sp500 - discounted group
ABBV 10% APH 18% LDOS 18% LEN 18% MPC 18% VST 18% ###### APH Amphenol Corporation Technology 14.29% LDOS Leidos Holdings, Inc. Technology 14.29% MPC Marathon Petroleum Corporation Energy 14.29% RSG Republic Services, Inc. Industrials 14.29% TRGP Targa Resources Corp. Energy 14.29% TT Trane Technologies plc Industrials 14.29% VST Vistra Corp. Utilities 14.29%
best of each
Amphenol Corporation (APH) (Technology) Targa Resources Corp. (TRGP) (Energy) Trane Technologies plc (TT) (Industrials) Vistra Corp. (VST) (Utilities) ##### APH VST TT TRGP DPZ ETN QCOM NVDA #### Final Portfolio Composition
Sector Allocation:
Technology: Amphenol Corporation (APH) - Electronic Components QUALCOMM Incorporated (QCOM) - Semiconductors
Utilities/Energy: Vistra Corp. (VST) - Utilities (Energy) Targa Resources Corp. (TRGP) - Midstream Oil & Gas
Industrials: Trane Technologies plc (TT) - Building & Construction Products Eaton Corporation plc (ETN) - Electrical Equipment
Consumer Discretionary: Domino's Pizza, Inc. (DPZ) - Restaurants
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
APH Amphenol Corporation | Technology | 25% |
TRGP Targa Resources Corp. | Energy | 25% |
TT Trane Technologies plc | Industrials | 25% |
VST Vistra Corp. | Utilities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in sp500 - discounted group, 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 4, 2016, corresponding to the inception date of VST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| sp500 - discounted group | 119.99% | 11.12% | 40.37% | 141.67% | 47.38% | N/A |
| Portfolio components: | ||||||
APH Amphenol Corporation | 46.15% | 9.81% | 12.47% | 68.11% | 24.59% | 20.14% |
VST Vistra Corp. | 272.17% | 13.46% | 56.19% | 319.11% | 44.08% | N/A |
TRGP Targa Resources Corp. | 128.74% | 17.75% | 71.53% | 134.02% | 42.15% | 10.84% |
TT Trane Technologies plc | 69.93% | 2.82% | 25.20% | 85.29% | 35.12% | 26.07% |
Monthly Returns
The table below presents the monthly returns of sp500 - discounted group, 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 | 2.54% | 17.35% | 14.30% | 5.46% | 12.06% | -1.31% | -1.29% | 7.43% | 10.52% | 4.19% | 119.99% | ||
| 2023 | 3.34% | -1.28% | 3.30% | -0.75% | -5.57% | 13.10% | 5.88% | 5.17% | 0.16% | -3.40% | 11.98% | 5.83% | 42.64% |
| 2022 | -3.40% | 0.80% | 5.29% | -1.95% | 0.52% | -11.27% | 15.64% | -1.39% | -10.01% | 11.69% | 8.15% | -3.90% | 6.80% |
| 2021 | -0.01% | 1.77% | 4.90% | 3.02% | 4.05% | 7.63% | 3.67% | 1.69% | -3.88% | 8.92% | 0.91% | 8.67% | 49.07% |
| 2020 | -4.59% | -9.17% | -31.16% | 35.82% | 17.77% | 1.97% | 6.72% | 1.80% | -3.57% | 5.08% | 20.60% | 5.09% | 35.75% |
| 2019 | 12.50% | 2.12% | 1.80% | 5.60% | -8.42% | 4.35% | -2.21% | 0.03% | 7.85% | 1.77% | -0.16% | 1.22% | 28.07% |
| 2018 | 4.82% | -4.33% | 0.16% | 3.40% | 4.80% | 0.39% | 4.40% | 3.94% | 2.26% | -6.68% | -0.93% | -9.76% | 1.15% |
| 2017 | 3.79% | 0.05% | 3.21% | -1.01% | -3.20% | 3.52% | 0.64% | 1.58% | 5.38% | -1.00% | 1.11% | 1.74% | 16.64% |
| 2016 | -2.30% | 6.78% | 7.58% | 12.23% |
Expense Ratio
sp500 - discounted group 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 sp500 - discounted group is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
APH Amphenol Corporation | 2.66 | 2.98 | 1.48 | 3.96 | 13.19 |
VST Vistra Corp. | 5.96 | 4.85 | 1.67 | 9.13 | 24.59 |
TRGP Targa Resources Corp. | 6.01 | 6.51 | 1.91 | 13.63 | 45.95 |
TT Trane Technologies plc | 3.68 | 4.48 | 1.59 | 9.11 | 32.42 |
Dividends
Dividend yield
sp500 - discounted group provided a 0.88% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.88% | 1.59% | 1.92% | 1.32% | 2.40% | 3.39% | 3.34% | 2.56% | 6.03% | 3.91% | 1.23% | 1.03% |
| Portfolio components: | ||||||||||||
APH Amphenol Corporation | 0.69% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% | 0.68% |
VST Vistra Corp. | 0.61% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% | 0.00% |
TRGP Targa Resources Corp. | 1.42% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.53% | 2.33% |
TT Trane Technologies plc | 0.80% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
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 sp500 - discounted group. 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 sp500 - discounted group was 49.35%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.
The current sp500 - discounted group drawdown is 1.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.35% | Nov 5, 2019 | 95 | Mar 23, 2020 | 50 | Jun 3, 2020 | 145 |
| -23.27% | Oct 4, 2018 | 56 | Dec 24, 2018 | 85 | Apr 29, 2019 | 141 |
| -22.21% | Jun 9, 2020 | 14 | Jun 26, 2020 | 94 | Nov 9, 2020 | 108 |
| -18.36% | Apr 21, 2022 | 41 | Jun 17, 2022 | 38 | Aug 12, 2022 | 79 |
| -15.24% | Aug 19, 2022 | 30 | Sep 30, 2022 | 29 | Nov 10, 2022 | 59 |
Volatility
Volatility Chart
The current sp500 - discounted group volatility is 7.92%, 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
| VST | TRGP | TT | APH | |
|---|---|---|---|---|
| VST | 1.00 | 0.32 | 0.32 | 0.32 |
| TRGP | 0.32 | 1.00 | 0.32 | 0.36 |
| TT | 0.32 | 0.32 | 1.00 | 0.63 |
| APH | 0.32 | 0.36 | 0.63 | 1.00 |