ALL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | Consumer Cyclical | 10% |
EQNR Equinor ASA | Energy | 10% |
MUFG Mitsubishi UFJ Financial Group, Inc. | Financial Services | 10% |
NVO Novo Nordisk A/S | Healthcare | 10% |
PFE Pfizer Inc. | Healthcare | 10% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 10% |
SIE.DE Siemens Aktiengesellschaft | Industrials | 10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 10% |
VWDRY Vestas Wind Systems A/S | Industrials | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ALL, 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 Jan 24, 2007, corresponding to the inception date of VWDRY
Returns By Period
As of Oct 17, 2024, the ALL returned 6.75% Year-To-Date and 17.01% 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 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| ALL | 6.75% | -0.39% | 3.82% | 21.46% | 22.25% | 16.98% |
| Portfolio components: | ||||||
AAPL Apple Inc | 20.84% | 6.91% | 39.11% | 32.49% | 31.41% | 25.77% |
NVO Novo Nordisk A/S | 15.35% | -10.58% | -3.48% | 18.65% | 36.19% | 19.89% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 82.24% | 12.03% | 42.71% | 112.51% | 32.37% | 27.03% |
EQNR Equinor ASA | -16.69% | -3.05% | -6.60% | -22.00% | 12.59% | 5.62% |
PFE Pfizer Inc. | 7.68% | -0.54% | 20.29% | 0.03% | 1.11% | 5.02% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 26.16% | 5.40% | 9.71% | 31.51% | 20.16% | 10.66% |
SIE.DE Siemens Aktiengesellschaft | 7.83% | 6.33% | 5.24% | 47.19% | 17.39% | 10.90% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -22.49% | 0.17% | -24.26% | -16.42% | 7.45% | 2.69% |
RMS.PA Hermès International Société en commandite par actions | 6.10% | 4.33% | -9.35% | 26.50% | 25.95% | 22.77% |
VWDRY Vestas Wind Systems A/S | -41.56% | -23.66% | -26.06% | -7.26% | 3.50% | 11.95% |
Monthly Returns
The table below presents the monthly returns of ALL, 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 | -1.10% | 5.95% | 2.06% | -2.87% | 6.60% | 0.06% | 0.44% | 0.24% | -1.78% | 6.75% | |||
| 2023 | 6.88% | -1.43% | 4.73% | -0.01% | 1.23% | 5.13% | 1.74% | -4.09% | -2.99% | -1.62% | 10.93% | 4.43% | 26.68% |
| 2022 | -3.68% | -0.88% | 2.65% | -7.92% | 2.46% | -9.20% | 10.35% | -6.07% | -11.08% | 7.11% | 16.90% | 1.78% | -1.40% |
| 2021 | 1.04% | 1.64% | 4.23% | 3.66% | 3.31% | 1.20% | 0.70% | 4.21% | -0.07% | 4.19% | 1.99% | 3.16% | 33.36% |
| 2020 | -3.39% | -7.73% | -10.39% | 10.51% | 7.54% | 2.52% | 10.31% | 8.67% | -0.98% | -2.29% | 13.87% | 7.26% | 37.86% |
| 2019 | 5.04% | 1.69% | 1.17% | 4.05% | -8.24% | 6.45% | -2.02% | -3.72% | 5.53% | 6.12% | 5.58% | 4.39% | 27.87% |
| 2018 | 5.35% | -3.05% | -0.25% | -0.27% | 1.51% | -3.77% | 6.31% | 2.93% | 0.61% | -7.49% | -1.21% | -3.89% | -4.03% |
| 2017 | 2.92% | 3.31% | 3.06% | 2.59% | 3.39% | 0.28% | 1.77% | 2.17% | 2.52% | 3.31% | -2.22% | 2.41% | 28.54% |
| 2016 | -6.71% | -0.84% | 8.18% | 0.28% | 1.37% | -1.54% | 7.35% | 1.93% | -1.00% | -2.27% | -0.27% | 3.48% | 9.43% |
| 2015 | 0.98% | 8.97% | 0.09% | 5.58% | 0.75% | -3.16% | 1.69% | -7.49% | -3.10% | 8.48% | 1.22% | -2.13% | 11.13% |
| 2014 | -3.02% | 7.17% | 3.98% | 2.47% | 3.57% | 2.27% | -4.57% | 0.54% | -3.87% | -1.44% | 3.85% | -3.29% | 7.08% |
| 2013 | 4.46% | -0.48% | 1.86% | 4.29% | 5.78% | -4.74% | 10.04% | -2.09% | 9.35% | 4.06% | 2.53% | 2.17% | 42.93% |
Expense Ratio
ALL 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 ALL is 19, indicating that it is in the bottom 19% 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 | 1.61 | 2.33 | 1.30 | 2.18 | 5.15 |
NVO Novo Nordisk A/S | 0.74 | 1.26 | 1.15 | 1.05 | 3.07 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 3.12 | 3.70 | 1.49 | 3.20 | 16.96 |
EQNR Equinor ASA | -0.74 | -0.89 | 0.89 | -0.60 | -1.47 |
PFE Pfizer Inc. | 0.09 | 0.31 | 1.04 | 0.04 | 0.28 |
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.08 | 1.52 | 1.21 | 1.58 | 4.51 |
SIE.DE Siemens Aktiengesellschaft | 1.98 | 2.52 | 1.35 | 1.72 | 7.53 |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -0.39 | -0.37 | 0.95 | -0.30 | -0.70 |
RMS.PA Hermès International Société en commandite par actions | 0.76 | 1.30 | 1.16 | 0.98 | 2.17 |
VWDRY Vestas Wind Systems A/S | -0.29 | -0.17 | 0.98 | -0.17 | -0.57 |
Dividends
Dividend yield
ALL granted a 3.41% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ALL | 3.41% | 3.33% | 2.58% | 1.81% | 2.54% | 2.94% | 3.04% | 2.42% | 2.72% | 2.50% | 2.64% | 2.21% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
NVO Novo Nordisk A/S | 1.23% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.17% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
EQNR Equinor ASA | 13.23% | 9.80% | 4.13% | 2.24% | 4.32% | 4.85% | 3.13% | 2.99% | 3.54% | 4.85% | 7.34% | 3.56% |
PFE Pfizer Inc. | 5.63% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.19% | 2.90% | 3.36% | 4.25% | 5.33% | 3.99% | 3.85% | 2.20% | 2.70% | 2.34% | 2.94% | 2.08% |
SIE.DE Siemens Aktiengesellschaft | 2.60% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% | 3.55% | 3.35% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.03% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
RMS.PA Hermès International Société en commandite par actions | 0.66% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
VWDRY Vestas Wind Systems A/S | 0.00% | 0.00% | 0.19% | 0.89% | 0.49% | 1.11% | 1.27% | 1.24% | 0.99% | 0.54% | 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 ALL. 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 ALL was 50.32%, occurring on Mar 9, 2009. Recovery took 414 trading sessions.
The current ALL drawdown is 7.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.32% | May 20, 2008 | 209 | Mar 9, 2009 | 414 | Oct 13, 2010 | 623 |
| -32.2% | Jan 20, 2020 | 46 | Mar 23, 2020 | 54 | Jun 8, 2020 | 100 |
| -23.86% | Jan 5, 2022 | 199 | Oct 11, 2022 | 65 | Jan 11, 2023 | 264 |
| -20.73% | Jul 26, 2011 | 50 | Oct 3, 2011 | 103 | Feb 24, 2012 | 153 |
| -18.73% | May 22, 2015 | 188 | Feb 11, 2016 | 120 | Jul 29, 2016 | 308 |
Volatility
Volatility Chart
The current ALL volatility is 5.20%, 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
| PFE | AAPL | NVO | VWDRY | MUFG | RMS.PA | EQNR | TSM | BMW.DE | SIE.DE | |
|---|---|---|---|---|---|---|---|---|---|---|
| PFE | 1.00 | 0.28 | 0.35 | 0.20 | 0.29 | 0.19 | 0.29 | 0.26 | 0.23 | 0.26 |
| AAPL | 0.28 | 1.00 | 0.27 | 0.21 | 0.28 | 0.20 | 0.27 | 0.45 | 0.24 | 0.27 |
| NVO | 0.35 | 0.27 | 1.00 | 0.26 | 0.23 | 0.27 | 0.27 | 0.29 | 0.24 | 0.29 |
| VWDRY | 0.20 | 0.21 | 0.26 | 1.00 | 0.23 | 0.30 | 0.29 | 0.28 | 0.33 | 0.39 |
| MUFG | 0.29 | 0.28 | 0.23 | 0.23 | 1.00 | 0.21 | 0.35 | 0.37 | 0.32 | 0.31 |
| RMS.PA | 0.19 | 0.20 | 0.27 | 0.30 | 0.21 | 1.00 | 0.27 | 0.28 | 0.46 | 0.49 |
| EQNR | 0.29 | 0.27 | 0.27 | 0.29 | 0.35 | 0.27 | 1.00 | 0.36 | 0.37 | 0.41 |
| TSM | 0.26 | 0.45 | 0.29 | 0.28 | 0.37 | 0.28 | 0.36 | 1.00 | 0.33 | 0.36 |
| BMW.DE | 0.23 | 0.24 | 0.24 | 0.33 | 0.32 | 0.46 | 0.37 | 0.33 | 1.00 | 0.63 |
| SIE.DE | 0.26 | 0.27 | 0.29 | 0.39 | 0.31 | 0.49 | 0.41 | 0.36 | 0.63 | 1.00 |