Port 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GE General Electric Company | Industrials | 100% |
Performance
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
Returns
As of Jun 1, 2023, the Port 1 returned 55.42% Year-To-Date and -1.19% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.29% | 8.86% | 2.44% | 1.15% | 8.88% | 9.88% |
| Port 1 | 0.35% | 55.42% | 51.63% | 66.91% | 4.50% | -1.19% |
| Portfolio components: | ||||||
GE General Electric Company | 0.35% | 55.42% | 51.63% | 66.91% | 4.50% | -1.19% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Port 1 granted a 0.32% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Port 1 | 0.32% | 0.38% | 0.34% | 0.37% | 0.36% | 4.97% | 5.04% | 3.18% | 3.29% | 4.06% | 3.37% | 4.44% |
| Portfolio components: | ||||||||||||
GE General Electric Company | 0.32% | 0.38% | 0.34% | 0.37% | 0.36% | 4.97% | 5.04% | 3.18% | 3.29% | 4.06% | 3.37% | 4.44% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
GE General Electric Company | 2.17 |
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 Port 1. 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 Port 1 is 85.53%, recorded on Mar 5, 2009. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.53% | Aug 29, 2000 | 2140 | Mar 5, 2009 | — | — | — |
| -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 |
| -21.47% | Dec 28, 1999 | 38 | Feb 18, 2000 | 23 | Mar 23, 2000 | 61 |
Volatility Chart
The current Port 1 volatility is 6.41%, 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.