base
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 6.67% |
ASML ASML Holding N.V. | Technology | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
AZN AstraZeneca PLC | Healthcare | 6.67% |
CCI Crown Castle International Corp. | Real Estate | 6.67% |
DEA Easterly Government Properties, Inc. | Real Estate | 6.67% |
MDT Medtronic plc | Healthcare | 6.67% |
MS Morgan Stanley | Financial Services | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
OC Owens Corning | Industrials | 6.67% |
ORCL Oracle Corporation | Technology | 6.67% |
PFE Pfizer Inc. | Healthcare | 6.67% |
RTX Raytheon Technologies Corporation | Industrials | 6.67% |
XOM Exxon Mobil Corporation | Energy | 6.67% |
ZD Ziff Davis, Inc. | Communication Services | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in base , 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 Feb 6, 2015, corresponding to the inception date of DEA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| base | 11.66% | 0.05% | 7.41% | 16.29% | 17.72% | N/A |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.44% | 43.62% |
ASML ASML Holding N.V. | 14.40% | -15.15% | -0.21% | 22.87% | 31.41% | 27.42% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.16% | 40.04% |
AZN AstraZeneca PLC | 18.38% | -0.71% | 18.82% | 17.77% | 15.41% | 11.48% |
CCI Crown Castle International Corp. | -5.58% | 10.01% | 0.14% | 1.76% | -0.26% | 7.63% |
DEA Easterly Government Properties, Inc. | 6.61% | 12.85% | 12.64% | 2.23% | -0.16% | N/A |
MDT Medtronic plc | -3.12% | -1.11% | -7.77% | -8.29% | -2.62% | 4.75% |
MS Morgan Stanley | 13.18% | 6.88% | 20.30% | 16.25% | 21.62% | 15.08% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.47% | 27.36% |
OC Owens Corning | 19.93% | 1.82% | 17.87% | 28.35% | 26.79% | 19.26% |
ORCL Oracle Corporation | 32.02% | -0.02% | 20.95% | 20.02% | 20.63% | 14.82% |
PFE Pfizer Inc. | 6.51% | 8.53% | 9.97% | -14.15% | -2.23% | 4.41% |
RTX Raytheon Technologies Corporation | 36.56% | 12.06% | 27.09% | 36.85% | 8.54% | 7.76% |
XOM Exxon Mobil Corporation | 19.51% | 2.64% | 16.00% | 15.32% | 15.09% | 5.68% |
ZD Ziff Davis, Inc. | -27.62% | -11.03% | -29.83% | -31.32% | -9.40% | 2.46% |
Monthly Returns
The table below presents the monthly returns of base , 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 | 2.75% | 2.15% | 3.74% | -4.70% | 6.15% | 2.00% | 11.66% | ||||||
| 2023 | 7.60% | -2.96% | 3.91% | 1.20% | 1.47% | 5.67% | 0.36% | -3.33% | -6.10% | -3.71% | 10.67% | 6.42% | 21.64% |
| 2022 | -4.35% | -0.35% | 2.61% | -7.14% | 3.06% | -9.19% | 9.72% | -6.72% | -11.34% | 9.12% | 9.55% | -4.77% | -12.20% |
| 2021 | 0.25% | 4.74% | 4.36% | 5.54% | 3.06% | 2.98% | 4.12% | 2.23% | -4.27% | 7.19% | -0.49% | 4.11% | 38.88% |
| 2020 | -0.54% | -7.99% | -9.30% | 13.02% | 4.43% | -0.48% | 4.63% | 6.90% | -3.29% | -4.55% | 16.02% | 4.36% | 21.87% |
| 2019 | 8.86% | 3.85% | 2.63% | 4.09% | -5.58% | 8.16% | 1.21% | -0.29% | 2.61% | 4.28% | 4.46% | 3.07% | 43.36% |
| 2018 | 6.95% | -5.08% | -1.86% | -1.31% | 5.07% | 0.24% | 4.98% | 3.24% | 4.14% | -8.90% | 3.71% | -7.92% | 1.69% |
| 2017 | 1.90% | 6.51% | 2.00% | 0.84% | 0.67% | 2.87% | 1.06% | 0.62% | 1.70% | 2.84% | 1.86% | 0.07% | 25.33% |
| 2016 | -5.15% | -0.99% | 5.73% | 2.76% | 5.71% | 2.98% | 6.56% | 1.40% | -1.76% | -1.80% | 3.65% | 5.36% | 26.42% |
| 2015 | 4.49% | -2.07% | -0.28% | 2.44% | -2.95% | -0.40% | -4.93% | -2.31% | 9.05% | 2.78% | 1.46% | 6.71% |
Expense Ratio
base 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 base is 23, indicating that it is in the bottom 23% 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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
ASML ASML Holding N.V. | 0.74 | 1.19 | 1.16 | 0.79 | 2.77 |
AVGO Broadcom Inc. | 1.78 | 2.51 | 1.31 | 3.87 | 10.69 |
AZN AstraZeneca PLC | 0.79 | 1.21 | 1.15 | 0.83 | 2.57 |
CCI Crown Castle International Corp. | -0.02 | 0.16 | 1.02 | -0.01 | -0.03 |
DEA Easterly Government Properties, Inc. | 0.03 | 0.25 | 1.03 | 0.02 | 0.06 |
MDT Medtronic plc | -0.54 | -0.64 | 0.92 | -0.23 | -1.15 |
MS Morgan Stanley | 0.66 | 1.05 | 1.14 | 0.48 | 1.79 |
MSFT Microsoft Corporation | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
OC Owens Corning | 0.99 | 1.39 | 1.19 | 1.19 | 4.10 |
ORCL Oracle Corporation | 0.62 | 1.02 | 1.17 | 1.02 | 2.08 |
PFE Pfizer Inc. | -0.63 | -0.79 | 0.91 | -0.28 | -0.80 |
RTX Raytheon Technologies Corporation | 1.65 | 2.55 | 1.36 | 1.07 | 5.16 |
XOM Exxon Mobil Corporation | 0.77 | 1.24 | 1.14 | 0.84 | 1.68 |
ZD Ziff Davis, Inc. | -1.01 | -1.45 | 0.83 | -0.50 | -1.90 |
Dividends
Dividend yield
base granted a 2.57% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| base | 2.57% | 2.71% | 2.53% | 2.05% | 2.45% | 2.37% | 2.85% | 2.36% | 2.52% | 2.30% | 1.85% | 1.65% |
| Portfolio components: | ||||||||||||
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% |
ASML ASML Holding N.V. | 0.76% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
AZN AstraZeneca PLC | 1.85% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
CCI Crown Castle International Corp. | 5.93% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
DEA Easterly Government Properties, Inc. | 7.74% | 7.89% | 7.43% | 4.58% | 4.59% | 4.38% | 6.63% | 4.69% | 4.60% | 3.14% | 0.00% | 0.00% |
MDT Medtronic plc | 3.53% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
MS Morgan Stanley | 3.28% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
OC Owens Corning | 1.32% | 1.40% | 1.64% | 1.15% | 1.27% | 1.35% | 1.43% | 0.88% | 1.44% | 1.45% | 1.79% | 0.00% |
ORCL Oracle Corporation | 1.16% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PFE Pfizer Inc. | 5.61% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
RTX Raytheon Technologies Corporation | 2.12% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
XOM Exxon Mobil Corporation | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
ZD Ziff Davis, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.10% | 2.79% | 2.33% | 1.91% | 1.70% | 2.03% | 2.24% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the base . 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 base was 32.73%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current base drawdown is 4.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -24.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | 162 | Jun 8, 2023 | 364 |
| -18.64% | Sep 26, 2018 | 62 | Dec 24, 2018 | 57 | Mar 19, 2019 | 119 |
| -15.73% | Jun 16, 2023 | 93 | Oct 27, 2023 | 36 | Dec 19, 2023 | 129 |
| -14.03% | Mar 3, 2015 | 123 | Aug 25, 2015 | 68 | Dec 1, 2015 | 191 |
Volatility
Volatility Chart
The current base volatility is 3.76%, 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
| DEA | AZN | CCI | XOM | PFE | AMD | OC | RTX | MDT | ZD | ORCL | AVGO | MS | ASML | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DEA | 1.00 | 0.17 | 0.42 | 0.19 | 0.23 | 0.13 | 0.29 | 0.26 | 0.30 | 0.31 | 0.24 | 0.17 | 0.24 | 0.16 | 0.21 |
| AZN | 0.17 | 1.00 | 0.26 | 0.17 | 0.39 | 0.17 | 0.17 | 0.27 | 0.33 | 0.25 | 0.25 | 0.21 | 0.23 | 0.29 | 0.30 |
| CCI | 0.42 | 0.26 | 1.00 | 0.14 | 0.30 | 0.18 | 0.23 | 0.24 | 0.34 | 0.30 | 0.26 | 0.22 | 0.20 | 0.25 | 0.32 |
| XOM | 0.19 | 0.17 | 0.14 | 1.00 | 0.26 | 0.16 | 0.32 | 0.45 | 0.30 | 0.27 | 0.29 | 0.26 | 0.47 | 0.25 | 0.21 |
| PFE | 0.23 | 0.39 | 0.30 | 0.26 | 1.00 | 0.17 | 0.20 | 0.30 | 0.40 | 0.26 | 0.30 | 0.22 | 0.31 | 0.24 | 0.30 |
| AMD | 0.13 | 0.17 | 0.18 | 0.16 | 0.17 | 1.00 | 0.30 | 0.23 | 0.24 | 0.36 | 0.38 | 0.51 | 0.31 | 0.54 | 0.49 |
| OC | 0.29 | 0.17 | 0.23 | 0.32 | 0.20 | 0.30 | 1.00 | 0.41 | 0.34 | 0.41 | 0.34 | 0.41 | 0.49 | 0.41 | 0.34 |
| RTX | 0.26 | 0.27 | 0.24 | 0.45 | 0.30 | 0.23 | 0.41 | 1.00 | 0.39 | 0.39 | 0.39 | 0.33 | 0.50 | 0.36 | 0.35 |
| MDT | 0.30 | 0.33 | 0.34 | 0.30 | 0.40 | 0.24 | 0.34 | 0.39 | 1.00 | 0.41 | 0.38 | 0.34 | 0.41 | 0.36 | 0.41 |
| ZD | 0.31 | 0.25 | 0.30 | 0.27 | 0.26 | 0.36 | 0.41 | 0.39 | 0.41 | 1.00 | 0.40 | 0.40 | 0.44 | 0.43 | 0.44 |
| ORCL | 0.24 | 0.25 | 0.26 | 0.29 | 0.30 | 0.38 | 0.34 | 0.39 | 0.38 | 0.40 | 1.00 | 0.44 | 0.42 | 0.46 | 0.57 |
| AVGO | 0.17 | 0.21 | 0.22 | 0.26 | 0.22 | 0.51 | 0.41 | 0.33 | 0.34 | 0.40 | 0.44 | 1.00 | 0.42 | 0.64 | 0.55 |
| MS | 0.24 | 0.23 | 0.20 | 0.47 | 0.31 | 0.31 | 0.49 | 0.50 | 0.41 | 0.44 | 0.42 | 0.42 | 1.00 | 0.44 | 0.40 |
| ASML | 0.16 | 0.29 | 0.25 | 0.25 | 0.24 | 0.54 | 0.41 | 0.36 | 0.36 | 0.43 | 0.46 | 0.64 | 0.44 | 1.00 | 0.59 |
| MSFT | 0.21 | 0.30 | 0.32 | 0.21 | 0.30 | 0.49 | 0.34 | 0.35 | 0.41 | 0.44 | 0.57 | 0.55 | 0.40 | 0.59 | 1.00 |