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LW

Last updated Jun 1, 2023

Asset Allocation


LW 100%EquityEquity
PositionCategory/SectorWeight
LW
Lamb Weston Holdings, Inc.
Consumer Defensive100%

Performance

The chart shows the growth of an initial investment of $10,000 in LW, 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


-10.00%0.00%10.00%20.00%30.00%2023FebruaryMarchAprilMay
27.43%
2.65%
LW
Benchmark (^GSPC)
Portfolio components

Returns

As of Jun 1, 2023, the LW returned 25.11% Year-To-Date and 21.38% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.46%8.86%2.53%1.92%8.88%11.08%
LW0.05%25.11%29.23%68.92%13.08%21.38%
LW
Lamb Weston Holdings, Inc.
0.05%25.11%29.23%68.92%13.08%21.38%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current LW Sharpe ratio is 2.92. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.002023FebruaryMarchAprilMay
2.92
0.02
LW
Benchmark (^GSPC)
Portfolio components

Dividend yield

LW granted a 1.38% dividend yield in the last twelve months.


TTM202220212020201920182017
LW1.38%1.10%1.51%1.21%0.97%1.10%1.42%
LW
Lamb Weston Holdings, Inc.
1.38%1.10%1.51%1.21%0.97%1.10%1.42%

Expense Ratio

The LW 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
LW
Lamb Weston Holdings, Inc.
2.92

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMay
-2.87%
-12.86%
LW
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the LW. 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 LW is 53.05%, recorded on Mar 18, 2020. It took 706 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.05%Feb 19, 202021Mar 18, 2020706Jan 5, 2023727
-28.85%Nov 14, 2018147Jun 18, 2019106Nov 15, 2019253
-12.09%Nov 9, 20163Nov 11, 201617Dec 7, 201620
-11%Jan 24, 201820Feb 21, 201830Apr 5, 201850
-10.11%Aug 7, 201811Aug 21, 201831Oct 4, 201842

Volatility Chart

The current LW volatility is 4.29%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%2023FebruaryMarchAprilMay
4.29%
3.67%
LW
Benchmark (^GSPC)
Portfolio components