Sabine3-11-2023
Sabine's Portfolio,
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EL The Estee Lauder Companies Inc. | Consumer Defensive | 33% |
WBA Walgreens Boots Alliance, Inc. | Healthcare | 13.07% |
MMM 3M Company | Industrials | 11% |
AAPL Apple Inc. | Technology | 9.6% |
VZ Verizon Communications Inc. | Communication Services | 9.16% |
CL Colgate-Palmolive Company | Consumer Defensive | 7.7% |
PFE Pfizer Inc. | Healthcare | 6% |
JNJ Johnson & Johnson | Healthcare | 4% |
KO The Coca-Cola Company | Consumer Defensive | 4% |
BNTX BioNTech SE | Healthcare | 1.3% |
MNST Monster Beverage Corporation | Consumer Defensive | 1.17% |
Performance
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Sabine3-11-2023 | -20.77% | 10.23% | -10.00% | -21.56% | N/A | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc. | 51.47% | 7.15% | 8.44% | 37.96% | 37.12% | 27.21% |
BNTX BioNTech SE | -31.15% | 3.82% | -5.33% | -39.80% | N/A | N/A |
CL Colgate-Palmolive Company | 0.48% | 2.57% | 3.07% | 1.31% | 6.79% | 4.18% |
EL The Estee Lauder Companies Inc. | -45.25% | 15.30% | -23.53% | -44.02% | 0.49% | 7.36% |
JNJ Johnson & Johnson | -9.93% | 3.53% | -2.01% | -10.21% | 3.99% | 7.99% |
KO The Coca-Cola Company | -4.95% | 3.48% | -0.78% | -5.25% | 6.90% | 7.30% |
MMM 3M Company | -8.59% | 13.73% | 6.67% | -13.00% | -8.61% | 1.18% |
MNST Monster Beverage Corporation | 6.21% | -3.13% | -5.82% | 6.20% | 13.45% | 17.76% |
PFE Pfizer Inc. | -41.28% | -5.36% | -24.32% | -41.90% | -3.49% | 3.45% |
VZ Verizon Communications Inc. | 4.21% | 6.93% | 12.11% | 10.67% | -3.12% | 2.36% |
WBA Walgreens Boots Alliance, Inc. | -33.53% | 12.94% | -23.16% | -39.28% | -18.58% | -5.53% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -12.42% | 3.89% | -1.23% | -6.22% | -8.80% | -4.05% | 3.74% |
Dividend yield
Sabine3-11-2023 granted a 3.83% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sabine3-11-2023 | 3.83% | 2.81% | 2.06% | 2.22% | 2.13% | 2.24% | 2.00% | 2.26% | 2.14% | 1.98% | 1.95% | 2.19% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
BNTX BioNTech SE | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CL Colgate-Palmolive Company | 2.48% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% | 2.33% |
EL The Estee Lauder Companies Inc. | 1.97% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% | 0.98% | 1.20% |
JNJ Johnson & Johnson | 3.04% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | 3.42% |
KO The Coca-Cola Company | 3.14% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
MMM 3M Company | 5.80% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% | 2.54% |
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. | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% | 3.51% |
VZ Verizon Communications Inc. | 6.86% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% | 4.66% |
WBA Walgreens Boots Alliance, Inc. | 8.29% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% | 2.70% |
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 1.83 | ||||
BNTX BioNTech SE | -0.99 | ||||
CL Colgate-Palmolive Company | 0.13 | ||||
EL The Estee Lauder Companies Inc. | -1.02 | ||||
JNJ Johnson & Johnson | -0.62 | ||||
KO The Coca-Cola Company | -0.36 | ||||
MMM 3M Company | -0.49 | ||||
MNST Monster Beverage Corporation | 0.32 | ||||
PFE Pfizer Inc. | -1.82 | ||||
VZ Verizon Communications Inc. | 0.45 | ||||
WBA Walgreens Boots Alliance, Inc. | -1.21 |
Asset Correlations Table
| BNTX | AAPL | PFE | VZ | WBA | EL | JNJ | CL | MNST | MMM | KO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BNTX | 1.00 | 0.22 | 0.32 | 0.11 | 0.16 | 0.20 | 0.15 | 0.09 | 0.18 | 0.15 | 0.09 |
| AAPL | 0.22 | 1.00 | 0.24 | 0.22 | 0.28 | 0.50 | 0.28 | 0.26 | 0.50 | 0.36 | 0.33 |
| PFE | 0.32 | 0.24 | 1.00 | 0.33 | 0.37 | 0.22 | 0.50 | 0.33 | 0.26 | 0.34 | 0.35 |
| VZ | 0.11 | 0.22 | 0.33 | 1.00 | 0.36 | 0.25 | 0.41 | 0.41 | 0.31 | 0.40 | 0.46 |
| WBA | 0.16 | 0.28 | 0.37 | 0.36 | 1.00 | 0.32 | 0.35 | 0.29 | 0.28 | 0.50 | 0.36 |
| EL | 0.20 | 0.50 | 0.22 | 0.25 | 0.32 | 1.00 | 0.28 | 0.37 | 0.49 | 0.46 | 0.42 |
| JNJ | 0.15 | 0.28 | 0.50 | 0.41 | 0.35 | 0.28 | 1.00 | 0.49 | 0.33 | 0.39 | 0.48 |
| CL | 0.09 | 0.26 | 0.33 | 0.41 | 0.29 | 0.37 | 0.49 | 1.00 | 0.46 | 0.37 | 0.62 |
| MNST | 0.18 | 0.50 | 0.26 | 0.31 | 0.28 | 0.49 | 0.33 | 0.46 | 1.00 | 0.36 | 0.54 |
| MMM | 0.15 | 0.36 | 0.34 | 0.40 | 0.50 | 0.46 | 0.39 | 0.37 | 0.36 | 1.00 | 0.47 |
| KO | 0.09 | 0.33 | 0.35 | 0.46 | 0.36 | 0.42 | 0.48 | 0.62 | 0.54 | 0.47 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 46.34%, occurring on Nov 1, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.34% | Jan 5, 2022 | 459 | Nov 1, 2023 | — | — | — |
| -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 Chart
The current Sabine3-11-2023 volatility is 5.67%, 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.