IBM si DIS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DIS The Walt Disney Company | Communication Services | 24.24% |
IBM International Business Machines Corporation | Technology | 75.76% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IBM si DIS, 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 Jan 2, 1970, corresponding to the inception date of IBM
Returns By Period
As of Oct 17, 2024, the IBM si DIS returned 37.77% Year-To-Date and 7.29% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| IBM si DIS | 37.77% | 7.92% | 19.72% | 58.87% | 13.53% | 7.84% |
| Portfolio components: | ||||||
IBM International Business Machines Corporation | 46.88% | 9.13% | 31.18% | 73.57% | 18.28% | 8.33% |
DIS The Walt Disney Company | 7.65% | 4.19% | -13.55% | 15.15% | -5.62% | 2.17% |
Monthly Returns
The table below presents the monthly returns of IBM si DIS, 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 | 10.86% | 5.04% | 4.84% | -12.05% | -0.59% | 1.68% | 7.27% | 4.11% | 8.81% | 37.77% | |||
| 2023 | 2.70% | -4.42% | 1.12% | -2.12% | -1.29% | 3.51% | 5.76% | 0.98% | -4.11% | 2.50% | 11.53% | 1.81% | 18.30% |
| 2022 | -1.91% | -4.67% | 2.71% | -3.19% | 4.80% | -1.52% | -2.64% | 1.16% | -9.89% | 15.56% | 4.93% | -6.59% | -3.53% |
| 2021 | -5.81% | 3.84% | 8.36% | 5.09% | 0.95% | 1.19% | -2.87% | 1.28% | -2.44% | -7.59% | -4.28% | 12.45% | 8.61% |
| 2020 | 4.42% | -9.93% | -15.47% | 12.89% | 2.63% | -3.71% | 2.54% | 4.36% | -2.52% | -6.80% | 14.70% | 7.47% | 6.29% |
| 2019 | 14.19% | 3.35% | 1.33% | 5.19% | -7.04% | 7.73% | 6.41% | -6.68% | 4.27% | -6.18% | 5.54% | -1.34% | 27.44% |
| 2018 | 5.34% | -4.15% | -1.77% | -4.20% | -1.29% | 0.52% | 5.07% | 1.27% | 3.51% | -18.33% | 6.55% | -7.42% | -16.34% |
| 2017 | 5.39% | 2.79% | -1.70% | -5.55% | -4.58% | 0.18% | -3.47% | -2.16% | 0.44% | 4.49% | 2.38% | 0.55% | -1.90% |
| 2016 | -9.20% | 4.52% | 12.84% | -1.81% | 3.76% | -1.31% | 4.14% | -0.53% | -0.38% | -2.50% | 6.61% | 3.23% | 19.21% |
| 2015 | -4.20% | 8.33% | -0.46% | 5.98% | 0.20% | -2.32% | 1.09% | -9.78% | -1.42% | 0.21% | 0.27% | -2.78% | -5.89% |
| 2014 | -5.60% | 6.82% | 2.72% | 1.34% | -2.89% | -0.73% | 4.38% | 1.80% | -1.20% | -9.51% | -0.15% | 0.14% | -3.88% |
| 2013 | 6.55% | -0.19% | 5.67% | -1.26% | 2.43% | -6.00% | 2.13% | -6.04% | 2.69% | -0.90% | 1.33% | 5.79% | 11.84% |
Expense Ratio
IBM si DIS 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 IBM si DIS is 73, 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 | |
|---|---|---|---|---|---|
IBM International Business Machines Corporation | 3.48 | 4.55 | 1.68 | 4.42 | 11.23 |
DIS The Walt Disney Company | 0.52 | 0.93 | 1.13 | 0.23 | 0.90 |
Dividends
Dividend yield
IBM si DIS granted a 2.35% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IBM si DIS | 2.35% | 3.15% | 3.54% | 3.59% | 3.91% | 3.93% | 4.52% | 3.28% | 2.85% | 3.07% | 2.30% | 1.77% |
| Portfolio components: | ||||||||||||
IBM International Business Machines Corporation | 2.85% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
DIS The Walt Disney Company | 0.78% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
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 IBM si DIS. 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 IBM si DIS was 62.44%, occurring on Oct 4, 1974. Recovery took 1908 trading sessions.
The current IBM si DIS drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.44% | Jan 22, 1973 | 431 | Oct 4, 1974 | 1908 | Apr 26, 1982 | 2339 |
| -59.24% | Sep 8, 2000 | 522 | Oct 9, 2002 | 1403 | May 7, 2008 | 1925 |
| -50.26% | Feb 20, 1991 | 630 | Aug 16, 1993 | 425 | Apr 21, 1995 | 1055 |
| -44.32% | May 16, 2008 | 132 | Nov 20, 2008 | 248 | Nov 16, 2009 | 380 |
| -41.34% | Aug 24, 1987 | 40 | Oct 19, 1987 | 834 | Feb 5, 1991 | 874 |
Volatility
Volatility Chart
The current IBM si DIS volatility is 3.93%, 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
| DIS | IBM | |
|---|---|---|
| DIS | 1.00 | 0.38 |
| IBM | 0.38 | 1.00 |