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Moat

Last updated Jun 2, 2023

Asset Allocation


MOAT 100%EquityEquity

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


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
10.39%
3.67%
Moat
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark2.46%9.94%3.54%2.92%9.08%9.92%
Moat2.78%16.73%9.93%12.03%13.63%13.23%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
2.78%16.73%9.93%12.03%13.63%13.23%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Moat Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMayJune
0.43
0.10
Moat
Benchmark (^GSPC)
Portfolio components

Dividend yield

Moat granted a 1.07% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Moat1.07%1.25%1.09%1.49%1.36%1.89%1.15%1.27%2.34%1.50%0.90%0.70%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMayJune
-0.74%
-12.00%
Moat
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 202053Jun 8, 202080
-23.96%Nov 8, 2021236Oct 14, 2022
-16.13%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-14.58%Nov 24, 2014306Feb 11, 201642Apr 13, 2016348
-11.96%May 2, 201223Jun 4, 201252Aug 16, 201275

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.


2.00%4.00%6.00%8.00%10.00%2023FebruaryMarchAprilMayJune
4.48%
3.68%
Moat
Benchmark (^GSPC)
Portfolio components