Port 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GE General Electric Company | Industrials | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Port 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 Jan 2, 1970, corresponding to the inception date of GE
Returns By Period
As of Oct 30, 2024, the Port 1 returned 71.72% Year-To-Date and 5.15% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Port 1 | 71.72% | -6.11% | 7.90% | 99.71% | 29.12% | 5.15% |
| Portfolio components: | ||||||
GE General Electric Company | 71.72% | -6.11% | 7.90% | 99.71% | 29.12% | 5.15% |
Monthly Returns
The table below presents the monthly returns of Port 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 | 3.75% | 18.48% | 11.88% | 15.72% | 2.05% | -3.74% | 7.25% | 2.60% | 8.15% | 71.72% | |||
| 2023 | 23.04% | 5.26% | 12.96% | 3.52% | 2.59% | 8.19% | 4.07% | 0.19% | -3.35% | -1.74% | 12.12% | 4.85% | 95.71% |
| 2022 | 0.01% | 1.09% | -4.11% | -18.52% | 5.02% | -18.58% | 16.08% | -0.64% | -15.60% | 25.68% | 10.49% | -2.44% | -10.92% |
| 2021 | -1.11% | 17.42% | 4.78% | -0.08% | 7.16% | -4.19% | -3.79% | 1.75% | -2.18% | 1.79% | -9.42% | -0.46% | 9.68% |
| 2020 | 11.56% | -12.61% | -26.95% | -14.36% | -3.38% | 4.11% | -11.13% | 4.45% | -1.57% | 19.10% | 37.20% | 6.19% | -2.73% |
| 2019 | 34.21% | 6.35% | -3.75% | 1.80% | -7.18% | 11.34% | -0.48% | -21.05% | 8.48% | 11.63% | 12.93% | -0.89% | 53.94% |
| 2018 | -7.34% | -12.02% | -4.46% | 4.38% | 0.07% | -2.48% | 0.15% | -5.06% | -11.92% | -10.54% | -25.74% | 1.07% | -55.39% |
| 2017 | -6.01% | 1.17% | -0.03% | -2.72% | -5.55% | -0.52% | -5.18% | -4.14% | -0.52% | -16.63% | -9.28% | -3.93% | -42.92% |
| 2016 | -6.58% | 0.94% | 9.09% | -3.27% | -1.69% | 4.92% | -1.08% | 0.32% | -4.45% | -1.76% | 5.70% | 3.50% | 4.61% |
| 2015 | -5.46% | 9.79% | -4.54% | 9.15% | 0.70% | -1.74% | -1.77% | -4.90% | 2.52% | 14.67% | 3.53% | 4.82% | 27.52% |
| 2014 | -10.35% | 2.24% | 1.65% | 3.86% | -0.37% | -1.10% | -4.30% | 3.30% | -0.55% | 0.74% | 2.63% | -3.71% | -6.67% |
| 2013 | 6.15% | 5.07% | -0.43% | -3.59% | 4.62% | 0.24% | 5.09% | -5.05% | 4.04% | 9.42% | 1.99% | 5.99% | 37.85% |
Expense Ratio
Port 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 Port 1 is 69, 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.
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 | |
|---|---|---|---|---|---|
GE General Electric Company | 3.63 | 4.08 | 1.61 | 2.31 | 35.75 |
Dividends
Dividend yield
Port 1 provided a 0.52% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Port 1 | 0.52% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
| Portfolio components: | ||||||||||||
GE General Electric Company | 0.52% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
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 Port 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 Port 1 was 85.53%, occurring on Mar 5, 2009. Recovery took 3809 trading sessions.
The current Port 1 drawdown is 10.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.53% | Aug 29, 2000 | 2140 | Mar 5, 2009 | 3809 | Apr 23, 2024 | 5949 |
| -57.87% | Jan 4, 1973 | 428 | Sep 13, 1974 | 1473 | Jul 14, 1980 | 1901 |
| -39.9% | Aug 21, 1987 | 183 | May 11, 1988 | 392 | Nov 28, 1989 | 575 |
| -32.1% | Jul 20, 1990 | 70 | Oct 26, 1990 | 116 | Apr 15, 1991 | 186 |
| -25.72% | Jul 20, 1998 | 58 | Oct 8, 1998 | 50 | Dec 18, 1998 | 108 |
Volatility
Volatility Chart
The current Port 1 volatility is 11.01%, 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.