CTO
un CTO pour tester porfoliolab
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
L3Harris Technologies, Inc. | Industrials | 23.75% |
McDonald's Corporation | Consumer Cyclical | 23.75% |
Merck & Co., Inc. | Healthcare | 23.75% |
Tesla, Inc. | Consumer Cyclical | 23.75% |
Twilio Inc. | Communication Services | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CTO, 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 Jun 23, 2016, corresponding to the inception date of TWLO
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
CTO | 7.32% | 2.54% | 18.69% | 19.13% | 28.75% | N/A |
Portfolio components: | ||||||
McDonald's Corporation | 7.45% | 5.47% | 17.36% | 27.62% | 11.05% | 16.12% |
Tesla, Inc. | -10.93% | -2.40% | 42.38% | -13.15% | 67.10% | 30.81% |
L3Harris Technologies, Inc. | 19.66% | 7.09% | 24.46% | 42.21% | 6.74% | 16.83% |
Merck & Co., Inc. | 3.22% | -6.39% | -10.81% | 8.81% | 9.76% | 11.27% |
Twilio Inc. | -7.08% | 16.92% | 20.02% | 21.28% | -7.92% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -4.10% | 2.65% | -1.84% | -0.25% | -1.55% | 2.28% | 3.63% | 2.26% | 6.72% | 7.32% | |||
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% | 101.55% |
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%, 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 CTO is 8, indicating that it is in the bottom 8% 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 | |
---|---|---|---|---|---|
McDonald's Corporation | 1.68 | 2.38 | 1.31 | 1.64 | 3.73 |
Tesla, Inc. | -0.23 | 0.04 | 1.00 | -0.20 | -0.55 |
L3Harris Technologies, Inc. | 2.28 | 3.17 | 1.40 | 1.21 | 14.10 |
Merck & Co., Inc. | 0.43 | 0.70 | 1.11 | 0.50 | 1.25 |
Twilio Inc. | 0.60 | 1.01 | 1.14 | 0.26 | 1.19 |
Dividends
Dividend yield
CTO granted a 1.61% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CTO | 1.61% | 1.66% | 1.62% | 1.73% | 1.70% | 1.50% | 1.62% | 1.69% | 1.93% | 2.04% | 2.16% | 2.12% |
Portfolio components: | ||||||||||||
McDonald's Corporation | 2.13% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
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% |
L3Harris Technologies, Inc. | 1.86% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
Merck & Co., Inc. | 2.79% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
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.
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 2.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.98% | Feb 20, 2020 | 20 | Mar 18, 2020 | 58 | Jun 10, 2020 | 78 |
-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 |
-14% | Dec 14, 2018 | 7 | Dec 24, 2018 | 44 | Feb 28, 2019 | 51 |
Volatility
Volatility Chart
The current CTO volatility is 4.33%, 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
MRK | TSLA | TWLO | LHX | MCD | |
---|---|---|---|---|---|
MRK | 1.00 | 0.05 | 0.07 | 0.26 | 0.31 |
TSLA | 0.05 | 1.00 | 0.35 | 0.13 | 0.16 |
TWLO | 0.07 | 0.35 | 1.00 | 0.16 | 0.16 |
LHX | 0.26 | 0.13 | 0.16 | 1.00 | 0.31 |
MCD | 0.31 | 0.16 | 0.16 | 0.31 | 1.00 |