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Greenwood Pine
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Greenwood Pine

Last updated Oct 18, 2024

Asset Allocation

CNHI.MI 7.69%EXO.AS 7.69%AMG 7.69%GOOG 7.69%BIO 7.69%CAH 7.69%FDX 7.69%FIS 7.69%GHC 7.69%H 7.69%LAZ 7.69%LYV 7.69%MSGS 7.69%EquityEquity
PositionCategory/SectorWeight
AMG
Affiliated Managers Group, Inc.		Financial Services
7.69%
BIO
Bio-Rad Laboratories, Inc.		Healthcare
7.69%
CAH
Cardinal Health, Inc.		Healthcare
7.69%
CNHI.MI
CNH Industrial N.V.		Industrials
7.69%
EXO.AS
Exor N.V.		Consumer Cyclical
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%
GOOG
Alphabet Inc.		Communication Services
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

Performance Chart

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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
16.11%
16.83%
Greenwood Pine
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 12, 2022, corresponding to the inception date of EXO.AS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.73%2.66%16.83%38.58%14.32%11.57%
Greenwood Pine21.45%3.89%16.11%38.64%N/AN/A
Portfolio components:
CNHI.MI
CNH Industrial N.V.		-4.10%0.00%0.00%5.13%N/AN/A
EXO.AS
Exor N.V.		7.86%-1.41%0.41%22.70%N/AN/A
AMG
Affiliated Managers Group, Inc.		26.67%7.59%18.66%54.88%20.29%0.33%
GOOG
Alphabet Inc.		17.40%0.25%4.75%21.00%21.62%20.26%
BIO
Bio-Rad Laboratories, Inc.		6.27%3.97%22.49%10.40%-0.31%11.83%
CAH
Cardinal Health, Inc.		13.02%0.89%10.30%23.94%21.27%6.91%
FDX
FedEx Corporation		10.15%7.76%2.63%16.36%14.86%6.98%
FIS
Fidelity National Information Services, Inc.		53.57%8.20%28.72%84.67%-4.70%7.06%
GHC
Graham Holdings Company		17.67%2.27%16.40%41.36%5.98%7.39%
H
Hyatt Hotels Corporation		18.39%-0.62%5.23%53.94%17.38%10.12%
LAZ
Lazard Ltd		59.27%6.04%42.12%98.20%13.45%6.61%
LYV
Live Nation Entertainment, Inc.		22.80%10.90%29.95%43.76%11.41%17.27%
MSGS
Madison Square Garden Sports Corp.		20.13%5.51%19.88%26.47%3.88%N/A

Monthly Returns

The table below presents the monthly returns of Greenwood Pine, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.89%4.45%6.03%-6.65%3.07%0.12%6.75%2.21%0.59%21.45%
202310.19%-2.92%-1.60%0.32%-2.57%7.61%4.83%-4.42%-3.74%-6.52%9.16%7.15%16.76%
2022-6.97%-11.35%9.20%7.76%-3.22%-6.07%

Expense Ratio

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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Greenwood Pine is 72, 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.

The Risk-Adjusted Performance Rank of Greenwood Pine is 7272
Combined Rank
The Sharpe Ratio Rank of Greenwood Pine is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of Greenwood Pine is 8080Sortino Ratio Rank
The Omega Ratio Rank of Greenwood Pine is 8484Omega Ratio Rank
The Calmar Ratio Rank of Greenwood Pine is 5555Calmar Ratio Rank
The Martin Ratio Rank of Greenwood Pine is 5151Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Greenwood Pine
Sharpe ratio
The chart of Sharpe ratio for Greenwood Pine, currently valued at 3.30, compared to the broader market0.002.004.003.30
Sortino ratio
The chart of Sortino ratio for Greenwood Pine, currently valued at 4.23, compared to the broader market-2.000.002.004.006.004.23
Omega ratio
The chart of Omega ratio for Greenwood Pine, currently valued at 1.59, compared to the broader market0.801.001.201.401.601.802.001.59
Calmar ratio
The chart of Calmar ratio for Greenwood Pine, currently valued at 2.84, compared to the broader market0.002.004.006.008.0010.0012.002.84
Martin ratio
The chart of Martin ratio for Greenwood Pine, currently valued at 15.70, compared to the broader market0.0010.0020.0030.0040.0050.0015.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.002.004.002.98
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.95, compared to the broader market-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.0012.002.60
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.43, compared to the broader market0.0010.0020.0030.0040.0050.0019.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNHI.MI
CNH Industrial N.V.		0.470.791.200.181.51
EXO.AS
Exor N.V.		1.432.041.261.714.91
AMG
Affiliated Managers Group, Inc.		2.473.341.431.8310.89
GOOG
Alphabet Inc.		1.231.731.241.423.76
BIO
Bio-Rad Laboratories, Inc.		0.911.441.180.532.49
CAH
Cardinal Health, Inc.		1.221.731.241.423.02
FDX
FedEx Corporation		0.570.951.180.991.84
FIS
Fidelity National Information Services, Inc.		4.315.811.711.8337.60
GHC
Graham Holdings Company		1.632.291.292.918.30
H
Hyatt Hotels Corporation		2.052.941.372.678.24
LAZ
Lazard Ltd		3.134.111.503.1019.98
LYV
Live Nation Entertainment, Inc.		1.732.241.322.415.36
MSGS
Madison Square Garden Sports Corp.		1.672.651.331.449.00

Sharpe Ratio

The current Greenwood Pine Sharpe ratio is 3.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.02, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Greenwood Pine with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.30
2.98
Greenwood Pine
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Greenwood Pine granted a 0.86% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Greenwood Pine0.86%1.50%1.58%0.95%1.08%1.28%1.55%0.98%1.08%1.19%0.83%0.46%
Portfolio components:
CNHI.MI
CNH Industrial N.V.		0.00%3.65%2.27%0.75%2.30%2.12%2.04%1.16%2.02%4.38%3.64%0.00%
EXO.AS
Exor N.V.		0.47%0.49%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.		0.02%0.03%0.03%0.02%0.34%1.51%1.23%0.39%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.24%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.		1.79%1.98%2.57%3.80%3.62%3.80%4.24%3.00%2.41%1.68%1.65%1.77%
FDX
FedEx Corporation		1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%0.41%
FIS
Fidelity National Information Services, Inc.		1.76%4.33%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%
GHC
Graham Holdings Company		0.85%0.95%1.05%0.96%1.09%0.87%0.83%0.91%0.95%1.77%1.18%0.00%
H
Hyatt Hotels Corporation		0.39%0.35%0.00%0.00%0.27%0.85%0.89%0.00%0.00%0.00%0.00%0.00%
LAZ
Lazard Ltd		3.74%5.75%5.60%4.31%4.44%4.78%8.21%5.35%6.55%5.22%2.40%2.21%
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.		0.00%0.00%3.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.20%
-0.18%
Greenwood Pine
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Greenwood Pine. 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 Greenwood Pine was 18.54%, occurring on Sep 26, 2022. Recovery took 83 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.54%Aug 17, 202229Sep 26, 202283Jan 20, 2023112
-16.4%Jul 26, 202368Oct 27, 202359Jan 22, 2024127
-12.71%Feb 3, 202329Mar 15, 202383Jul 11, 2023112
-7.16%Jul 31, 20244Aug 5, 202414Aug 23, 202418
-6.74%Apr 1, 202414Apr 18, 202462Jul 15, 202476

Volatility

Volatility Chart

The current Greenwood Pine volatility is 2.91%, 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.

2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.91%
2.56%
Greenwood Pine
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
CAHGOOGCNHI.MIMSGSEXO.ASBIOFDXHGHCFISLYVLAZAMG
CAH1.000.030.030.180.070.100.130.140.170.200.140.130.15
GOOG0.031.000.100.220.220.270.360.290.270.320.390.260.33
CNHI.MI0.030.101.000.190.490.300.210.300.260.320.250.390.37
MSGS0.180.220.191.000.210.250.300.340.340.300.430.280.34
EXO.AS0.070.220.490.211.000.290.260.370.270.310.310.350.36
BIO0.100.270.300.250.291.000.330.330.410.410.370.380.44
FDX0.130.360.210.300.260.331.000.420.390.410.380.370.46
H0.140.290.300.340.370.330.421.000.380.380.460.440.46
GHC0.170.270.260.340.270.410.390.381.000.400.440.480.56
FIS0.200.320.320.300.310.410.410.380.401.000.380.450.51
LYV0.140.390.250.430.310.370.380.460.440.381.000.400.47
LAZ0.130.260.390.280.350.380.370.440.480.450.401.000.61
AMG0.150.330.370.340.360.440.460.460.560.510.470.611.00
The correlation results are calculated based on daily price changes starting from Aug 15, 2022