Res Construction

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Res Construction

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CVCO Cavco Industries, Inc.	Consumer Cyclical	7.14%
DHI D.R. Horton, Inc.	Consumer Cyclical	7.14%
GRBK Green Brick Partners, Inc.	Consumer Cyclical	7.14%
IBP Installed Building Products, Inc.	Industrials	7.14%
KBH KB Home	Consumer Cyclical	7.14%
LEN Lennar Corporation	Consumer Cyclical	7.14%
MHO M/I Homes, Inc.	Consumer Cyclical	7.14%
MTH Meritage Homes Corporation	Consumer Cyclical	7.14%
NVR NVR, Inc.	Consumer Cyclical	7.14%
PHM PulteGroup, Inc.	Consumer Cyclical	7.14%
SKY Skyline Champion Corporation	Consumer Cyclical	7.14%
TMHC Taylor Morrison Home Corporation	Consumer Cyclical	7.14%
TOL Toll Brothers, Inc.	Consumer Cyclical	7.14%
TPH Tri Pointe Homes, Inc.	Consumer Cyclical	7.14%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Feb 13, 2014, corresponding to the inception date of IBP

Returns By Period

As of May 27, 2025, the Res Construction returned -11.42% Year-To-Date and 20.55% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Res Construction	-11.42%	-1.95%	-29.29%	-10.01%	24.04%	20.55%
Portfolio components:
DHI D.R. Horton, Inc.	-14.62%	-4.44%	-30.97%	-17.12%	18.19%	17.56%
LEN Lennar Corporation	-19.66%	-2.28%	-38.68%	-29.50%	14.12%	9.78%
PHM PulteGroup, Inc.	-9.62%	-3.60%	-28.37%	-13.46%	25.45%	19.08%
NVR NVR, Inc.	-13.60%	-0.07%	-23.96%	-4.72%	17.66%	17.92%
TOL Toll Brothers, Inc.	-16.84%	4.18%	-37.58%	-14.48%	30.67%	11.97%
IBP Installed Building Products, Inc.	-9.57%	-7.11%	-32.66%	-24.97%	22.33%	23.62%
MTH Meritage Homes Corporation	-15.99%	-5.49%	-33.72%	-25.05%	14.06%	11.65%
TMHC Taylor Morrison Home Corporation	-7.81%	-2.07%	-24.56%	-2.18%	25.45%	11.21%
KBH KB Home	-21.38%	-4.13%	-39.23%	-26.23%	12.62%	14.46%
SKY Skyline Champion Corporation	-4.36%	-0.65%	-19.18%	17.55%	28.06%	38.17%
MHO M/I Homes, Inc.	-20.01%	0.74%	-37.12%	-14.78%	26.41%	16.30%
TPH Tri Pointe Homes, Inc.	-17.68%	-1.58%	-33.10%	-22.10%	16.92%	7.47%
GRBK Green Brick Partners, Inc.	4.60%	2.69%	-20.95%	7.36%	40.15%	19.68%
CVCO Cavco Industries, Inc.	5.95%	-3.30%	-11.32%	35.91%	20.42%	20.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of Res Construction, 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
2025	4.00%	-6.94%	-2.19%	-3.79%	-2.74%								-11.42%
2024	-2.33%	8.95%	8.18%	-9.40%	2.43%	-3.32%	23.60%	0.44%	4.89%	-9.10%	7.86%	-18.36%	7.64%
2023	19.74%	0.66%	7.57%	7.67%	-2.65%	18.28%	3.38%	-3.43%	-10.28%	-6.07%	19.75%	19.81%	94.03%
2022	-14.78%	-5.25%	-12.94%	-1.84%	7.18%	-14.39%	19.87%	-9.24%	-8.77%	9.37%	7.48%	1.67%	-24.90%
2021	7.53%	4.20%	10.63%	8.91%	-1.20%	-5.68%	5.99%	2.68%	-11.10%	9.25%	5.58%	11.09%	55.97%
2020	9.59%	-10.49%	-40.21%	29.55%	24.88%	2.02%	17.95%	3.35%	6.93%	-9.48%	10.36%	-1.35%	24.36%
2019	18.28%	-1.35%	1.88%	7.37%	0.30%	4.61%	6.56%	4.05%	8.47%	2.54%	2.66%	-3.63%	63.42%
2018	1.91%	-8.84%	4.27%	-0.23%	2.81%	-2.19%	-5.13%	1.82%	-6.96%	-9.39%	1.53%	-9.31%	-27.15%
2017	1.45%	5.61%	4.54%	-0.49%	-0.56%	7.99%	0.73%	3.90%	7.24%	11.87%	8.17%	-1.33%	60.37%
2016	-9.56%	0.76%	22.29%	-2.50%	5.18%	0.87%	4.08%	4.37%	-0.69%	-8.33%	9.15%	3.02%	28.19%
2015	-5.59%	8.08%	5.22%	-7.50%	3.29%	5.77%	3.08%	-1.61%	-6.90%	3.79%	1.68%	-6.44%	1.17%
2014		9.27%	2.64%	-3.20%	-2.84%	5.56%	-7.78%	8.95%	-9.22%	5.40%	10.27%	-0.74%	17.18%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Res Construction has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Res Construction is 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DHI D.R. Horton, Inc.	-0.48	-0.70	0.92	-0.48	-0.86
LEN Lennar Corporation	-0.90	-1.40	0.84	-0.72	-1.34
PHM PulteGroup, Inc.	-0.36	-0.50	0.94	-0.42	-0.80
NVR NVR, Inc.	-0.17	-0.24	0.97	-0.22	-0.44
TOL Toll Brothers, Inc.	-0.33	-0.51	0.94	-0.42	-0.87
IBP Installed Building Products, Inc.	-0.51	-0.53	0.94	-0.58	-0.96
MTH Meritage Homes Corporation	-0.63	-0.88	0.90	-0.65	-1.20
TMHC Taylor Morrison Home Corporation	-0.03	0.05	1.01	-0.16	-0.33
KBH KB Home	-0.68	-0.97	0.89	-0.62	-1.22
SKY Skyline Champion Corporation	0.46	0.62	1.07	0.31	0.75
MHO M/I Homes, Inc.	-0.35	-0.41	0.95	-0.42	-0.77
TPH Tri Pointe Homes, Inc.	-0.64	-0.85	0.90	-0.62	-1.16
GRBK Green Brick Partners, Inc.	0.24	0.45	1.05	0.13	0.22
CVCO Cavco Industries, Inc.	0.94	1.45	1.17	1.60	4.21

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Res Construction Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: -0.28
5-Year: 0.67
10-Year: 0.58
All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Res Construction compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Res Construction provided a 0.80% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.80%	0.64%	0.44%	0.71%	0.41%	0.38%	0.32%	0.67%	0.21%	0.30%	0.27%	0.20%
Portfolio components:
DHI D.R. Horton, Inc.	1.26%	0.93%	0.69%	1.04%	0.76%	1.05%	1.18%	1.51%	0.83%	1.24%	0.84%	0.79%
LEN Lennar Corporation	1.87%	1.47%	1.01%	1.65%	0.86%	0.82%	0.29%	0.41%	0.25%	0.37%	0.33%	0.36%
PHM PulteGroup, Inc.	0.86%	0.75%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%	1.07%
NVR NVR, 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%
TOL Toll Brothers, Inc.	0.90%	0.71%	0.81%	1.54%	0.86%	1.01%	1.11%	1.25%	0.50%	0.00%	0.00%	0.00%
IBP Installed Building Products, Inc.	1.99%	1.71%	1.21%	2.52%	0.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MTH Meritage Homes Corporation	2.42%	1.95%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TMHC Taylor Morrison Home Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KBH KB Home	1.95%	1.45%	1.12%	1.88%	1.34%	1.25%	0.67%	0.52%	0.31%	0.63%	0.81%	0.60%
SKY Skyline Champion Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	4.25%	0.00%	0.00%	0.00%	0.00%
MHO M/I Homes, 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%
TPH Tri Pointe Homes, 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%
GRBK Green Brick Partners, 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%
CVCO Cavco Industries, 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Res Construction. 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 Res Construction was 61.13%, occurring on Mar 18, 2020. Recovery took 95 trading sessions.

The current Res Construction drawdown is 30.54%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-61.13%	Feb 21, 2020	19	Mar 18, 2020	95	Aug 3, 2020	114
-42.6%	Dec 13, 2021	129	Jun 16, 2022	211	Apr 20, 2023	340
-37.39%	Jan 10, 2018	241	Dec 24, 2018	179	Sep 11, 2019	420
-33.44%	Oct 21, 2024	116	Apr 8, 2025	—	—	—
-31.5%	Aug 20, 2015	121	Feb 11, 2016	80	Jun 7, 2016	201

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	SKY	GRBK	CVCO	IBP	NVR	MHO	TMHC	TPH	KBH	MTH	DHI	LEN	TOL	PHM	Portfolio
^GSPC	1.00	0.41	0.43	0.54	0.49	0.46	0.49	0.52	0.53	0.49	0.50	0.51	0.50	0.53	0.51	0.58
SKY	0.41	1.00	0.42	0.57	0.44	0.40	0.46	0.45	0.45	0.45	0.44	0.44	0.45	0.47	0.44	0.61
GRBK	0.43	0.42	1.00	0.51	0.50	0.48	0.57	0.56	0.57	0.54	0.56	0.54	0.54	0.55	0.54	0.70
CVCO	0.54	0.57	0.51	1.00	0.56	0.53	0.62	0.62	0.61	0.60	0.62	0.60	0.61	0.61	0.61	0.74
IBP	0.49	0.44	0.50	0.56	1.00	0.55	0.62	0.62	0.63	0.63	0.64	0.63	0.63	0.65	0.63	0.74
NVR	0.46	0.40	0.48	0.53	0.55	1.00	0.65	0.66	0.66	0.68	0.69	0.73	0.73	0.71	0.72	0.75
MHO	0.49	0.46	0.57	0.62	0.62	0.65	1.00	0.78	0.78	0.78	0.79	0.77	0.77	0.78	0.78	0.85
TMHC	0.52	0.45	0.56	0.62	0.62	0.66	0.78	1.00	0.79	0.79	0.80	0.77	0.77	0.78	0.78	0.86
TPH	0.53	0.45	0.57	0.61	0.63	0.66	0.78	0.79	1.00	0.78	0.80	0.77	0.78	0.79	0.78	0.86
KBH	0.49	0.45	0.54	0.60	0.63	0.68	0.78	0.79	0.78	1.00	0.82	0.81	0.82	0.81	0.82	0.87
MTH	0.50	0.44	0.56	0.62	0.64	0.69	0.79	0.80	0.80	0.82	1.00	0.81	0.81	0.82	0.83	0.88
DHI	0.51	0.44	0.54	0.60	0.63	0.73	0.77	0.77	0.77	0.81	0.81	1.00	0.88	0.83	0.87	0.87
LEN	0.50	0.45	0.54	0.61	0.63	0.73	0.77	0.77	0.78	0.82	0.81	0.88	1.00	0.84	0.85	0.87
TOL	0.53	0.47	0.55	0.61	0.65	0.71	0.78	0.78	0.79	0.81	0.82	0.83	0.84	1.00	0.85	0.88
PHM	0.51	0.44	0.54	0.61	0.63	0.72	0.78	0.78	0.78	0.82	0.83	0.87	0.85	0.85	1.00	0.88
Portfolio	0.58	0.61	0.70	0.74	0.74	0.75	0.85	0.86	0.86	0.87	0.88	0.87	0.87	0.88	0.88	1.00

The correlation results are calculated based on daily price changes starting from Feb 14, 2014

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Res Construction

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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