test
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
HWM Howmet Aerospace Inc. | Industrials | 9.01% |
IRM Iron Mountain Incorporated | Real Estate | 9.01% |
LLY Eli Lilly and Company | Healthcare | 16.87% |
NVDA NVIDIA Corporation | Technology | 37.90% |
PGR The Progressive Corporation | Financial Services | 9.10% |
TRGP Targa Resources Corp. | Energy | 9.10% |
VST Vistra Corp. | Utilities | 9.01% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test, 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 Oct 4, 2016, corresponding to the inception date of VST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| test | 100.84% | -1.63% | 31.98% | 122.44% | 70.00% | N/A |
| Portfolio components: | ||||||
LLY Eli Lilly and Company | 56.21% | -1.70% | 17.61% | 58.67% | 53.15% | 32.50% |
NVDA NVIDIA Corporation | 133.46% | -11.08% | 27.93% | 165.68% | 93.69% | 74.16% |
PGR The Progressive Corporation | 62.26% | 8.05% | 25.00% | 81.53% | 30.67% | 29.35% |
HWM Howmet Aerospace Inc. | 75.19% | -1.85% | 40.28% | 101.42% | 36.28% | N/A |
IRM Iron Mountain Incorporated | 69.28% | 6.38% | 46.56% | 89.70% | 36.85% | 20.88% |
TRGP Targa Resources Corp. | 78.15% | 5.21% | 41.05% | 82.83% | 33.53% | 6.15% |
VST Vistra Corp. | 138.06% | 12.89% | 36.91% | 178.20% | 30.96% | N/A |
Monthly Returns
The table below presents the monthly returns of test, 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 | 12.62% | 22.17% | 11.56% | -1.00% | 17.01% | 5.88% | -0.42% | 8.03% | 100.84% | ||||
| 2023 | 13.64% | 7.15% | 11.65% | 3.26% | 12.99% | 10.46% | 5.47% | 7.75% | -5.30% | -1.42% | 10.89% | 3.38% | 113.10% |
| 2022 | -8.07% | 3.74% | 10.37% | -12.52% | 3.71% | -10.38% | 11.85% | -7.73% | -11.65% | 11.94% | 13.01% | -6.76% | -7.96% |
| 2021 | 3.61% | 3.07% | 0.82% | 6.10% | 7.22% | 14.06% | -0.50% | 7.65% | -6.02% | 13.52% | 10.24% | 1.24% | 78.17% |
| 2020 | 1.32% | 0.12% | -11.40% | 17.89% | 14.45% | 6.63% | 3.62% | 12.89% | -2.28% | -4.48% | 13.40% | 7.92% | 72.81% |
| 2019 | 9.83% | 3.94% | 7.34% | 0.09% | -11.46% | 8.51% | -0.27% | 1.60% | 3.58% | 5.98% | 4.52% | 5.38% | 44.38% |
| 2018 | 10.14% | -3.95% | -0.61% | -0.53% | 6.72% | -2.56% | 6.64% | 9.47% | 1.11% | -12.78% | -5.46% | -11.11% | -5.90% |
| 2017 | 6.01% | 2.29% | 2.14% | -3.13% | 13.17% | 0.53% | 7.00% | 2.72% | 4.15% | 5.12% | 0.35% | 0.08% | 47.50% |
| 2016 | 0.55% | 10.87% | 11.91% | 24.77% |
Expense Ratio
test 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 risk-adjusted rank of test is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | 1.93 | 2.68 | 1.35 | 3.12 | 11.44 |
NVDA NVIDIA Corporation | 3.16 | 3.43 | 1.44 | 6.04 | 19.24 |
PGR The Progressive Corporation | 4.10 | 5.45 | 1.73 | 12.18 | 36.68 |
HWM Howmet Aerospace Inc. | 3.25 | 4.69 | 1.65 | 6.59 | 26.44 |
IRM Iron Mountain Incorporated | 3.71 | 4.54 | 1.59 | 8.75 | 24.69 |
TRGP Targa Resources Corp. | 3.70 | 4.59 | 1.58 | 8.47 | 25.08 |
VST Vistra Corp. | 3.87 | 3.77 | 1.53 | 5.22 | 14.38 |
Dividends
Dividend yield
test granted a 0.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | 0.59% | 0.91% | 1.17% | 1.54% | 2.01% | 2.52% | 2.39% | 1.94% | 3.41% | 2.82% | 2.39% | 2.09% |
| Portfolio components: | ||||||||||||
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
PGR The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
HWM Howmet Aerospace Inc. | 0.24% | 0.31% | 0.25% | 0.13% | 0.06% | 0.40% | 1.48% | 0.91% | 0.49% | 0.00% | 0.00% | 0.00% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% | 6.00% | 4.39% |
TRGP Targa Resources Corp. | 1.64% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% | 2.33% |
VST Vistra Corp. | 0.71% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 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 test. 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 test was 35.53%, occurring on Mar 23, 2020. Recovery took 39 trading sessions.
The current test drawdown is 2.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 39 | May 18, 2020 | 62 |
| -31.99% | Oct 2, 2018 | 58 | Dec 24, 2018 | 232 | Nov 25, 2019 | 290 |
| -28.17% | Mar 30, 2022 | 138 | Oct 14, 2022 | 74 | Feb 1, 2023 | 212 |
| -14.74% | Dec 28, 2021 | 22 | Jan 27, 2022 | 36 | Mar 21, 2022 | 58 |
| -13.73% | Jul 11, 2024 | 18 | Aug 5, 2024 | 8 | Aug 15, 2024 | 26 |
Volatility
Volatility Chart
The current test volatility is 8.25%, 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
| LLY | NVDA | PGR | IRM | VST | TRGP | HWM | |
|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.20 | 0.27 | 0.20 | 0.19 | 0.16 | 0.15 |
| NVDA | 0.20 | 1.00 | 0.17 | 0.23 | 0.24 | 0.23 | 0.32 |
| PGR | 0.27 | 0.17 | 1.00 | 0.25 | 0.23 | 0.22 | 0.27 |
| IRM | 0.20 | 0.23 | 0.25 | 1.00 | 0.29 | 0.29 | 0.32 |
| VST | 0.19 | 0.24 | 0.23 | 0.29 | 1.00 | 0.32 | 0.34 |
| TRGP | 0.16 | 0.23 | 0.22 | 0.29 | 0.32 | 1.00 | 0.44 |
| HWM | 0.15 | 0.32 | 0.27 | 0.32 | 0.34 | 0.44 | 1.00 |