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Letzte Ver
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Letzte Ver

Last updated Nov 14, 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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.86%
12.75%
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		25.48%2.14%12.76%33.14%13.96%11.39%
Letzte Ver28.02%2.99%9.86%34.61%N/AN/A
Portfolio components:
AZO
AutoZone, Inc.		22.29%0.28%7.91%17.78%22.04%18.79%
CSU.TO
Constellation Software Inc.		31.88%1.82%21.70%46.72%30.71%32.86%
COST
Costco Wholesale Corporation		42.28%5.08%18.96%62.58%27.42%23.65%
LLY
Eli Lilly and Company		39.94%-12.66%3.29%33.55%50.37%30.78%
MCK
McKesson Corporation		35.39%22.64%13.51%38.31%34.45%12.68%
HSY
The Hershey Company		1.01%-0.83%-8.97%-4.22%7.08%9.22%
NVO
Novo Nordisk A/S		4.48%-10.74%-20.31%8.96%32.34%19.50%
ODFL
Old Dominion Freight Line, Inc.		11.76%11.43%23.01%12.01%29.18%24.77%
PWR
Quanta Services, Inc.		51.62%5.11%20.79%79.02%51.04%25.99%
UFPT
UFP Technologies, Inc.		83.03%0.28%20.33%106.05%49.42%30.77%
L.TO
Loblaw Companies Limited		36.16%1.37%15.28%47.28%23.34%15.26%
HNR1.DE
Hannover Rück SE		7.43%-10.44%4.29%15.04%8.66%14.78%
H.TO
Hydro One Limited		7.25%-1.60%6.98%16.00%16.55%N/A
NEMKY
Nemetschek SE		31.21%19.78%0.84%35.26%N/AN/A
WRB
W. R. Berkley Corporation		29.67%1.65%16.86%35.07%17.27%17.42%

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%4.46%-5.00%3.68%0.57%4.31%3.45%-1.64%-2.01%28.02%
20232.98%-0.01%3.75%3.16%-0.54%7.78%0.40%1.24%-2.04%-1.24%8.21%3.84%30.54%
2022-2.07%7.95%-2.15%-1.49%0.22%3.68%-1.19%-4.83%8.95%5.10%-2.40%11.30%

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 76, placing it in the top 24% 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 7676
Combined Rank
The Sharpe Ratio Rank of Letzte Ver is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of Letzte Ver is 8181Sortino Ratio Rank
The Omega Ratio Rank of Letzte Ver is 7373Omega Ratio Rank
The Calmar Ratio Rank of Letzte Ver is 9191Calmar Ratio Rank
The Martin Ratio Rank of Letzte Ver is 6464Martin 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 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for Letzte Ver, currently valued at 4.16, compared to the broader market-2.000.002.004.006.004.16
Omega ratio
The chart of Omega ratio for Letzte Ver, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.802.001.53
Calmar ratio
The chart of Calmar ratio for Letzte Ver, currently valued at 5.82, compared to the broader market0.005.0010.0015.005.82
Martin ratio
The chart of Martin ratio for Letzte Ver, currently valued at 17.28, compared to the broader market0.0010.0020.0030.0040.0050.0060.0017.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
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 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AZO
AutoZone, Inc.		0.891.361.171.192.78
CSU.TO
Constellation Software Inc.		1.772.351.313.7710.21
COST
Costco Wholesale Corporation		3.283.951.606.1415.93
LLY
Eli Lilly and Company		1.281.901.261.946.44
MCK
McKesson Corporation		1.431.821.341.564.01
HSY
The Hershey Company		-0.090.021.00-0.05-0.25
NVO
Novo Nordisk A/S		0.160.451.060.170.47
ODFL
Old Dominion Freight Line, Inc.		0.370.721.090.490.99
PWR
Quanta Services, Inc.		2.473.261.445.0614.64
UFPT
UFP Technologies, Inc.		1.642.441.303.2610.00
L.TO
Loblaw Companies Limited		2.843.771.505.5422.06
HNR1.DE
Hannover Rück SE		0.410.711.090.531.23
H.TO
Hydro One Limited		1.111.651.201.433.50
NEMKY
Nemetschek SE		0.381.041.400.991.52
WRB
W. R. Berkley Corporation		1.371.851.272.264.94

Sharpe Ratio

The current Letzte Ver Sharpe ratio is 2.90. 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 2.06 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.90
2.91
Letzte Ver
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Letzte Ver provided a 1.22% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.22%1.31%0.95%1.12%1.43%1.31%1.35%1.42%1.44%0.93%1.10%0.72%
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.		0.12%0.16%0.25%0.22%0.33%2.78%0.66%0.74%0.94%0.99%1.42%2.01%
COST
Costco Wholesale Corporation		2.09%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		0.48%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
MCK
McKesson Corporation		0.41%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		2.87%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		1.35%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%1.72%
ODFL
Old Dominion Freight Line, Inc.		0.43%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.		0.11%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		1.05%1.37%1.34%1.37%2.07%1.86%0.48%0.00%0.00%0.00%0.00%0.00%
HNR1.DE
Hannover Rück SE		2.48%2.31%0.67%2.69%3.07%0.87%1.27%1.43%3.16%1.18%4.00%0.64%
H.TO
Hydro One Limited		2.77%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		0.48%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		2.03%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%2.79%0.90%

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%JuneJulyAugustSeptemberOctoberNovember
-0.91%
-0.27%
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 0.91%.

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 3.88%, 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%JuneJulyAugustSeptemberOctoberNovember
3.88%
3.75%
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.DEHSYMCKUFPTNVOAZOLLYL.TOWRBODFLH.TOCSU.TOCOSTPWR
NEMKY1.000.030.01-0.04-0.030.010.030.02-0.08-0.020.03-0.01-0.020.010.05
HNR1.DE0.031.000.050.140.160.180.110.090.160.280.200.180.240.130.18
HSY0.010.051.000.240.120.070.260.200.190.270.110.310.140.210.11
MCK-0.040.140.241.000.110.210.290.330.140.350.130.160.110.240.17
UFPT-0.030.160.120.111.000.230.140.180.170.200.290.200.300.250.35
NVO0.010.180.070.210.231.000.180.490.210.150.230.220.260.250.26
AZO0.030.110.260.290.140.181.000.210.220.310.270.230.200.320.28
LLY0.020.090.200.330.180.490.211.000.180.220.150.200.190.310.27
L.TO-0.080.160.190.140.170.210.220.181.000.150.170.470.380.270.23
WRB-0.020.280.270.350.200.150.310.220.151.000.250.240.170.250.31
ODFL0.030.200.110.130.290.230.270.150.170.251.000.180.390.420.43
H.TO-0.010.180.310.160.200.220.230.200.470.240.181.000.330.270.29
CSU.TO-0.020.240.140.110.300.260.200.190.380.170.390.331.000.360.38
COST0.010.130.210.240.250.250.320.310.270.250.420.270.361.000.39
PWR0.050.180.110.170.350.260.280.270.230.310.430.290.380.391.00
The correlation results are calculated based on daily price changes starting from Feb 10, 2022