L
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LMT Lockheed Martin Corporation | Industrials | 50% |
NOC Northrop Grumman Corporation | Industrials | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in L, 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 Dec 31, 1981, corresponding to the inception date of NOC
Returns By Period
As of Nov 14, 2024, the L returned 19.09% Year-To-Date and 15.68% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| L | 19.09% | -5.68% | 16.81% | 21.14% | 10.16% | 15.68% |
| Portfolio components: | ||||||
LMT Lockheed Martin Corporation | 25.49% | -8.70% | 21.67% | 28.95% | 10.16% | 14.65% |
NOC Northrop Grumman Corporation | 12.56% | -2.56% | 11.74% | 13.33% | 9.65% | 16.27% |
Monthly Returns
The table below presents the monthly returns of L, 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 | -4.91% | 2.04% | 5.00% | 1.77% | -2.74% | -1.58% | 13.55% | 6.40% | 2.40% | -5.10% | 19.09% | ||
| 2023 | -11.35% | 3.46% | -0.40% | -0.92% | -4.47% | 4.18% | -2.71% | -0.58% | -3.65% | 9.13% | 0.18% | -0.12% | -8.35% |
| 2022 | 2.52% | 15.87% | 1.45% | -1.93% | 4.70% | 0.01% | -1.83% | 1.15% | -4.80% | 21.34% | -1.06% | 1.26% | 42.21% |
| 2021 | -7.64% | 2.82% | 11.42% | 6.26% | 2.43% | -0.82% | -0.94% | -0.37% | -3.05% | -2.25% | -0.43% | 8.80% | 15.73% |
| 2020 | 9.42% | -12.48% | -8.18% | 12.05% | 1.10% | -7.14% | 4.78% | 4.74% | -4.92% | -8.39% | 4.88% | -0.98% | -8.16% |
| 2019 | 11.58% | 6.61% | -5.02% | 9.30% | 3.61% | 6.97% | 3.29% | 6.56% | 1.90% | -4.69% | 2.33% | -1.31% | 47.76% |
| 2018 | 10.74% | 1.34% | -2.00% | -6.41% | 0.12% | -5.85% | 4.02% | -0.72% | 7.20% | -16.26% | 1.35% | -9.41% | -17.43% |
| 2017 | -0.48% | 7.33% | -1.49% | 2.06% | 5.21% | -0.92% | 3.86% | 4.50% | 3.62% | 1.02% | 4.11% | 0.38% | 32.92% |
| 2016 | -2.41% | 3.68% | 2.80% | 4.57% | 2.73% | 5.01% | -0.36% | -2.46% | -0.23% | 4.92% | 8.72% | -6.15% | 21.79% |
| 2015 | 2.14% | 6.48% | -0.78% | -6.18% | 2.78% | -0.77% | 10.24% | -3.50% | 2.21% | 9.57% | 0.05% | 0.22% | 23.33% |
| 2014 | 1.17% | 6.87% | 1.24% | -0.48% | 0.57% | -1.68% | 3.46% | 4.39% | 4.31% | 4.48% | 1.99% | 2.57% | 32.65% |
| 2013 | -4.81% | 2.24% | 8.24% | 5.29% | 8.80% | 1.48% | 10.97% | 1.89% | 3.73% | 8.71% | 6.28% | 3.28% | 71.34% |
Expense Ratio
L 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 L is 13, indicating that it is in the bottom 13% 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 |
NOC Northrop Grumman Corporation | 0.79 | 1.21 | 1.16 | 0.67 | 2.55 |
Dividends
Dividend yield
L provided a 1.88% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.88% | 2.12% | 1.79% | 2.29% | 2.31% | 1.91% | 2.53% | 1.80% | 2.11% | 2.24% | 2.34% | 2.65% |
| 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% |
NOC Northrop Grumman Corporation | 1.51% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
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 L. 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 L was 66.63%, occurring on Mar 2, 2000. Recovery took 490 trading sessions.
The current L drawdown is 6.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.63% | Mar 2, 1998 | 507 | Mar 2, 2000 | 490 | Feb 15, 2002 | 997 |
| -57.59% | Aug 24, 1987 | 741 | Jul 27, 1990 | 597 | Dec 4, 1992 | 1338 |
| -51.75% | Nov 14, 2007 | 330 | Mar 9, 2009 | 855 | Jul 27, 2012 | 1185 |
| -39.52% | Jun 28, 2002 | 176 | Mar 11, 2003 | 714 | Jan 9, 2006 | 890 |
| -32.89% | Apr 24, 2018 | 170 | Dec 24, 2018 | 131 | Jul 3, 2019 | 301 |
Volatility
Volatility Chart
The current L volatility is 5.99%, 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
| LMT | NOC | |
|---|---|---|
| LMT | 1.00 | 0.47 |
| NOC | 0.47 | 1.00 |