -21.47% | Aug 30, 2018 | 83 | Dec 24, 2018 | 68 | Apr 1, 2019 | 151 |
Volatility
Volatility Chart
The current 123123123 volatility is 4.03%, 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 | CSU.TO | MC.PA | TFII.TO | LEN | ODFL | CPRT | GOOGL | MSFT | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|
| ATD.TO | 1.00 | 0.31 | 0.27 | 0.27 | 0.24 | 0.24 | 0.25 | 0.26 | 0.26 | 0.26 |
| CSU.TO | 0.31 | 1.00 | 0.30 | 0.32 | 0.27 | 0.28 | 0.32 | 0.33 | 0.33 | 0.33 |
| MC.PA | 0.27 | 0.30 | 1.00 | 0.35 | 0.29 | 0.30 | 0.34 | 0.33 | 0.33 | 0.35 |
| TFII.TO | 0.27 | 0.32 | 0.35 | 1.00 | 0.31 | 0.39 | 0.33 | 0.29 | 0.30 | 0.35 |
| LEN | 0.24 | 0.27 | 0.29 | 0.31 | 1.00 | 0.41 | 0.43 | 0.36 | 0.36 | 0.40 |
| ODFL | 0.24 | 0.28 | 0.30 | 0.39 | 0.41 | 1.00 | 0.48 | 0.40 | 0.42 | 0.46 |
| CPRT | 0.25 | 0.32 | 0.34 | 0.33 | 0.43 | 0.48 | 1.00 | 0.45 | 0.46 | 0.47 |
| GOOGL | 0.26 | 0.33 | 0.33 | 0.29 | 0.36 | 0.40 | 0.45 | 1.00 | 0.61 | 0.52 |
| MSFT | 0.26 | 0.33 | 0.33 | 0.30 | 0.36 | 0.42 | 0.46 | 0.61 | 1.00 | 0.55 |
| TXN | 0.26 | 0.33 | 0.35 | 0.35 | 0.40 | 0.46 | 0.47 | 0.52 | 0.55 | 1.00 |