Sabine30-7-23
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
WBA Walgreens Boots Alliance, Inc. | Healthcare | 22.66% |
EL The Estee Lauder Companies Inc. | Consumer Defensive | 18.36% |
VZ Verizon Communications Inc. | Communication Services | 15.54% |
PFE Pfizer Inc. | Healthcare | 13.75% |
CL Colgate-Palmolive Company | Consumer Defensive | 9.5% |
BNTX BioNTech SE | Healthcare | 8.17% |
AAPL Apple Inc. | Technology | 5.46% |
MMM 3M Company | Industrials | 4.26% |
KO The Coca-Cola Company | Consumer Defensive | 0.95% |
FAST Fastenal Company | Industrials | 0.75% |
MNST Monster Beverage Corporation | Consumer Defensive | 0.6% |
Performance
The chart shows the growth of an initial investment of $10,000 in Sabine30-7-23, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 10.27% | N/A |
| Sabine30-7-23 | -6.91% | -19.77% | -25.62% | -18.76% | 3.61% | N/A |
| Portfolio components: | ||||||
MMM 3M Company | -1.48% | -1.14% | -15.52% | -9.29% | -7.08% | N/A |
KO The Coca-Cola Company | -3.42% | -3.94% | -7.33% | 1.31% | 5.08% | N/A |
FAST Fastenal Company | -3.97% | 4.96% | 16.82% | 16.60% | 18.28% | N/A |
MNST Monster Beverage Corporation | -4.40% | 4.77% | 7.40% | 25.20% | 18.34% | N/A |
PFE Pfizer Inc. | -9.60% | -17.28% | -34.19% | -22.85% | 2.95% | N/A |
EL The Estee Lauder Companies Inc. | -1.66% | -38.46% | -39.88% | -34.68% | -5.29% | N/A |
VZ Verizon Communications Inc. | -0.30% | -8.56% | -11.23% | -10.01% | -9.56% | N/A |
WBA Walgreens Boots Alliance, Inc. | -16.59% | -33.25% | -40.80% | -31.78% | -17.07% | N/A |
CL Colgate-Palmolive Company | -1.19% | -0.06% | -6.29% | -1.60% | 3.06% | N/A |
BNTX BioNTech SE | -12.10% | -18.38% | -30.34% | -18.47% | 66.36% | N/A |
AAPL Apple Inc. | -0.90% | 9.37% | 35.10% | 16.88% | 33.48% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BNTX | PFE | VZ | WBA | AAPL | CL | EL | MNST | MMM | FAST | KO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BNTX | 1.00 | 0.32 | 0.12 | 0.16 | 0.22 | 0.09 | 0.19 | 0.18 | 0.14 | 0.20 | 0.08 |
| PFE | 0.32 | 1.00 | 0.34 | 0.37 | 0.25 | 0.35 | 0.22 | 0.27 | 0.35 | 0.33 | 0.37 |
| VZ | 0.12 | 0.34 | 1.00 | 0.39 | 0.22 | 0.42 | 0.25 | 0.31 | 0.40 | 0.32 | 0.47 |
| WBA | 0.16 | 0.37 | 0.39 | 1.00 | 0.29 | 0.32 | 0.33 | 0.30 | 0.52 | 0.41 | 0.39 |
| AAPL | 0.22 | 0.25 | 0.22 | 0.29 | 1.00 | 0.28 | 0.51 | 0.51 | 0.37 | 0.49 | 0.34 |
| CL | 0.09 | 0.35 | 0.42 | 0.32 | 0.28 | 1.00 | 0.38 | 0.46 | 0.37 | 0.40 | 0.62 |
| EL | 0.19 | 0.22 | 0.25 | 0.33 | 0.51 | 0.38 | 1.00 | 0.50 | 0.45 | 0.47 | 0.41 |
| MNST | 0.18 | 0.27 | 0.31 | 0.30 | 0.51 | 0.46 | 0.50 | 1.00 | 0.36 | 0.51 | 0.54 |
| MMM | 0.14 | 0.35 | 0.40 | 0.52 | 0.37 | 0.37 | 0.45 | 0.36 | 1.00 | 0.54 | 0.47 |
| FAST | 0.20 | 0.33 | 0.32 | 0.41 | 0.49 | 0.40 | 0.47 | 0.51 | 0.54 | 1.00 | 0.43 |
| KO | 0.08 | 0.37 | 0.47 | 0.39 | 0.34 | 0.62 | 0.41 | 0.54 | 0.47 | 0.43 | 1.00 |
Dividend yield
Sabine30-7-23 granted a 4.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sabine30-7-23 | 4.88% | 3.56% | 2.67% | 3.11% | 2.83% | 2.86% | 2.80% | 2.98% | 3.01% | 2.96% | 3.02% | 3.57% |
| Portfolio components: | ||||||||||||
MMM 3M Company | 6.17% | 5.19% | 3.63% | 3.78% | 3.80% | 3.44% | 2.47% | 3.14% | 3.53% | 2.77% | 2.47% | 3.55% |
KO The Coca-Cola Company | 3.16% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
FAST Fastenal Company | 2.51% | 2.67% | 1.83% | 3.04% | 2.58% | 3.31% | 2.70% | 3.03% | 3.35% | 2.64% | 2.16% | 3.44% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 4.99% | 3.22% | 2.81% | 4.33% | 4.23% | 3.72% | 4.37% | 4.75% | 4.63% | 4.60% | 4.48% | 5.18% |
EL The Estee Lauder Companies Inc. | 1.79% | 1.00% | 0.60% | 0.58% | 0.89% | 1.26% | 1.16% | 1.74% | 1.26% | 1.21% | 1.09% | 1.35% |
VZ Verizon Communications Inc. | 7.84% | 6.86% | 5.38% | 4.88% | 4.77% | 5.32% | 5.79% | 5.89% | 6.93% | 6.94% | 6.69% | 7.71% |
WBA Walgreens Boots Alliance, Inc. | 9.09% | 5.37% | 3.97% | 5.28% | 3.62% | 3.01% | 2.68% | 2.27% | 2.14% | 2.27% | 2.78% | 3.74% |
CL Colgate-Palmolive Company | 2.62% | 2.41% | 2.19% | 2.18% | 2.72% | 3.13% | 2.42% | 2.78% | 2.70% | 2.52% | 2.56% | 2.99% |
BNTX BioNTech SE | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
Expense Ratio
The Sabine30-7-23 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 | |
|---|---|---|---|---|---|
MMM 3M Company | -0.38 | ||||
KO The Coca-Cola Company | -0.00 | ||||
FAST Fastenal Company | 0.72 | ||||
MNST Monster Beverage Corporation | 1.16 | ||||
PFE Pfizer Inc. | -1.05 | ||||
EL The Estee Lauder Companies Inc. | -0.97 | ||||
VZ Verizon Communications Inc. | -0.44 | ||||
WBA Walgreens Boots Alliance, Inc. | -1.07 | ||||
CL Colgate-Palmolive Company | -0.05 | ||||
BNTX BioNTech SE | -0.54 | ||||
AAPL Apple Inc. | 0.51 |
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 Sabine30-7-23. 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 Sabine30-7-23 is 42.15%, recorded on Sep 22, 2023. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.15% | Jan 3, 2022 | 433 | Sep 22, 2023 | — | — | — |
| -22.67% | Jan 7, 2020 | 46 | Mar 12, 2020 | 88 | Jul 17, 2020 | 134 |
| -10.76% | Aug 24, 2021 | 35 | Oct 12, 2021 | 45 | Dec 15, 2021 | 80 |
| -7.12% | Dec 9, 2020 | 15 | Dec 30, 2020 | 25 | Feb 5, 2021 | 40 |
| -6.7% | Oct 26, 2020 | 3 | Oct 28, 2020 | 6 | Nov 5, 2020 | 9 |
Volatility Chart
The current Sabine30-7-23 volatility is 4.00%, 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.