1
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
HSY The Hershey Company | Consumer Defensive | 78% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 22% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Jun 13, 2001, corresponding to the inception date of MDLZ
Returns By Period
As of Aug 31, 2024, the 1 returned 4.60% Year-To-Date and 10.37% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
1 | 4.60% | -1.49% | 4.02% | -4.22% | 6.57% | 10.49% |
Portfolio components: | ||||||
HSY The Hershey Company | 5.73% | -2.34% | 4.35% | -7.26% | 6.02% | 10.38% |
MDLZ Mondelez International, Inc. | 0.39% | 1.60% | 2.64% | 5.60% | 7.49% | 9.51% |
Monthly Returns
The table below presents the monthly returns of 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 | 3.83% | -2.36% | 1.95% | 0.37% | 1.03% | -6.40% | 6.78% | 4.60% | |||||
2023 | -2.75% | 5.02% | 6.92% | 7.93% | -4.48% | -3.02% | -5.38% | -5.96% | -5.73% | -5.97% | 2.36% | 0.02% | -11.82% |
2022 | 1.69% | 1.91% | 4.87% | 3.89% | -4.86% | 0.87% | 5.32% | -1.52% | -3.81% | 9.13% | 1.41% | -1.37% | 17.99% |
2021 | -4.67% | -0.37% | 9.03% | 3.89% | 5.52% | 0.24% | 2.40% | -0.53% | -4.96% | 3.78% | 0.69% | 9.88% | 26.49% |
2020 | 5.26% | -7.02% | -7.25% | 0.56% | 2.66% | -3.76% | 11.38% | 3.31% | -3.03% | -4.86% | 8.16% | 2.86% | 6.54% |
2019 | 2.62% | 4.25% | 4.37% | 7.21% | 4.96% | 2.56% | 10.13% | 4.61% | -1.65% | -5.23% | 1.13% | 0.54% | 40.71% |
2018 | -1.36% | -8.21% | -0.60% | -6.70% | -1.19% | 3.71% | 5.59% | 2.07% | 1.40% | 3.44% | 2.87% | -3.07% | -3.00% |
2017 | 1.52% | 2.43% | 0.34% | 0.24% | 6.29% | -6.86% | -1.08% | -1.54% | 3.30% | -1.73% | 4.77% | 1.85% | 9.23% |
2016 | -1.87% | 1.72% | 0.92% | 2.41% | 1.09% | 17.67% | -2.60% | -6.96% | -3.80% | 6.11% | -5.76% | 7.21% | 14.70% |
2015 | -1.95% | 2.65% | -2.57% | -5.55% | 3.28% | -3.38% | 5.70% | -3.72% | 1.91% | -0.38% | -2.86% | 3.35% | -4.14% |
2014 | 0.14% | 6.31% | -0.69% | -5.41% | 2.57% | 0.10% | -8.31% | 3.43% | 2.30% | 1.03% | 6.49% | 1.17% | 8.43% |
2013 | 9.83% | 4.14% | 6.42% | 2.05% | -1.06% | -0.46% | 6.98% | -2.44% | 1.11% | 7.24% | -1.54% | 1.53% | 38.41% |
Expense Ratio
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 1 is 1, indicating that it is in the bottom 1% 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 | |
---|---|---|---|---|---|
HSY The Hershey Company | -0.43 | -0.49 | 0.95 | -0.26 | -0.91 |
MDLZ Mondelez International, Inc. | 0.16 | 0.34 | 1.04 | 0.13 | 0.35 |
Dividends
Dividend yield
1 granted a 2.66% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 2.66% | 2.36% | 1.79% | 1.82% | 2.07% | 2.02% | 2.53% | 2.17% | 2.17% | 2.27% | 1.88% | 1.87% |
Portfolio components: | ||||||||||||
HSY The Hershey Company | 2.75% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
MDLZ Mondelez International, Inc. | 2.37% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
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 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 1 was 43.07%, occurring on Mar 9, 2009. Recovery took 496 trading sessions.
The current 1 drawdown is 22.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.07% | May 17, 2005 | 959 | Mar 9, 2009 | 496 | Feb 24, 2011 | 1455 |
-30.12% | Mar 5, 2020 | 13 | Mar 23, 2020 | 251 | Mar 22, 2021 | 264 |
-28.97% | May 2, 2023 | 125 | Oct 27, 2023 | — | — | — |
-22.79% | Jul 30, 2002 | 154 | Mar 10, 2003 | 234 | Feb 11, 2004 | 388 |
-20.51% | Jun 5, 2017 | 231 | May 3, 2018 | 195 | Feb 12, 2019 | 426 |
Volatility
Volatility Chart
The current 1 volatility is 4.83%, 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
HSY | MDLZ | |
---|---|---|
HSY | 1.00 | 0.49 |
MDLZ | 0.49 | 1.00 |