Stocks fg
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MET MetLife, Inc. | Financial Services | 20% |
SLM SLM Corporation | Financial Services | 20% |
TDG TransDigm Group Incorporated | Industrials | 20% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 20% |
UNH UnitedHealth Group Incorporated | Healthcare | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks fg, 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 Mar 15, 2006, corresponding to the inception date of TDG
Returns By Period
As of Nov 15, 2024, the Stocks fg returned 37.26% Year-To-Date and 20.86% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Stocks fg | 37.26% | -0.22% | 15.17% | 49.65% | 25.30% | 20.86% |
| Portfolio components: | ||||||
MET MetLife, Inc. | 28.82% | -2.89% | 14.14% | 37.81% | 14.83% | 8.19% |
SLM SLM Corporation | 27.62% | 3.62% | 15.20% | 63.44% | 25.09% | 10.48% |
TDG TransDigm Group Incorporated | 32.73% | -8.54% | 4.38% | 40.02% | 22.07% | 25.82% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 83.23% | 0.73% | 24.67% | 93.77% | 31.45% | 27.28% |
UNH UnitedHealth Group Incorporated | 13.99% | 6.63% | 14.68% | 11.84% | 18.88% | 21.80% |
Monthly Returns
The table below presents the monthly returns of Stocks fg, 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 | 4.52% | 5.06% | 4.73% | -1.36% | 4.83% | 1.82% | 5.74% | 2.09% | 3.02% | -1.27% | 37.26% | ||
| 2023 | 7.82% | -5.20% | -4.53% | 5.15% | -0.42% | 7.71% | 2.97% | -4.04% | -2.24% | -1.10% | 11.71% | 8.14% | 27.03% |
| 2022 | -1.32% | 0.84% | 0.23% | -7.06% | 4.47% | -9.42% | 5.72% | -2.08% | -9.22% | 9.70% | 9.59% | -4.54% | -5.40% |
| 2021 | 2.12% | 8.66% | 5.91% | 4.83% | 3.22% | -0.97% | -2.95% | 1.11% | -2.98% | 5.07% | -3.33% | 8.96% | 32.69% |
| 2020 | 4.06% | -7.78% | -23.81% | 15.17% | 1.43% | 1.88% | 7.82% | 6.40% | 0.33% | 3.47% | 17.18% | 8.79% | 32.10% |
| 2019 | 13.08% | 1.63% | -1.06% | 3.66% | -4.69% | 5.37% | 0.83% | -0.98% | 2.03% | 4.75% | 6.15% | 5.50% | 41.44% |
| 2018 | 6.69% | -5.22% | 0.87% | 1.72% | 0.83% | -0.24% | 5.68% | 1.94% | 0.82% | -9.52% | 5.47% | -9.43% | -2.01% |
| 2017 | 0.89% | 3.27% | -1.44% | 4.24% | -0.57% | 4.98% | 1.55% | -1.03% | 3.99% | 4.83% | 2.69% | -2.94% | 22.00% |
| 2016 | -2.94% | -3.18% | 8.57% | 0.92% | 4.91% | -1.55% | 7.42% | 1.14% | 2.81% | 1.14% | 11.66% | 1.25% | 35.82% |
| 2015 | -2.66% | 6.73% | -0.09% | 1.39% | 3.08% | 0.00% | -2.07% | -6.06% | -4.26% | 2.68% | 0.77% | -1.43% | -2.55% |
| 2014 | -5.14% | 5.82% | 5.68% | -1.55% | 0.90% | 2.86% | -0.81% | 5.49% | -2.15% | 6.66% | 4.00% | 0.03% | 23.14% |
| 2013 | 3.29% | 2.35% | 4.90% | 2.99% | 5.94% | 2.06% | 5.29% | -3.35% | 1.98% | 2.27% | 5.52% | 1.08% | 39.79% |
Expense Ratio
Stocks fg 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 risk-adjusted rank of Stocks fg is 86, placing it in the top 14% 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 | |
|---|---|---|---|---|---|
MET MetLife, Inc. | 1.76 | 2.19 | 1.33 | 2.16 | 10.39 |
SLM SLM Corporation | 2.11 | 3.01 | 1.36 | 2.14 | 11.16 |
TDG TransDigm Group Incorporated | 1.77 | 2.25 | 1.30 | 3.37 | 10.44 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.38 | 3.06 | 1.38 | 3.25 | 13.30 |
UNH UnitedHealth Group Incorporated | 0.47 | 0.81 | 1.11 | 0.57 | 1.50 |
Dividends
Dividend yield
Stocks fg provided a 3.12% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.12% | 2.41% | 2.40% | 1.35% | 1.56% | 4.16% | 1.80% | 2.49% | 2.75% | 0.83% | 3.29% | 3.93% |
| Portfolio components: | ||||||||||||
MET MetLife, Inc. | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% |
SLM SLM Corporation | 1.83% | 2.30% | 2.65% | 1.02% | 0.97% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.53% | 2.28% |
TDG TransDigm Group Incorporated | 8.65% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.16% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
UNH UnitedHealth Group Incorporated | 1.34% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
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 Stocks fg. 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 Stocks fg was 65.71%, occurring on Nov 20, 2008. Recovery took 534 trading sessions.
The current Stocks fg drawdown is 3.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.71% | Jul 9, 2007 | 349 | Nov 20, 2008 | 534 | Jan 5, 2011 | 883 |
| -43.18% | Feb 13, 2020 | 27 | Mar 23, 2020 | 158 | Nov 4, 2020 | 185 |
| -24.3% | Jul 5, 2011 | 64 | Oct 3, 2011 | 85 | Feb 3, 2012 | 149 |
| -23.83% | Jun 24, 2015 | 161 | Feb 11, 2016 | 116 | Jul 28, 2016 | 277 |
| -21.76% | Jan 18, 2022 | 178 | Sep 30, 2022 | 196 | Jul 14, 2023 | 374 |
Volatility
Volatility Chart
The current Stocks fg volatility is 6.88%, 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
| UNH | TSM | TDG | SLM | MET | |
|---|---|---|---|---|---|
| UNH | 1.00 | 0.25 | 0.31 | 0.28 | 0.36 |
| TSM | 0.25 | 1.00 | 0.37 | 0.34 | 0.40 |
| TDG | 0.31 | 0.37 | 1.00 | 0.37 | 0.43 |
| SLM | 0.28 | 0.34 | 0.37 | 1.00 | 0.53 |
| MET | 0.36 | 0.40 | 0.43 | 0.53 | 1.00 |