MIX meilleur des diff secteur
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
MIX meilleur des diff secteur
Last updated Oct 30, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 4.76% |
ABBV AbbVie Inc. | Healthcare | 4.76% |
ABT Abbott Laboratories | Healthcare | 4.76% |
ADI Analog Devices, Inc. | Technology | 4.76% |
AMAT Applied Materials, Inc. | Technology | 4.76% |
ASML ASML Holding N.V. | Technology | 4.76% |
ATKR Atkore Inc. | Industrials | 4.76% |
AVGO Broadcom Inc. | Technology | 4.76% |
BTO.TO B2Gold Corp. | Basic Materials | 4.76% |
CB Chubb Limited | Financial Services | 4.76% |
CHE Chemed Corporation | Healthcare | 4.76% |
FAST Fastenal Company | Industrials | 4.76% |
LIN Linde plc | Basic Materials | 4.76% |
NVO Novo Nordisk A/S | Healthcare | 4.76% |
SCHW The Charles Schwab Corporation | Financial Services | 4.76% |
SIMO Silicon Motion Technology Corporation | Technology | 4.76% |
TOU.TO Tourmaline Oil Corp. | Energy | 4.76% |
TXN Texas Instruments Incorporated | Technology | 4.76% |
UNH UnitedHealth Group Incorporated | Healthcare | 4.76% |
V Visa Inc. | Financial Services | 4.76% |
VRTX | 4.76% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MIX meilleur des diff secteur, 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
MIX meilleur des diff secteur
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jun 10, 2016, corresponding to the inception date of ATKR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| MIX meilleur des diff secteur | 13.98% | 0.25% | 7.43% | 29.92% | 24.30% | N/A |
| Portfolio components: | ||||||
LIN Linde plc | 16.63% | -1.01% | 8.31% | 26.82% | 20.48% | 16.41% |
TOU.TO Tourmaline Oil Corp. | 7.20% | 1.93% | -2.56% | -7.69% | 49.11% | 8.91% |
BTO.TO B2Gold Corp. | 11.57% | 6.56% | 38.16% | 10.11% | 2.58% | 11.54% |
CB Chubb Limited | 28.35% | -0.82% | 16.28% | 36.25% | 15.33% | 12.40% |
SCHW The Charles Schwab Corporation | 5.68% | 11.60% | -2.08% | 43.92% | 13.44% | 10.98% |
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 30.61% | 25.64% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 47.10% | 39.10% |
V Visa Inc. | 8.89% | 2.44% | 5.35% | 21.89% | 10.13% | 17.53% |
SIMO Silicon Motion Technology Corporation | -3.50% | -4.56% | -20.47% | 12.18% | 8.87% | 11.87% |
ADI Analog Devices, Inc. | 20.00% | 1.37% | 18.22% | 53.58% | 19.00% | 19.38% |
ASML ASML Holding N.V. | -4.76% | -14.82% | -17.69% | 22.73% | 23.05% | 23.05% |
TXN Texas Instruments Incorporated | 26.69% | 1.06% | 21.45% | 53.70% | 15.13% | 18.71% |
AMAT Applied Materials, Inc. | 17.95% | -7.22% | -3.94% | 46.20% | 29.21% | 25.70% |
ATKR Atkore Inc. | -45.43% | 1.20% | -50.30% | -30.64% | 19.92% | N/A |
FAST Fastenal Company | 22.52% | 9.08% | 15.48% | 37.14% | 19.43% | 16.56% |
UNH UnitedHealth Group Incorporated | 8.03% | -3.39% | 17.12% | 7.68% | 18.75% | 21.34% |
CHE Chemed Corporation | 4.52% | 1.80% | 7.53% | 8.78% | 9.30% | 19.99% |
NVO Novo Nordisk A/S | 9.44% | -7.27% | -12.40% | 17.44% | 33.82% | 19.80% |
ABBV AbbVie Inc. | 26.73% | -1.96% | 18.50% | 38.41% | 23.75% | 16.31% |
ABT Abbott Laboratories | 5.09% | 1.34% | 8.09% | 24.37% | 8.02% | 12.18% |
VRTX | 15.60% | 1.62% | 19.74% | 31.59% | 18.87% | N/A |
Monthly Returns
The table below presents the monthly returns of MIX meilleur des diff secteur, 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 | 1.33% | 5.24% | 3.56% | -3.93% | 4.52% | 1.58% | 1.49% | -0.21% | -0.45% | 13.98% | |||
| 2023 | 4.76% | -0.65% | 2.90% | -0.09% | -0.09% | 7.16% | 2.40% | -3.02% | -3.64% | 0.61% | 7.03% | 5.86% | 24.98% |
| 2022 | -4.76% | -1.07% | 5.97% | -4.59% | 3.89% | -9.04% | 8.31% | -6.34% | -6.79% | 7.72% | 11.76% | -3.87% | -1.48% |
| 2021 | -0.22% | 7.58% | 4.03% | 5.72% | 2.15% | -0.06% | 3.45% | 2.71% | -3.69% | 7.84% | -0.28% | 9.25% | 44.89% |
| 2020 | -2.27% | -6.61% | -10.94% | 16.51% | 7.77% | 2.83% | 3.35% | 5.30% | -3.23% | -2.22% | 15.69% | 5.68% | 32.14% |
| 2019 | 8.22% | 3.20% | 1.07% | 3.45% | -6.58% | 8.56% | 1.61% | -1.25% | 2.21% | 4.58% | 7.23% | 4.78% | 42.70% |
| 2018 | 4.60% | -2.20% | -2.47% | -0.18% | 5.12% | -1.92% | 4.25% | 1.51% | -0.85% | -9.59% | 4.12% | -4.54% | -3.17% |
| 2017 | 4.99% | 3.29% | 3.33% | 0.38% | 3.27% | 0.93% | 1.43% | 2.11% | 4.46% | 3.46% | 3.45% | 1.49% | 37.76% |
| 2016 | 0.73% | 7.23% | -0.21% | 0.40% | -3.49% | 5.15% | 1.42% | 11.38% |
Expense Ratio
MIX meilleur des diff secteur 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 MIX meilleur des diff secteur 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.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
LIN Linde plc | 1.50 | 2.10 | 1.30 | 1.93 | 4.52 |
TOU.TO Tourmaline Oil Corp. | -0.34 | -0.30 | 0.96 | -0.32 | -0.83 |
BTO.TO B2Gold Corp. | 0.17 | 0.53 | 1.06 | 0.11 | 0.40 |
CB Chubb Limited | 1.94 | 2.68 | 1.37 | 4.34 | 11.70 |
SCHW The Charles Schwab Corporation | 1.17 | 1.73 | 1.25 | 0.74 | 2.89 |
AAPL Apple Inc | 1.48 | 2.17 | 1.28 | 1.98 | 4.70 |
AVGO Broadcom Inc. | 2.33 | 2.92 | 1.38 | 4.21 | 12.96 |
V Visa Inc. | 1.07 | 1.44 | 1.21 | 1.34 | 3.36 |
SIMO Silicon Motion Technology Corporation | 0.21 | 0.51 | 1.07 | 0.17 | 0.44 |
ADI Analog Devices, Inc. | 1.38 | 2.00 | 1.25 | 2.42 | 7.98 |
ASML ASML Holding N.V. | 0.27 | 0.65 | 1.09 | 0.32 | 0.84 |
TXN Texas Instruments Incorporated | 1.66 | 2.32 | 1.28 | 1.82 | 10.59 |
AMAT Applied Materials, Inc. | 0.90 | 1.39 | 1.19 | 1.18 | 2.82 |
ATKR Atkore Inc. | -0.83 | -1.03 | 0.86 | -0.59 | -1.13 |
FAST Fastenal Company | 1.51 | 2.36 | 1.32 | 1.65 | 3.30 |
UNH UnitedHealth Group Incorporated | 0.32 | 0.60 | 1.09 | 0.37 | 0.98 |
CHE Chemed Corporation | 0.23 | 0.44 | 1.06 | 0.22 | 0.42 |
NVO Novo Nordisk A/S | 0.51 | 0.96 | 1.12 | 0.65 | 1.83 |
ABBV AbbVie Inc. | 2.15 | 2.77 | 1.39 | 2.45 | 7.77 |
ABT Abbott Laboratories | 1.18 | 1.72 | 1.22 | 0.66 | 2.55 |
VRTX | 1.05 | 1.70 | 1.22 | 2.10 | 4.22 |
MIX meilleur des diff secteur
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
MIX meilleur des diff secteur provided a 1.63% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MIX meilleur des diff secteur | 1.63% | 1.91% | 2.11% | 1.42% | 1.62% | 1.67% | 1.79% | 1.26% | 1.56% | 1.51% | 1.42% | 1.48% |
| Portfolio components: | ||||||||||||
LIN Linde plc | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
TOU.TO Tourmaline Oil Corp. | 4.27% | 10.99% | 11.58% | 3.48% | 2.91% | 3.02% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTO.TO B2Gold Corp. | 3.37% | 3.82% | 4.41% | 3.21% | 1.54% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CB Chubb Limited | 1.23% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
SCHW The Charles Schwab Corporation | 1.39% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
V Visa Inc. | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
SIMO Silicon Motion Technology Corporation | 3.46% | 0.82% | 2.31% | 1.63% | 2.91% | 2.46% | 3.48% | 1.70% | 1.53% | 1.91% | 2.54% | 4.24% |
ADI Analog Devices, Inc. | 1.54% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
ASML ASML Holding N.V. | 1.15% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
TXN Texas Instruments Incorporated | 1.85% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
AMAT Applied Materials, Inc. | 0.76% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
ATKR Atkore Inc. | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAST Fastenal Company | 2.50% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
UNH UnitedHealth Group Incorporated | 1.42% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
CHE Chemed Corporation | 0.28% | 0.27% | 0.29% | 0.26% | 0.25% | 0.28% | 0.41% | 0.44% | 0.62% | 0.61% | 0.79% | 0.99% |
NVO Novo Nordisk A/S | 1.29% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
ABBV AbbVie Inc. | 3.27% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ABT Abbott Laboratories | 1.94% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
VRTX | 0.00% | 0.00% | 0.00% | 0.00% | 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.
MIX meilleur des diff secteur
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the MIX meilleur des diff secteur. 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 MIX meilleur des diff secteur was 33.53%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current MIX meilleur des diff secteur drawdown is 2.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 5, 2020 | 76 |
| -17.37% | Aug 30, 2018 | 82 | Dec 24, 2018 | 41 | Feb 22, 2019 | 123 |
| -16.98% | Mar 30, 2022 | 141 | Oct 14, 2022 | 33 | Nov 30, 2022 | 174 |
| -12.08% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 27, 2018 | 149 |
| -9.79% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current MIX meilleur des diff secteur volatility is 3.65%, 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.
MIX meilleur des diff secteur
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.
| BTO.TO | TOU.TO | NVO | ABBV | CB | UNH | SIMO | VRTX | CHE | ATKR | SCHW | ABT | FAST | AAPL | LIN | V | AVGO | AMAT | ASML | ADI | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTO.TO | 1.00 | 0.16 | 0.13 | 0.01 | 0.03 | 0.04 | 0.07 | 0.08 | 0.08 | 0.09 | -0.04 | 0.08 | 0.04 | 0.09 | 0.14 | 0.08 | 0.09 | 0.08 | 0.14 | 0.09 | 0.11 |
| TOU.TO | 0.16 | 1.00 | 0.13 | 0.15 | 0.19 | 0.14 | 0.21 | 0.11 | 0.12 | 0.27 | 0.28 | 0.14 | 0.19 | 0.17 | 0.26 | 0.20 | 0.19 | 0.21 | 0.23 | 0.25 | 0.23 |
| NVO | 0.13 | 0.13 | 1.00 | 0.29 | 0.16 | 0.23 | 0.16 | 0.33 | 0.25 | 0.17 | 0.12 | 0.35 | 0.23 | 0.24 | 0.30 | 0.29 | 0.25 | 0.24 | 0.32 | 0.23 | 0.24 |
| ABBV | 0.01 | 0.15 | 0.29 | 1.00 | 0.30 | 0.37 | 0.14 | 0.41 | 0.32 | 0.18 | 0.24 | 0.43 | 0.27 | 0.23 | 0.31 | 0.32 | 0.21 | 0.22 | 0.23 | 0.23 | 0.26 |
| CB | 0.03 | 0.19 | 0.16 | 0.30 | 1.00 | 0.34 | 0.14 | 0.20 | 0.26 | 0.35 | 0.40 | 0.30 | 0.33 | 0.22 | 0.41 | 0.39 | 0.22 | 0.23 | 0.22 | 0.25 | 0.27 |
| UNH | 0.04 | 0.14 | 0.23 | 0.37 | 0.34 | 1.00 | 0.13 | 0.32 | 0.35 | 0.21 | 0.29 | 0.38 | 0.30 | 0.30 | 0.34 | 0.35 | 0.22 | 0.23 | 0.24 | 0.27 | 0.28 |
| SIMO | 0.07 | 0.21 | 0.16 | 0.14 | 0.14 | 0.13 | 1.00 | 0.18 | 0.20 | 0.31 | 0.27 | 0.22 | 0.29 | 0.35 | 0.28 | 0.28 | 0.41 | 0.46 | 0.43 | 0.45 | 0.44 |
| VRTX | 0.08 | 0.11 | 0.33 | 0.41 | 0.20 | 0.32 | 0.18 | 1.00 | 0.31 | 0.19 | 0.21 | 0.40 | 0.28 | 0.32 | 0.28 | 0.36 | 0.29 | 0.28 | 0.31 | 0.30 | 0.31 |
| CHE | 0.08 | 0.12 | 0.25 | 0.32 | 0.26 | 0.35 | 0.20 | 0.31 | 1.00 | 0.26 | 0.23 | 0.42 | 0.37 | 0.31 | 0.35 | 0.35 | 0.26 | 0.28 | 0.28 | 0.31 | 0.33 |
| ATKR | 0.09 | 0.27 | 0.17 | 0.18 | 0.35 | 0.21 | 0.31 | 0.19 | 0.26 | 1.00 | 0.44 | 0.23 | 0.42 | 0.31 | 0.40 | 0.32 | 0.37 | 0.42 | 0.38 | 0.44 | 0.42 |
| SCHW | -0.04 | 0.28 | 0.12 | 0.24 | 0.40 | 0.29 | 0.27 | 0.21 | 0.23 | 0.44 | 1.00 | 0.28 | 0.38 | 0.29 | 0.40 | 0.39 | 0.35 | 0.39 | 0.35 | 0.42 | 0.42 |
| ABT | 0.08 | 0.14 | 0.35 | 0.43 | 0.30 | 0.38 | 0.22 | 0.40 | 0.42 | 0.23 | 0.28 | 1.00 | 0.40 | 0.37 | 0.44 | 0.45 | 0.34 | 0.32 | 0.39 | 0.40 | 0.41 |
| FAST | 0.04 | 0.19 | 0.23 | 0.27 | 0.33 | 0.30 | 0.29 | 0.28 | 0.37 | 0.42 | 0.38 | 0.40 | 1.00 | 0.41 | 0.48 | 0.40 | 0.41 | 0.42 | 0.41 | 0.45 | 0.48 |
| AAPL | 0.09 | 0.17 | 0.24 | 0.23 | 0.22 | 0.30 | 0.35 | 0.32 | 0.31 | 0.31 | 0.29 | 0.37 | 0.41 | 1.00 | 0.40 | 0.50 | 0.56 | 0.53 | 0.54 | 0.53 | 0.56 |
| LIN | 0.14 | 0.26 | 0.30 | 0.31 | 0.41 | 0.34 | 0.28 | 0.28 | 0.35 | 0.40 | 0.40 | 0.44 | 0.48 | 0.40 | 1.00 | 0.50 | 0.40 | 0.43 | 0.48 | 0.46 | 0.47 |
| V | 0.08 | 0.20 | 0.29 | 0.32 | 0.39 | 0.35 | 0.28 | 0.36 | 0.35 | 0.32 | 0.39 | 0.45 | 0.40 | 0.50 | 0.50 | 1.00 | 0.44 | 0.46 | 0.49 | 0.49 | 0.51 |
| AVGO | 0.09 | 0.19 | 0.25 | 0.21 | 0.22 | 0.22 | 0.41 | 0.29 | 0.26 | 0.37 | 0.35 | 0.34 | 0.41 | 0.56 | 0.40 | 0.44 | 1.00 | 0.68 | 0.66 | 0.68 | 0.68 |
| AMAT | 0.08 | 0.21 | 0.24 | 0.22 | 0.23 | 0.23 | 0.46 | 0.28 | 0.28 | 0.42 | 0.39 | 0.32 | 0.42 | 0.53 | 0.43 | 0.46 | 0.68 | 1.00 | 0.76 | 0.74 | 0.74 |
| ASML | 0.14 | 0.23 | 0.32 | 0.23 | 0.22 | 0.24 | 0.43 | 0.31 | 0.28 | 0.38 | 0.35 | 0.39 | 0.41 | 0.54 | 0.48 | 0.49 | 0.66 | 0.76 | 1.00 | 0.69 | 0.69 |
| ADI | 0.09 | 0.25 | 0.23 | 0.23 | 0.25 | 0.27 | 0.45 | 0.30 | 0.31 | 0.44 | 0.42 | 0.40 | 0.45 | 0.53 | 0.46 | 0.49 | 0.68 | 0.74 | 0.69 | 1.00 | 0.83 |
| TXN | 0.11 | 0.23 | 0.24 | 0.26 | 0.27 | 0.28 | 0.44 | 0.31 | 0.33 | 0.42 | 0.42 | 0.41 | 0.48 | 0.56 | 0.47 | 0.51 | 0.68 | 0.74 | 0.69 | 0.83 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jun 13, 2016