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moat
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AJG 7.14%AXON 7.14%CTAS 7.14%LLY 7.14%MCD 7.14%MOH 7.14%NVDA 7.14%PGR 7.14%TJX 7.14%UNH 7.14%V 7.14%CDNS 7.14%VICI 7.14%AMZN 7.14%EquityEquity
PositionCategory/SectorWeight
AJG
Arthur J. Gallagher & Co.
Financial Services
7.14%
AMZN
Amazon.com, Inc.
Consumer Cyclical
7.14%
AXON
Axon Enterprise, Inc.
Industrials
7.14%
CDNS
Cadence Design Systems, Inc.
Technology
7.14%
CTAS
Cintas Corporation
Industrials
7.14%
LLY
Eli Lilly and Company
Healthcare
7.14%
MCD
McDonald's Corporation
Consumer Cyclical
7.14%
MOH
Molina Healthcare, Inc.
Healthcare
7.14%
NVDA
NVIDIA Corporation
Technology
7.14%
PGR
The Progressive Corporation
Financial Services
7.14%
TJX
The TJX Companies, Inc.
Consumer Cyclical
7.14%
UNH
UnitedHealth Group Incorporated
Healthcare
7.14%
V
Visa Inc.
Financial Services
7.14%
VICI
VICI Properties Inc.
Real Estate
7.14%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in moat, 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%15.00%JuneJulyAugustSeptemberOctoberNovember
16.39%
11.47%
moat
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.24%0.55%11.47%32.45%13.43%11.05%
moat34.04%1.28%16.39%42.59%32.92%N/A
AJG
Arthur J. Gallagher & Co.
26.77%-2.24%16.07%17.60%27.19%21.88%
AXON
Axon Enterprise, Inc.
70.75%4.57%41.04%103.40%53.32%37.41%
CTAS
Cintas Corporation
39.58%1.99%21.15%62.58%27.34%29.34%
LLY
Eli Lilly and Company
38.95%-9.14%3.96%36.34%50.44%30.94%
MCD
McDonald's Corporation
2.10%-2.12%12.53%13.25%11.62%15.03%
MOH
Molina Healthcare, Inc.
-7.73%0.82%-4.70%-4.34%22.46%21.25%
NVDA
NVIDIA Corporation
182.58%12.00%54.53%205.90%93.71%76.88%
PGR
The Progressive Corporation
56.74%-2.85%15.23%57.78%30.92%28.14%
TJX
The TJX Companies, Inc.
22.55%-0.82%17.01%27.01%15.49%15.15%
UNH
UnitedHealth Group Incorporated
8.97%-4.09%14.07%7.91%19.00%21.63%
V
Visa Inc.
13.30%5.53%6.50%21.40%11.27%17.47%
CDNS
Cadence Design Systems, Inc.
6.92%8.40%2.52%16.59%34.34%31.81%
VICI
VICI Properties Inc.
4.83%-1.17%11.48%16.77%11.69%N/A
AMZN
Amazon.com, Inc.
31.30%6.96%5.69%42.77%17.47%29.62%

Monthly Returns

The table below presents the monthly returns of moat, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.62%8.90%3.87%-4.63%2.94%3.88%2.59%6.69%0.87%-0.78%34.04%
20237.06%-0.92%6.02%3.02%1.86%6.26%0.46%4.43%-3.13%2.39%8.17%2.33%44.44%
2022-7.39%-1.19%6.11%-7.14%0.50%-4.49%12.44%-2.98%-5.54%9.95%7.24%-5.17%-0.29%
2021-0.03%2.81%0.97%7.06%-0.41%5.91%2.64%2.45%-4.58%8.00%0.53%5.37%34.51%
20203.55%-4.16%-8.26%12.10%8.18%4.69%5.29%6.32%-0.22%-3.13%10.81%5.00%45.52%
20199.22%4.99%4.18%3.58%-2.20%4.21%1.88%-1.82%-1.93%2.01%7.53%2.96%39.72%
20188.12%-1.29%0.12%3.97%7.39%1.80%4.87%9.01%1.43%-6.27%-0.64%-8.38%20.18%
20171.33%6.02%-0.08%7.33%

Expense Ratio

moat 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 moat is 96, placing it in the top 4% 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 moat is 9696
Combined Rank
The Sharpe Ratio Rank of moat is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of moat is 9696Sortino Ratio Rank
The Omega Ratio Rank of moat is 9696Omega Ratio Rank
The Calmar Ratio Rank of moat is 9797Calmar Ratio Rank
The Martin Ratio Rank of moat is 9595Martin 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.


moat
Sharpe ratio
The chart of Sharpe ratio for moat, currently valued at 3.67, compared to the broader market0.002.004.003.67
Sortino ratio
The chart of Sortino ratio for moat, currently valued at 5.03, compared to the broader market-2.000.002.004.006.005.03
Omega ratio
The chart of Omega ratio for moat, currently valued at 1.68, compared to the broader market0.801.001.201.401.601.801.68
Calmar ratio
The chart of Calmar ratio for moat, currently valued at 7.94, compared to the broader market0.002.004.006.008.0010.0012.0014.007.94
Martin ratio
The chart of Martin ratio for moat, currently valued at 26.16, compared to the broader market0.0010.0020.0030.0040.0050.0026.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.49, compared to the broader market0.002.004.006.008.0010.0012.0014.003.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.22, compared to the broader market0.0010.0020.0030.0040.0050.0017.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AJG
Arthur J. Gallagher & Co.
0.971.311.181.403.66
AXON
Axon Enterprise, Inc.
3.084.971.646.5718.16
CTAS
Cintas Corporation
3.445.421.6911.4934.32
LLY
Eli Lilly and Company
1.452.081.282.297.82
MCD
McDonald's Corporation
0.771.151.150.801.78
MOH
Molina Healthcare, Inc.
-0.030.241.03-0.03-0.07
NVDA
NVIDIA Corporation
4.094.011.527.8024.60
PGR
The Progressive Corporation
3.013.941.538.4322.34
TJX
The TJX Companies, Inc.
1.562.241.293.108.33
UNH
UnitedHealth Group Incorporated
0.360.651.090.421.11
V
Visa Inc.
1.351.781.261.714.36
CDNS
Cadence Design Systems, Inc.
0.490.961.120.681.48
VICI
VICI Properties Inc.
0.861.311.170.982.19
AMZN
Amazon.com, Inc.
1.642.291.291.757.48

Sharpe Ratio

The current moat Sharpe ratio is 3.67. 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 2.02 to 2.81, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of moat 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.67
2.70
moat
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

moat provided a 0.96% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.96%0.96%0.98%1.36%1.17%1.38%1.36%0.94%1.17%1.20%1.56%1.23%
AJG
Arthur J. Gallagher & Co.
0.83%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%
AXON
Axon Enterprise, 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%
CTAS
Cintas Corporation
0.67%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.28%
LLY
Eli Lilly and Company
0.62%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MCD
McDonald's Corporation
2.25%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
MOH
Molina Healthcare, 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
PGR
The Progressive Corporation
0.46%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
TJX
The TJX Companies, Inc.
1.24%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
UNH
UnitedHealth Group Incorporated
1.40%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.
0.71%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
CDNS
Cadence Design Systems, 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%
VICI
VICI Properties Inc.
5.24%5.05%4.63%4.58%4.93%4.59%5.32%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.30%
-1.40%
moat
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the moat. 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 moat was 32.70%, occurring on Mar 23, 2020. Recovery took 49 trading sessions.

The current moat drawdown is 1.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.7%Feb 20, 202023Mar 23, 202049Jun 2, 202072
-20.51%Oct 2, 201858Dec 24, 201856Mar 18, 2019114
-19.08%Dec 28, 2021119Jun 16, 202240Aug 15, 2022159
-12.71%Aug 19, 202226Sep 26, 202241Nov 22, 202267
-10.28%Jan 29, 20189Feb 8, 201820Mar 9, 201829

Volatility

Volatility Chart

The current moat volatility is 4.36%, 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
4.36%
3.19%
moat
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.

LLYAXONMOHVICIPGRUNHMCDAMZNNVDATJXAJGCDNSVCTAS
LLY1.000.180.270.150.290.330.230.240.230.220.320.280.270.31
AXON0.181.000.160.290.160.130.180.400.420.290.270.430.340.37
MOH0.270.161.000.240.270.580.260.220.210.290.310.290.330.35
VICI0.150.290.241.000.250.240.340.240.230.380.390.270.360.41
PGR0.290.160.270.251.000.330.330.180.180.300.510.240.370.38
UNH0.330.130.580.240.331.000.320.210.200.320.370.260.360.38
MCD0.230.180.260.340.330.321.000.250.220.380.450.310.430.44
AMZN0.240.400.220.240.180.210.251.000.600.320.260.600.470.43
NVDA0.230.420.210.230.180.200.220.601.000.320.270.660.450.44
TJX0.220.290.290.380.300.320.380.320.321.000.390.330.430.49
AJG0.320.270.310.390.510.370.450.260.270.391.000.410.490.53
CDNS0.280.430.290.270.240.260.310.600.660.330.411.000.520.55
V0.270.340.330.360.370.360.430.470.450.430.490.521.000.55
CTAS0.310.370.350.410.380.380.440.430.440.490.530.550.551.00
The correlation results are calculated based on daily price changes starting from Oct 19, 2017