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moi

Last updated Mar 2, 2024

Asset Allocation


USD=X 39.29%XOM 18.92%JNJ 13.8%CSCO 13.2%CMSC 7.64%LI 7.15%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

39.29%

XOM
Exxon Mobil Corporation
Energy

18.92%

JNJ
Johnson & Johnson
Healthcare

13.80%

CSCO
Cisco Systems, Inc.
Technology

13.20%

CMSC
CMS Energy Corporation

7.64%

LI
Li Auto Inc.
Consumer Cyclical

7.15%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in moi, 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


25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%OctoberNovemberDecember2024FebruaryMarch
52.27%
58.25%
moi
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 30, 2020, corresponding to the inception date of LI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
moi2.62%4.06%-1.70%6.46%N/AN/A
JNJ
Johnson & Johnson
3.43%3.52%1.83%7.68%5.92%8.53%
LI
Li Auto Inc.
16.32%53.63%2.86%73.47%N/AN/A
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.84%11.75%
XOM
Exxon Mobil Corporation
6.84%4.76%-5.04%-2.82%11.28%5.40%
CMSC
CMS Energy Corporation
0.93%0.89%7.83%9.12%4.88%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.17%3.95%
20231.47%-1.75%-3.38%0.91%0.56%

Sharpe Ratio

The current moi Sharpe ratio is 1.34. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.34

The Sharpe ratio of moi is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Chart placeholderNot enough data

Dividend yield

moi granted a 1.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
moi1.94%1.97%1.88%2.14%2.76%2.08%1.81%1.41%1.43%1.49%1.27%1.15%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
LI
Li Auto 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%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
XOM
Exxon Mobil Corporation
3.51%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
CMSC
CMS Energy Corporation
5.88%5.93%6.62%5.49%5.17%5.49%1.85%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The moi 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
moi
JNJ
Johnson & Johnson
0.55
LI
Li Auto Inc.
1.43
CSCO
Cisco Systems, Inc.
0.16
XOM
Exxon Mobil Corporation
-0.05
CMSC
CMS Energy Corporation
0.90
USD=X
USD Cash

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XLIXOMCMSCJNJCSCO
USD=X0.000.000.000.000.000.00
LI0.001.000.040.13-0.040.14
XOM0.000.041.000.080.150.28
CMSC0.000.130.081.000.160.22
JNJ0.00-0.040.150.161.000.37
CSCO0.000.140.280.220.371.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.05%
0
moi
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the moi. 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 moi was 9.36%, occurring on Oct 28, 2020. Recovery took 11 trading sessions.

The current moi drawdown is 2.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.36%Aug 7, 202059Oct 28, 202011Nov 12, 202070
-7.01%Jun 9, 202282Sep 30, 202234Nov 17, 2022116
-6.33%Sep 15, 202389Jan 17, 2024
-4.96%Jan 27, 202334Mar 15, 202315Apr 5, 202349
-4.58%Nov 25, 202024Dec 28, 202011Jan 12, 202135

Volatility Chart

The current moi volatility is 2.17%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.17%
3.47%
moi
Benchmark (^GSPC)
Portfolio components
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