Moat
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 100% |
Performance
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
Returns
As of Jun 2, 2023, the Moat returned 16.73% Year-To-Date and 13.23% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 2.46% | 9.94% | 3.54% | 2.92% | 9.08% | 9.92% |
| Moat | 2.78% | 16.73% | 9.93% | 12.03% | 13.63% | 13.23% |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 2.78% | 16.73% | 9.93% | 12.03% | 13.63% | 13.23% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Moat granted a 1.07% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Moat | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.43 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Moat. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Moat is 33.31%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.31% | Feb 13, 2020 | 27 | Mar 23, 2020 | 53 | Jun 8, 2020 | 80 |
| -23.96% | Nov 8, 2021 | 236 | Oct 14, 2022 | — | — | — |
| -16.13% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -14.58% | Nov 24, 2014 | 306 | Feb 11, 2016 | 42 | Apr 13, 2016 | 348 |
| -11.96% | May 2, 2012 | 23 | Jun 4, 2012 | 52 | Aug 16, 2012 | 75 |
Volatility Chart
The current Moat volatility is 4.48%, 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.