LW
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LW Lamb Weston Holdings, Inc. | Consumer Defensive | 100% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.46% | 8.86% | 2.53% | 1.92% | 8.88% | 11.08% |
| LW | 0.05% | 25.11% | 29.23% | 68.92% | 13.08% | 21.38% |
| Portfolio components: | ||||||
LW Lamb Weston Holdings, Inc. | 0.05% | 25.11% | 29.23% | 68.92% | 13.08% | 21.38% |
| Returns over 1 year are annualized | ||||||
Dividend yield
LW granted a 1.38% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|
| LW | 1.38% | 1.10% | 1.51% | 1.21% | 0.97% | 1.10% | 1.42% |
| Portfolio components: | |||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
LW Lamb Weston Holdings, Inc. | 2.92 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 |
| -10.11% | Aug 7, 2018 | 11 | Aug 21, 2018 | 31 | Oct 4, 2018 | 42 |
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.