moi
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CMSC CMS Energy Corporation | 7.64% | |
CSCO Cisco Systems, Inc. | Technology | 13.20% |
JNJ Johnson & Johnson | Healthcare | 13.80% |
LI Li Auto Inc. | Consumer Cyclical | 7.15% |
USD=X USD Cash | 39.29% | |
XOM Exxon Mobil Corporation | Energy | 18.92% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 30, 2020, corresponding to the inception date of LI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| moi | -0.35% | 2.15% | 0.23% | -2.25% | N/A | N/A |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 3.45% | 8.73% | 1.66% | -5.21% | 7.00% | 7.49% |
LI Li Auto Inc. | -48.70% | 1.48% | -30.49% | -50.76% | N/A | N/A |
CSCO Cisco Systems, Inc. | -4.18% | 1.67% | -7.88% | -8.00% | -0.48% | 9.58% |
XOM Exxon Mobil Corporation | 19.51% | 2.64% | 16.00% | 15.32% | 15.11% | 5.68% |
CMSC CMS Energy Corporation | 0.27% | 0.32% | 0.55% | 6.01% | 3.27% | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of moi, 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 | -1.17% | 4.07% | -0.83% | -2.51% | -1.15% | -0.81% | -0.35% | ||||||
| 2023 | 2.92% | -2.19% | 1.66% | 0.91% | -1.31% | 4.07% | 2.00% | 1.47% | -1.75% | -3.38% | 0.91% | 0.56% | 5.74% |
| 2022 | 1.80% | 1.23% | 1.36% | -1.77% | 2.64% | -0.19% | 2.77% | -2.20% | -4.55% | 4.55% | 5.11% | -1.65% | 8.97% |
| 2021 | 2.85% | 2.48% | 3.60% | -1.49% | 3.02% | 4.72% | -0.62% | -0.22% | -1.71% | 4.26% | -1.27% | 2.86% | 19.75% |
| 2020 | -0.04% | -1.01% | -3.56% | -1.64% | 13.69% | 0.78% | 7.54% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of moi is 1, indicating that it is in the bottom 1% 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 | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | -0.33 | -0.38 | 0.95 | -0.27 | -0.50 |
LI Li Auto Inc. | -0.94 | -1.52 | 0.83 | -0.89 | -1.63 |
CSCO Cisco Systems, Inc. | -0.44 | -0.45 | 0.93 | -0.35 | -0.63 |
XOM Exxon Mobil Corporation | 0.64 | 1.06 | 1.12 | 0.69 | 1.34 |
CMSC CMS Energy Corporation | 0.72 | 1.16 | 1.14 | 0.63 | 2.70 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
moi granted a 1.93% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| moi | 1.93% | 1.97% | 1.88% | 2.14% | 2.76% | 2.08% | 1.81% | 1.41% | 1.43% | 1.49% | 1.27% | 1.15% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.01% | 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. | 3.34% | 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 | 3.20% | 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 | 6.10% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 5.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.36% | Aug 7, 2020 | 59 | Oct 28, 2020 | 11 | Nov 12, 2020 | 70 |
| -8.33% | Sep 15, 2023 | 197 | Jun 17, 2024 | — | — | — |
| -7.01% | Jun 9, 2022 | 82 | Sep 30, 2022 | 34 | Nov 17, 2022 | 116 |
| -4.96% | Jan 27, 2023 | 34 | Mar 15, 2023 | 15 | Apr 5, 2023 | 49 |
| -4.58% | Nov 25, 2020 | 24 | Dec 28, 2020 | 11 | Jan 12, 2021 | 35 |
Volatility
Volatility Chart
The current moi volatility is 2.41%, 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
| USD=X | LI | XOM | CMSC | JNJ | CSCO | |
|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| LI | 0.00 | 1.00 | 0.04 | 0.14 | -0.02 | 0.12 |
| XOM | 0.00 | 0.04 | 1.00 | 0.08 | 0.15 | 0.28 |
| CMSC | 0.00 | 0.14 | 0.08 | 1.00 | 0.16 | 0.23 |
| JNJ | 0.00 | -0.02 | 0.15 | 0.16 | 1.00 | 0.38 |
| CSCO | 0.00 | 0.12 | 0.28 | 0.23 | 0.38 | 1.00 |