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Value Stock Picks
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Value Stock Picks

Last updated Sep 21, 2024

Asset Allocation

MBIN 6.67%AMG 6.67%VIST 6.67%FRO 6.67%ALSN 6.67%TNK 6.67%WF 6.67%HDSN 6.67%TDCX 6.67%GEN 6.67%PFG 6.67%BTU 6.67%GRVY 6.67%FINV 6.67%ITRN 6.67%EquityEquity
PositionCategory/SectorWeight
ALSN
Allison Transmission Holdings, Inc.		Consumer Cyclical
6.67%
AMG
Affiliated Managers Group, Inc.		Financial Services
6.67%
BTU
Peabody Energy Corporation		Energy
6.67%
FINV
FinVolution Group		Financial Services
6.67%
FRO
Frontline Ltd.		Energy
6.67%
GEN
Gen Digital Inc.		Technology
6.67%
GRVY
Gravity Co., Ltd.		Communication Services
6.67%
HDSN
Hudson Technologies, Inc.		Basic Materials
6.67%
ITRN
Ituran Location and Control Ltd.		Technology
6.67%
MBIN
Merchants Bancorp		Financial Services
6.67%
PFG
Principal Financial Group, Inc.		Financial Services
6.67%
TDCX
TDCX Inc.		Industrials
6.67%
TNK
Teekay Tankers Ltd.		Energy
6.67%
VIST
Vista Oil & Gas, S.A.B. de C.V.		Energy
6.67%
WF
Woori Financial Group Inc.		Financial Services
6.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Value Stock Picks, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
3.77%
8.95%
Value Stock Picks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of TDCX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Value Stock Picks16.92%0.38%3.77%28.46%N/AN/A
Portfolio components:
MBIN
Merchants Bancorp		7.72%2.16%9.97%67.98%35.14%N/A
AMG
Affiliated Managers Group, Inc.		17.73%3.21%8.88%34.66%16.02%-0.97%
VIST
Vista Oil & Gas, S.A.B. de C.V.		60.62%-1.76%9.07%72.93%57.43%N/A
FRO
Frontline Ltd.		18.77%-4.18%1.72%34.43%31.19%21.07%
ALSN
Allison Transmission Holdings, Inc.		58.10%2.94%15.94%56.19%16.56%13.85%
TNK
Teekay Tankers Ltd.		13.01%1.75%-1.23%40.84%41.46%8.67%
WF
Woori Financial Group Inc.		32.78%-3.68%11.13%45.44%9.74%4.29%
HDSN
Hudson Technologies, Inc.		-39.29%2.38%-31.06%-32.31%63.21%9.77%
TDCX
TDCX Inc.		47.01%0.00%-1.11%22.09%N/AN/A
GEN
Gen Digital Inc.		17.88%4.71%21.01%43.51%16.53%11.17%
PFG
Principal Financial Group, Inc.		11.72%10.71%4.31%19.03%12.96%8.69%
BTU
Peabody Energy Corporation		-0.70%2.57%-0.36%5.34%9.70%N/A
GRVY
Gravity Co., Ltd.		-14.84%-6.62%-16.29%-18.80%13.46%34.92%
FINV
FinVolution Group		16.33%-2.86%16.33%11.55%15.19%N/A
ITRN
Ituran Location and Control Ltd.		0.43%-5.81%-4.56%-6.07%2.58%5.52%

Monthly Returns

The table below presents the monthly returns of Value Stock Picks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.16%4.45%3.49%-5.55%7.95%-2.29%5.03%-0.55%16.92%
20238.98%4.36%-7.84%-3.59%-1.37%10.80%7.79%-1.04%2.23%-4.37%7.30%5.03%29.77%
2022-3.35%9.99%7.07%-2.74%11.12%-11.00%5.47%5.69%-6.60%14.06%10.09%-5.17%35.74%
20218.49%-9.79%1.11%-1.06%

Expense Ratio

Value Stock Picks 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

Risk-Adjusted Performance Rank

The current rank of Value Stock Picks is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Value Stock Picks is 3838
Value Stock Picks
The Sharpe Ratio Rank of Value Stock Picks is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of Value Stock Picks is 2525Sortino Ratio Rank
The Omega Ratio Rank of Value Stock Picks is 2525Omega Ratio Rank
The Calmar Ratio Rank of Value Stock Picks is 8282Calmar Ratio Rank
The Martin Ratio Rank of Value Stock Picks is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Value Stock Picks
Sharpe ratio
The chart of Sharpe ratio for Value Stock Picks, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.005.001.85
Sortino ratio
The chart of Sortino ratio for Value Stock Picks, currently valued at 2.49, compared to the broader market-2.000.002.004.006.002.49
Omega ratio
The chart of Omega ratio for Value Stock Picks, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Value Stock Picks, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.003.29
Martin ratio
The chart of Martin ratio for Value Stock Picks, currently valued at 10.36, compared to the broader market0.0010.0020.0030.0040.0010.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MBIN
Merchants Bancorp		1.762.201.332.716.31
AMG
Affiliated Managers Group, Inc.		1.412.031.250.896.11
VIST
Vista Oil & Gas, S.A.B. de C.V.		1.772.531.303.449.98
FRO
Frontline Ltd.		1.071.651.191.684.02
ALSN
Allison Transmission Holdings, Inc.		1.862.511.373.088.11
TNK
Teekay Tankers Ltd.		1.301.951.231.633.98
WF
Woori Financial Group Inc.		1.482.091.271.688.24
HDSN
Hudson Technologies, Inc.		-0.80-1.000.87-0.65-1.12
TDCX
TDCX Inc.		0.511.571.240.252.06
GEN
Gen Digital Inc.		1.362.061.280.945.71
PFG
Principal Financial Group, Inc.		0.741.131.140.562.46
BTU
Peabody Energy Corporation		0.100.401.040.090.27
GRVY
Gravity Co., Ltd.		-0.47-0.460.94-0.37-1.29
FINV
FinVolution Group		0.480.801.100.481.93
ITRN
Ituran Location and Control Ltd.		-0.24-0.180.98-0.32-0.57

Sharpe Ratio

The current Value Stock Picks Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Value Stock Picks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.85
2.32
Value Stock Picks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Value Stock Picks granted a 2.58% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Value Stock Picks2.58%2.28%1.65%1.08%6.85%3.55%1.19%1.81%3.83%1.44%1.21%0.81%
Portfolio components:
MBIN
Merchants Bancorp		0.77%0.75%1.15%0.76%1.16%1.42%1.20%0.25%0.00%0.00%0.00%0.00%
AMG
Affiliated Managers Group, Inc.		0.02%0.03%0.03%0.02%0.34%1.51%1.23%0.39%0.00%0.00%0.00%0.00%
VIST
Vista Oil & Gas, S.A.B. de C.V.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRO
Frontline Ltd.		8.58%14.31%1.24%0.00%25.72%0.78%0.00%6.54%14.77%1.67%0.00%0.00%
ALSN
Allison Transmission Holdings, Inc.		1.08%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%1.52%
TNK
Teekay Tankers Ltd.		1.77%1.47%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%
WF
Woori Financial Group Inc.		11.35%2.71%8.20%1.19%3.49%5.71%0.00%3.73%3.29%5.70%5.01%0.00%
HDSN
Hudson Technologies, 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%
TDCX
TDCX 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%
GEN
Gen Digital Inc.		1.89%2.19%2.33%1.92%60.15%1.37%1.59%1.07%18.31%2.86%2.34%1.91%
PFG
Principal Financial Group, Inc.		3.26%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%
BTU
Peabody Energy Corporation		1.25%0.93%0.00%0.00%0.00%26.34%1.50%0.00%0.00%0.00%0.00%0.00%
GRVY
Gravity Co., Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FINV
FinVolution Group		4.36%4.39%4.13%3.45%4.49%7.17%0.00%0.00%0.00%0.00%0.00%0.00%
ITRN
Ituran Location and Control Ltd.		4.40%2.50%2.65%3.37%1.26%3.78%2.96%2.57%3.26%4.03%4.41%3.74%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.07%
-0.19%
Value Stock Picks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Value Stock Picks. 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 Value Stock Picks was 17.19%, occurring on Jan 27, 2022. Recovery took 36 trading sessions.

The current Value Stock Picks drawdown is 2.07%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.19%Nov 12, 202152Jan 27, 202236Mar 21, 202288
-17.05%Jun 8, 202225Jul 14, 202230Aug 25, 202255
-15.72%Feb 16, 202354May 4, 202350Jul 18, 2023104
-12.05%Aug 26, 202221Sep 26, 202223Oct 27, 202244
-11.02%Apr 21, 202214May 10, 20229May 23, 202223

Volatility

Volatility Chart

The current Value Stock Picks volatility is 4.78%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.78%
4.31%
Value Stock Picks
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
TDCXFINVBTUGRVYITRNTNKFROVISTHDSNGENWFALSNMBINAMGPFG
TDCX1.000.180.050.170.130.030.030.120.140.120.140.060.110.190.15
FINV0.181.000.170.230.160.170.180.170.180.150.240.170.200.260.28
BTU0.050.171.000.060.100.350.330.360.230.180.160.220.180.230.29
GRVY0.170.230.061.000.180.100.090.140.210.260.300.210.280.360.32
ITRN0.130.160.100.181.000.110.130.170.220.230.210.280.300.360.33
TNK0.030.170.350.100.111.000.720.310.170.130.130.170.140.180.22
FRO0.030.180.330.090.130.721.000.290.160.140.160.140.160.220.22
VIST0.120.170.360.140.170.310.291.000.190.150.220.250.130.250.28
HDSN0.140.180.230.210.220.170.160.191.000.210.240.340.290.340.38
GEN0.120.150.180.260.230.130.140.150.211.000.310.310.300.460.43
WF0.140.240.160.300.210.130.160.220.240.311.000.280.340.450.45
ALSN0.060.170.220.210.280.170.140.250.340.310.281.000.400.500.52
MBIN0.110.200.180.280.300.140.160.130.290.300.340.401.000.510.53
AMG0.190.260.230.360.360.180.220.250.340.460.450.500.511.000.68
PFG0.150.280.290.320.330.220.220.280.380.430.450.520.530.681.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2021