I
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EMR Emerson Electric Co. | Industrials | 25.74% |
PAYX Paychex, Inc. | Industrials | 32.86% |
UPS United Parcel Service, Inc. | Industrials | 14.72% |
XLI Industrial Select Sector SPDR Fund | Industrials Equities | 26.68% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in I, 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 Nov 10, 1999, corresponding to the inception date of UPS
Returns By Period
As of Dec 19, 2024, the I returned 14.74% Year-To-Date and 11.75% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| I | 16.75% | -3.79% | 9.87% | 16.93% | 12.69% | 11.81% |
| Portfolio components: | ||||||
EMR Emerson Electric Co. | 29.90% | -3.26% | 15.52% | 31.10% | 12.71% | 10.12% |
PAYX Paychex, Inc. | 20.72% | -3.16% | 12.41% | 19.96% | 13.70% | 14.96% |
UPS United Parcel Service, Inc. | -16.21% | -4.33% | -5.68% | -16.75% | 4.67% | 4.51% |
XLI Industrial Select Sector SPDR Fund | 18.55% | -4.88% | 9.55% | 19.45% | 12.03% | 10.83% |
Monthly Returns
The table below presents the monthly returns of I, 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 | -2.46% | 7.48% | 2.98% | -3.40% | 1.51% | -1.38% | 4.86% | -0.67% | 3.44% | 0.44% | 10.08% | 16.75% | |
| 2023 | 0.47% | -3.54% | 3.66% | -3.89% | -4.52% | 10.50% | 5.71% | -0.43% | -4.96% | -5.43% | 7.33% | 3.93% | 7.49% |
| 2022 | -6.73% | 1.26% | 7.18% | -8.79% | -0.67% | -7.32% | 11.08% | -4.02% | -10.94% | 10.77% | 8.91% | -4.03% | -6.57% |
| 2021 | -4.49% | 5.95% | 7.31% | 3.82% | 4.78% | 0.93% | 2.52% | 2.20% | -6.05% | 8.51% | -5.25% | 9.15% | 31.71% |
| 2020 | -2.88% | -10.06% | -17.35% | 10.67% | 6.66% | 4.04% | 3.93% | 10.14% | 0.11% | -0.24% | 15.03% | 1.31% | 18.13% |
| 2019 | 9.83% | 6.64% | 1.38% | 2.96% | -6.56% | 4.60% | 2.29% | -3.00% | 4.25% | 1.59% | 4.43% | 0.12% | 31.31% |
| 2018 | 3.71% | -5.39% | -3.50% | -0.75% | 6.18% | -1.39% | 5.62% | 4.27% | -0.08% | -10.50% | 5.09% | -10.67% | -9.03% |
| 2017 | 1.06% | 2.20% | -1.45% | 0.94% | 0.33% | -0.05% | 0.83% | 0.19% | 5.20% | 2.91% | 3.90% | 2.57% | 20.10% |
| 2016 | -5.83% | 6.07% | 7.91% | -0.77% | 0.27% | 4.14% | 2.97% | -0.05% | -0.61% | -3.83% | 9.07% | 0.65% | 20.63% |
| 2015 | -4.97% | 6.04% | -2.00% | 0.68% | 1.81% | -4.87% | -0.84% | -4.98% | 0.02% | 7.80% | 3.84% | -3.54% | -2.03% |
| 2014 | -6.49% | 1.15% | 1.74% | 0.45% | 0.78% | 0.16% | -3.08% | 2.10% | 1.35% | 4.97% | 2.03% | -1.48% | 3.26% |
| 2013 | 6.37% | 1.72% | 2.76% | 0.89% | 3.27% | -2.27% | 7.80% | -1.65% | 6.08% | 4.88% | 3.02% | 4.08% | 43.18% |
Expense Ratio
I has an expense ratio of 0.03%, which is considered low compared to other funds. 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 I is 15, meaning it’s performing worse than 85% 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.
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 | |
|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.28 | 2.03 | 1.28 | 1.98 | 5.39 |
PAYX Paychex, Inc. | 0.63 | 0.98 | 1.14 | 0.95 | 4.00 |
UPS United Parcel Service, Inc. | -0.60 | -0.64 | 0.91 | -0.39 | -1.29 |
XLI Industrial Select Sector SPDR Fund | 1.56 | 2.28 | 1.28 | 2.61 | 9.53 |
Dividends
Dividend yield
I provided a 2.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.35% | 2.55% | 2.37% | 1.80% | 2.28% | 2.60% | 3.06% | 2.52% | 2.78% | 3.03% | 2.62% | 1.91% |
| Portfolio components: | ||||||||||||
EMR Emerson Electric Co. | 1.69% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
PAYX Paychex, Inc. | 2.74% | 2.90% | 2.62% | 1.90% | 2.66% | 2.85% | 3.35% | 2.82% | 2.89% | 3.03% | 3.16% | 1.54% |
UPS United Parcel Service, Inc. | 5.19% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
XLI Industrial Select Sector SPDR Fund | 0.92% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
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 I. 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 I was 52.85%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.
The current I drawdown is 7.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.85% | Oct 10, 2007 | 355 | Mar 9, 2009 | 467 | Jan 12, 2011 | 822 |
| -42.47% | Nov 28, 2000 | 466 | Oct 9, 2002 | 776 | Nov 7, 2005 | 1242 |
| -41.44% | Jan 24, 2020 | 41 | Mar 23, 2020 | 114 | Sep 2, 2020 | 155 |
| -25% | Feb 22, 2011 | 156 | Oct 3, 2011 | 243 | Sep 19, 2012 | 399 |
| -22.88% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
Volatility
Volatility Chart
The current I volatility is 4.65%, 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
| PAYX | UPS | EMR | XLI | |
|---|---|---|---|---|
| PAYX | 1.00 | 0.45 | 0.47 | 0.59 |
| UPS | 0.45 | 1.00 | 0.51 | 0.65 |
| EMR | 0.47 | 0.51 | 1.00 | 0.75 |
| XLI | 0.59 | 0.65 | 0.75 | 1.00 |