Ken
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25% |
MELI MercadoLibre, Inc. | Consumer Cyclical | 25% |
NFLX Netflix, Inc. | Communication Services | 25% |
VRSN VeriSign, Inc. | Technology | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ken, 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 Aug 10, 2007, corresponding to the inception date of MELI
Returns By Period
As of Jul 25, 2024, the Ken returned 8.75% Year-To-Date and 28.78% of annualized return in the last 10 years.
| 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% |
| Ken | 8.52% | -2.20% | 0.97% | 22.11% | 19.41% | 28.82% |
| Portfolio components: | ||||||
VRSN VeriSign, Inc. | -14.19% | -1.32% | -12.98% | -15.62% | -3.99% | 12.66% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
NFLX Netflix, Inc. | 30.24% | -6.43% | 11.16% | 53.47% | 13.59% | 26.53% |
MELI MercadoLibre, Inc. | 3.41% | -3.20% | -9.50% | 38.91% | 19.99% | 33.68% |
Monthly Returns
The table below presents the monthly returns of Ken, 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 | 4.27% | -0.71% | -2.88% | -6.04% | 12.78% | 3.01% | 8.52% | ||||||
| 2023 | 19.09% | -2.99% | 8.58% | 0.06% | 5.31% | 4.71% | -0.30% | 1.09% | -8.05% | 1.31% | 15.77% | -0.40% | 49.82% |
| 2022 | -15.24% | -3.68% | 3.11% | -24.15% | -6.80% | -10.31% | 21.99% | -0.47% | -3.47% | 14.80% | 1.18% | -5.34% | -31.23% |
| 2021 | -1.61% | -3.78% | -2.63% | 5.72% | -5.07% | 8.09% | 0.07% | 8.32% | -3.92% | 3.94% | -1.50% | 4.44% | 11.34% |
| 2020 | 8.96% | -5.15% | -7.54% | 15.79% | 15.44% | 9.44% | 10.08% | 9.11% | -7.23% | -1.43% | 12.18% | 9.52% | 88.63% |
| 2019 | 17.77% | 10.53% | 5.44% | 3.38% | -1.17% | 8.47% | -0.48% | -4.41% | -3.68% | 3.47% | 7.24% | 3.25% | 59.69% |
| 2018 | 15.85% | 4.09% | -2.58% | -0.35% | 5.87% | 5.01% | 2.41% | 9.23% | 0.16% | -9.47% | -1.43% | -10.09% | 17.01% |
| 2017 | 10.62% | 7.77% | 3.57% | 3.32% | 9.04% | -5.20% | 12.15% | -0.60% | 0.11% | 3.01% | 4.32% | 3.53% | 63.72% |
| 2016 | -13.69% | 4.22% | 10.67% | -5.59% | 7.24% | -2.48% | 4.44% | 2.04% | 5.21% | 6.40% | -5.24% | 1.83% | 13.15% |
| 2015 | 7.03% | 9.95% | -4.64% | 11.26% | 5.04% | -0.31% | 6.47% | -5.48% | -6.24% | 8.87% | 12.45% | -6.82% | 40.72% |
| 2014 | -2.97% | 4.12% | -8.32% | -3.25% | 8.38% | 4.38% | 1.62% | 12.37% | -4.00% | 6.95% | 1.44% | -6.27% | 13.02% |
| 2013 | 22.12% | 5.17% | 3.65% | 3.96% | 5.85% | -7.17% | 11.50% | 6.64% | 6.48% | 5.09% | 2.12% | 1.28% | 87.16% |
Expense Ratio
Ken 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 Ken is 30, 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.
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 | |
|---|---|---|---|---|---|
VRSN VeriSign, Inc. | -0.93 | -1.19 | 0.85 | -0.47 | -1.30 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
NFLX Netflix, Inc. | 1.45 | 2.31 | 1.29 | 0.97 | 7.31 |
MELI MercadoLibre, Inc. | 1.05 | 1.73 | 1.20 | 0.91 | 3.50 |
Dividends
Dividend yield
Ken granted a 0.11% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ken | 0.11% | 0.12% | 0.18% | 0.12% | 0.15% | 0.26% | 0.45% | 0.41% | 0.58% | 0.57% | 0.55% | 0.66% |
| Portfolio components: | ||||||||||||
VRSN VeriSign, 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% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
NFLX Netflix, 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% |
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% |
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 Ken. 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 Ken was 61.52%, occurring on Nov 20, 2008. Recovery took 228 trading sessions.
The current Ken drawdown is 4.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.52% | May 19, 2008 | 131 | Nov 20, 2008 | 228 | Oct 19, 2009 | 359 |
| -49.57% | Sep 8, 2021 | 196 | Jun 16, 2022 | 360 | Nov 21, 2023 | 556 |
| -29.88% | Jul 8, 2011 | 61 | Oct 3, 2011 | 80 | Jan 27, 2012 | 141 |
| -28.7% | Aug 30, 2018 | 80 | Dec 24, 2018 | 43 | Feb 27, 2019 | 123 |
| -28.6% | Dec 31, 2007 | 21 | Jan 30, 2008 | 56 | Apr 21, 2008 | 77 |
Volatility
Volatility Chart
The current Ken volatility is 4.94%, 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
| NFLX | MELI | AAPL | VRSN | |
|---|---|---|---|---|
| NFLX | 1.00 | 0.38 | 0.38 | 0.38 |
| MELI | 0.38 | 1.00 | 0.40 | 0.42 |
| AAPL | 0.38 | 0.40 | 1.00 | 0.46 |
| VRSN | 0.38 | 0.42 | 0.46 | 1.00 |