Screener Dec
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CDRE Cadre Holdings, Inc. | Industrials | 25% |
HXL Hexcel Corporation | Industrials | 25% |
LMT Lockheed Martin Corporation | Industrials | 25% |
TXT Textron Inc. | Industrials | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Screener Dec, 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 Nov 4, 2021, corresponding to the inception date of CDRE
Returns By Period
| 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% |
| Screener Dec | 5.23% | -5.64% | 4.05% | 10.18% | N/A | N/A |
| Portfolio components: | ||||||
LMT Lockheed Martin Corporation | 25.49% | -8.70% | 21.67% | 28.95% | 10.16% | 14.65% |
HXL Hexcel Corporation | -16.11% | 0.70% | -15.23% | -7.41% | -4.71% | 4.30% |
CDRE Cadre Holdings, Inc. | 2.38% | -13.25% | 12.03% | 4.44% | N/A | N/A |
TXT Textron Inc. | 8.96% | -0.97% | -0.65% | 13.64% | 13.42% | 7.87% |
Monthly Returns
The table below presents the monthly returns of Screener Dec, 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 | -1.65% | 5.89% | 3.15% | -7.34% | 2.63% | -2.30% | 9.92% | -0.41% | 0.94% | -7.32% | 5.23% | ||
| 2023 | 7.97% | -0.01% | -2.48% | -0.91% | -3.91% | 6.85% | 2.84% | 4.68% | -4.23% | 2.21% | 6.74% | 3.58% | 24.79% |
| 2022 | -4.08% | 8.31% | 4.18% | -3.45% | 0.44% | -10.15% | 10.02% | 0.71% | -7.95% | 18.39% | -0.10% | -5.60% | 7.40% |
| 2021 | 3.74% | 11.31% | 15.47% |
Expense Ratio
Screener Dec 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 Screener Dec is 6, indicating that it is in the bottom 6% 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 | |
|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 1.80 | 2.52 | 1.37 | 1.93 | 7.38 |
HXL Hexcel Corporation | -0.20 | -0.07 | 0.99 | -0.24 | -0.41 |
CDRE Cadre Holdings, Inc. | 0.13 | 0.37 | 1.05 | 0.18 | 0.40 |
TXT Textron Inc. | 0.66 | 1.00 | 1.14 | 0.89 | 1.95 |
Dividends
Dividend yield
Screener Dec provided a 1.10% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.10% | 1.11% | 1.18% | 0.85% | 0.82% | 0.84% | 1.07% | 0.81% | 0.93% | 0.97% | 0.76% | 0.86% |
| Portfolio components: | ||||||||||||
LMT Lockheed Martin Corporation | 2.26% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
HXL Hexcel Corporation | 0.98% | 0.68% | 0.68% | 0.00% | 0.35% | 0.87% | 0.96% | 0.76% | 0.84% | 0.86% | 0.00% | 0.00% |
CDRE Cadre Holdings, Inc. | 1.06% | 0.97% | 1.59% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TXT Textron Inc. | 0.09% | 0.10% | 0.11% | 0.10% | 0.17% | 0.18% | 0.17% | 0.14% | 0.16% | 0.19% | 0.19% | 0.22% |
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 Screener Dec. 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 Screener Dec was 20.46%, occurring on Jun 16, 2022. Recovery took 41 trading sessions.
The current Screener Dec drawdown is 6.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.46% | Jun 8, 2022 | 7 | Jun 16, 2022 | 41 | Aug 16, 2022 | 48 |
| -14.09% | Aug 17, 2022 | 32 | Sep 30, 2022 | 20 | Oct 28, 2022 | 52 |
| -10.97% | Feb 16, 2023 | 21 | Mar 17, 2023 | 99 | Aug 9, 2023 | 120 |
| -10.51% | Nov 16, 2021 | 11 | Dec 1, 2021 | 20 | Dec 30, 2021 | 31 |
| -9.71% | Apr 4, 2022 | 28 | May 12, 2022 | 16 | Jun 6, 2022 | 44 |
Volatility
Volatility Chart
The current Screener Dec volatility is 7.33%, 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
| LMT | CDRE | HXL | TXT | |
|---|---|---|---|---|
| LMT | 1.00 | 0.14 | 0.28 | 0.32 |
| CDRE | 0.14 | 1.00 | 0.31 | 0.35 |
| HXL | 0.28 | 0.31 | 1.00 | 0.59 |
| TXT | 0.32 | 0.35 | 0.59 | 1.00 |