LW
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
LW Lamb Weston Holdings, Inc. | Consumer Defensive | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Nov 1, 2016, corresponding to the inception date of LW
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
LW | -41.61% | 11.36% | -37.71% | -34.53% | -1.09% | N/A |
Portfolio components: | ||||||
LW Lamb Weston Holdings, Inc. | -41.61% | 11.36% | -37.71% | -34.53% | -1.09% | N/A |
Monthly Returns
The table below presents the monthly returns of LW, 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 | -5.23% | 0.13% | 4.23% | -21.77% | 6.41% | -4.77% | -28.62% | -41.61% | |||||
2023 | 11.78% | 1.03% | 3.86% | 6.97% | -0.30% | 3.37% | -9.85% | -5.74% | -5.08% | -2.88% | 11.74% | 8.06% | 22.32% |
2022 | 1.31% | 3.85% | -9.81% | 10.33% | 2.62% | 5.74% | 11.47% | 0.14% | -2.70% | 11.42% | 1.08% | 2.83% | 42.89% |
2021 | -5.13% | 7.11% | -2.87% | 3.90% | 2.78% | -2.22% | -17.22% | -2.07% | -5.80% | -8.02% | -7.65% | 22.07% | -18.40% |
2020 | 6.40% | -4.84% | -34.28% | 7.46% | -1.74% | 6.44% | -6.02% | 4.99% | 5.44% | -4.26% | 14.47% | 8.79% | -7.23% |
2019 | -1.44% | -4.14% | 8.12% | -6.53% | -15.18% | 6.94% | 5.93% | 5.19% | 3.31% | 7.59% | 7.61% | 2.44% | 18.27% |
2018 | 3.81% | -7.39% | 7.64% | 12.20% | -2.11% | 7.47% | 2.57% | -3.54% | -1.48% | 17.36% | -1.63% | -4.09% | 31.81% |
2017 | -0.79% | 4.90% | 7.32% | -0.30% | 11.16% | -5.11% | -0.14% | 3.85% | 3.10% | 8.74% | 7.02% | 3.83% | 51.77% |
2016 | -1.53% | 13.05% | 11.32% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LW is 0, indicating that it is in the bottom 0% 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 | |
---|---|---|---|---|---|
LW Lamb Weston Holdings, Inc. | -0.77 | -0.78 | 0.84 | -0.64 | -1.72 |
Dividends
Dividend yield
LW granted a 2.19% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
LW | 2.19% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% |
Portfolio components: | ||||||||
LW Lamb Weston Holdings, Inc. | 2.19% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% |
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 LW. 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 LW was 53.32%, occurring on Jul 25, 2024. The portfolio has not yet recovered.
The current LW drawdown is 44.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.32% | Jul 5, 2023 | 267 | Jul 25, 2024 | — | — | — |
-53.05% | Feb 19, 2020 | 21 | Mar 18, 2020 | 706 | Jan 5, 2023 | 727 |
-28.85% | Nov 14, 2018 | 147 | Jun 18, 2019 | 106 | Nov 15, 2019 | 253 |
-12.09% | Nov 9, 2016 | 3 | Nov 11, 2016 | 17 | Dec 7, 2016 | 20 |
-11% | Jan 24, 2018 | 20 | Feb 21, 2018 | 30 | Apr 5, 2018 | 50 |
Volatility
Volatility Chart
The current LW volatility is 9.69%, 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.