Minimal Drawdown
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
1AD.MI Koninklijke Ahold Delhaize N.V. | Consumer Defensive | 9.09% |
BDRFY Beiersdorf AG ADR | Consumer Defensive | 9.09% |
BSV.L British Smaller Companies Vct plc | Financial Services | 9.09% |
CHP-UN.TO Choice Properties Real Estate Investment Trust | Real Estate | 9.09% |
CSU.TO Constellation Software Inc. | Technology | 9.09% |
FED.CO Fast Ejendom Danmark A/S | Real Estate | 9.09% |
IGV.L The Income & Growth VCT plc | Financial Services | 9.09% |
SHZNY Shenzhen Expressway Co Ltd ADR | Industrials | 9.09% |
TRN.MI Terna Rete Elettrica Nazionale SpA | Utilities | 9.09% |
VRSK Verisk Analytics, Inc. | Industrials | 9.09% |
WCN Waste Connections, Inc. | Industrials | 9.09% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Minimal Drawdown, 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 every 3 months.
The earliest data available for this chart is Dec 27, 2013, corresponding to the inception date of FED.CO
Returns By Period
As of Apr 15, 2025, the Minimal Drawdown returned 9.60% Year-To-Date and 12.15% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Minimal Drawdown | 8.77% | 2.48% | 4.55% | 20.66% | 15.69% | 13.85% |
| Portfolio components: | ||||||
1AD.MI Koninklijke Ahold Delhaize N.V. | 19.75% | 6.29% | 18.76% | 39.64% | 13.15% | 9.45% |
BDRFY Beiersdorf AG ADR | 4.80% | -8.61% | -9.02% | -3.74% | 6.20% | 4.93% |
BSV.L British Smaller Companies Vct plc | 6.63% | 3.17% | 2.53% | 5.56% | 14.54% | 6.99% |
CHP-UN.TO Choice Properties Real Estate Investment Trust | 11.03% | 7.01% | -1.77% | 10.75% | 7.11% | 7.89% |
CSU.TO Constellation Software Inc. | 6.49% | 0.65% | 2.59% | 26.69% | 28.39% | 23.66% |
FED.CO Fast Ejendom Danmark A/S | 14.61% | 3.64% | 10.36% | 15.02% | 3.17% | 9.79% |
IGV.L The Income & Growth VCT plc | 3.01% | 1.98% | -1.30% | 6.61% | 13.49% | 6.43% |
SHZNY Shenzhen Expressway Co Ltd ADR | 0.00% | 0.00% | 0.00% | 9.25% | 3.23% | 9.23% |
TRN.MI Terna Rete Elettrica Nazionale SpA | 17.27% | 8.55% | 7.87% | 22.23% | 13.76% | 11.93% |
VRSK Verisk Analytics, Inc. | 7.31% | 2.26% | 9.93% | 33.39% | 15.24% | 15.24% |
WCN Waste Connections, Inc. | 14.30% | 5.67% | 7.85% | 17.95% | 18.75% | 17.63% |
Monthly Returns
The table below presents the monthly returns of Minimal Drawdown, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.91% | 3.93% | -1.55% | 2.30% | 8.77% | ||||||||
| 2024 | 4.23% | 0.47% | 1.19% | -3.73% | 5.14% | 1.77% | 5.84% | 3.76% | -0.10% | -4.27% | 6.00% | -6.46% | 13.68% |
| 2023 | 4.78% | -1.37% | 5.93% | 2.51% | 0.98% | 3.03% | 0.65% | -1.63% | -2.46% | -2.00% | 5.91% | 4.10% | 21.83% |
| 2022 | -6.46% | -1.20% | 4.70% | -4.60% | -1.86% | -4.01% | 6.47% | -4.54% | -6.52% | 3.16% | 7.69% | -1.54% | -9.62% |
| 2021 | -3.82% | -0.62% | 7.01% | 3.80% | 1.60% | 1.72% | 4.29% | 3.56% | -2.61% | 4.52% | -0.56% | 4.50% | 25.34% |
| 2020 | 3.09% | -3.66% | -7.73% | 2.72% | 7.28% | 3.09% | 5.74% | -1.47% | -1.44% | -4.55% | 9.39% | 2.67% | 14.61% |
| 2019 | 7.66% | 3.42% | 5.65% | 1.45% | 0.92% | 4.79% | -0.38% | 1.85% | 0.99% | -0.44% | 1.93% | -0.07% | 31.13% |
| 2018 | 2.50% | -2.56% | 2.14% | 1.34% | 0.80% | 1.19% | 0.44% | 1.14% | -1.10% | -3.04% | 2.72% | -3.59% | 1.71% |
| 2017 | 2.15% | 1.08% | 1.81% | 6.81% | 5.60% | -0.53% | 2.75% | -0.25% | 1.20% | 1.22% | 2.97% | 0.82% | 28.55% |
| 2016 | -1.08% | 2.09% | 5.83% | 1.43% | 1.40% | -0.98% | 3.11% | 0.16% | -0.92% | -1.19% | -2.18% | 1.06% | 8.81% |
| 2015 | -3.70% | 4.82% | 2.07% | 4.30% | 0.48% | -1.34% | 2.72% | -0.14% | -1.17% | 1.73% | 0.90% | 0.41% | 11.31% |
| 2014 | -2.56% | 2.65% | 0.47% | 0.89% | 1.19% | 1.68% | -2.20% | 0.96% | -2.33% | 9.59% | 1.78% | -2.32% | 9.60% |
Expense Ratio
Minimal Drawdown has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, Minimal Drawdown is among the top 7% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
1AD.MI Koninklijke Ahold Delhaize N.V. | 1.56 | 2.23 | 1.31 | 2.51 | 9.38 |
BDRFY Beiersdorf AG ADR | -0.47 | -0.53 | 0.93 | -0.44 | -0.77 |
BSV.L British Smaller Companies Vct plc | 0.94 | 1.40 | 1.18 | 0.78 | 1.71 |
CHP-UN.TO Choice Properties Real Estate Investment Trust | 0.59 | 1.00 | 1.12 | 0.51 | 1.03 |
CSU.TO Constellation Software Inc. | 0.75 | 1.22 | 1.15 | 1.37 | 4.03 |
FED.CO Fast Ejendom Danmark A/S | 0.82 | 1.37 | 1.17 | 0.76 | 4.39 |
IGV.L The Income & Growth VCT plc | 0.35 | 0.63 | 1.10 | 0.39 | 1.36 |
SHZNY Shenzhen Expressway Co Ltd ADR | 1.00 | — | — | 1.34 | — |
TRN.MI Terna Rete Elettrica Nazionale SpA | 0.98 | 1.45 | 1.20 | 1.55 | 3.34 |
VRSK Verisk Analytics, Inc. | 1.57 | 2.07 | 1.33 | 2.60 | 7.92 |
WCN Waste Connections, Inc. | 1.11 | 1.59 | 1.22 | 1.54 | 4.59 |
Dividends
Dividend yield
Minimal Drawdown provided a 3.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.79% | 3.57% | 4.13% | 58.80% | 3.72% | 6.81% | 7.07% | 5.40% | 7.12% | 7.31% | 5.65% | 7.44% |
| Portfolio components: | ||||||||||||
1AD.MI Koninklijke Ahold Delhaize N.V. | 3.48% | 3.55% | 4.15% | 3.61% | 2.74% | 4.09% | 4.40% | 2.85% | 3.11% | 8.74% | 2.36% | 10.82% |
BDRFY Beiersdorf AG ADR | 0.81% | 0.85% | 0.50% | 0.67% | 0.80% | 0.66% | 0.66% | 0.83% | 0.64% | 0.92% | 0.87% | 1.18% |
BSV.L British Smaller Companies Vct plc | 6.86% | 7.00% | 5.19% | 611.33% | 11.11% | 9.23% | 15.83% | 5.30% | 7.85% | 24.71% | 13.37% | 8.57% |
CHP-UN.TO Choice Properties Real Estate Investment Trust | 2.66% | 4.26% | 5.36% | 5.01% | 4.87% | 26.54% | 26.41% | 31.88% | 27.14% | 25.42% | 27.32% | 30.76% |
CSU.TO Constellation Software Inc. | 0.12% | 0.12% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 0.90% | 1.29% |
FED.CO Fast Ejendom Danmark A/S | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGV.L The Income & Growth VCT plc | 13.71% | 9.09% | 16.42% | 10.53% | 9.78% | 21.05% | 13.38% | 7.80% | 30.56% | 13.45% | 9.85% | 17.82% |
SHZNY Shenzhen Expressway Co Ltd ADR | 8.63% | 8.63% | 8.14% | 9.62% | 6.43% | 7.65% | 9.18% | 4.85% | 3.31% | 0.00% | 0.00% | 3.48% |
TRN.MI Terna Rete Elettrica Nazionale SpA | 4.20% | 4.52% | 4.27% | 4.33% | 3.89% | 4.10% | 4.01% | 4.53% | 4.30% | 4.64% | 4.21% | 5.32% |
VRSK Verisk Analytics, Inc. | 0.55% | 0.57% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WCN Waste Connections, Inc. | 0.61% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% |
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 Minimal Drawdown. 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 Minimal Drawdown was 21.15%, occurring on Mar 23, 2020. Recovery took 80 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.15% | Feb 14, 2020 | 27 | Mar 23, 2020 | 80 | Jul 14, 2020 | 107 |
| -19.61% | Jan 3, 2022 | 202 | Oct 12, 2022 | 125 | Apr 6, 2023 | 327 |
| -8.98% | Jul 25, 2023 | 69 | Oct 27, 2023 | 31 | Dec 11, 2023 | 100 |
| -8.89% | Aug 7, 2020 | 61 | Oct 30, 2020 | 15 | Nov 20, 2020 | 76 |
| -8.52% | Jul 23, 2018 | 111 | Dec 24, 2018 | 25 | Jan 30, 2019 | 136 |
Volatility
Volatility Chart
The current Minimal Drawdown volatility is 7.99%, 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
| SHZNY | FED.CO | 1AD.MI | BDRFY | CSU.TO | WCN | VRSK | TRN.MI | IGV.L | CHP-UN.TO | BSV.L | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SHZNY | 1.00 | 0.04 | -0.00 | 0.01 | 0.00 | 0.01 | 0.02 | 0.03 | 0.02 | 0.01 | 0.03 |
| FED.CO | 0.04 | 1.00 | 0.13 | 0.08 | 0.07 | 0.04 | 0.07 | 0.12 | 0.17 | 0.09 | 0.18 |
| 1AD.MI | -0.00 | 0.13 | 1.00 | 0.17 | 0.08 | 0.05 | 0.06 | 0.27 | 0.25 | 0.16 | 0.25 |
| BDRFY | 0.01 | 0.08 | 0.17 | 1.00 | 0.14 | 0.16 | 0.16 | 0.28 | 0.14 | 0.20 | 0.15 |
| CSU.TO | 0.00 | 0.07 | 0.08 | 0.14 | 1.00 | 0.32 | 0.33 | 0.18 | 0.16 | 0.33 | 0.18 |
| WCN | 0.01 | 0.04 | 0.05 | 0.16 | 0.32 | 1.00 | 0.47 | 0.21 | 0.10 | 0.36 | 0.11 |
| VRSK | 0.02 | 0.07 | 0.06 | 0.16 | 0.33 | 0.47 | 1.00 | 0.22 | 0.10 | 0.30 | 0.10 |
| TRN.MI | 0.03 | 0.12 | 0.27 | 0.28 | 0.18 | 0.21 | 0.22 | 1.00 | 0.23 | 0.28 | 0.23 |
| IGV.L | 0.02 | 0.17 | 0.25 | 0.14 | 0.16 | 0.10 | 0.10 | 0.23 | 1.00 | 0.23 | 0.79 |
| CHP-UN.TO | 0.01 | 0.09 | 0.16 | 0.20 | 0.33 | 0.36 | 0.30 | 0.28 | 0.23 | 1.00 | 0.27 |
| BSV.L | 0.03 | 0.18 | 0.25 | 0.15 | 0.18 | 0.11 | 0.10 | 0.23 | 0.79 | 0.27 | 1.00 |