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 | Target 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 every 3 months.
The earliest data available for this chart is Oct 4, 2016, corresponding to the inception date of VST
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| sp500 - discounted group | -10.19% | -8.18% | -8.62% | 42.20% | 43.89% | N/A |
| Portfolio components: | ||||||
APH Amphenol Corporation | -6.08% | -2.31% | -3.10% | 19.17% | 28.97% | 17.65% |
VST Vistra Corp. | -16.14% | -11.61% | -11.71% | 77.25% | 50.56% | N/A |
TRGP Targa Resources Corp. | -1.84% | -11.57% | 8.14% | 57.75% | 90.30% | 10.46% |
TT Trane Technologies plc | -9.55% | -4.03% | -16.84% | 16.72% | 34.96% | 22.21% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.27% | -9.83% | -6.06% | -3.85% | -10.19% | ||||||||
| 2024 | 2.86% | 16.64% | 13.32% | 5.92% | 12.93% | -2.68% | -1.94% | 7.54% | 13.79% | 3.11% | 19.35% | -11.38% | 107.10% |
| 2023 | 3.94% | -0.59% | 2.74% | -0.83% | -6.54% | 13.89% | 5.51% | 4.57% | -0.34% | -3.80% | 12.93% | 6.29% | 42.28% |
| 2022 | -7.12% | -2.73% | 3.28% | -3.15% | 0.08% | -10.46% | 15.49% | -0.83% | -9.42% | 11.55% | 8.60% | -4.20% | -2.50% |
| 2021 | -1.07% | 1.52% | 5.97% | 3.06% | 4.00% | 4.27% | 5.98% | 0.79% | -6.74% | 7.33% | 1.93% | 8.62% | 40.81% |
| 2020 | -3.95% | -8.59% | -27.06% | 18.41% | 7.83% | -1.65% | 11.05% | 3.50% | -0.83% | 4.25% | 13.83% | 2.20% | 11.17% |
| 2019 | 11.45% | 3.08% | 1.62% | 6.32% | -8.88% | 4.15% | -2.60% | 0.85% | 7.15% | 2.02% | 0.38% | -0.43% | 26.43% |
| 2018 | 5.00% | -4.20% | -0.03% | 3.35% | 4.99% | 0.08% | 3.85% | 3.82% | 2.39% | -6.78% | -0.30% | -9.36% | 1.55% |
| 2017 | 3.85% | -0.02% | 3.26% | -1.07% | -3.47% | 3.37% | 0.22% | 1.71% | 5.34% | -0.50% | 0.89% | 1.21% | 15.47% |
| 2016 | -2.30% | 6.78% | 7.57% | 12.23% |
Expense Ratio
sp500 - discounted group has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, sp500 - discounted group is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.46 | 0.81 | 1.12 | 0.68 | 1.78 |
VST Vistra Corp. | 0.97 | 1.57 | 1.22 | 1.48 | 3.57 |
TRGP Targa Resources Corp. | 1.67 | 1.98 | 1.30 | 2.18 | 7.56 |
TT Trane Technologies plc | 0.50 | 0.84 | 1.11 | 0.57 | 1.56 |
Dividends
Dividend yield
sp500 - discounted group provided a 1.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 0.97% | 1.59% | 1.92% | 1.32% | 2.40% | 3.39% | 3.34% | 2.56% | 6.03% | 3.91% | 1.23% |
| Portfolio components: | ||||||||||||
APH Amphenol Corporation | 0.93% | 0.79% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% |
VST Vistra Corp. | 0.77% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% |
TRGP Targa Resources Corp. | 1.72% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
TT Trane Technologies plc | 1.04% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
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 45.50%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current sp500 - discounted group drawdown is 23.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.5% | Nov 5, 2019 | 95 | Mar 23, 2020 | 161 | Nov 9, 2020 | 256 |
| -34.06% | Jan 24, 2025 | 50 | Apr 4, 2025 | — | — | — |
| -22.5% | Oct 4, 2018 | 56 | Dec 24, 2018 | 75 | Apr 12, 2019 | 131 |
| -21.51% | Jan 3, 2022 | 116 | Jun 17, 2022 | 101 | Nov 10, 2022 | 217 |
| -14.46% | May 29, 2024 | 47 | Aug 5, 2024 | 19 | Aug 30, 2024 | 66 |
Volatility
Volatility Chart
The current sp500 - discounted group volatility is 19.98%, 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 | 0.35 | 0.33 | 0.35 |
| TRGP | 0.35 | 1.00 | 0.33 | 0.37 |
| TT | 0.33 | 0.33 | 1.00 | 0.63 |
| APH | 0.35 | 0.37 | 0.63 | 1.00 |