Greenwood Pine
Asset Allocation
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
The earliest data available for this chart is Aug 12, 2022, corresponding to the inception date of EXO.AS
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
Greenwood Pine | 21.49% | 2.85% | 16.47% | 42.91% | N/A | N/A |
Portfolio components: | ||||||
CNH Industrial N.V. | -4.10% | 0.00% | 0.00% | 7.96% | N/A | N/A |
Exor N.V. | 8.59% | -3.28% | -0.98% | 26.63% | N/A | N/A |
Affiliated Managers Group, Inc. | 29.17% | 10.93% | 25.29% | 59.13% | 19.89% | 0.11% |
Alphabet Inc. | 21.73% | 3.54% | 4.20% | 36.43% | 22.26% | 19.98% |
Bio-Rad Laboratories, Inc. | 2.71% | -0.04% | 22.94% | 23.12% | 0.00% | 11.41% |
Cardinal Health, Inc. | 10.75% | 0.71% | 7.86% | 23.24% | 21.06% | 6.50% |
FedEx Corporation | 10.41% | 2.80% | 6.16% | 18.50% | 14.52% | 6.52% |
Fidelity National Information Services, Inc. | 51.99% | 8.28% | 33.73% | 90.27% | -5.41% | 6.25% |
Graham Holdings Company | 14.41% | -2.90% | 13.08% | 38.37% | 5.82% | 6.38% |
Hyatt Hotels Corporation | 20.41% | -1.14% | 5.43% | 54.95% | 16.27% | 10.54% |
Lazard Ltd | 53.01% | 1.74% | 36.53% | 90.34% | 12.37% | 6.12% |
Live Nation Entertainment, Inc. | 26.93% | 9.26% | 33.63% | 51.16% | 11.04% | 16.45% |
Madison Square Garden Sports Corp. | 22.58% | 7.13% | 19.88% | 33.53% | 4.17% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.89% | 4.45% | 6.03% | -6.65% | 3.07% | 0.12% | 6.75% | 2.21% | 0.59% | 21.49% | |||
2023 | 10.19% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Greenwood Pine is 37, 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 | |
---|---|---|---|---|---|
CNH Industrial N.V. | 0.84 | 1.46 | 1.34 | 0.27 | 2.73 |
Exor N.V. | 1.28 | 1.83 | 1.23 | 1.48 | 4.19 |
Affiliated Managers Group, Inc. | 2.22 | 3.03 | 1.39 | 1.88 | 9.74 |
Alphabet Inc. | 1.16 | 1.64 | 1.23 | 1.33 | 3.42 |
Bio-Rad Laboratories, Inc. | 0.32 | 0.67 | 1.08 | 0.18 | 0.86 |
Cardinal Health, Inc. | 0.45 | 0.72 | 1.10 | 0.49 | 1.05 |
FedEx Corporation | 0.47 | 0.83 | 1.15 | 0.81 | 1.47 |
Fidelity National Information Services, Inc. | 3.81 | 5.23 | 1.63 | 1.69 | 32.67 |
Graham Holdings Company | 1.11 | 1.65 | 1.20 | 1.95 | 5.49 |
Hyatt Hotels Corporation | 1.84 | 2.65 | 1.33 | 2.41 | 7.39 |
Lazard Ltd | 2.78 | 3.76 | 1.46 | 2.74 | 17.57 |
Live Nation Entertainment, Inc. | 1.43 | 1.92 | 1.27 | 2.13 | 4.40 |
Madison Square Garden Sports Corp. | 1.71 | 2.64 | 1.33 | 1.43 | 9.14 |
Dividends
Dividend yield
Greenwood Pine provided a 0.88% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Greenwood Pine | 0.88% | 1.50% | 1.58% | 0.95% | 1.08% | 1.28% | 1.55% | 0.98% | 1.08% | 1.19% | 0.83% | 0.46% |
Portfolio components: | ||||||||||||
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% |
Exor N.V. | 0.46% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Cardinal Health, Inc. | 1.83% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% | 1.77% |
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% |
Fidelity National Information Services, Inc. | 1.78% | 4.33% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% | 1.54% | 1.64% |
Graham Holdings Company | 0.87% | 0.95% | 1.05% | 0.96% | 1.09% | 0.87% | 0.83% | 0.91% | 0.95% | 1.77% | 1.18% | 0.00% |
Hyatt Hotels Corporation | 0.38% | 0.35% | 0.00% | 0.00% | 0.27% | 0.85% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Lazard Ltd | 3.90% | 5.75% | 5.60% | 4.31% | 4.44% | 4.78% | 8.21% | 5.35% | 6.55% | 5.22% | 2.40% | 2.21% |
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% |
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.
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.
The current Greenwood Pine drawdown is 0.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.54% | Aug 17, 2022 | 29 | Sep 26, 2022 | 83 | Jan 20, 2023 | 112 |
-16.4% | Jul 26, 2023 | 68 | Oct 27, 2023 | 59 | Jan 22, 2024 | 127 |
-12.71% | Feb 3, 2023 | 29 | Mar 15, 2023 | 83 | Jul 11, 2023 | 112 |
-7.16% | Jul 31, 2024 | 4 | Aug 5, 2024 | 14 | Aug 23, 2024 | 18 |
-6.74% | Apr 1, 2024 | 14 | Apr 18, 2024 | 62 | Jul 15, 2024 | 76 |
Volatility
Volatility Chart
The current Greenwood Pine volatility is 2.89%, 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
CAH | GOOG | CNHI.MI | MSGS | EXO.AS | BIO | FDX | H | GHC | FIS | LYV | LAZ | AMG | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAH | 1.00 | 0.03 | 0.03 | 0.18 | 0.07 | 0.10 | 0.13 | 0.13 | 0.17 | 0.20 | 0.14 | 0.13 | 0.15 |
GOOG | 0.03 | 1.00 | 0.10 | 0.22 | 0.22 | 0.27 | 0.36 | 0.29 | 0.27 | 0.31 | 0.39 | 0.26 | 0.33 |
CNHI.MI | 0.03 | 0.10 | 1.00 | 0.19 | 0.49 | 0.29 | 0.20 | 0.30 | 0.25 | 0.32 | 0.25 | 0.39 | 0.37 |
MSGS | 0.18 | 0.22 | 0.19 | 1.00 | 0.21 | 0.25 | 0.30 | 0.35 | 0.34 | 0.29 | 0.43 | 0.28 | 0.34 |
EXO.AS | 0.07 | 0.22 | 0.49 | 0.21 | 1.00 | 0.29 | 0.26 | 0.37 | 0.27 | 0.31 | 0.31 | 0.35 | 0.36 |
BIO | 0.10 | 0.27 | 0.29 | 0.25 | 0.29 | 1.00 | 0.33 | 0.33 | 0.41 | 0.41 | 0.37 | 0.38 | 0.43 |
FDX | 0.13 | 0.36 | 0.20 | 0.30 | 0.26 | 0.33 | 1.00 | 0.42 | 0.39 | 0.41 | 0.38 | 0.37 | 0.47 |
H | 0.13 | 0.29 | 0.30 | 0.35 | 0.37 | 0.33 | 0.42 | 1.00 | 0.38 | 0.38 | 0.46 | 0.44 | 0.47 |
GHC | 0.17 | 0.27 | 0.25 | 0.34 | 0.27 | 0.41 | 0.39 | 0.38 | 1.00 | 0.40 | 0.44 | 0.48 | 0.56 |
FIS | 0.20 | 0.31 | 0.32 | 0.29 | 0.31 | 0.41 | 0.41 | 0.38 | 0.40 | 1.00 | 0.38 | 0.45 | 0.50 |
LYV | 0.14 | 0.39 | 0.25 | 0.43 | 0.31 | 0.37 | 0.38 | 0.46 | 0.44 | 0.38 | 1.00 | 0.40 | 0.47 |
LAZ | 0.13 | 0.26 | 0.39 | 0.28 | 0.35 | 0.38 | 0.37 | 0.44 | 0.48 | 0.45 | 0.40 | 1.00 | 0.62 |
AMG | 0.15 | 0.33 | 0.37 | 0.34 | 0.36 | 0.43 | 0.47 | 0.47 | 0.56 | 0.50 | 0.47 | 0.62 | 1.00 |