PENSION 1
IEP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IEP Icahn Enterprises L.P. | Industrials | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PENSION 1, 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 Jul 23, 1987, corresponding to the inception date of IEP
Returns By Period
As of May 17, 2024, the PENSION 1 returned 12.21% Year-To-Date and -4.59% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 11.05% | 4.86% | 17.50% | 27.37% | 13.14% | 10.90% |
| PENSION 1 | 12.21% | 7.20% | 11.75% | -34.99% | -11.56% | -4.59% |
| Portfolio components: | ||||||
IEP Icahn Enterprises L.P. | 12.21% | 7.20% | 11.75% | -34.99% | -11.56% | -4.59% |
Monthly Returns
The table below presents the monthly returns of PENSION 1, 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 | 6.17% | 9.64% | -10.45% | 3.70% | 12.21% | ||||||||
| 2023 | 6.14% | 0.09% | -0.13% | -1.78% | -52.84% | 28.62% | 19.43% | -39.44% | -1.54% | -16.58% | 7.75% | 1.90% | -58.78% |
| 2022 | 9.60% | 0.72% | -1.48% | 1.37% | 1.26% | -6.29% | 11.16% | 0.28% | -3.83% | 9.80% | -2.55% | -1.04% | 18.76% |
| 2021 | 10.24% | 14.36% | -12.79% | 7.89% | 0.73% | -2.45% | 5.67% | -2.00% | -9.13% | 15.32% | -9.05% | -1.90% | 12.87% |
| 2020 | 2.80% | -0.77% | -19.38% | 6.98% | 0.30% | -2.88% | 2.72% | 3.53% | -0.92% | 0.24% | 5.30% | 1.20% | -3.55% |
| 2019 | 22.16% | 6.54% | 0.30% | 4.14% | -5.86% | 4.64% | 7.21% | -10.71% | -4.85% | 5.23% | -3.89% | -2.38% | 20.44% |
| 2018 | 10.66% | -6.94% | 7.54% | 14.22% | 8.27% | 3.30% | 8.47% | 1.88% | -7.93% | -3.22% | 0.06% | -14.64% | 18.98% |
| 2017 | -0.98% | -4.70% | -6.33% | 3.14% | -7.03% | 8.30% | 3.27% | -1.41% | 7.19% | 0.60% | -0.99% | -0.43% | -0.65% |
| 2016 | -14.11% | 13.01% | 8.37% | -3.46% | -8.35% | -0.59% | -0.94% | -0.06% | -2.94% | -5.28% | 24.63% | 3.65% | 8.78% |
| 2015 | 4.76% | 0.83% | -6.71% | 2.11% | 0.48% | -4.19% | -6.34% | -7.96% | -8.54% | 18.19% | -5.14% | -16.81% | -28.78% |
| 2014 | 0.93% | 0.72% | -6.42% | -1.70% | 2.93% | -2.64% | 4.26% | 8.93% | -5.20% | -0.25% | 3.71% | -14.32% | -10.57% |
| 2013 | 33.96% | 20.88% | -23.75% | 36.71% | 5.30% | -6.14% | 3.11% | 0.33% | 12.41% | 22.13% | 20.29% | -9.63% | 157.56% |
Expense Ratio
PENSION 1 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 PENSION 1 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.
PENSION 1
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 | |
|---|---|---|---|---|---|
IEP Icahn Enterprises L.P. | -0.62 | -0.65 | 0.90 | -0.53 | -0.92 |
Dividends
Dividend yield
PENSION 1 granted a 32.77% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PENSION 1 | 32.77% | 34.90% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.79% | 6.52% | 4.11% |
| Portfolio components: | ||||||||||||
IEP Icahn Enterprises L.P. | 32.77% | 34.90% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.79% | 6.52% | 4.11% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the PENSION 1. 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 PENSION 1 was 84.21%, occurring on Nov 20, 2008. Recovery took 1247 trading sessions.
The current PENSION 1 drawdown is 57.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.21% | Dec 20, 2007 | 233 | Nov 20, 2008 | 1247 | Nov 5, 2013 | 1480 |
| -66% | Dec 10, 2013 | 547 | Feb 11, 2016 | 1756 | Feb 2, 2023 | 2303 |
| -65.9% | Apr 18, 2023 | 170 | Dec 18, 2023 | — | — | — |
| -48.21% | Jun 4, 1997 | 367 | Nov 13, 1998 | 1226 | Nov 25, 2003 | 1593 |
| -35.81% | Mar 20, 1992 | 153 | Oct 26, 1992 | 240 | Oct 7, 1993 | 393 |
Volatility
Volatility Chart
The current PENSION 1 volatility is 9.92%, 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.