Presco Trust
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc. | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
GOOGL Alphabet Inc. | Communication Services | 16.67% |
NFLX Netflix, Inc. | Communication Services | 16.67% |
META Meta Platforms, Inc. | Communication Services | 16.67% |
Performance
The chart shows the growth of an initial investment of $10,000 in Presco Trust, 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 30, 2023, the Presco Trust returned 66.60% Year-To-Date and 29.42% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 9.75% |
Presco Trust | -5.86% | 20.66% | 66.60% | 44.58% | 25.35% | 29.53% |
Portfolio components: | ||||||
AAPL Apple Inc. | -8.87% | 4.11% | 32.33% | 24.62% | 25.84% | 27.41% |
AMZN Amazon.com, Inc. | -7.89% | 23.07% | 51.33% | 12.50% | 4.88% | 23.06% |
TSLA Tesla, Inc. | -3.05% | 20.61% | 103.13% | -5.67% | 64.79% | 35.50% |
GOOGL Alphabet Inc. | -3.90% | 26.15% | 48.32% | 36.81% | 16.76% | 19.44% |
NFLX Netflix, Inc. | -12.93% | 9.30% | 28.05% | 60.38% | -0.20% | 23.15% |
META Meta Platforms, Inc. | 1.46% | 41.65% | 149.47% | 121.26% | 13.10% | 19.61% |
Returns over 1 year are annualized |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 10.49% | -0.71% | 14.12% | 10.09% | 4.57% | -1.73% |
Dividend yield
Presco Trust granted a 0.09% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Presco Trust | 0.09% | 0.12% | 0.08% | 0.10% | 0.18% | 0.31% | 0.26% | 0.34% | 0.35% | 0.31% | 0.40% | 0.19% |
Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.55% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
AMZN Amazon.com, 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% |
TSLA Tesla, 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% |
GOOGL Alphabet 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% |
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% |
META Meta Platforms, 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% |
Expense Ratio
The Presco Trust 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 | |
---|---|---|---|---|---|
AAPL Apple Inc. | 0.53 | ||||
AMZN Amazon.com, Inc. | 0.20 | ||||
TSLA Tesla, Inc. | -0.21 | ||||
GOOGL Alphabet Inc. | 0.91 | ||||
NFLX Netflix, Inc. | 1.24 | ||||
META Meta Platforms, Inc. | 2.15 |
Asset Correlations Table
TSLA | NFLX | AAPL | META | GOOGL | AMZN | |
---|---|---|---|---|---|---|
TSLA | 1.00 | 0.38 | 0.37 | 0.34 | 0.37 | 0.40 |
NFLX | 0.38 | 1.00 | 0.40 | 0.46 | 0.46 | 0.52 |
AAPL | 0.37 | 0.40 | 1.00 | 0.46 | 0.54 | 0.51 |
META | 0.34 | 0.46 | 0.46 | 1.00 | 0.60 | 0.55 |
GOOGL | 0.37 | 0.46 | 0.54 | 0.60 | 1.00 | 0.66 |
AMZN | 0.40 | 0.52 | 0.51 | 0.55 | 0.66 | 1.00 |
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 Presco Trust. 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 Presco Trust is 50.67%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-50.67% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
-33.91% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
-26.62% | Aug 8, 2018 | 96 | Dec 24, 2018 | 211 | Oct 25, 2019 | 307 |
-22.47% | Dec 7, 2015 | 43 | Feb 8, 2016 | 125 | Aug 5, 2016 | 168 |
-18.85% | Mar 6, 2014 | 45 | May 8, 2014 | 52 | Jul 23, 2014 | 97 |
Volatility Chart
The current Presco Trust volatility is 5.97%, 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.