CTO
un CTO pour tester porfoliolab
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
LHX L3Harris Technologies, Inc. | Industrials | 23.75% |
MCD McDonald's Corporation | Consumer Cyclical | 23.75% |
MRK Merck & Co., Inc. | Healthcare | 23.75% |
TSLA Tesla, Inc. | Consumer Cyclical | 23.75% |
TWLO Twilio Inc. | Communication Services | 5% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 23, 2016, corresponding to the inception date of TWLO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| CTO | -7.71% | 6.18% | -5.02% | 17.05% | 22.19% | N/A |
| Portfolio components: | ||||||
MCD McDonald's Corporation | 8.83% | 2.25% | 6.16% | 16.85% | 14.29% | 15.32% |
TSLA Tesla, Inc. | -26.14% | 18.17% | -7.15% | 77.04% | 40.86% | 33.91% |
LHX L3Harris Technologies, Inc. | 4.90% | 2.75% | -14.95% | 1.95% | 6.27% | 13.25% |
MRK Merck & Co., Inc. | -22.97% | -2.04% | -24.95% | -39.86% | 3.58% | 6.22% |
TWLO Twilio Inc. | -2.21% | 23.28% | 14.52% | 75.86% | -10.78% | N/A |
Monthly Returns
The table below presents the monthly returns of CTO, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.76% | -8.11% | -2.76% | 2.58% | -1.06% | -7.71% | |||||||
| 2024 | -4.10% | 2.65% | -1.84% | -0.25% | -1.55% | 2.28% | 3.63% | 2.26% | 6.72% | -2.22% | 10.89% | 1.69% | 21.01% |
| 2023 | 11.19% | 5.61% | -0.30% | -3.01% | 1.79% | 11.55% | -2.27% | -2.83% | -4.20% | -4.82% | 8.95% | 7.22% | 30.42% |
| 2022 | -3.47% | 0.05% | 6.47% | -5.56% | -0.61% | -3.09% | 8.61% | -5.77% | -4.66% | 9.90% | -3.82% | -8.44% | -11.68% |
| 2021 | -1.05% | -3.60% | 5.66% | 3.15% | -2.06% | 4.27% | 2.10% | 1.55% | -0.11% | 15.57% | -4.74% | 0.50% | 21.66% |
| 2020 | 17.95% | -5.90% | -13.47% | 19.02% | 6.79% | 5.02% | 11.43% | 27.07% | -7.23% | -5.80% | 18.46% | 7.25% | 101.56% |
| 2019 | 2.31% | 6.41% | -1.51% | -2.20% | -1.54% | 6.64% | 4.45% | 0.39% | -0.17% | 5.05% | 1.25% | 8.92% | 33.54% |
| 2018 | 7.91% | -3.34% | -3.75% | 5.90% | -0.85% | 4.95% | 2.65% | 3.73% | 0.33% | 4.44% | 5.09% | -4.80% | 23.47% |
| 2017 | 5.74% | 4.43% | 2.47% | 5.36% | 3.80% | 2.12% | -1.10% | 4.93% | 0.84% | -0.69% | -0.45% | -0.32% | 30.34% |
| 2016 | 2.90% | 3.89% | 2.40% | 0.53% | -5.53% | 5.71% | 1.98% | 12.07% |
Expense Ratio
CTO has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CTO is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MCD McDonald's Corporation | 0.99 | 1.47 | 1.19 | 1.17 | 3.79 |
TSLA Tesla, Inc. | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
LHX L3Harris Technologies, Inc. | 0.09 | 0.39 | 1.05 | 0.14 | 0.29 |
MRK Merck & Co., Inc. | -1.52 | -2.13 | 0.72 | -0.96 | -1.76 |
TWLO Twilio Inc. | 1.56 | 1.98 | 1.28 | 0.76 | 4.06 |
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Dividends
Dividend yield
CTO provided a 2.02% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.02% | 1.82% | 1.66% | 1.62% | 1.73% | 1.71% | 1.50% | 1.62% | 1.70% | 1.93% | 2.04% | 2.16% |
| Portfolio components: | ||||||||||||
MCD McDonald's Corporation | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
TSLA Tesla, 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% |
LHX L3Harris Technologies, Inc. | 2.13% | 2.21% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% |
MRK Merck & Co., Inc. | 4.16% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
TWLO Twilio 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CTO. 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 CTO was 39.98%, occurring on Mar 18, 2020. Recovery took 58 trading sessions.
The current CTO drawdown is 13.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.98% | Feb 20, 2020 | 20 | Mar 18, 2020 | 58 | Jun 10, 2020 | 78 |
| -22.83% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
| -20.95% | Nov 5, 2021 | 291 | Jan 3, 2023 | 109 | Jun 9, 2023 | 400 |
| -16.02% | Jul 6, 2023 | 82 | Oct 30, 2023 | 40 | Dec 27, 2023 | 122 |
| -14.88% | Sep 1, 2020 | 5 | Sep 8, 2020 | 54 | Nov 23, 2020 | 59 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.38, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | MRK | TWLO | LHX | MCD | TSLA | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.31 | 0.46 | 0.39 | 0.44 | 0.48 | 0.65 |
| MRK | 0.31 | 1.00 | 0.06 | 0.26 | 0.30 | 0.04 | 0.39 |
| TWLO | 0.46 | 0.06 | 1.00 | 0.16 | 0.16 | 0.35 | 0.46 |
| LHX | 0.39 | 0.26 | 0.16 | 1.00 | 0.31 | 0.13 | 0.49 |
| MCD | 0.44 | 0.30 | 0.16 | 0.31 | 1.00 | 0.14 | 0.46 |
| TSLA | 0.48 | 0.04 | 0.35 | 0.13 | 0.14 | 1.00 | 0.79 |
| Portfolio | 0.65 | 0.39 | 0.46 | 0.49 | 0.46 | 0.79 | 1.00 |