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Moat
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


MOAT 100%EquityEquity
PositionCategory/SectorWeight
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Moat, 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


250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
410.80%
281.69%
Moat
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 25, 2012, corresponding to the inception date of MOAT

Returns By Period

As of May 16, 2024, the Moat returned 5.71% Year-To-Date and 13.24% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.29%4.87%17.88%29.16%13.20%10.97%
Moat5.71%5.79%17.24%23.45%15.27%13.24%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
5.71%5.79%17.24%23.45%15.27%13.24%

Monthly Returns

The table below presents the monthly returns of Moat, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.84%4.13%3.63%-4.97%5.71%
202311.84%-2.87%4.71%1.04%0.35%6.59%4.37%-3.70%-5.44%-4.73%9.87%7.85%31.89%
2022-2.33%-1.13%1.63%-7.60%-0.01%-7.65%10.01%-5.01%-9.92%6.68%8.75%-5.58%-13.66%
2021-0.71%6.09%6.08%4.21%1.57%1.00%1.98%1.36%-4.32%3.73%-3.38%4.83%24.12%
2020-1.39%-7.18%-12.76%14.15%4.27%0.33%2.55%5.92%-3.77%-2.66%14.94%2.99%14.84%
20199.35%3.69%-0.09%4.59%-8.04%7.07%3.08%-2.40%3.79%4.13%4.25%1.94%34.79%
20188.13%-6.47%-3.40%1.35%1.24%2.37%4.06%1.90%1.21%-5.86%4.77%-9.12%-1.28%
20172.85%5.16%-0.37%2.05%0.34%2.91%0.89%-0.75%1.87%0.32%4.27%1.67%23.18%
2016-4.98%5.32%6.29%5.17%2.72%-2.11%5.66%0.79%-1.65%-2.41%5.45%0.53%21.88%
2015-6.72%6.62%-1.94%3.83%-1.02%-1.51%2.12%-6.96%-4.19%7.88%1.86%-3.72%-4.93%
2014-2.46%2.99%1.18%1.09%1.52%1.90%-1.44%5.00%-1.29%0.64%1.94%-1.96%9.19%
20134.86%-1.72%2.40%2.18%4.09%-2.01%7.33%-1.68%5.31%1.33%0.95%4.70%30.91%

Expense Ratio

Moat has a high expense ratio of 0.48%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Moat is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Moat is 2828
Moat
The Sharpe Ratio Rank of Moat is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of Moat is 2727Sortino Ratio Rank
The Omega Ratio Rank of Moat is 2626Omega Ratio Rank
The Calmar Ratio Rank of Moat is 4040Calmar Ratio Rank
The Martin Ratio Rank of Moat is 2020Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Moat
Sharpe ratio
The chart of Sharpe ratio for Moat, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Sortino ratio
The chart of Sortino ratio for Moat, currently valued at 2.36, compared to the broader market-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for Moat, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for Moat, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for Moat, currently valued at 4.35, compared to the broader market0.0010.0020.0030.0040.0050.004.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.006.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0010.0020.0030.0040.0050.009.39

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.662.361.281.474.35

Sharpe Ratio

The current Moat Sharpe ratio is 1.66. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.67, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Moat with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.66
2.44
Moat
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moat granted a 0.81% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Moat0.81%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.81%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.20%
0
Moat
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Moat. 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 Moat was 33.31%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Moat drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.31%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-23.96%Nov 8, 2021236Oct 14, 2022158Jun 2, 2023394
-16.13%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-15.09%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-14.58%Nov 24, 2014306Feb 11, 201642Apr 13, 2016348

Volatility

Volatility Chart

The current Moat volatility is 2.48%, 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
2.48%
3.47%
Moat
Benchmark (^GSPC)
Portfolio components