1 stock
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
ASML ASML Holding N.V. | Technology | 20% |
BLDR Builders FirstSource, Inc. | Industrials | 20% |
FAST Fastenal Company | Industrials | 20% |
RHM.DE Rheinmetall AG | Industrials | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1 stock, 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 Jun 22, 2005, corresponding to the inception date of BLDR
Returns By Period
As of Oct 15, 2024, the 1 stock returned 33.75% Year-To-Date and 33.96% 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 | 21.92% | 3.36% | 15.12% | 32.96% | 14.22% | 11.94% |
| 1 stock | 29.30% | -0.24% | 0.37% | 55.09% | 36.68% | 33.50% |
| Portfolio components: | ||||||
FAST Fastenal Company | 20.79% | 10.15% | 13.09% | 32.28% | 19.02% | 16.80% |
BLDR Builders FirstSource, Inc. | 17.24% | 6.78% | 7.49% | 65.89% | 52.29% | 42.10% |
AMZN Amazon.com, Inc. | 23.53% | 0.64% | 2.38% | 41.60% | 15.60% | 27.85% |
ASML ASML Holding N.V. | -2.95% | -10.53% | -24.94% | 21.97% | 24.08% | 23.53% |
RHM.DE Rheinmetall AG | 68.52% | -8.52% | -7.48% | 87.52% | 37.71% | 30.47% |
Monthly Returns
The table below presents the monthly returns of 1 stock, 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 | 7.61% | 14.72% | 8.34% | -7.67% | 0.36% | -2.13% | 6.00% | 0.74% | 0.94% | 29.30% | |||
| 2023 | 18.03% | 0.55% | 9.20% | 0.34% | 7.94% | 9.16% | 2.19% | -1.81% | -8.65% | 2.36% | 10.62% | 10.48% | 75.68% |
| 2022 | -9.52% | 11.10% | 13.98% | -8.72% | -1.66% | -7.42% | 11.41% | -9.87% | -7.77% | 3.89% | 12.25% | -5.92% | -3.24% |
| 2021 | -1.04% | 2.34% | 5.35% | 5.88% | -1.60% | -0.26% | 3.04% | 7.43% | -5.18% | 6.76% | 3.44% | 7.14% | 37.66% |
| 2020 | -2.05% | -6.64% | -15.06% | 19.73% | 13.07% | 6.55% | 8.96% | 9.48% | -2.62% | -7.07% | 16.95% | 8.49% | 53.47% |
| 2019 | 16.39% | 2.51% | 1.18% | 8.87% | -6.96% | 11.82% | -0.69% | 2.26% | 5.97% | 4.69% | 1.29% | 4.50% | 63.06% |
| 2018 | 10.31% | -3.02% | 1.17% | -3.91% | 4.17% | -4.49% | 7.78% | -2.11% | -3.67% | -14.42% | 7.31% | -11.28% | -14.31% |
| 2017 | 7.29% | 4.33% | 8.50% | 1.82% | -0.71% | 1.36% | 4.85% | 1.83% | 7.18% | 5.82% | 7.16% | 1.94% | 64.64% |
| 2016 | -6.47% | 1.14% | 14.70% | -0.08% | 1.82% | -4.38% | 9.27% | 1.92% | -2.58% | -6.38% | 6.09% | 0.11% | 13.87% |
| 2015 | -2.13% | 4.87% | -1.01% | 24.60% | -0.03% | -0.19% | 8.72% | -1.63% | -4.83% | 6.35% | 4.69% | -2.29% | 39.88% |
| 2014 | -2.08% | 7.27% | 0.52% | -7.92% | 0.06% | 4.28% | -9.44% | 3.36% | -6.63% | -1.66% | 4.53% | 2.85% | -6.26% |
| 2013 | 10.41% | -0.52% | -4.70% | 1.94% | 8.53% | -6.25% | 5.75% | -3.86% | 12.05% | 9.16% | -1.00% | 1.04% | 35.05% |
Expense Ratio
1 stock 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 1 stock is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
FAST Fastenal Company | 1.70 | 2.61 | 1.36 | 1.84 | 3.68 |
BLDR Builders FirstSource, Inc. | 1.75 | 2.22 | 1.33 | 2.07 | 4.70 |
AMZN Amazon.com, Inc. | 1.68 | 2.33 | 1.31 | 1.28 | 7.95 |
ASML ASML Holding N.V. | 0.51 | 0.93 | 1.14 | 0.68 | 1.76 |
RHM.DE Rheinmetall AG | 2.83 | 3.27 | 1.45 | 5.39 | 12.89 |
Dividends
Dividend yield
1 stock granted a 0.91% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 stock | 0.91% | 1.02% | 1.13% | 0.93% | 1.79% | 1.11% | 1.24% | 0.89% | 1.05% | 0.82% | 0.79% | 1.29% |
| Portfolio components: | ||||||||||||
FAST Fastenal Company | 2.47% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
BLDR Builders FirstSource, 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% |
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% |
ASML ASML Holding N.V. | 0.90% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
RHM.DE Rheinmetall AG | 1.18% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% | 4.01% |
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 1 stock. 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 1 stock was 66.24%, occurring on Nov 20, 2008. Recovery took 266 trading sessions.
The current 1 stock drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.24% | Jul 26, 2007 | 343 | Nov 20, 2008 | 266 | Dec 2, 2009 | 609 |
| -35.35% | Feb 21, 2020 | 19 | Mar 18, 2020 | 49 | May 27, 2020 | 68 |
| -29.63% | Mar 28, 2022 | 144 | Oct 14, 2022 | 78 | Feb 2, 2023 | 222 |
| -29.31% | Mar 22, 2018 | 197 | Dec 24, 2018 | 91 | May 3, 2019 | 288 |
| -28.66% | Jul 8, 2011 | 62 | Oct 3, 2011 | 75 | Jan 17, 2012 | 137 |
Volatility
Volatility Chart
The current 1 stock volatility is 6.04%, 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
| RHM.DE | BLDR | AMZN | FAST | ASML | |
|---|---|---|---|---|---|
| RHM.DE | 1.00 | 0.23 | 0.20 | 0.24 | 0.33 |
| BLDR | 0.23 | 1.00 | 0.33 | 0.41 | 0.38 |
| AMZN | 0.20 | 0.33 | 1.00 | 0.40 | 0.45 |
| FAST | 0.24 | 0.41 | 0.40 | 1.00 | 0.44 |
| ASML | 0.33 | 0.38 | 0.45 | 0.44 | 1.00 |