VK1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VK1, 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 Jun 13, 2013, corresponding to the inception date of COTY
Returns By Period
As of Sep 21, 2024, the VK1 returned 34.55% Year-To-Date and 23.15% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
VK1 | 34.55% | 1.07% | 3.76% | 45.39% | 33.56% | 23.01% |
Portfolio components: | ||||||
Eli Lilly and Company | 58.85% | -3.42% | 19.95% | 68.50% | 54.10% | 32.79% |
PACCAR Inc | 2.16% | 3.81% | -19.59% | 21.79% | 20.52% | 13.93% |
The TJX Companies, Inc. | 27.06% | -0.90% | 19.41% | 34.17% | 18.00% | 16.25% |
Super Micro Computer, Inc. | 60.86% | -24.40% | -52.99% | 93.96% | 88.01% | 31.89% |
Walmart Inc. | 51.91% | 4.60% | 30.70% | 48.06% | 16.89% | 14.23% |
Horizon Therapeutics Public Limited Company | 0.00% | 0.00% | 0.00% | 0.60% | 33.62% | 25.22% |
JPMorgan Chase & Co. | 26.29% | -2.56% | 8.58% | 48.49% | 15.54% | 16.32% |
Oracle Corporation | 60.93% | 21.67% | 32.26% | 56.19% | 27.56% | 17.46% |
Netflix, Inc. | 43.98% | 1.75% | 11.63% | 84.57% | 21.45% | 27.04% |
Energy Transfer LP | 24.89% | 1.57% | 8.32% | 27.65% | 13.72% | 1.69% |
Las Vegas Sands Corp. | -13.53% | 2.22% | -15.40% | -6.69% | -4.69% | -0.82% |
First Solar, Inc. | 39.42% | 10.05% | 56.68% | 47.86% | 29.05% | 13.41% |
Coty Inc. | -26.01% | -8.28% | -21.99% | -22.58% | -1.94% | -4.64% |
Marathon Petroleum Corporation | 12.41% | -4.30% | -17.09% | 9.28% | 28.44% | 18.26% |
Caterpillar Inc. | 26.29% | 7.73% | 3.79% | 37.45% | 26.41% | 16.97% |
Monthly Returns
The table below presents the monthly returns of VK1, 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 | 8.56% | 12.99% | 7.53% | -6.12% | 6.57% | 1.15% | -2.32% | 1.60% | 34.55% | ||||
2023 | 7.56% | -0.03% | 4.70% | 0.62% | 6.38% | 9.06% | 5.33% | 0.40% | -3.52% | -3.39% | 7.32% | 4.16% | 44.81% |
2022 | -4.17% | -1.14% | 4.37% | -6.88% | 2.50% | -9.01% | 13.23% | 2.16% | -4.23% | 15.70% | 14.07% | -1.62% | 23.51% |
2021 | -0.69% | 9.70% | 3.51% | 1.66% | 1.76% | 1.62% | -1.78% | 4.65% | -3.83% | 7.81% | -3.85% | 2.62% | 24.66% |
2020 | -2.74% | -6.52% | -17.33% | 16.96% | 4.54% | 2.45% | 3.00% | 6.22% | -4.79% | -0.18% | 22.83% | 5.05% | 26.31% |
2019 | 11.75% | 9.46% | 0.89% | 3.59% | -8.08% | 7.67% | -1.91% | -3.42% | 3.31% | 3.98% | 3.91% | 3.95% | 39.09% |
2018 | 7.12% | -4.76% | -1.56% | 1.07% | 5.71% | -1.88% | 3.34% | 2.62% | -0.44% | -11.12% | 1.13% | -6.93% | -7.00% |
2017 | 0.78% | 3.71% | -1.18% | 1.46% | 0.05% | 3.05% | 5.38% | -1.36% | 0.69% | 3.16% | 4.82% | 3.69% | 26.81% |
2016 | -5.46% | 1.45% | 4.78% | 2.32% | -0.24% | 1.00% | 5.17% | 0.08% | 0.08% | -0.22% | 3.99% | 0.54% | 13.87% |
2015 | 0.39% | 10.76% | 0.24% | 1.99% | 3.00% | 1.76% | 0.45% | -5.00% | -8.48% | 5.73% | 1.32% | -2.70% | 8.46% |
2014 | 1.16% | 7.94% | 2.53% | 0.38% | 1.57% | 4.15% | -4.75% | 5.10% | -0.99% | 1.61% | 2.46% | -0.03% | 22.65% |
2013 | -2.49% | 6.10% | -1.77% | 5.62% | 5.80% | 13.43% | 3.40% | 33.20% |
Expense Ratio
VK1 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 VK1 is 75, 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 | |
---|---|---|---|---|---|
Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
PACCAR Inc | 0.89 | 1.27 | 1.18 | 0.82 | 1.77 |
The TJX Companies, Inc. | 1.86 | 2.65 | 1.34 | 3.70 | 11.22 |
Super Micro Computer, Inc. | 0.91 | 1.83 | 1.24 | 1.31 | 3.06 |
Walmart Inc. | 2.51 | 3.39 | 1.52 | 4.31 | 12.86 |
Horizon Therapeutics Public Limited Company | 1.64 | 6.46 | 5.66 | 0.16 | 136.95 |
JPMorgan Chase & Co. | 2.37 | 2.77 | 1.43 | 2.85 | 14.45 |
Oracle Corporation | 1.51 | 2.27 | 1.33 | 2.48 | 8.92 |
Netflix, Inc. | 2.55 | 3.66 | 1.48 | 1.63 | 18.83 |
Energy Transfer LP | 1.64 | 2.41 | 1.29 | 1.12 | 12.30 |
Las Vegas Sands Corp. | -0.39 | -0.37 | 0.96 | -0.23 | -0.70 |
First Solar, Inc. | 0.80 | 1.54 | 1.18 | 0.98 | 2.77 |
Coty Inc. | -0.74 | -0.94 | 0.89 | -0.34 | -1.25 |
Marathon Petroleum Corporation | 0.35 | 0.66 | 1.08 | 0.37 | 0.72 |
Caterpillar Inc. | 1.32 | 1.80 | 1.24 | 1.63 | 4.38 |
Dividends
Dividend yield
VK1 granted a 1.56% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
VK1 | 1.56% | 1.68% | 1.62% | 1.61% | 2.56% | 2.55% | 2.92% | 2.02% | 2.17% | 2.44% | 1.62% | 1.52% |
Portfolio components: | ||||||||||||
Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
PACCAR Inc | 4.38% | 4.31% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
The TJX Companies, Inc. | 1.20% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
Super Micro Computer, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Walmart Inc. | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Horizon Therapeutics Public Limited Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPMorgan Chase & Co. | 2.08% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Oracle Corporation | 0.95% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Energy Transfer LP | 7.81% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
Las Vegas Sands Corp. | 1.91% | 0.81% | 0.00% | 0.00% | 1.33% | 4.46% | 5.76% | 4.20% | 5.39% | 5.93% | 3.44% | 1.78% |
First Solar, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Coty Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 1.78% | 4.44% | 7.62% | 2.51% | 2.18% | 0.98% | 0.97% | 1.31% |
Marathon Petroleum Corporation | 2.01% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
Caterpillar Inc. | 1.44% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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 VK1. 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 VK1 was 35.76%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current VK1 drawdown is 1.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.76% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
-23.22% | Sep 24, 2018 | 64 | Dec 24, 2018 | 37 | Feb 19, 2019 | 101 |
-21.85% | Jun 24, 2015 | 161 | Feb 11, 2016 | 197 | Nov 21, 2016 | 358 |
-18.87% | Nov 9, 2021 | 152 | Jun 16, 2022 | 90 | Oct 25, 2022 | 242 |
-11.22% | May 6, 2019 | 72 | Aug 15, 2019 | 50 | Oct 25, 2019 | 122 |
Volatility
Volatility Chart
The current VK1 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.
Diversification
Asset Correlations Table
HZNP | WMT | LLY | NFLX | COTY | SMCI | ET | FSLR | MPC | LVS | TJX | ORCL | PCAR | CAT | JPM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HZNP | 1.00 | 0.09 | 0.25 | 0.25 | 0.13 | 0.21 | 0.17 | 0.23 | 0.18 | 0.18 | 0.18 | 0.20 | 0.20 | 0.16 | 0.21 |
WMT | 0.09 | 1.00 | 0.25 | 0.18 | 0.18 | 0.13 | 0.13 | 0.17 | 0.18 | 0.15 | 0.35 | 0.31 | 0.27 | 0.24 | 0.25 |
LLY | 0.25 | 0.25 | 1.00 | 0.21 | 0.11 | 0.20 | 0.16 | 0.14 | 0.20 | 0.14 | 0.24 | 0.31 | 0.24 | 0.21 | 0.24 |
NFLX | 0.25 | 0.18 | 0.21 | 1.00 | 0.19 | 0.27 | 0.18 | 0.32 | 0.19 | 0.28 | 0.26 | 0.36 | 0.25 | 0.25 | 0.25 |
COTY | 0.13 | 0.18 | 0.11 | 0.19 | 1.00 | 0.25 | 0.25 | 0.24 | 0.28 | 0.32 | 0.35 | 0.26 | 0.34 | 0.31 | 0.35 |
SMCI | 0.21 | 0.13 | 0.20 | 0.27 | 0.25 | 1.00 | 0.25 | 0.26 | 0.26 | 0.30 | 0.26 | 0.32 | 0.34 | 0.34 | 0.32 |
ET | 0.17 | 0.13 | 0.16 | 0.18 | 0.25 | 0.25 | 1.00 | 0.27 | 0.45 | 0.30 | 0.26 | 0.26 | 0.34 | 0.42 | 0.37 |
FSLR | 0.23 | 0.17 | 0.14 | 0.32 | 0.24 | 0.26 | 0.27 | 1.00 | 0.28 | 0.31 | 0.27 | 0.32 | 0.34 | 0.34 | 0.32 |
MPC | 0.18 | 0.18 | 0.20 | 0.19 | 0.28 | 0.26 | 0.45 | 0.28 | 1.00 | 0.35 | 0.32 | 0.29 | 0.42 | 0.48 | 0.46 |
LVS | 0.18 | 0.15 | 0.14 | 0.28 | 0.32 | 0.30 | 0.30 | 0.31 | 0.35 | 1.00 | 0.35 | 0.36 | 0.40 | 0.45 | 0.44 |
TJX | 0.18 | 0.35 | 0.24 | 0.26 | 0.35 | 0.26 | 0.26 | 0.27 | 0.32 | 0.35 | 1.00 | 0.36 | 0.42 | 0.37 | 0.43 |
ORCL | 0.20 | 0.31 | 0.31 | 0.36 | 0.26 | 0.32 | 0.26 | 0.32 | 0.29 | 0.36 | 0.36 | 1.00 | 0.41 | 0.40 | 0.42 |
PCAR | 0.20 | 0.27 | 0.24 | 0.25 | 0.34 | 0.34 | 0.34 | 0.34 | 0.42 | 0.40 | 0.42 | 0.41 | 1.00 | 0.63 | 0.56 |
CAT | 0.16 | 0.24 | 0.21 | 0.25 | 0.31 | 0.34 | 0.42 | 0.34 | 0.48 | 0.45 | 0.37 | 0.40 | 0.63 | 1.00 | 0.57 |
JPM | 0.21 | 0.25 | 0.24 | 0.25 | 0.35 | 0.32 | 0.37 | 0.32 | 0.46 | 0.44 | 0.43 | 0.42 | 0.56 | 0.57 | 1.00 |