PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Letzte Ver
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Letzte Ver

Last updated Sep 21, 2024

Asset Allocation

HNR1.DE 8.4%HSY 7.8%COST 7.7%MCK 7.7%NVO 7.7%ODFL 7.7%NEMKY 7.6%PWR 7.5%L.TO 7.4%WRB 7.3%AZO 6.7%H.TO 6%UFPT 3.8%LLY 3.6%CSU.TO 3.1%EquityEquity
PositionCategory/SectorWeight
AZO
AutoZone, Inc.		Consumer Cyclical
6.70%
COST
Costco Wholesale Corporation		Consumer Defensive
7.70%
CSU.TO
Constellation Software Inc.		Technology
3.10%
H.TO
Hydro One Limited		Utilities
6%
HNR1.DE
Hannover Rück SE		Financial Services
8.40%
HSY
The Hershey Company		Consumer Defensive
7.80%
L.TO
Loblaw Companies Limited		Consumer Defensive
7.40%
LLY
Eli Lilly and Company		Healthcare
3.60%
MCK
McKesson Corporation		Healthcare
7.70%
NEMKY
Nemetschek SE		Technology
7.60%
NVO
Novo Nordisk A/S		Healthcare
7.70%
ODFL
Old Dominion Freight Line, Inc.		Industrials
7.70%
PWR
Quanta Services, Inc.		Industrials
7.50%
UFPT
UFP Technologies, Inc.		Healthcare
3.80%
WRB
W. R. Berkley Corporation		Financial Services
7.30%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Letzte Ver, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.22%
8.95%
Letzte Ver
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 9, 2022, corresponding to the inception date of NEMKY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Letzte Ver24.55%0.08%6.22%37.16%N/AN/A
Portfolio components:
AZO
AutoZone, Inc.		16.83%-4.74%-6.75%17.52%21.15%19.56%
CSU.TO
Constellation Software Inc.		30.09%3.00%16.98%60.90%28.20%33.28%
COST
Costco Wholesale Corporation		38.02%3.35%23.81%67.12%28.15%24.53%
LLY
Eli Lilly and Company		58.85%-3.42%19.95%68.50%53.51%32.82%
MCK
McKesson Corporation		10.11%-9.32%-4.39%16.38%29.20%10.96%
HSY
The Hershey Company		7.03%-0.07%0.07%-3.45%7.13%10.27%
NVO
Novo Nordisk A/S		24.36%-6.85%-0.60%40.91%37.26%18.40%
ODFL
Old Dominion Freight Line, Inc.		-3.91%-3.32%-11.79%-2.69%28.52%24.03%
PWR
Quanta Services, Inc.		34.89%8.62%13.74%54.60%51.09%23.22%
UFPT
UFP Technologies, Inc.		108.34%11.32%46.53%128.42%55.55%32.38%
L.TO
Loblaw Companies Limited		33.96%1.87%15.17%55.29%20.39%15.39%
HNR1.DE
Hannover Rück SE		18.46%0.93%5.91%24.75%11.86%16.06%
H.TO
Hydro One Limited		16.52%4.55%15.89%31.06%17.78%N/A
NEMKY
Nemetschek SE		9.54%0.00%-13.30%40.62%N/AN/A
WRB
W. R. Berkley Corporation		22.96%-0.91%0.71%35.11%14.71%17.57%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.31%8.21%4.44%-5.00%3.68%0.57%4.31%3.45%24.55%
20232.98%-0.08%3.68%3.16%-0.54%7.78%0.40%1.20%-2.04%-1.24%8.21%3.84%30.31%
2022-2.07%7.87%-2.15%-1.49%0.22%3.68%-1.22%-4.83%8.95%5.10%-2.40%11.17%

Expense Ratio

Letzte Ver 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 risk-adjusted rank of Letzte Ver is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Letzte Ver is 9696
Letzte Ver
The Sharpe Ratio Rank of Letzte Ver is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of Letzte Ver is 9696Sortino Ratio Rank
The Omega Ratio Rank of Letzte Ver is 9696Omega Ratio Rank
The Calmar Ratio Rank of Letzte Ver is 9797Calmar Ratio Rank
The Martin Ratio Rank of Letzte Ver is 9494Martin 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.

Letzte Ver
Sharpe ratio
The chart of Sharpe ratio for Letzte Ver, currently valued at 3.50, compared to the broader market-1.000.001.002.003.004.005.003.50
Sortino ratio
The chart of Sortino ratio for Letzte Ver, currently valued at 4.87, compared to the broader market-2.000.002.004.006.004.87
Omega ratio
The chart of Omega ratio for Letzte Ver, currently valued at 1.63, compared to the broader market0.801.001.201.401.601.801.63
Calmar ratio
The chart of Calmar ratio for Letzte Ver, currently valued at 6.94, compared to the broader market0.002.004.006.008.0010.006.94
Martin ratio
The chart of Martin ratio for Letzte Ver, currently valued at 22.16, compared to the broader market0.0010.0020.0030.0040.0022.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AZO
AutoZone, Inc.		0.931.351.181.232.88
CSU.TO
Constellation Software Inc.		2.423.111.415.1914.77
COST
Costco Wholesale Corporation		3.363.951.616.3516.69
LLY
Eli Lilly and Company		2.423.211.433.8814.53
MCK
McKesson Corporation		0.770.981.180.873.04
HSY
The Hershey Company		0.020.171.020.010.06
NVO
Novo Nordisk A/S		1.341.991.252.207.44
ODFL
Old Dominion Freight Line, Inc.		-0.150.011.00-0.19-0.38
PWR
Quanta Services, Inc.		1.612.321.302.249.91
UFPT
UFP Technologies, Inc.		2.543.041.403.7218.21
L.TO
Loblaw Companies Limited		3.074.181.533.4125.78
HNR1.DE
Hannover Rück SE		1.371.941.241.784.42
H.TO
Hydro One Limited		2.363.241.432.0310.08
NEMKY
Nemetschek SE		0.971.631.691.193.70
WRB
W. R. Berkley Corporation		1.752.351.342.326.47

Sharpe Ratio

The current Letzte Ver Sharpe ratio is 3.50. 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 1.91 to 2.59, 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 Letzte Ver 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 Ratio1.502.002.503.003.504.00AprilMayJuneJulyAugustSeptember
3.50
2.32
Letzte Ver
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Letzte Ver granted a 1.14% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Letzte Ver1.14%1.13%1.07%1.01%1.28%1.14%1.30%1.25%1.13%0.96%0.94%0.87%
Portfolio components:
AZO
AutoZone, 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%
CSU.TO
Constellation Software Inc.		0.09%0.16%0.25%0.21%0.32%2.54%0.60%0.68%0.86%0.90%1.29%1.83%
COST
Costco Wholesale Corporation		2.13%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
LLY
Eli Lilly and Company		0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MCK
McKesson Corporation		0.51%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
HSY
The Hershey Company		2.71%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%
NVO
Novo Nordisk A/S		0.80%0.71%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
ODFL
Old Dominion Freight Line, Inc.		0.51%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.		0.12%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
UFPT
UFP Technologies, 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%
L.TO
Loblaw Companies Limited		1.10%1.36%1.32%1.35%2.04%1.85%0.48%0.00%0.00%0.00%0.00%0.00%
HNR1.DE
Hannover Rück SE		2.38%0.46%2.43%2.69%3.07%0.87%2.97%1.43%3.16%2.84%4.00%4.17%
H.TO
Hydro One Limited		2.63%2.94%3.78%3.20%3.50%3.81%4.49%3.88%4.11%0.00%0.00%0.00%
NEMKY
Nemetschek SE		0.57%0.58%0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WRB
W. R. Berkley Corporation		1.54%2.67%1.21%2.42%0.67%2.41%2.79%2.12%2.20%0.75%2.67%0.77%

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%AprilMayJuneJulyAugustSeptember
-1.24%
-0.19%
Letzte Ver
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Letzte Ver. 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 Letzte Ver was 12.07%, occurring on Jun 17, 2022. Recovery took 42 trading sessions.

The current Letzte Ver drawdown is 1.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.07%Apr 21, 202242Jun 17, 202242Aug 16, 202284
-9.75%Aug 17, 202230Sep 27, 202229Nov 7, 202259
-5.5%Aug 31, 202342Oct 27, 20238Nov 8, 202350
-5.36%Apr 1, 202414Apr 18, 202436Jun 7, 202450
-4.97%Feb 10, 202210Feb 23, 202215Mar 16, 202225

Volatility

Volatility Chart

The current Letzte Ver volatility is 3.58%, 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%AprilMayJuneJulyAugustSeptember
3.58%
4.31%
Letzte Ver
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.
NEMKYHNR1.DEHSYMCKUFPTNVOL.TOLLYAZOWRBODFLH.TOCSU.TOPWRCOST
NEMKY1.000.020.02-0.03-0.010.01-0.080.020.02-0.010.02-0.00-0.010.040.02
HNR1.DE0.021.000.040.130.150.170.160.080.120.290.200.170.240.180.14
HSY0.020.041.000.240.120.080.220.220.280.280.110.330.140.110.22
MCK-0.030.130.241.000.100.230.140.360.310.350.120.170.110.180.24
UFPT-0.010.150.120.101.000.240.170.180.140.200.290.200.300.370.26
NVO0.010.170.080.230.241.000.220.490.190.160.240.210.270.260.27
L.TO-0.080.160.220.140.170.221.000.180.230.150.160.480.370.240.28
LLY0.020.080.220.360.180.490.181.000.220.230.150.200.190.260.31
AZO0.020.120.280.310.140.190.230.221.000.310.280.230.210.300.34
WRB-0.010.290.280.350.200.160.150.230.311.000.250.240.170.320.25
ODFL0.020.200.110.120.290.240.160.150.280.251.000.190.400.440.44
H.TO-0.000.170.330.170.200.210.480.200.230.240.191.000.340.300.28
CSU.TO-0.010.240.140.110.300.270.370.190.210.170.400.341.000.380.37
PWR0.040.180.110.180.370.260.240.260.300.320.440.300.381.000.40
COST0.020.140.220.240.260.270.280.310.340.250.440.280.370.401.00
The correlation results are calculated based on daily price changes starting from Feb 10, 2022