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PORT VALUE EPS (Present)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

PORT VALUE EPS (Present)

Last updated Sep 20, 2024

Asset Allocation

TLT 31.2%LLY 24%NVO 10.2%CB 6.9%THC 6.9%FSLR 4.8%UBER 4.8%TMUS 4.2%INTC 3.5%GM 3.5%BondBondEquityEquity
PositionCategory/SectorWeight
CB
Chubb Limited		Financial Services
6.90%
FSLR
First Solar, Inc.		Technology
4.80%
GM
General Motors Company		Consumer Cyclical
3.50%
INTC
Intel Corporation		Technology
3.50%
LLY
Eli Lilly and Company		Healthcare
24%
NVO
Novo Nordisk A/S		Healthcare
10.20%
THC
Tenet Healthcare Corporation		Healthcare
6.90%
TLT
iShares 20+ Year Treasury Bond ETF		Government Bonds
31.20%
TMUS
T-Mobile US, Inc.		Communication Services
4.20%
UBER
Uber Technologies, Inc.		Technology
4.80%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PORT VALUE EPS (Present), 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

-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
14.64%
9.00%
PORT VALUE EPS (Present)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 9, 2019, corresponding to the inception date of UBER

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.79%2.08%9.01%29.79%13.85%11.12%
PORT VALUE EPS (Present)29.99%1.24%14.64%41.68%25.16%N/A
Portfolio components:
TLT
iShares 20+ Year Treasury Bond ETF		3.06%0.92%8.78%10.90%-4.63%1.03%
LLY
Eli Lilly and Company		57.74%-3.68%19.17%61.71%53.35%32.70%
NVO
Novo Nordisk A/S		31.55%-0.68%4.82%43.65%38.85%18.91%
CB
Chubb Limited		29.86%7.16%14.12%37.82%15.12%12.88%
THC
Tenet Healthcare Corporation		121.25%7.72%62.00%140.26%45.99%10.37%
FSLR
First Solar, Inc.		39.57%9.20%57.49%42.08%29.31%13.63%
UBER
Uber Technologies, Inc.		22.27%2.69%-6.19%61.72%18.27%N/A
TMUS
T-Mobile US, Inc.		25.90%2.07%24.93%42.70%20.36%21.54%
INTC
Intel Corporation		-57.37%0.71%-49.65%-38.04%-13.86%-2.22%
GM
General Motors Company		36.46%6.01%12.55%48.06%6.40%6.51%

Monthly Returns

The table below presents the monthly returns of PORT VALUE EPS (Present), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.62%6.84%3.84%-3.30%8.01%2.69%-1.71%7.23%29.99%
20235.51%-3.82%6.69%4.74%1.47%5.51%-0.36%4.63%-4.62%-2.54%10.83%5.17%37.13%
2022-7.31%1.42%3.49%-5.76%-0.36%-2.67%6.51%-2.36%-3.99%4.43%6.48%-2.65%-3.90%
20216.23%-0.86%-3.00%2.05%3.97%5.99%3.46%2.73%-4.80%6.68%-1.85%4.12%26.73%
20203.56%-2.70%-2.18%8.32%3.79%0.12%2.67%2.20%-1.70%-2.86%11.92%6.70%32.77%
20190.27%2.48%0.45%2.99%-0.90%1.60%2.78%4.45%14.91%

Expense Ratio

PORT VALUE EPS (Present) has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PORT VALUE EPS (Present) is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of PORT VALUE EPS (Present) is 9090
PORT VALUE EPS (Present)
The Sharpe Ratio Rank of PORT VALUE EPS (Present) is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of PORT VALUE EPS (Present) is 9191Sortino Ratio Rank
The Omega Ratio Rank of PORT VALUE EPS (Present) is 8989Omega Ratio Rank
The Calmar Ratio Rank of PORT VALUE EPS (Present) is 9292Calmar Ratio Rank
The Martin Ratio Rank of PORT VALUE EPS (Present) is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

PORT VALUE EPS (Present)
Sharpe ratio
The chart of Sharpe ratio for PORT VALUE EPS (Present), currently valued at 2.87, compared to the broader market-1.000.001.002.003.004.002.87
Sortino ratio
The chart of Sortino ratio for PORT VALUE EPS (Present), currently valued at 3.93, compared to the broader market-2.000.002.004.006.003.93
Omega ratio
The chart of Omega ratio for PORT VALUE EPS (Present), currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for PORT VALUE EPS (Present), currently valued at 4.20, compared to the broader market0.002.004.006.008.004.20
Martin ratio
The chart of Martin ratio for PORT VALUE EPS (Present), currently valued at 16.04, compared to the broader market0.0010.0020.0030.0016.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 13.08, compared to the broader market0.0010.0020.0030.0013.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TLT
iShares 20+ Year Treasury Bond ETF		0.671.041.120.231.85
LLY
Eli Lilly and Company		1.992.741.363.2111.82
NVO
Novo Nordisk A/S		1.482.181.272.428.18
CB
Chubb Limited		2.203.121.403.6913.58
THC
Tenet Healthcare Corporation		3.764.251.573.2917.74
FSLR
First Solar, Inc.		0.801.551.180.982.75
UBER
Uber Technologies, Inc.		1.552.361.281.635.36
TMUS
T-Mobile US, Inc.		2.944.011.544.0320.27
INTC
Intel Corporation		-0.82-0.960.86-0.59-1.32
GM
General Motors Company		1.442.081.270.766.32

Sharpe Ratio

The current PORT VALUE EPS (Present) Sharpe ratio is 2.87. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.55, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of PORT VALUE EPS (Present) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
2.87
2.23
PORT VALUE EPS (Present)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PORT VALUE EPS (Present) granted a 1.60% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
PORT VALUE EPS (Present)1.60%1.52%1.49%0.97%1.15%1.53%1.69%1.69%1.87%1.78%1.91%2.67%
Portfolio components:
TLT
iShares 20+ Year Treasury Bond ETF		3.65%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
LLY
Eli Lilly and Company		0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NVO
Novo Nordisk A/S		0.76%0.71%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CB
Chubb Limited		1.22%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
THC
Tenet Healthcare Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSLR
First Solar, 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%
UBER
Uber Technologies, 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%
TMUS
T-Mobile US, Inc.		1.30%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
INTC
Intel Corporation		2.37%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
GM
General Motors Company		0.93%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.53%
0
PORT VALUE EPS (Present)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PORT VALUE EPS (Present). 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 PORT VALUE EPS (Present) was 18.32%, occurring on Mar 18, 2020. Recovery took 21 trading sessions.

The current PORT VALUE EPS (Present) drawdown is 0.53%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.32%Feb 21, 202019Mar 18, 202021Apr 17, 202040
-16.64%Nov 10, 2021151Jun 16, 2022144Jan 12, 2023295
-9.77%Sep 13, 202315Oct 3, 202337Nov 24, 202352
-8.28%Jan 26, 202141Mar 24, 202150Jun 4, 202191
-7.72%Jul 15, 202418Aug 7, 20246Aug 15, 202424

Volatility

Volatility Chart

The current PORT VALUE EPS (Present) volatility is 3.34%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.34%
4.31%
PORT VALUE EPS (Present)
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
TLTNVOLLYFSLRUBERTMUSCBINTCTHCGM
TLT1.000.02-0.020.00-0.02-0.01-0.15-0.09-0.07-0.17
NVO0.021.000.470.170.150.250.160.200.180.11
LLY-0.020.471.000.110.130.290.240.180.220.13
FSLR0.000.170.111.000.320.250.170.330.300.34
UBER-0.020.150.130.321.000.260.180.350.310.40
TMUS-0.010.250.290.250.261.000.300.300.290.26
CB-0.150.160.240.170.180.301.000.240.370.40
INTC-0.090.200.180.330.350.300.241.000.330.40
THC-0.070.180.220.300.310.290.370.331.000.46
GM-0.170.110.130.340.400.260.400.400.461.00
The correlation results are calculated based on daily price changes starting from May 10, 2019