Aero Defense
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AXON Axon Enterprise, Inc. | Industrials | 7.14% |
BA The Boeing Company | Industrials | 7.14% |
BMTX BM Technologies, Inc. | Technology | 7.14% |
CW Curtiss-Wright Corporation | Industrials | 7.14% |
DRS Leonardo DRS Inc. Common Stock | Industrials | 7.14% |
GD General Dynamics Corporation | 7.14% | |
GE General Electric Company | Industrials | 7.14% |
HEI HEICO Corporation | Industrials | 7.14% |
HWM Howmet Aerospace Inc. | Industrials | 7.14% |
LHX L3Harris Technologies, Inc. | Industrials | 7.14% |
LMT Lockheed Martin Corporation | Industrials | 7.14% |
NOC Northrop Grumman Corporation | Industrials | 7.14% |
RTX Raytheon Technologies Corporation | Industrials | 7.14% |
TDG TransDigm Group Incorporated | Industrials | 7.14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aero Defense, 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 Sep 21, 2018, corresponding to the inception date of BMTX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Aero Defense | 36.53% | 4.66% | 26.16% | 56.40% | 18.67% | N/A |
| Portfolio components: | ||||||
GE General Electric Company | 83.40% | 9.51% | 32.51% | 104.08% | 32.47% | 5.73% |
RTX Raytheon Technologies Corporation | 43.77% | 0.74% | 27.49% | 63.72% | 9.55% | 8.51% |
LMT Lockheed Martin Corporation | 27.17% | 2.03% | 29.11% | 35.96% | 10.75% | 15.29% |
BA The Boeing Company | -40.69% | -10.17% | -17.64% | -23.61% | -16.27% | 3.30% |
GD General Dynamics Corporation | 19.15% | 3.02% | 9.39% | 38.01% | 12.96% | 11.56% |
TDG TransDigm Group Incorporated | 37.39% | 6.06% | 12.78% | 68.66% | 24.41% | 26.61% |
NOC Northrop Grumman Corporation | 12.96% | 3.21% | 12.65% | 20.61% | 9.02% | 16.68% |
LHX L3Harris Technologies, Inc. | 11.13% | 0.86% | 9.22% | 34.84% | 3.74% | 15.26% |
HWM Howmet Aerospace Inc. | 80.45% | 1.88% | 44.17% | 110.05% | 37.03% | N/A |
HEI HEICO Corporation | 48.03% | 10.15% | 38.38% | 59.76% | 15.89% | 27.09% |
AXON Axon Enterprise, Inc. | 50.87% | 4.47% | 23.30% | 91.66% | 43.85% | 37.73% |
CW Curtiss-Wright Corporation | 42.95% | 6.51% | 29.20% | 56.90% | 20.56% | 17.12% |
DRS Leonardo DRS Inc. Common Stock | 40.67% | 2.03% | 26.41% | 66.31% | 39.96% | 18.36% |
BMTX BM Technologies, Inc. | 62.44% | 22.43% | 93.60% | 54.17% | -20.10% | N/A |
Monthly Returns
The table below presents the monthly returns of Aero Defense, 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 | -0.42% | 6.22% | 3.14% | 0.90% | 13.23% | -6.02% | 9.64% | 5.10% | 36.53% | ||||
| 2023 | 3.24% | -0.79% | 2.55% | -0.32% | -4.29% | 9.30% | 0.21% | -3.14% | -4.60% | 4.85% | 9.93% | 1.99% | 19.25% |
| 2022 | -0.84% | 11.71% | -0.54% | -7.65% | -2.26% | -6.74% | 8.48% | -0.06% | -7.96% | 18.25% | 2.70% | 0.24% | 12.65% |
| 2021 | -3.39% | 7.16% | 4.66% | 3.22% | 3.49% | 0.07% | -1.09% | -2.03% | -1.63% | 0.35% | -2.32% | 2.39% | 10.80% |
| 2020 | 5.75% | -10.22% | -22.74% | 6.68% | 5.57% | 5.58% | -4.36% | 8.38% | -4.93% | -1.01% | 22.94% | 7.28% | 12.22% |
| 2019 | 13.03% | 6.27% | -1.66% | 7.65% | -0.07% | 6.07% | 1.96% | 3.81% | -0.42% | 0.03% | 7.54% | -1.93% | 49.87% |
| 2018 | -0.06% | -10.60% | -1.88% | -8.60% | -19.88% |
Expense Ratio
Aero Defense 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 Aero Defense 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 | |
|---|---|---|---|---|---|
GE General Electric Company | 3.51 | 4.31 | 1.57 | 10.83 | 32.39 |
RTX Raytheon Technologies Corporation | 3.25 | 5.53 | 1.68 | 1.90 | 24.61 |
LMT Lockheed Martin Corporation | 2.17 | 3.71 | 1.47 | 1.85 | 11.20 |
BA The Boeing Company | -0.74 | -0.88 | 0.89 | -0.38 | -0.94 |
GD General Dynamics Corporation | 2.22 | 3.56 | 1.44 | 2.99 | 20.13 |
TDG TransDigm Group Incorporated | 2.87 | 3.78 | 1.48 | 5.57 | 17.78 |
NOC Northrop Grumman Corporation | 1.02 | 1.74 | 1.24 | 0.98 | 3.78 |
LHX L3Harris Technologies, Inc. | 1.60 | 2.52 | 1.31 | 0.88 | 11.09 |
HWM Howmet Aerospace Inc. | 3.37 | 4.82 | 1.67 | 6.86 | 28.50 |
HEI HEICO Corporation | 2.82 | 3.50 | 1.46 | 4.56 | 18.35 |
AXON Axon Enterprise, Inc. | 2.63 | 4.29 | 1.52 | 5.47 | 15.45 |
CW Curtiss-Wright Corporation | 2.76 | 3.70 | 1.48 | 5.54 | 20.99 |
DRS Leonardo DRS Inc. Common Stock | 2.11 | 2.65 | 1.36 | 5.07 | 11.33 |
BMTX BM Technologies, Inc. | 0.53 | 1.84 | 1.21 | 0.64 | 1.83 |
Dividends
Dividend yield
Aero Defense granted a 0.93% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Aero Defense | 0.93% | 1.12% | 1.00% | 0.87% | 1.00% | 1.75% | 1.51% | 1.79% | 1.92% | 1.31% | 2.23% | 2.18% |
| Portfolio components: | ||||||||||||
GE General Electric Company | 0.37% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
RTX Raytheon Technologies Corporation | 2.05% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
LMT Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
GD General Dynamics Corporation | 1.80% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
TDG TransDigm Group Incorporated | 2.52% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
NOC Northrop Grumman Corporation | 1.50% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
LHX L3Harris Technologies, Inc. | 2.00% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
HWM Howmet Aerospace Inc. | 0.24% | 0.31% | 0.25% | 0.13% | 0.06% | 0.40% | 1.48% | 0.91% | 0.49% | 0.00% | 0.00% | 0.00% |
HEI HEICO Corporation | 0.08% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% | 0.80% |
AXON Axon Enterprise, 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% |
CW Curtiss-Wright Corporation | 0.25% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% | 0.74% | 0.63% |
DRS Leonardo DRS Inc. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMTX BM 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% |
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 Aero Defense. 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 Aero Defense was 43.13%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.13% | Feb 13, 2020 | 27 | Mar 23, 2020 | 179 | Dec 4, 2020 | 206 |
| -24.92% | Oct 4, 2018 | 56 | Dec 24, 2018 | 85 | Apr 29, 2019 | 141 |
| -20.42% | Mar 28, 2022 | 57 | Jun 16, 2022 | 102 | Nov 10, 2022 | 159 |
| -11.67% | Jun 16, 2021 | 131 | Dec 20, 2021 | 47 | Feb 28, 2022 | 178 |
| -10.09% | Jul 24, 2023 | 52 | Oct 4, 2023 | 27 | Nov 10, 2023 | 79 |
Volatility
Volatility Chart
The current Aero Defense volatility is 5.92%, 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
| BMTX | DRS | AXON | GE | NOC | BA | LMT | LHX | HEI | TDG | HWM | GD | CW | RTX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BMTX | 1.00 | 0.07 | 0.09 | 0.10 | 0.01 | 0.10 | -0.01 | 0.03 | 0.05 | 0.04 | 0.09 | 0.03 | 0.05 | 0.07 |
| DRS | 0.07 | 1.00 | 0.27 | 0.28 | 0.18 | 0.27 | 0.19 | 0.26 | 0.32 | 0.33 | 0.34 | 0.26 | 0.30 | 0.29 |
| AXON | 0.09 | 0.27 | 1.00 | 0.30 | 0.13 | 0.32 | 0.15 | 0.21 | 0.36 | 0.39 | 0.35 | 0.25 | 0.30 | 0.27 |
| GE | 0.10 | 0.28 | 0.30 | 1.00 | 0.24 | 0.49 | 0.28 | 0.27 | 0.44 | 0.51 | 0.56 | 0.45 | 0.51 | 0.49 |
| NOC | 0.01 | 0.18 | 0.13 | 0.24 | 1.00 | 0.29 | 0.78 | 0.69 | 0.41 | 0.35 | 0.35 | 0.63 | 0.49 | 0.56 |
| BA | 0.10 | 0.27 | 0.32 | 0.49 | 0.29 | 1.00 | 0.34 | 0.34 | 0.49 | 0.55 | 0.61 | 0.44 | 0.52 | 0.53 |
| LMT | -0.01 | 0.19 | 0.15 | 0.28 | 0.78 | 0.34 | 1.00 | 0.70 | 0.44 | 0.40 | 0.40 | 0.66 | 0.51 | 0.59 |
| LHX | 0.03 | 0.26 | 0.21 | 0.27 | 0.69 | 0.34 | 0.70 | 1.00 | 0.48 | 0.41 | 0.40 | 0.62 | 0.51 | 0.55 |
| HEI | 0.05 | 0.32 | 0.36 | 0.44 | 0.41 | 0.49 | 0.44 | 0.48 | 1.00 | 0.70 | 0.59 | 0.55 | 0.62 | 0.54 |
| TDG | 0.04 | 0.33 | 0.39 | 0.51 | 0.35 | 0.55 | 0.40 | 0.41 | 0.70 | 1.00 | 0.64 | 0.51 | 0.61 | 0.57 |
| HWM | 0.09 | 0.34 | 0.35 | 0.56 | 0.35 | 0.61 | 0.40 | 0.40 | 0.59 | 0.64 | 1.00 | 0.54 | 0.64 | 0.60 |
| GD | 0.03 | 0.26 | 0.25 | 0.45 | 0.63 | 0.44 | 0.66 | 0.62 | 0.55 | 0.51 | 0.54 | 1.00 | 0.63 | 0.67 |
| CW | 0.05 | 0.30 | 0.30 | 0.51 | 0.49 | 0.52 | 0.51 | 0.51 | 0.62 | 0.61 | 0.64 | 0.63 | 1.00 | 0.63 |
| RTX | 0.07 | 0.29 | 0.27 | 0.49 | 0.56 | 0.53 | 0.59 | 0.55 | 0.54 | 0.57 | 0.60 | 0.67 | 0.63 | 1.00 |