5YR Return - 10.13.24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 10% |
CLS Celestica Inc. | Technology | 10% |
CSWI CSW Industrials, Inc. | Industrials | 10% |
FICO Fair Isaac Corporation | Technology | 10% |
GE General Electric Company | Industrials | 10% |
IRM Iron Mountain Incorporated | Real Estate | 10% |
KLAC KLA Corporation | Technology | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5YR Return - 10.13.24, 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 1, 2015, corresponding to the inception date of CSWI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| 5YR Return - 10.13.24 | 87.33% | 0.19% | 29.99% | 106.66% | 52.97% | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
CSWI CSW Industrials, Inc. | 100.51% | 5.28% | 68.53% | 131.39% | 41.58% | N/A |
KLAC KLA Corporation | 11.56% | -22.31% | -15.00% | 18.89% | 31.06% | 28.48% |
IRM Iron Mountain Incorporated | 69.37% | -4.31% | 42.78% | 93.39% | 35.51% | 18.85% |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
GE General Electric Company | 81.10% | -4.71% | 12.65% | 97.26% | 26.80% | 5.45% |
Monthly Returns
The table below presents the monthly returns of 5YR Return - 10.13.24, 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 | 6.20% | 16.92% | 8.04% | -1.61% | 10.08% | 7.82% | 3.64% | 3.08% | 4.68% | 0.24% | 87.33% | ||
| 2023 | 13.36% | 1.16% | 6.27% | 0.25% | 10.96% | 9.73% | 10.44% | 4.63% | -2.96% | -1.08% | 13.64% | 8.69% | 103.80% |
| 2022 | -4.82% | -1.27% | 4.26% | -12.11% | 3.87% | -9.68% | 13.73% | -3.04% | -12.06% | 13.36% | 10.77% | -3.66% | -5.24% |
| 2021 | 6.58% | 5.30% | 6.49% | 1.55% | 2.88% | 2.41% | 2.46% | 6.07% | -5.86% | 8.67% | 2.00% | 5.56% | 53.08% |
| 2020 | 1.85% | -9.15% | -14.58% | 18.02% | 11.39% | 3.73% | 3.36% | 5.06% | -1.29% | -1.55% | 20.47% | 5.17% | 44.10% |
| 2019 | 13.42% | 4.67% | 2.93% | -0.85% | -7.57% | 9.12% | 3.24% | -1.35% | 1.97% | 4.27% | 6.69% | 4.80% | 47.96% |
| 2018 | 2.27% | -2.12% | -1.74% | 0.09% | 7.45% | 0.90% | 2.80% | 6.04% | -3.74% | -10.90% | 0.40% | -6.07% | -5.89% |
| 2017 | 5.23% | 1.96% | 3.64% | -0.66% | 2.83% | 0.06% | 0.81% | 1.48% | 4.06% | 0.86% | 0.67% | -2.73% | 19.50% |
| 2016 | -7.01% | 1.57% | 8.71% | 0.92% | 3.69% | 0.79% | 7.64% | -1.25% | 0.68% | -1.63% | 6.73% | 2.68% | 24.91% |
| 2015 | 7.19% | 0.93% | 2.03% | 10.38% |
Expense Ratio
5YR Return - 10.13.24 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 5YR Return - 10.13.24 is 96, placing it in the top 4% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
CLS Celestica Inc. | 4.06 | 3.92 | 1.52 | 6.27 | 19.45 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
CSWI CSW Industrials, Inc. | 4.63 | 5.20 | 1.70 | 9.29 | 46.22 |
KLAC KLA Corporation | 0.54 | 0.96 | 1.13 | 0.84 | 2.19 |
IRM Iron Mountain Incorporated | 3.98 | 4.36 | 1.64 | 9.59 | 33.12 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
GE General Electric Company | 3.42 | 3.91 | 1.58 | 2.84 | 28.87 |
Dividends
Dividend yield
5YR Return - 10.13.24 provided a 0.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.94% | 1.40% | 1.14% | 1.75% | 1.86% | 2.42% | 2.05% | 1.95% | 2.01% | 4.33% | 1.95% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
CLS Celestica 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% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
CSWI CSW Industrials, Inc. | 0.21% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
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 5YR Return - 10.13.24. 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 5YR Return - 10.13.24 was 37.94%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.
The current 5YR Return - 10.13.24 drawdown is 2.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.94% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -24.95% | Sep 5, 2018 | 77 | Dec 24, 2018 | 68 | Apr 3, 2019 | 145 |
| -23.67% | Dec 28, 2021 | 202 | Oct 14, 2022 | 60 | Jan 11, 2023 | 262 |
| -14.13% | Dec 30, 2015 | 30 | Feb 11, 2016 | 31 | Mar 29, 2016 | 61 |
| -11.65% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current 5YR Return - 10.13.24 volatility is 5.62%, 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
| LLY | IRM | WSM | GE | CSWI | CLS | FICO | NVDA | AVGO | KLAC | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.21 | 0.15 | 0.18 | 0.17 | 0.17 | 0.24 | 0.22 | 0.23 | 0.23 |
| IRM | 0.21 | 1.00 | 0.28 | 0.31 | 0.29 | 0.28 | 0.31 | 0.23 | 0.29 | 0.27 |
| WSM | 0.15 | 0.28 | 1.00 | 0.28 | 0.34 | 0.29 | 0.31 | 0.33 | 0.31 | 0.37 |
| GE | 0.18 | 0.31 | 0.28 | 1.00 | 0.35 | 0.37 | 0.27 | 0.27 | 0.31 | 0.34 |
| CSWI | 0.17 | 0.29 | 0.34 | 0.35 | 1.00 | 0.34 | 0.34 | 0.28 | 0.35 | 0.38 |
| CLS | 0.17 | 0.28 | 0.29 | 0.37 | 0.34 | 1.00 | 0.34 | 0.39 | 0.44 | 0.46 |
| FICO | 0.24 | 0.31 | 0.31 | 0.27 | 0.34 | 0.34 | 1.00 | 0.46 | 0.44 | 0.46 |
| NVDA | 0.22 | 0.23 | 0.33 | 0.27 | 0.28 | 0.39 | 0.46 | 1.00 | 0.62 | 0.65 |
| AVGO | 0.23 | 0.29 | 0.31 | 0.31 | 0.35 | 0.44 | 0.44 | 0.62 | 1.00 | 0.67 |
| KLAC | 0.23 | 0.27 | 0.37 | 0.34 | 0.38 | 0.46 | 0.46 | 0.65 | 0.67 | 1.00 |