SIA2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SIA2, 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 4, 2014, corresponding to the inception date of LBRDK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SIA2 | 9.71% | -0.82% | 3.73% | 14.16% | 12.87% | N/A |
| Portfolio components: | ||||||
ATVI Activision Blizzard, Inc. | 0.00% | 0.00% | 0.00% | 0.53% | 12.41% | N/A |
CMCSA Comcast Corporation | -6.48% | 1.78% | -4.69% | -8.88% | -0.40% | 6.10% |
EA Electronic Arts Inc. | 2.42% | -5.03% | 6.25% | 17.91% | 7.78% | 14.58% |
GOOG Alphabet Inc. | 17.11% | -0.38% | 8.75% | 25.75% | 21.80% | 19.04% |
LBRDK Liberty Broadband Corporation | -25.15% | -0.20% | 7.71% | -34.80% | -10.86% | N/A |
TMUS T-Mobile US, Inc. | 25.77% | 1.86% | 25.06% | 45.34% | 20.53% | 21.76% |
VZ Verizon Communications Inc. | 23.49% | 8.47% | 13.41% | 42.88% | -0.71% | 3.88% |
AZO AutoZone, Inc. | 16.83% | -4.74% | -6.75% | 17.52% | 21.42% | 19.56% |
Monthly Returns
The table below presents the monthly returns of SIA2, 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 | 4.08% | -0.67% | 2.36% | -4.31% | 1.74% | 3.16% | 5.31% | 0.02% | 9.71% | ||||
| 2023 | 5.95% | -3.99% | 2.91% | 4.04% | -4.51% | 3.58% | 3.71% | 0.77% | -1.32% | -1.02% | 5.12% | 0.77% | 16.47% |
| 2022 | -1.41% | -1.04% | 1.68% | -8.60% | 7.78% | -2.20% | 0.43% | -3.22% | -8.32% | 9.68% | 4.44% | -5.73% | -8.03% |
| 2021 | -3.96% | 2.62% | 7.53% | 5.14% | 0.47% | 2.65% | 2.80% | -0.21% | -1.29% | 0.15% | -5.28% | 8.28% | 19.52% |
| 2020 | -2.66% | -2.73% | -9.97% | 13.21% | 9.48% | -0.25% | 7.12% | 2.51% | -2.06% | -3.31% | 7.93% | 4.27% | 23.32% |
| 2019 | 6.31% | 4.38% | 5.14% | 2.17% | -3.01% | 5.17% | 1.68% | 0.75% | 1.30% | 4.32% | 0.92% | 2.97% | 36.78% |
| 2018 | 9.74% | -8.87% | -3.14% | -3.84% | 2.22% | 5.52% | 3.09% | 3.50% | 2.44% | -5.53% | 1.31% | -4.80% | 0.05% |
| 2017 | 2.13% | 2.64% | 1.62% | 1.66% | 1.02% | -5.35% | 3.33% | 1.26% | 1.77% | -1.35% | 4.61% | 2.76% | 16.91% |
| 2016 | -0.60% | -0.75% | 5.59% | -2.69% | 5.70% | 2.21% | 3.71% | -1.69% | 3.08% | -3.30% | 3.09% | 2.01% | 17.02% |
| 2015 | 0.33% | 8.82% | 1.57% | 0.34% | 3.07% | -1.00% | 6.44% | -0.53% | 0.49% | 8.09% | -0.59% | -0.79% | 28.77% |
| 2014 | 5.02% | 0.07% | 5.10% |
Expense Ratio
SIA2 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 SIA2 is 17, indicating that it is in the bottom 17% 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 | |
|---|---|---|---|---|---|
ATVI Activision Blizzard, Inc. | 1.05 | 3.93 | 2.81 | 0.22 | 26.16 |
CMCSA Comcast Corporation | -0.41 | -0.42 | 0.95 | -0.26 | -0.80 |
EA Electronic Arts Inc. | 0.93 | 1.40 | 1.18 | 0.84 | 3.02 |
GOOG Alphabet Inc. | 0.81 | 1.19 | 1.17 | 1.02 | 2.95 |
LBRDK Liberty Broadband Corporation | -0.93 | -1.23 | 0.83 | -0.47 | -1.07 |
TMUS T-Mobile US, Inc. | 2.96 | 4.03 | 1.54 | 4.06 | 20.71 |
VZ Verizon Communications Inc. | 1.82 | 2.68 | 1.36 | 1.01 | 10.93 |
AZO AutoZone, Inc. | 0.82 | 1.22 | 1.16 | 1.10 | 2.63 |
Dividends
Dividend yield
SIA2 granted a 1.11% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SIA2 | 1.11% | 1.16% | 1.08% | 0.80% | 0.65% | 0.60% | 0.76% | 0.60% | 0.69% | 0.71% | 0.67% | 1.88% |
| Portfolio components: | ||||||||||||
ATVI Activision Blizzard, Inc. | 0.00% | 1.05% | 0.61% | 0.71% | 0.44% | 0.62% | 0.73% | 0.47% | 0.72% | 0.59% | 0.99% | 1.07% |
CMCSA Comcast Corporation | 2.99% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
EA Electronic Arts Inc. | 0.54% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LBRDK Liberty Broadband Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 1.30% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
VZ Verizon Communications Inc. | 6.00% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
AZO AutoZone, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 SIA2. 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 SIA2 was 26.36%, occurring on Mar 20, 2020. Recovery took 46 trading sessions.
The current SIA2 drawdown is 2.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.36% | Feb 21, 2020 | 21 | Mar 20, 2020 | 46 | May 27, 2020 | 67 |
| -16.86% | Apr 21, 2022 | 113 | Sep 30, 2022 | 206 | Jul 28, 2023 | 319 |
| -15.54% | Jan 29, 2018 | 66 | May 2, 2018 | 198 | Feb 14, 2019 | 264 |
| -11.09% | Nov 6, 2015 | 64 | Feb 9, 2016 | 33 | Mar 29, 2016 | 97 |
| -10.73% | Jun 5, 2017 | 23 | Jul 6, 2017 | 101 | Nov 28, 2017 | 124 |
Volatility
Volatility Chart
The current SIA2 volatility is 2.74%, 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
| AZO | VZ | ATVI | EA | TMUS | GOOG | LBRDK | CMCSA | |
|---|---|---|---|---|---|---|---|---|
| AZO | 1.00 | 0.27 | 0.17 | 0.18 | 0.24 | 0.24 | 0.25 | 0.28 |
| VZ | 0.27 | 1.00 | 0.14 | 0.17 | 0.34 | 0.19 | 0.27 | 0.37 |
| ATVI | 0.17 | 0.14 | 1.00 | 0.60 | 0.33 | 0.42 | 0.28 | 0.28 |
| EA | 0.18 | 0.17 | 0.60 | 1.00 | 0.33 | 0.42 | 0.31 | 0.30 |
| TMUS | 0.24 | 0.34 | 0.33 | 0.33 | 1.00 | 0.36 | 0.34 | 0.38 |
| GOOG | 0.24 | 0.19 | 0.42 | 0.42 | 0.36 | 1.00 | 0.36 | 0.39 |
| LBRDK | 0.25 | 0.27 | 0.28 | 0.31 | 0.34 | 0.36 | 1.00 | 0.61 |
| CMCSA | 0.28 | 0.37 | 0.28 | 0.30 | 0.38 | 0.39 | 0.61 | 1.00 |