VK1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LLY Eli Lilly and Company | Healthcare | 6.67% |
PCAR PACCAR Inc | Industrials | 6.67% |
TJX The TJX Companies, Inc. | Consumer Cyclical | 6.67% |
SMCI Super Micro Computer, Inc. | Technology | 6.67% |
WMT Walmart Inc. | Consumer Defensive | 6.67% |
HZNP Horizon Therapeutics Public Limited Company | Healthcare | 6.67% |
JPM JPMorgan Chase & Co. | Financial Services | 6.67% |
ORCL Oracle Corporation | Technology | 6.67% |
NFLX Netflix, Inc. | Communication Services | 6.67% |
ET Energy Transfer LP | Energy | 6.67% |
LVS Las Vegas Sands Corp. | Consumer Cyclical | 6.67% |
FSLR First Solar, Inc. | Technology | 6.67% |
COTY Coty Inc. | Consumer Defensive | 6.67% |
MPC Marathon Petroleum Corporation | Energy | 6.67% |
CAT Caterpillar Inc. | Industrials | 6.67% |
Performance
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
Returns
As of Sep 23, 2023, the VK1 returned 33.73% Year-To-Date and 23.17% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 9.81% |
| VK1 | -2.20% | 23.35% | 33.73% | 70.40% | 24.53% | 23.17% |
| Portfolio components: | ||||||
LLY Eli Lilly and Company | -0.51% | 64.57% | 51.69% | 78.99% | 41.36% | 29.43% |
PCAR PACCAR Inc | -0.84% | 22.31% | 30.02% | 56.37% | 16.48% | 12.38% |
TJX The TJX Companies, Inc. | -0.94% | 20.05% | 13.34% | 46.09% | 11.74% | 13.86% |
SMCI Super Micro Computer, Inc. | -15.08% | 112.71% | 187.15% | 335.04% | 62.79% | 33.18% |
WMT Walmart Inc. | 2.69% | 15.34% | 15.82% | 23.57% | 13.03% | 10.28% |
HZNP Horizon Therapeutics Public Limited Company | 8.94% | 6.53% | 1.59% | 84.59% | 43.86% | 41.95% |
JPM JPMorgan Chase & Co. | -1.11% | 18.39% | 11.09% | 35.16% | 7.56% | 14.39% |
ORCL Oracle Corporation | -7.48% | 24.85% | 34.93% | 67.88% | 18.33% | 14.26% |
NFLX Netflix, Inc. | -11.17% | 15.66% | 28.80% | 60.22% | 1.01% | 24.16% |
ET Energy Transfer LP | 6.64% | 24.01% | 25.11% | 34.06% | 4.39% | 6.47% |
LVS Las Vegas Sands Corp. | -15.17% | -15.46% | -4.41% | 30.20% | -3.89% | -0.60% |
FSLR First Solar, Inc. | -10.04% | -23.05% | 8.45% | 23.28% | 26.63% | 15.35% |
COTY Coty Inc. | 5.51% | 2.33% | 38.67% | 49.50% | -0.53% | -1.02% |
MPC Marathon Petroleum Corporation | 7.13% | 24.53% | 34.21% | 63.76% | 17.26% | 20.70% |
CAT Caterpillar Inc. | 0.01% | 27.14% | 15.72% | 63.63% | 14.60% | 15.57% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| HZNP | LLY | WMT | NFLX | COTY | SMCI | ET | FSLR | MPC | LVS | TJX | ORCL | CAT | PCAR | JPM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HZNP | 1.00 | 0.27 | 0.10 | 0.26 | 0.13 | 0.23 | 0.17 | 0.25 | 0.19 | 0.19 | 0.20 | 0.21 | 0.18 | 0.21 | 0.22 |
| LLY | 0.27 | 1.00 | 0.26 | 0.21 | 0.12 | 0.20 | 0.15 | 0.16 | 0.21 | 0.14 | 0.24 | 0.31 | 0.21 | 0.25 | 0.25 |
| WMT | 0.10 | 0.26 | 1.00 | 0.19 | 0.19 | 0.14 | 0.13 | 0.18 | 0.18 | 0.16 | 0.36 | 0.33 | 0.25 | 0.29 | 0.26 |
| NFLX | 0.26 | 0.21 | 0.19 | 1.00 | 0.20 | 0.26 | 0.18 | 0.33 | 0.19 | 0.28 | 0.27 | 0.35 | 0.24 | 0.25 | 0.26 |
| COTY | 0.13 | 0.12 | 0.19 | 0.20 | 1.00 | 0.25 | 0.25 | 0.24 | 0.29 | 0.33 | 0.35 | 0.27 | 0.31 | 0.34 | 0.36 |
| SMCI | 0.23 | 0.20 | 0.14 | 0.26 | 0.25 | 1.00 | 0.26 | 0.27 | 0.27 | 0.32 | 0.28 | 0.31 | 0.35 | 0.36 | 0.35 |
| ET | 0.17 | 0.15 | 0.13 | 0.18 | 0.25 | 0.26 | 1.00 | 0.28 | 0.45 | 0.31 | 0.27 | 0.26 | 0.43 | 0.35 | 0.38 |
| FSLR | 0.25 | 0.16 | 0.18 | 0.33 | 0.24 | 0.27 | 0.28 | 1.00 | 0.29 | 0.32 | 0.28 | 0.33 | 0.35 | 0.35 | 0.33 |
| MPC | 0.19 | 0.21 | 0.18 | 0.19 | 0.29 | 0.27 | 0.45 | 0.29 | 1.00 | 0.36 | 0.34 | 0.30 | 0.48 | 0.43 | 0.48 |
| LVS | 0.19 | 0.14 | 0.16 | 0.28 | 0.33 | 0.32 | 0.31 | 0.32 | 0.36 | 1.00 | 0.35 | 0.37 | 0.45 | 0.41 | 0.46 |
| TJX | 0.20 | 0.24 | 0.36 | 0.27 | 0.35 | 0.28 | 0.27 | 0.28 | 0.34 | 0.35 | 1.00 | 0.37 | 0.38 | 0.44 | 0.45 |
| ORCL | 0.21 | 0.31 | 0.33 | 0.35 | 0.27 | 0.31 | 0.26 | 0.33 | 0.30 | 0.37 | 0.37 | 1.00 | 0.40 | 0.42 | 0.44 |
| CAT | 0.18 | 0.21 | 0.25 | 0.24 | 0.31 | 0.35 | 0.43 | 0.35 | 0.48 | 0.45 | 0.38 | 0.40 | 1.00 | 0.64 | 0.58 |
| PCAR | 0.21 | 0.25 | 0.29 | 0.25 | 0.34 | 0.36 | 0.35 | 0.35 | 0.43 | 0.41 | 0.44 | 0.42 | 0.64 | 1.00 | 0.57 |
| JPM | 0.22 | 0.25 | 0.26 | 0.26 | 0.36 | 0.35 | 0.38 | 0.33 | 0.48 | 0.46 | 0.45 | 0.44 | 0.58 | 0.57 | 1.00 |
Dividend yield
VK1 granted a 1.59% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VK1 | 1.59% | 1.67% | 1.73% | 2.93% | 2.96% | 3.50% | 2.54% | 2.80% | 3.36% | 2.18% | 2.13% | 3.26% |
| Portfolio components: | ||||||||||||
LLY Eli Lilly and Company | 0.79% | 1.08% | 1.26% | 1.82% | 2.08% | 2.10% | 2.73% | 3.16% | 2.77% | 3.41% | 4.76% | 5.11% |
PCAR PACCAR Inc | 3.39% | 4.24% | 3.32% | 2.49% | 5.04% | 6.31% | 3.79% | 3.10% | 6.37% | 3.73% | 4.03% | 5.05% |
TJX The TJX Companies, Inc. | 1.41% | 1.46% | 1.41% | 0.35% | 1.52% | 1.77% | 1.70% | 1.45% | 1.27% | 1.10% | 0.99% | 1.20% |
SMCI 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% |
WMT Walmart Inc. | 1.40% | 1.60% | 1.56% | 1.56% | 1.89% | 2.42% | 2.29% | 3.29% | 3.74% | 2.69% | 2.95% | 2.94% |
HZNP 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% |
JPM JPMorgan Chase & Co. | 2.74% | 3.05% | 2.46% | 3.06% | 2.65% | 2.93% | 2.25% | 2.58% | 3.17% | 3.19% | 3.05% | 3.53% |
ORCL Oracle Corporation | 1.32% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
NFLX 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% |
ET Energy Transfer LP | 8.59% | 7.88% | 8.60% | 21.52% | 13.54% | 14.34% | 11.12% | 10.51% | 14.57% | 5.33% | 6.70% | 12.05% |
LVS Las Vegas Sands Corp. | 0.44% | 0.00% | 0.00% | 1.33% | 4.57% | 6.21% | 4.73% | 6.36% | 7.38% | 4.52% | 2.40% | 11.25% |
FSLR 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 Coty Inc. | 0.00% | 0.00% | 0.00% | 1.78% | 4.49% | 8.05% | 2.76% | 2.47% | 1.12% | 1.12% | 1.54% | 0.00% |
MPC Marathon Petroleum Corporation | 1.95% | 2.18% | 3.79% | 6.10% | 4.05% | 3.72% | 2.82% | 3.40% | 2.87% | 2.72% | 2.29% | 2.65% |
CAT Caterpillar Inc. | 1.79% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | 3.11 | ||||
PCAR PACCAR Inc | 2.29 | ||||
TJX The TJX Companies, Inc. | 2.26 | ||||
SMCI Super Micro Computer, Inc. | 4.36 | ||||
WMT Walmart Inc. | 1.35 | ||||
HZNP Horizon Therapeutics Public Limited Company | 2.00 | ||||
JPM JPMorgan Chase & Co. | 1.38 | ||||
ORCL Oracle Corporation | 2.29 | ||||
NFLX Netflix, Inc. | 1.35 | ||||
ET Energy Transfer LP | 1.23 | ||||
LVS Las Vegas Sands Corp. | 0.67 | ||||
FSLR First Solar, Inc. | 0.41 | ||||
COTY Coty Inc. | 1.22 | ||||
MPC Marathon Petroleum Corporation | 1.97 | ||||
CAT Caterpillar Inc. | 2.10 |
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 VK1. 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 VK1 is 35.76%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
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 |
| -18.88% | 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 Chart
The current VK1 volatility is 3.52%, 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.