Greenwood Pine
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CNHI.MI CNH Industrial N.V. | Industrials | 7.69% |
EXO.AS Exor N.V. | Consumer Cyclical | 7.69% |
AMG Affiliated Managers Group, Inc. | Financial Services | 7.69% |
GOOG Alphabet Inc. | Communication Services | 7.69% |
BIO Bio-Rad Laboratories, Inc. | Healthcare | 7.69% |
CAH Cardinal Health, Inc. | Healthcare | 7.69% |
FDX FedEx Corporation | Industrials | 7.69% |
FIS Fidelity National Information Services, Inc. | Technology | 7.69% |
GHC Graham Holdings Company | Consumer Defensive | 7.69% |
H Hyatt Hotels Corporation | Consumer Cyclical | 7.69% |
LAZ Lazard Ltd | Financial Services | 7.69% |
LYV Live Nation Entertainment, Inc. | Communication Services | 7.69% |
MSGS Madison Square Garden Sports Corp. | Communication Services | 7.69% |
Performance
The chart shows the growth of an initial investment of $10,000 in Greenwood Pine, 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 | -1.55% | 9.05% | 12.97% | 17.44% | 1.17% | N/A |
| Greenwood Pine | -1.00% | 5.24% | 6.83% | 21.12% | 0.30% | N/A |
| Portfolio components: | ||||||
CNHI.MI CNH Industrial N.V. | -6.04% | -14.97% | -21.96% | 13.89% | -3.19% | N/A |
EXO.AS Exor N.V. | 1.47% | 11.26% | 21.07% | 48.26% | 26.11% | N/A |
AMG Affiliated Managers Group, Inc. | 1.06% | -3.21% | -16.12% | 14.93% | -4.35% | N/A |
GOOG Alphabet Inc. | 1.13% | 28.25% | 48.96% | 33.28% | 6.74% | N/A |
BIO Bio-Rad Laboratories, Inc. | -7.49% | -24.94% | -16.01% | -16.29% | -31.90% | N/A |
CAH Cardinal Health, Inc. | 1.80% | 26.73% | 17.45% | 38.58% | 27.42% | N/A |
FDX FedEx Corporation | 3.49% | 22.49% | 56.32% | 82.53% | 16.22% | N/A |
FIS Fidelity National Information Services, Inc. | 3.24% | 13.62% | -15.22% | -27.86% | -38.72% | N/A |
GHC Graham Holdings Company | 1.34% | -0.65% | -3.23% | 9.53% | -2.77% | N/A |
H Hyatt Hotels Corporation | -6.68% | -0.59% | 14.53% | 31.46% | 10.37% | N/A |
LAZ Lazard Ltd | -4.44% | -2.71% | -5.90% | -1.12% | -14.60% | N/A |
LYV Live Nation Entertainment, Inc. | -6.10% | 18.68% | 14.17% | 5.78% | -16.48% | N/A |
MSGS Madison Square Garden Sports Corp. | 2.54% | -5.37% | -1.79% | 31.64% | 15.61% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CAH | MSGS | GOOG | EXO.AS | BIO | CNHI.MI | GHC | FDX | H | FIS | LYV | LAZ | AMG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAH | 1.00 | 0.28 | 0.14 | 0.11 | 0.08 | 0.13 | 0.23 | 0.21 | 0.18 | 0.22 | 0.28 | 0.23 | 0.24 |
| MSGS | 0.28 | 1.00 | 0.21 | 0.21 | 0.21 | 0.20 | 0.25 | 0.30 | 0.35 | 0.26 | 0.43 | 0.23 | 0.27 |
| GOOG | 0.14 | 0.21 | 1.00 | 0.33 | 0.35 | 0.19 | 0.32 | 0.45 | 0.32 | 0.44 | 0.47 | 0.38 | 0.41 |
| EXO.AS | 0.11 | 0.21 | 0.33 | 1.00 | 0.35 | 0.61 | 0.28 | 0.28 | 0.41 | 0.33 | 0.36 | 0.40 | 0.37 |
| BIO | 0.08 | 0.21 | 0.35 | 0.35 | 1.00 | 0.36 | 0.36 | 0.38 | 0.32 | 0.41 | 0.46 | 0.46 | 0.45 |
| CNHI.MI | 0.13 | 0.20 | 0.19 | 0.61 | 0.36 | 1.00 | 0.34 | 0.28 | 0.43 | 0.37 | 0.38 | 0.51 | 0.49 |
| GHC | 0.23 | 0.25 | 0.32 | 0.28 | 0.36 | 0.34 | 1.00 | 0.39 | 0.35 | 0.34 | 0.43 | 0.49 | 0.54 |
| FDX | 0.21 | 0.30 | 0.45 | 0.28 | 0.38 | 0.28 | 0.39 | 1.00 | 0.41 | 0.44 | 0.42 | 0.43 | 0.48 |
| H | 0.18 | 0.35 | 0.32 | 0.41 | 0.32 | 0.43 | 0.35 | 0.41 | 1.00 | 0.43 | 0.50 | 0.48 | 0.45 |
| FIS | 0.22 | 0.26 | 0.44 | 0.33 | 0.41 | 0.37 | 0.34 | 0.44 | 0.43 | 1.00 | 0.47 | 0.51 | 0.55 |
| LYV | 0.28 | 0.43 | 0.47 | 0.36 | 0.46 | 0.38 | 0.43 | 0.42 | 0.50 | 0.47 | 1.00 | 0.47 | 0.47 |
| LAZ | 0.23 | 0.23 | 0.38 | 0.40 | 0.46 | 0.51 | 0.49 | 0.43 | 0.48 | 0.51 | 0.47 | 1.00 | 0.69 |
| AMG | 0.24 | 0.27 | 0.41 | 0.37 | 0.45 | 0.49 | 0.54 | 0.48 | 0.45 | 0.55 | 0.47 | 0.69 | 1.00 |
Dividend yield
Greenwood Pine granted a 1.77% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Greenwood Pine | 1.77% | 1.59% | 1.01% | 1.15% | 1.51% | 1.82% | 1.21% | 1.37% | 1.44% | 1.02% | 0.65% | 1.49% |
| Portfolio components: | ||||||||||||
CNHI.MI CNH Industrial N.V. | 3.11% | 1.94% | 0.68% | 2.12% | 2.02% | 2.00% | 1.12% | 1.81% | 3.69% | 3.58% | 0.00% | 0.00% |
EXO.AS Exor N.V. | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMG Affiliated Managers Group, Inc. | 0.03% | 0.03% | 0.02% | 0.34% | 1.52% | 1.26% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG 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% |
BIO Bio-Rad Laboratories, 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% |
CAH Cardinal Health, Inc. | 2.23% | 2.60% | 3.97% | 3.92% | 4.27% | 4.97% | 3.64% | 3.00% | 2.15% | 2.14% | 2.34% | 3.17% |
FDX FedEx Corporation | 1.81% | 2.46% | 1.16% | 1.05% | 1.83% | 1.64% | 0.83% | 0.86% | 0.71% | 0.48% | 0.46% | 0.68% |
FIS Fidelity National Information Services, Inc. | 3.63% | 2.85% | 1.50% | 1.05% | 1.08% | 1.36% | 1.36% | 1.53% | 1.94% | 1.77% | 1.91% | 2.74% |
GHC Graham Holdings Company | 1.13% | 1.05% | 1.04% | 1.12% | 0.91% | 0.87% | 0.97% | 1.01% | 1.92% | 1.30% | 0.00% | 5.98% |
H Hyatt Hotels Corporation | 0.29% | 0.00% | 0.00% | 0.27% | 0.85% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LAZ Lazard Ltd | 6.41% | 5.85% | 4.75% | 5.11% | 7.15% | 10.63% | 7.36% | 9.59% | 8.28% | 3.98% | 3.76% | 6.80% |
LYV Live Nation Entertainment, 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% |
MSGS Madison Square Garden Sports Corp. | 3.89% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Greenwood Pine 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 | |
|---|---|---|---|---|---|
CNHI.MI CNH Industrial N.V. | 0.13 | ||||
EXO.AS Exor N.V. | 1.41 | ||||
AMG Affiliated Managers Group, Inc. | 0.38 | ||||
GOOG Alphabet Inc. | 0.91 | ||||
BIO Bio-Rad Laboratories, Inc. | -0.41 | ||||
CAH Cardinal Health, Inc. | 1.60 | ||||
FDX FedEx Corporation | 2.76 | ||||
FIS Fidelity National Information Services, Inc. | -0.61 | ||||
GHC Graham Holdings Company | 0.33 | ||||
H Hyatt Hotels Corporation | 0.90 | ||||
LAZ Lazard Ltd | -0.18 | ||||
LYV Live Nation Entertainment, Inc. | 0.08 | ||||
MSGS Madison Square Garden Sports Corp. | 1.08 |
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 Greenwood Pine. 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 Greenwood Pine is 18.54%, recorded on Sep 26, 2022. It took 83 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.54% | Aug 17, 2022 | 29 | Sep 26, 2022 | 83 | Jan 20, 2023 | 112 |
| -12.74% | Feb 3, 2023 | 29 | Mar 15, 2023 | 83 | Jul 11, 2023 | 112 |
| -9.1% | Jul 26, 2023 | 44 | Sep 25, 2023 | — | — | — |
| -1.3% | Jan 30, 2023 | 1 | Jan 30, 2023 | 2 | Feb 1, 2023 | 3 |
| -0.49% | Jul 14, 2023 | 1 | Jul 14, 2023 | 2 | Jul 18, 2023 | 3 |
Volatility Chart
The current Greenwood Pine volatility is 3.67%, 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.