PLAN
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PLAN, 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 Oct 18, 2017, corresponding to the inception date of VICI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
PLAN | 14.96% | 0.07% | 14.36% | 33.82% | 25.12% | N/A |
Portfolio components: | ||||||
VICI Properties Inc. | 5.65% | -3.06% | 14.87% | 22.32% | 11.38% | N/A |
Visa Inc. | 8.89% | 2.52% | 5.85% | 20.84% | 10.08% | 17.53% |
Microsoft Corporation | 15.50% | 0.38% | 9.77% | 28.71% | 25.88% | 26.89% |
Aberdeen Standard Physical Gold Shares ETF | 34.14% | 5.37% | 19.98% | 39.52% | 12.75% | 8.73% |
iShares Silver Trust | 44.12% | 10.49% | 29.34% | 49.62% | 13.21% | 7.33% |
D.R. Horton, Inc. | 10.74% | -12.29% | 17.63% | 61.58% | 27.11% | 23.46% |
Tesla, Inc. | 4.44% | -0.81% | 44.19% | 29.22% | 65.86% | 32.13% |
VanEck Vectors Vietnam ETF | -7.28% | -6.26% | -1.64% | 9.23% | -4.87% | -3.85% |
Discover Financial Services | 36.34% | 7.45% | 23.31% | 88.22% | 15.82% | 11.44% |
Occidental Petroleum Corporation | -15.15% | -2.83% | -21.68% | -17.78% | 5.24% | -2.19% |
Monthly Returns
The table below presents the monthly returns of PLAN, 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 | -4.19% | 4.50% | 3.79% | -2.97% | 2.23% | 1.11% | 5.98% | 0.52% | 3.47% | 14.96% | |||
2023 | 10.72% | -2.82% | 4.06% | 1.25% | -0.10% | 7.57% | 2.73% | -2.49% | -5.24% | -3.20% | 10.50% | 5.35% | 30.31% |
2022 | -1.90% | 2.22% | 4.94% | -5.57% | 1.23% | -8.91% | 10.07% | -3.51% | -7.47% | 4.27% | 5.49% | -4.86% | -5.77% |
2021 | 1.85% | 4.98% | 1.47% | 7.48% | 0.49% | 2.49% | 0.04% | 0.32% | -2.78% | 8.64% | -2.04% | 3.59% | 29.20% |
2020 | 7.00% | -6.62% | -23.84% | 21.62% | 6.23% | 9.41% | 9.05% | 14.43% | -5.63% | -3.18% | 17.40% | 9.70% | 57.95% |
2019 | 6.04% | 2.95% | 0.65% | 1.51% | -5.85% | 5.26% | 4.06% | -0.09% | 0.99% | 3.94% | 1.78% | 5.64% | 29.71% |
2018 | 5.78% | -5.44% | -3.47% | 2.82% | 1.61% | 1.53% | 0.24% | 1.78% | -0.55% | -4.39% | 2.59% | -5.75% | -3.93% |
2017 | 1.17% | 4.12% | 3.41% | 8.93% |
Expense Ratio
PLAN has an expense ratio of 0.14%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PLAN is 29, 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 | |
---|---|---|---|---|---|
VICI Properties Inc. | 1.31 | 1.91 | 1.25 | 1.33 | 3.39 |
Visa Inc. | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
Aberdeen Standard Physical Gold Shares ETF | 2.70 | 3.63 | 1.47 | 5.66 | 17.46 |
iShares Silver Trust | 1.59 | 2.25 | 1.28 | 1.91 | 6.58 |
D.R. Horton, Inc. | 1.95 | 2.59 | 1.35 | 3.01 | 9.04 |
Tesla, Inc. | 0.43 | 1.06 | 1.13 | 0.39 | 1.10 |
VanEck Vectors Vietnam ETF | 0.25 | 0.48 | 1.06 | 0.10 | 0.57 |
Discover Financial Services | 2.87 | 3.60 | 1.49 | 2.48 | 18.36 |
Occidental Petroleum Corporation | -0.85 | -1.13 | 0.87 | -0.56 | -1.44 |
Dividends
Dividend yield
PLAN provided a 1.65% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PLAN | 1.65% | 1.60% | 1.16% | 0.89% | 1.46% | 1.79% | 1.76% | 1.01% | 1.26% | 1.39% | 1.14% | 1.08% |
Portfolio components: | ||||||||||||
VICI Properties Inc. | 5.20% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Visa Inc. | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D.R. Horton, Inc. | 0.72% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
Tesla, 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% |
VanEck Vectors Vietnam ETF | 5.62% | 5.21% | 0.96% | 0.49% | 0.40% | 0.76% | 0.83% | 0.99% | 2.43% | 3.68% | 2.65% | 3.18% |
Discover Financial Services | 1.86% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
Occidental Petroleum Corporation | 1.68% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.39% | 3.46% | 2.69% |
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 PLAN. 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 PLAN was 45.53%, occurring on Mar 18, 2020. Recovery took 87 trading sessions.
The current PLAN drawdown is 0.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.53% | Feb 20, 2020 | 20 | Mar 18, 2020 | 87 | Jul 22, 2020 | 107 |
-18.09% | Mar 30, 2022 | 138 | Oct 14, 2022 | 157 | Jun 1, 2023 | 295 |
-14.78% | Jan 23, 2018 | 233 | Dec 24, 2018 | 66 | Apr 1, 2019 | 299 |
-12.85% | Jul 19, 2023 | 73 | Oct 30, 2023 | 32 | Dec 14, 2023 | 105 |
-10.09% | Sep 1, 2020 | 16 | Sep 23, 2020 | 34 | Nov 10, 2020 | 50 |
Volatility
Volatility Chart
The current PLAN volatility is 3.08%, 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
SGOL | SLV | OXY | TSLA | VNM | VICI | DHI | MSFT | DFS | V | |
---|---|---|---|---|---|---|---|---|---|---|
SGOL | 1.00 | 0.77 | 0.08 | 0.03 | 0.05 | 0.06 | 0.12 | 0.04 | -0.02 | 0.03 |
SLV | 0.77 | 1.00 | 0.18 | 0.14 | 0.12 | 0.15 | 0.16 | 0.13 | 0.10 | 0.12 |
OXY | 0.08 | 0.18 | 1.00 | 0.16 | 0.23 | 0.28 | 0.18 | 0.17 | 0.43 | 0.26 |
TSLA | 0.03 | 0.14 | 0.16 | 1.00 | 0.24 | 0.25 | 0.25 | 0.41 | 0.26 | 0.31 |
VNM | 0.05 | 0.12 | 0.23 | 0.24 | 1.00 | 0.22 | 0.25 | 0.36 | 0.30 | 0.34 |
VICI | 0.06 | 0.15 | 0.28 | 0.25 | 0.22 | 1.00 | 0.39 | 0.28 | 0.39 | 0.36 |
DHI | 0.12 | 0.16 | 0.18 | 0.25 | 0.25 | 0.39 | 1.00 | 0.34 | 0.36 | 0.35 |
MSFT | 0.04 | 0.13 | 0.17 | 0.41 | 0.36 | 0.28 | 0.34 | 1.00 | 0.33 | 0.60 |
DFS | -0.02 | 0.10 | 0.43 | 0.26 | 0.30 | 0.39 | 0.36 | 0.33 | 1.00 | 0.46 |
V | 0.03 | 0.12 | 0.26 | 0.31 | 0.34 | 0.36 | 0.35 | 0.60 | 0.46 | 1.00 |