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moat

Last updated Mar 2, 2024

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%

AXON
Axon Enterprise, Inc.
Industrials

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%

CDNS
Cadence Design Systems, Inc.
Technology

7.14%

VICI
VICI Properties Inc.
Real Estate

7.14%

AMZN
Amazon.com, Inc.
Consumer Cyclical

7.14%

S&P 500

Performance

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


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
476.47%
100.57%
moat
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
moat13.51%8.05%24.20%51.00%31.38%N/A
AJG
Arthur J. Gallagher & Co.
8.56%5.18%5.89%30.11%26.85%20.47%
AXON
Axon Enterprise, Inc.
21.65%24.36%45.90%42.23%43.83%31.59%
CTAS
Cintas Corporation
4.50%1.98%24.96%43.63%26.06%27.78%
LLY
Eli Lilly and Company
34.41%18.63%40.89%147.67%46.05%32.10%
MCD
McDonald's Corporation
-1.39%-1.91%4.70%10.49%12.57%14.82%
MOH
Molina Healthcare, Inc.
7.17%9.01%24.73%37.99%23.92%26.28%
NVDA
NVIDIA Corporation
66.15%30.55%69.64%244.56%84.26%68.95%
PGR
The Progressive Corporation
18.52%5.10%39.44%29.93%23.78%25.87%
TJX
The TJX Companies, Inc.
5.37%1.84%7.09%28.37%15.47%13.93%
UNH
UnitedHealth Group Incorporated
-7.02%-3.47%3.54%3.83%17.48%22.03%
V
Visa Inc.
8.96%2.40%14.58%27.53%14.67%18.37%
CDNS
Cadence Design Systems, Inc.
15.74%8.51%29.43%60.43%40.11%35.20%
VICI
VICI Properties Inc.
-7.21%-4.73%-1.98%-8.74%12.48%N/A
AMZN
Amazon.com, Inc.
17.30%11.89%29.03%87.80%16.04%25.68%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.62%8.85%
20234.43%-3.13%2.39%8.17%2.33%

Sharpe Ratio

The current moat Sharpe ratio is 4.20. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.20

The Sharpe ratio of moat 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.20
2.44
moat
Benchmark (^GSPC)
Portfolio components

Dividend yield

moat granted a 1.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
moat1.01%0.96%0.98%1.36%1.13%1.38%1.36%0.94%1.17%1.20%1.56%1.23%
AJG
Arthur J. Gallagher & Co.
0.92%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
0.83%0.83%0.93%0.77%0.20%0.95%1.22%1.04%1.15%1.15%2.17%1.28%
LLY
Eli Lilly and Company
0.60%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
2.19%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%0.29%0.45%1.20%1.70%1.94%
PGR
The Progressive Corporation
0.61%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.
1.35%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
1.49%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%
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.
5.44%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%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
moat
4.20
AJG
Arthur J. Gallagher & Co.
1.70
AXON
Axon Enterprise, Inc.
1.15
CTAS
Cintas Corporation
2.61
LLY
Eli Lilly and Company
5.18
MCD
McDonald's Corporation
0.95
MOH
Molina Healthcare, Inc.
1.56
NVDA
NVIDIA Corporation
5.65
PGR
The Progressive Corporation
1.12
TJX
The TJX Companies, Inc.
1.93
UNH
UnitedHealth Group Incorporated
0.22
V
Visa Inc.
2.03
CDNS
Cadence Design Systems, Inc.
2.34
VICI
VICI Properties Inc.
-0.39
AMZN
Amazon.com, Inc.
3.07

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LLYAXONVICIMOHPGRUNHMCDTJXAMZNNVDAAJGCDNSVCTAS
LLY1.000.170.160.310.300.380.260.220.230.210.350.280.300.31
AXON0.171.000.300.170.180.150.190.300.410.430.280.440.360.38
VICI0.160.301.000.240.250.240.340.390.260.260.400.300.370.42
MOH0.310.170.241.000.290.610.260.300.230.240.320.310.330.36
PGR0.300.180.250.291.000.350.350.320.200.200.520.280.380.40
UNH0.380.150.240.610.351.000.330.330.240.240.380.310.380.41
MCD0.260.190.340.260.350.331.000.390.270.250.470.340.440.45
TJX0.220.300.390.300.320.330.391.000.330.330.400.350.450.49
AMZN0.230.410.260.230.200.240.270.331.000.620.290.600.500.44
NVDA0.210.430.260.240.200.240.250.330.621.000.310.680.500.46
AJG0.350.280.400.320.520.380.470.400.290.311.000.450.500.54
CDNS0.280.440.300.310.280.310.340.350.600.680.451.000.540.56
V0.300.360.370.330.380.380.440.450.500.500.500.541.000.57
CTAS0.310.380.420.360.400.410.450.490.440.460.540.560.571.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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 Chart

The current moat volatility is 4.40%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
4.40%
3.47%
moat
Benchmark (^GSPC)
Portfolio components
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