Sabine3-11-2023
Sabine's Portfolio,
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 9.60% |
BNTX BioNTech SE | Healthcare | 1.30% |
CL Colgate-Palmolive Company | Consumer Defensive | 7.70% |
EL The Estee Lauder Companies Inc. | Consumer Defensive | 33% |
JNJ Johnson & Johnson | Healthcare | 4% |
KO The Coca-Cola Company | Consumer Defensive | 4% |
MMM 3M Company | Industrials | 11% |
MNST Monster Beverage Corporation | Consumer Defensive | 1.17% |
PFE Pfizer Inc. | Healthcare | 6% |
VZ Verizon Communications Inc. | Communication Services | 9.16% |
WBA Walgreens Boots Alliance, Inc. | Healthcare | 13.07% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sabine3-11-2023, 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 Oct 10, 2019, corresponding to the inception date of BNTX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.90% | 0.96% | 12.91% | 31.46% | 14.06% | 11.73% |
| Sabine3-11-2023 | -15.31% | 8.15% | -8.71% | -10.73% | -2.86% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 28.79% | 8.72% | 28.06% | 26.70% | 30.44% | 26.10% |
BNTX BioNTech SE | 14.48% | 9.20% | 23.31% | 16.81% | 31.47% | N/A |
CL Colgate-Palmolive Company | 19.17% | 0.40% | -0.02% | 23.09% | 9.18% | 5.53% |
EL The Estee Lauder Companies Inc. | -42.91% | 28.43% | -30.42% | -37.57% | -15.29% | 2.38% |
JNJ Johnson & Johnson | -1.53% | -3.00% | 3.27% | -0.05% | 4.05% | 6.58% |
KO The Coca-Cola Company | 9.47% | -1.32% | 0.64% | 10.07% | 6.28% | 7.74% |
MMM 3M Company | 48.84% | -1.60% | 32.03% | 57.41% | 2.68% | 3.45% |
MNST Monster Beverage Corporation | -7.64% | -1.72% | 4.33% | -1.32% | 11.29% | 11.79% |
PFE Pfizer Inc. | -3.80% | -2.32% | -4.24% | -3.77% | -2.24% | 2.83% |
VZ Verizon Communications Inc. | 19.85% | 4.64% | 8.20% | 18.12% | -1.79% | 4.40% |
WBA Walgreens Boots Alliance, Inc. | -63.33% | 0.54% | -41.43% | -58.66% | -27.53% | -16.06% |
Monthly Returns
The table below presents the monthly returns of Sabine3-11-2023, 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 | -5.42% | 2.94% | 3.73% | -4.25% | -2.73% | -5.63% | 2.48% | -2.48% | 3.49% | -12.15% | 2.49% | -15.31% | |
| 2023 | 3.33% | -6.47% | 1.71% | 1.36% | -12.42% | 3.89% | -1.23% | -6.22% | -8.80% | -4.05% | 3.71% | 9.39% | -16.63% |
| 2022 | -7.59% | -5.24% | -1.97% | -3.74% | 1.33% | -4.16% | 5.19% | -7.43% | -11.08% | 3.84% | 9.47% | -1.34% | -22.08% |
| 2021 | -1.39% | 4.24% | 5.59% | 4.91% | -0.24% | 1.79% | 2.42% | 2.32% | -8.40% | 3.90% | 1.78% | 9.68% | 28.74% |
| 2020 | -3.85% | -7.44% | -6.26% | 8.42% | 5.86% | -1.39% | 5.15% | 7.21% | -2.90% | -1.50% | 11.09% | 4.12% | 17.74% |
| 2019 | 2.28% | 4.80% | 5.02% | 12.57% |
Expense Ratio
Sabine3-11-2023 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 Sabine3-11-2023 is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.23 | 1.85 | 1.23 | 1.66 | 3.90 |
BNTX BioNTech SE | 0.43 | 1.06 | 1.12 | 0.23 | 1.09 |
CL Colgate-Palmolive Company | 1.43 | 1.94 | 1.26 | 1.34 | 4.16 |
EL The Estee Lauder Companies Inc. | -0.87 | -1.14 | 0.84 | -0.47 | -1.23 |
JNJ Johnson & Johnson | -0.05 | 0.04 | 1.00 | -0.04 | -0.12 |
KO The Coca-Cola Company | 0.77 | 1.15 | 1.14 | 0.66 | 2.17 |
MMM 3M Company | 1.71 | 3.04 | 1.43 | 1.16 | 9.20 |
MNST Monster Beverage Corporation | -0.09 | 0.04 | 1.01 | -0.08 | -0.15 |
PFE Pfizer Inc. | -0.13 | -0.02 | 1.00 | -0.06 | -0.40 |
VZ Verizon Communications Inc. | 0.80 | 1.22 | 1.16 | 0.58 | 3.97 |
WBA Walgreens Boots Alliance, Inc. | -1.18 | -1.93 | 0.75 | -0.70 | -1.27 |
Dividends
Dividend yield
Sabine3-11-2023 provided a 4.12% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.12% | 3.62% | 2.81% | 2.06% | 2.22% | 2.13% | 2.24% | 2.00% | 2.26% | 2.14% | 1.98% | 1.95% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
BNTX BioNTech SE | 0.00% | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CL Colgate-Palmolive Company | 2.13% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
EL The Estee Lauder Companies Inc. | 2.85% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% | 0.98% |
JNJ Johnson & Johnson | 3.28% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KO The Coca-Cola Company | 3.10% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
MMM 3M Company | 2.56% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 6.44% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
VZ Verizon Communications Inc. | 6.31% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
WBA Walgreens Boots Alliance, Inc. | 11.30% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
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 Sabine3-11-2023. 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 Sabine3-11-2023 was 50.36%, occurring on Nov 15, 2024. The portfolio has not yet recovered.
The current Sabine3-11-2023 drawdown is 45.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.36% | Jan 5, 2022 | 721 | Nov 15, 2024 | — | — | — |
| -26.97% | Jan 21, 2020 | 44 | Mar 23, 2020 | 99 | Aug 12, 2020 | 143 |
| -9.32% | Sep 3, 2021 | 19 | Sep 30, 2021 | 48 | Dec 8, 2021 | 67 |
| -7.05% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.9% | Oct 26, 2020 | 5 | Oct 30, 2020 | 5 | Nov 6, 2020 | 10 |
Volatility
Volatility Chart
The current Sabine3-11-2023 volatility is 5.23%, 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
| BNTX | AAPL | VZ | WBA | PFE | EL | CL | MNST | JNJ | MMM | KO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BNTX | 1.00 | 0.20 | 0.13 | 0.19 | 0.34 | 0.21 | 0.08 | 0.18 | 0.17 | 0.17 | 0.10 |
| AAPL | 0.20 | 1.00 | 0.17 | 0.25 | 0.21 | 0.44 | 0.22 | 0.44 | 0.23 | 0.32 | 0.30 |
| VZ | 0.13 | 0.17 | 1.00 | 0.33 | 0.33 | 0.21 | 0.37 | 0.27 | 0.41 | 0.38 | 0.45 |
| WBA | 0.19 | 0.25 | 0.33 | 1.00 | 0.37 | 0.33 | 0.25 | 0.28 | 0.34 | 0.47 | 0.34 |
| PFE | 0.34 | 0.21 | 0.33 | 0.37 | 1.00 | 0.21 | 0.30 | 0.24 | 0.48 | 0.33 | 0.35 |
| EL | 0.21 | 0.44 | 0.21 | 0.33 | 0.21 | 1.00 | 0.34 | 0.44 | 0.26 | 0.42 | 0.38 |
| CL | 0.08 | 0.22 | 0.37 | 0.25 | 0.30 | 0.34 | 1.00 | 0.42 | 0.45 | 0.34 | 0.60 |
| MNST | 0.18 | 0.44 | 0.27 | 0.28 | 0.24 | 0.44 | 0.42 | 1.00 | 0.32 | 0.32 | 0.51 |
| JNJ | 0.17 | 0.23 | 0.41 | 0.34 | 0.48 | 0.26 | 0.45 | 0.32 | 1.00 | 0.37 | 0.48 |
| MMM | 0.17 | 0.32 | 0.38 | 0.47 | 0.33 | 0.42 | 0.34 | 0.32 | 0.37 | 1.00 | 0.43 |
| KO | 0.10 | 0.30 | 0.45 | 0.34 | 0.35 | 0.38 | 0.60 | 0.51 | 0.48 | 0.43 | 1.00 |