T3
Sub Prime Sp500 Stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 9.09% |
COST Costco Wholesale Corporation | Consumer Defensive | 9.09% |
HD The Home Depot, Inc. | Consumer Cyclical | 9.09% |
JNJ Johnson & Johnson | Healthcare | 9.09% |
MA Mastercard Inc | Financial Services | 9.09% |
MRK Merck & Co., Inc. | Healthcare | 9.09% |
PG The Procter & Gamble Company | Consumer Defensive | 9.09% |
TSLA Tesla, Inc. | Consumer Cyclical | 9.09% |
UNH UnitedHealth Group Incorporated | Healthcare | 9.09% |
V Visa Inc. | Financial Services | 9.09% |
XOM Exxon Mobil Corporation | Energy | 9.09% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in T3, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Nov 14, 2024, the T3 returned 18.44% Year-To-Date and 23.99% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| T3 | 18.44% | 2.21% | 11.29% | 26.78% | 25.02% | 23.99% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | 32.90% | 50.68% | 89.80% | 39.10% | 69.90% | 34.41% |
XOM Exxon Mobil Corporation | 24.61% | -2.10% | 3.26% | 19.46% | 17.33% | 6.97% |
UNH UnitedHealth Group Incorporated | 16.44% | 0.08% | 17.98% | 13.81% | 19.39% | 22.22% |
V Visa Inc. | 19.78% | 10.47% | 10.58% | 26.29% | 12.30% | 18.26% |
PG The Procter & Gamble Company | 16.50% | -2.87% | 1.23% | 12.23% | 9.37% | 9.63% |
MA Mastercard Inc | 23.07% | 3.00% | 14.27% | 32.00% | 13.87% | 20.81% |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 27.39% | 23.64% |
JNJ Johnson & Johnson | 0.06% | -5.17% | 1.95% | 7.06% | 5.45% | 6.44% |
HD The Home Depot, Inc. | 20.63% | -1.26% | 19.18% | 38.60% | 14.35% | 18.12% |
MRK Merck & Co., Inc. | -7.92% | -10.20% | -24.28% | -1.04% | 7.21% | 9.02% |
AMD Advanced Micro Devices, Inc. | -5.50% | -15.71% | -12.76% | 16.20% | 29.37% | 48.94% |
Monthly Returns
The table below presents the monthly returns of T3, 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 | 2.48% | 5.02% | -0.13% | -3.82% | 1.67% | 1.14% | 2.83% | 2.76% | 3.39% | -3.03% | 18.44% | ||
| 2023 | 6.59% | -0.86% | 3.95% | 1.12% | 0.27% | 6.86% | 1.57% | -0.82% | -2.18% | -3.65% | 7.87% | 4.92% | 27.90% |
| 2022 | -1.68% | -2.61% | 4.14% | -2.76% | -0.12% | -6.38% | 10.04% | -5.17% | -7.71% | 8.61% | 6.29% | -6.04% | -5.29% |
| 2021 | -2.47% | 0.41% | 4.90% | 4.03% | -0.82% | 4.16% | 3.73% | -0.17% | -1.30% | 11.27% | 1.41% | 4.19% | 32.69% |
| 2020 | 5.15% | -6.73% | -9.22% | 16.46% | 4.37% | 2.03% | 10.30% | 15.73% | -5.84% | -6.32% | 14.29% | 5.23% | 49.52% |
| 2019 | 6.74% | 2.78% | 3.63% | 0.63% | -4.41% | 8.18% | 1.91% | 0.76% | -0.96% | 6.91% | 3.95% | 6.92% | 42.95% |
| 2018 | 8.09% | -5.72% | -5.00% | 4.41% | 3.80% | 5.58% | 3.92% | 7.64% | 4.16% | -4.41% | 4.99% | -7.97% | 19.20% |
| 2017 | 2.41% | 7.00% | 0.85% | 2.16% | 1.77% | 0.79% | 1.29% | 1.36% | 1.73% | -0.84% | 3.26% | 0.50% | 24.46% |
| 2016 | -6.17% | -0.19% | 8.79% | 3.73% | 3.25% | 2.51% | 6.86% | -0.15% | -0.92% | -1.39% | 2.92% | 6.09% | 27.30% |
| 2015 | -2.24% | 5.84% | -2.93% | -0.41% | 2.95% | -0.18% | 0.77% | -5.20% | -1.14% | 7.60% | 2.26% | 3.35% | 10.39% |
| 2014 | -2.88% | 8.72% | -1.10% | 0.37% | 0.98% | 1.71% | -1.82% | 6.75% | -2.85% | 3.52% | 2.69% | -0.65% | 15.77% |
| 2013 | 6.29% | -0.78% | 4.56% | 6.94% | 15.71% | 3.06% | 5.57% | -1.20% | 5.09% | -0.60% | 3.92% | 3.58% | 64.92% |
Expense Ratio
T3 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 T3 is 40, 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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | 0.64 | 1.38 | 1.17 | 0.60 | 1.71 |
XOM Exxon Mobil Corporation | 1.01 | 1.51 | 1.18 | 1.04 | 4.59 |
UNH UnitedHealth Group Incorporated | 0.57 | 0.94 | 1.13 | 0.69 | 1.82 |
V Visa Inc. | 1.60 | 2.14 | 1.31 | 2.11 | 5.36 |
PG The Procter & Gamble Company | 0.80 | 1.18 | 1.16 | 1.38 | 4.36 |
MA Mastercard Inc | 2.04 | 2.70 | 1.37 | 2.70 | 6.74 |
COST Costco Wholesale Corporation | 3.21 | 3.83 | 1.57 | 6.09 | 15.75 |
JNJ Johnson & Johnson | 0.47 | 0.80 | 1.10 | 0.40 | 1.36 |
HD The Home Depot, Inc. | 1.95 | 2.63 | 1.32 | 1.66 | 4.73 |
MRK Merck & Co., Inc. | -0.05 | 0.07 | 1.01 | -0.04 | -0.11 |
AMD Advanced Micro Devices, Inc. | 0.34 | 0.79 | 1.10 | 0.41 | 0.75 |
Dividends
Dividend yield
T3 provided a 1.69% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.69% | 1.81% | 1.49% | 1.64% | 2.21% | 1.64% | 1.75% | 1.96% | 1.68% | 2.00% | 1.52% | 1.53% |
| Portfolio components: | ||||||||||||
TSLA Tesla, 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% |
XOM Exxon Mobil Corporation | 3.16% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
UNH UnitedHealth Group Incorporated | 1.31% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PG The Procter & Gamble Company | 2.38% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
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% |
JNJ Johnson & Johnson | 3.17% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
HD The Home Depot, Inc. | 2.16% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
MRK Merck & Co., Inc. | 3.13% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
AMD Advanced Micro Devices, 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% |
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 T3. 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 T3 was 33.92%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current T3 drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -16% | Dec 4, 2018 | 14 | Dec 24, 2018 | 53 | Mar 13, 2019 | 67 |
| -15.56% | Jan 4, 2022 | 197 | Oct 14, 2022 | 74 | Feb 1, 2023 | 271 |
| -15.54% | Jul 25, 2011 | 13 | Aug 10, 2011 | 66 | Nov 11, 2011 | 79 |
| -13.82% | Jan 29, 2018 | 44 | Apr 2, 2018 | 46 | Jun 6, 2018 | 90 |
Volatility
Volatility Chart
The current T3 volatility is 4.35%, 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
| TSLA | AMD | XOM | MRK | UNH | PG | COST | JNJ | HD | V | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.35 | 0.16 | 0.12 | 0.18 | 0.12 | 0.25 | 0.13 | 0.26 | 0.29 | 0.31 |
| AMD | 0.35 | 1.00 | 0.21 | 0.16 | 0.22 | 0.15 | 0.28 | 0.18 | 0.32 | 0.38 | 0.39 |
| XOM | 0.16 | 0.21 | 1.00 | 0.31 | 0.31 | 0.27 | 0.25 | 0.32 | 0.32 | 0.35 | 0.36 |
| MRK | 0.12 | 0.16 | 0.31 | 1.00 | 0.38 | 0.41 | 0.29 | 0.53 | 0.29 | 0.35 | 0.33 |
| UNH | 0.18 | 0.22 | 0.31 | 0.38 | 1.00 | 0.34 | 0.32 | 0.42 | 0.36 | 0.37 | 0.37 |
| PG | 0.12 | 0.15 | 0.27 | 0.41 | 0.34 | 1.00 | 0.40 | 0.49 | 0.38 | 0.36 | 0.35 |
| COST | 0.25 | 0.28 | 0.25 | 0.29 | 0.32 | 0.40 | 1.00 | 0.35 | 0.48 | 0.40 | 0.40 |
| JNJ | 0.13 | 0.18 | 0.32 | 0.53 | 0.42 | 0.49 | 0.35 | 1.00 | 0.36 | 0.39 | 0.39 |
| HD | 0.26 | 0.32 | 0.32 | 0.29 | 0.36 | 0.38 | 0.48 | 0.36 | 1.00 | 0.45 | 0.45 |
| V | 0.29 | 0.38 | 0.35 | 0.35 | 0.37 | 0.36 | 0.40 | 0.39 | 0.45 | 1.00 | 0.82 |
| MA | 0.31 | 0.39 | 0.36 | 0.33 | 0.37 | 0.35 | 0.40 | 0.39 | 0.45 | 0.82 | 1.00 |