MIX meilleur des diff secteur
Asset Allocation
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
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) | |
---|---|---|---|---|---|---|
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: | ||||||
Linde plc | 16.63% | -1.01% | 8.31% | 26.82% | 20.48% | 16.41% |
Tourmaline Oil Corp. | 7.20% | 1.93% | -2.56% | -7.69% | 49.11% | 8.91% |
B2Gold Corp. | 11.57% | 6.56% | 38.16% | 10.11% | 2.58% | 11.54% |
Chubb Limited | 28.35% | -0.82% | 16.28% | 36.25% | 15.33% | 12.40% |
The Charles Schwab Corporation | 5.68% | 11.60% | -2.08% | 43.92% | 13.44% | 10.98% |
Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 30.61% | 25.64% |
Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 47.10% | 39.10% |
Visa Inc. | 8.89% | 2.44% | 5.35% | 21.89% | 10.13% | 17.53% |
Silicon Motion Technology Corporation | -3.50% | -4.56% | -20.47% | 12.18% | 8.87% | 11.87% |
Analog Devices, Inc. | 20.00% | 1.37% | 18.22% | 53.58% | 19.00% | 19.38% |
ASML Holding N.V. | -4.76% | -14.82% | -17.69% | 22.73% | 23.05% | 23.05% |
Texas Instruments Incorporated | 26.69% | 1.06% | 21.45% | 53.70% | 15.13% | 18.71% |
Applied Materials, Inc. | 17.95% | -7.22% | -3.94% | 46.20% | 29.21% | 25.70% |
Atkore Inc. | -45.43% | 1.20% | -50.30% | -30.64% | 19.92% | N/A |
Fastenal Company | 22.52% | 9.08% | 15.48% | 37.14% | 19.43% | 16.56% |
UnitedHealth Group Incorporated | 8.03% | -3.39% | 17.12% | 7.68% | 18.75% | 21.34% |
Chemed Corporation | 4.52% | 1.80% | 7.53% | 8.78% | 9.30% | 19.99% |
Novo Nordisk A/S | 9.44% | -7.27% | -12.40% | 17.44% | 33.82% | 19.80% |
AbbVie Inc. | 26.73% | -1.96% | 18.50% | 38.41% | 23.75% | 16.31% |
Abbott Laboratories | 5.09% | 1.34% | 8.09% | 24.37% | 8.02% | 12.18% |
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.
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.
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 | |
---|---|---|---|---|---|
Linde plc | 1.50 | 2.10 | 1.30 | 1.93 | 4.52 |
Tourmaline Oil Corp. | -0.34 | -0.30 | 0.96 | -0.32 | -0.83 |
B2Gold Corp. | 0.17 | 0.53 | 1.06 | 0.11 | 0.40 |
Chubb Limited | 1.94 | 2.68 | 1.37 | 4.34 | 11.70 |
The Charles Schwab Corporation | 1.17 | 1.73 | 1.25 | 0.74 | 2.89 |
Apple Inc | 1.48 | 2.17 | 1.28 | 1.98 | 4.70 |
Broadcom Inc. | 2.33 | 2.92 | 1.38 | 4.21 | 12.96 |
Visa Inc. | 1.07 | 1.44 | 1.21 | 1.34 | 3.36 |
Silicon Motion Technology Corporation | 0.21 | 0.51 | 1.07 | 0.17 | 0.44 |
Analog Devices, Inc. | 1.38 | 2.00 | 1.25 | 2.42 | 7.98 |
ASML Holding N.V. | 0.27 | 0.65 | 1.09 | 0.32 | 0.84 |
Texas Instruments Incorporated | 1.66 | 2.32 | 1.28 | 1.82 | 10.59 |
Applied Materials, Inc. | 0.90 | 1.39 | 1.19 | 1.18 | 2.82 |
Atkore Inc. | -0.83 | -1.03 | 0.86 | -0.59 | -1.13 |
Fastenal Company | 1.51 | 2.36 | 1.32 | 1.65 | 3.30 |
UnitedHealth Group Incorporated | 0.32 | 0.60 | 1.09 | 0.37 | 0.98 |
Chemed Corporation | 0.23 | 0.44 | 1.06 | 0.22 | 0.42 |
Novo Nordisk A/S | 0.51 | 0.96 | 1.12 | 0.65 | 1.83 |
AbbVie Inc. | 2.15 | 2.77 | 1.39 | 2.45 | 7.77 |
Abbott Laboratories | 1.18 | 1.72 | 1.22 | 0.66 | 2.55 |
1.05 | 1.70 | 1.22 | 2.10 | 4.22 |
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: | ||||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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 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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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.
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.
Diversification
Asset Correlations Table
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 |