Diversified Portfolio v1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversified Portfolio v1
Last updated Nov 14, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AEM Agnico Eagle Mines Limited | Basic Materials | 4.76% |
ANDE The Andersons, Inc. | Consumer Defensive | 4.76% |
ARCH Arch Resources, Inc. | Energy | 4.76% |
BLBD Blue Bird Corporation | Consumer Cyclical | 4.76% |
CCOI Cogent Communications Holdings, Inc. | Communication Services | 4.76% |
CI Cigna Corporation | Healthcare | 4.76% |
CLMB Climb Global Solutions | Technology | 4.76% |
GBDC Golub Capital BDC, Inc. | Financial Services | 4.76% |
GOGL Golden Ocean Group Limited | Industrials | 4.76% |
GOOGL Alphabet Inc. | Communication Services | 4.76% |
HON Honeywell International Inc | Industrials | 4.76% |
HY Hyster-Yale Materials Handling, Inc. | Industrials | 4.76% |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | Consumer Defensive | 4.76% |
LYTS LSI Industries Inc. | Technology | 4.76% |
MFG Mizuho Financial Group, Inc. | Financial Services | 4.76% |
PAGS PagSeguro Digital Ltd. | Technology | 4.76% |
RUSHA Rush Enterprises, Inc. | Consumer Cyclical | 4.76% |
SNY Sanofi | Healthcare | 4.76% |
SON Sonoco Products Company | Consumer Cyclical | 4.76% |
SURG SurgePays, Inc. | Technology | 4.76% |
TIMB | 4.76% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diversified Portfolio v1, 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
Diversified Portfolio v1
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jan 24, 2018, corresponding to the inception date of PAGS
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% |
| Diversified Portfolio v1 | 10.12% | 0.31% | -0.08% | 26.85% | N/A | N/A |
| Portfolio components: | ||||||
GBDC Golub Capital BDC, Inc. | 11.05% | 1.39% | -2.63% | 15.89% | 7.51% | 7.88% |
CLMB Climb Global Solutions | 123.74% | 13.75% | 116.87% | 165.31% | 58.06% | 25.82% |
MFG Mizuho Financial Group, Inc. | 33.72% | 6.35% | 9.18% | 34.11% | 12.07% | 6.65% |
SNY Sanofi | -0.44% | -9.85% | 1.02% | 8.27% | 4.55% | 4.15% |
CI Cigna Corporation | 12.23% | -5.52% | -2.50% | 16.40% | 12.62% | 13.32% |
TIMB | -19.82% | -7.17% | -13.88% | -14.89% | N/A | N/A |
CCOI Cogent Communications Holdings, Inc. | 8.08% | -2.71% | 38.06% | 24.20% | 10.06% | 13.42% |
LYTS LSI Industries Inc. | 47.09% | 23.79% | 28.78% | 61.55% | 34.22% | 14.09% |
SURG SurgePays, Inc. | -73.49% | -8.06% | -60.14% | -70.10% | -35.49% | -19.68% |
GOOGL Alphabet Inc. | 28.37% | 8.44% | 3.95% | 34.20% | 21.96% | 20.55% |
SON Sonoco Products Company | -5.66% | -6.27% | -14.05% | -3.99% | 0.37% | 5.64% |
HON Honeywell International Inc | 12.96% | 7.11% | 14.89% | 24.52% | 7.21% | 11.12% |
HY Hyster-Yale Materials Handling, Inc. | -13.14% | -21.20% | -29.51% | 17.77% | 1.38% | -1.51% |
AEM Agnico Eagle Mines Limited | 41.21% | -4.80% | 11.16% | 61.81% | 8.09% | 13.75% |
ARCH Arch Resources, Inc. | 1.16% | 13.01% | 5.00% | 9.41% | 23.33% | N/A |
ANDE The Andersons, Inc. | -17.66% | -4.35% | -9.40% | -9.72% | 17.88% | 0.59% |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | -15.00% | -9.96% | -20.63% | -5.40% | 10.59% | 0.93% |
BLBD Blue Bird Corporation | 53.82% | -7.74% | -21.73% | 122.00% | 15.44% | 15.73% |
RUSHA Rush Enterprises, Inc. | 26.05% | 19.83% | 37.26% | 60.19% | 27.83% | 15.69% |
GOGL Golden Ocean Group Limited | 28.83% | -0.43% | -16.66% | 65.48% | 30.24% | -3.87% |
PAGS PagSeguro Digital Ltd. | -35.12% | -3.35% | -36.50% | -3.69% | -26.10% | N/A |
Monthly Returns
The table below presents the monthly returns of Diversified Portfolio v1, 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 | 0.57% | 5.27% | 1.26% | -2.96% | 5.04% | -4.24% | 6.60% | -2.36% | 1.05% | -3.17% | 10.12% | ||
| 2023 | 9.13% | 3.10% | 2.40% | 1.16% | 0.47% | 5.47% | 1.42% | -1.06% | 0.58% | -4.77% | 10.06% | 11.28% | 45.38% |
| 2022 | 0.65% | 3.96% | 5.69% | -3.32% | 2.42% | -9.02% | 5.66% | -1.90% | -9.36% | 11.52% | 9.01% | -2.37% | 11.10% |
| 2021 | 1.73% | 5.47% | 8.58% | 3.95% | 5.14% | -2.73% | 0.66% | 0.77% | -2.44% | -1.89% | -5.13% | 3.95% | 18.57% |
| 2020 | -6.82% | 17.44% | 4.55% | 14.41% |
Expense Ratio
Diversified Portfolio v1 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.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Diversified Portfolio v1 is 28, 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.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 | |
|---|---|---|---|---|---|
GBDC Golub Capital BDC, Inc. | 1.23 | 1.78 | 1.21 | 1.04 | 2.48 |
CLMB Climb Global Solutions | 3.67 | 4.28 | 1.55 | 6.31 | 17.49 |
MFG Mizuho Financial Group, Inc. | 1.22 | 1.75 | 1.23 | 1.89 | 5.42 |
SNY Sanofi | 0.42 | 0.78 | 1.09 | 0.49 | 1.31 |
CI Cigna Corporation | 0.52 | 1.04 | 1.15 | 0.65 | 2.46 |
TIMB | -0.54 | -0.61 | 0.93 | -0.61 | -1.22 |
CCOI Cogent Communications Holdings, Inc. | 0.95 | 1.43 | 1.18 | 0.90 | 2.01 |
LYTS LSI Industries Inc. | 2.13 | 3.04 | 1.35 | 2.91 | 11.67 |
SURG SurgePays, Inc. | -0.77 | -1.13 | 0.86 | -0.74 | -1.21 |
GOOGL Alphabet Inc. | 1.35 | 1.89 | 1.25 | 1.62 | 4.06 |
SON Sonoco Products Company | -0.05 | 0.06 | 1.01 | -0.05 | -0.11 |
HON Honeywell International Inc | 1.56 | 2.12 | 1.29 | 1.80 | 5.37 |
HY Hyster-Yale Materials Handling, Inc. | 0.40 | 0.90 | 1.13 | 0.43 | 1.36 |
AEM Agnico Eagle Mines Limited | 2.24 | 2.77 | 1.36 | 1.63 | 10.94 |
ARCH Arch Resources, Inc. | 0.42 | 0.91 | 1.11 | 0.48 | 0.96 |
ANDE The Andersons, Inc. | -0.14 | 0.02 | 1.00 | -0.17 | -0.34 |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | -0.13 | -0.01 | 1.00 | -0.16 | -0.33 |
BLBD Blue Bird Corporation | 2.54 | 3.34 | 1.40 | 3.51 | 10.22 |
RUSHA Rush Enterprises, Inc. | 2.04 | 2.81 | 1.34 | 2.96 | 6.69 |
GOGL Golden Ocean Group Limited | 1.89 | 2.57 | 1.31 | 1.55 | 5.08 |
PAGS PagSeguro Digital Ltd. | -0.05 | 0.21 | 1.03 | -0.02 | -0.09 |
Diversified Portfolio v1
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversified Portfolio v1 provided a 2.89% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.89% | 2.85% | 4.74% | 3.19% | 2.37% | 2.32% | 2.71% | 1.75% | 1.68% | 1.70% | 2.36% | 1.91% |
| Portfolio components: | ||||||||||||
GBDC Golub Capital BDC, Inc. | 11.98% | 10.00% | 9.35% | 7.58% | 8.37% | 6.99% | 8.49% | 7.47% | 8.32% | 7.70% | 7.14% | 6.70% |
CLMB Climb Global Solutions | 0.56% | 1.24% | 2.16% | 1.94% | 3.56% | 4.20% | 6.80% | 4.07% | 3.64% | 3.71% | 3.95% | 4.80% |
MFG Mizuho Financial Group, Inc. | 1.56% | 3.73% | 4.34% | 5.45% | 5.52% | 4.47% | 4.50% | 3.69% | 3.77% | 3.10% | 3.71% | 2.75% |
SNY Sanofi | 4.11% | 3.83% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.79% | 4.19% | 3.47% |
CI Cigna Corporation | 1.64% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
TIMB | 7.91% | 5.01% | 4.84% | 3.43% | 3.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CCOI Cogent Communications Holdings, Inc. | 4.93% | 4.94% | 6.23% | 4.33% | 4.64% | 3.71% | 4.69% | 3.97% | 3.65% | 4.21% | 3.31% | 1.88% |
LYTS LSI Industries Inc. | 0.73% | 1.42% | 1.63% | 2.92% | 2.34% | 3.31% | 6.31% | 2.91% | 2.05% | 0.98% | 2.80% | 2.08% |
SURG SurgePays, 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% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SON Sonoco Products Company | 4.08% | 3.62% | 3.16% | 3.11% | 2.90% | 2.75% | 3.05% | 2.90% | 2.77% | 4.21% | 2.91% | 2.95% |
HON Honeywell International Inc | 1.39% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HY Hyster-Yale Materials Handling, Inc. | 2.54% | 2.09% | 5.10% | 3.13% | 2.14% | 2.14% | 1.99% | 1.41% | 1.83% | 2.15% | 1.47% | 1.07% |
AEM Agnico Eagle Mines Limited | 2.11% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% | 3.34% |
ARCH Arch Resources, Inc. | 2.51% | 6.42% | 17.59% | 0.27% | 1.14% | 2.51% | 1.93% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
ANDE The Andersons, Inc. | 1.62% | 1.29% | 2.07% | 1.82% | 2.86% | 2.71% | 2.22% | 2.07% | 1.40% | 1.82% | 0.88% | 0.72% |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.23% | 3.37% | 3.99% | 4.59% | 4.62% | 2.74% | 2.88% | 2.54% | 2.93% | 2.79% | 2.53% | 1.87% |
BLBD Blue Bird 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% |
RUSHA Rush Enterprises, Inc. | 1.12% | 1.23% | 1.53% | 1.33% | 0.98% | 1.08% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOGL Golden Ocean Group Limited | 8.55% | 5.12% | 27.04% | 17.20% | 1.08% | 5.60% | 7.32% | 0.00% | 0.00% | 0.00% | 15.34% | 8.47% |
PAGS PagSeguro Digital Ltd. | 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.
Diversified Portfolio v1
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Diversified Portfolio v1. 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 Diversified Portfolio v1 was 18.09%, occurring on Sep 26, 2022. Recovery took 46 trading sessions.
The current Diversified Portfolio v1 drawdown is 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.09% | Apr 21, 2022 | 109 | Sep 26, 2022 | 46 | Nov 30, 2022 | 155 |
| -12.69% | Jun 7, 2021 | 125 | Dec 1, 2021 | 73 | Mar 17, 2022 | 198 |
| -8.72% | Aug 1, 2024 | 3 | Aug 5, 2024 | — | — | — |
| -7.95% | Mar 23, 2021 | 2 | Mar 24, 2021 | 42 | May 24, 2021 | 44 |
| -7.68% | Mar 6, 2023 | 10 | Mar 17, 2023 | 18 | Apr 13, 2023 | 28 |
Volatility
Volatility Chart
The current Diversified Portfolio v1 volatility is 4.49%, 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.
Diversified Portfolio v1
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| SURG | AEM | CLMB | SNY | TIMB | ARCH | CI | GOGL | CCOI | LYTS | MFG | GOOGL | KOF | PAGS | BLBD | GBDC | ANDE | HY | SON | RUSHA | HON | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SURG | 1.00 | 0.07 | 0.13 | 0.10 | 0.11 | 0.12 | 0.07 | 0.09 | 0.12 | 0.10 | 0.14 | 0.13 | 0.09 | 0.17 | 0.13 | 0.11 | 0.09 | 0.14 | 0.11 | 0.10 | 0.07 |
| AEM | 0.07 | 1.00 | 0.08 | 0.15 | 0.16 | 0.20 | 0.13 | 0.16 | 0.13 | 0.14 | 0.17 | 0.19 | 0.20 | 0.13 | 0.12 | 0.18 | 0.10 | 0.14 | 0.22 | 0.14 | 0.23 |
| CLMB | 0.13 | 0.08 | 1.00 | 0.11 | 0.12 | 0.11 | 0.06 | 0.13 | 0.19 | 0.21 | 0.16 | 0.11 | 0.12 | 0.18 | 0.23 | 0.20 | 0.20 | 0.24 | 0.19 | 0.24 | 0.22 |
| SNY | 0.10 | 0.15 | 0.11 | 1.00 | 0.21 | 0.06 | 0.28 | 0.10 | 0.20 | 0.13 | 0.18 | 0.15 | 0.24 | 0.15 | 0.10 | 0.21 | 0.15 | 0.15 | 0.23 | 0.13 | 0.22 |
| TIMB | 0.11 | 0.16 | 0.12 | 0.21 | 1.00 | 0.13 | 0.10 | 0.18 | 0.14 | 0.11 | 0.13 | 0.21 | 0.33 | 0.29 | 0.17 | 0.21 | 0.18 | 0.17 | 0.19 | 0.16 | 0.20 |
| ARCH | 0.12 | 0.20 | 0.11 | 0.06 | 0.13 | 1.00 | 0.17 | 0.30 | 0.08 | 0.15 | 0.21 | 0.11 | 0.16 | 0.16 | 0.18 | 0.20 | 0.31 | 0.25 | 0.28 | 0.26 | 0.26 |
| CI | 0.07 | 0.13 | 0.06 | 0.28 | 0.10 | 0.17 | 1.00 | 0.11 | 0.16 | 0.17 | 0.22 | 0.16 | 0.22 | 0.12 | 0.14 | 0.23 | 0.25 | 0.21 | 0.31 | 0.31 | 0.39 |
| GOGL | 0.09 | 0.16 | 0.13 | 0.10 | 0.18 | 0.30 | 0.11 | 1.00 | 0.12 | 0.16 | 0.23 | 0.22 | 0.23 | 0.22 | 0.21 | 0.27 | 0.29 | 0.21 | 0.21 | 0.20 | 0.24 |
| CCOI | 0.12 | 0.13 | 0.19 | 0.20 | 0.14 | 0.08 | 0.16 | 0.12 | 1.00 | 0.14 | 0.16 | 0.21 | 0.23 | 0.24 | 0.22 | 0.24 | 0.26 | 0.30 | 0.31 | 0.33 | 0.29 |
| LYTS | 0.10 | 0.14 | 0.21 | 0.13 | 0.11 | 0.15 | 0.17 | 0.16 | 0.14 | 1.00 | 0.20 | 0.13 | 0.16 | 0.20 | 0.32 | 0.23 | 0.33 | 0.37 | 0.31 | 0.36 | 0.32 |
| MFG | 0.14 | 0.17 | 0.16 | 0.18 | 0.13 | 0.21 | 0.22 | 0.23 | 0.16 | 0.20 | 1.00 | 0.25 | 0.19 | 0.22 | 0.22 | 0.25 | 0.26 | 0.25 | 0.25 | 0.27 | 0.29 |
| GOOGL | 0.13 | 0.19 | 0.11 | 0.15 | 0.21 | 0.11 | 0.16 | 0.22 | 0.21 | 0.13 | 0.25 | 1.00 | 0.24 | 0.39 | 0.24 | 0.31 | 0.18 | 0.23 | 0.21 | 0.27 | 0.37 |
| KOF | 0.09 | 0.20 | 0.12 | 0.24 | 0.33 | 0.16 | 0.22 | 0.23 | 0.23 | 0.16 | 0.19 | 0.24 | 1.00 | 0.25 | 0.22 | 0.23 | 0.25 | 0.23 | 0.30 | 0.27 | 0.29 |
| PAGS | 0.17 | 0.13 | 0.18 | 0.15 | 0.29 | 0.16 | 0.12 | 0.22 | 0.24 | 0.20 | 0.22 | 0.39 | 0.25 | 1.00 | 0.34 | 0.28 | 0.26 | 0.34 | 0.21 | 0.30 | 0.30 |
| BLBD | 0.13 | 0.12 | 0.23 | 0.10 | 0.17 | 0.18 | 0.14 | 0.21 | 0.22 | 0.32 | 0.22 | 0.24 | 0.22 | 0.34 | 1.00 | 0.21 | 0.32 | 0.41 | 0.29 | 0.41 | 0.32 |
| GBDC | 0.11 | 0.18 | 0.20 | 0.21 | 0.21 | 0.20 | 0.23 | 0.27 | 0.24 | 0.23 | 0.25 | 0.31 | 0.23 | 0.28 | 0.21 | 1.00 | 0.30 | 0.31 | 0.30 | 0.31 | 0.35 |
| ANDE | 0.09 | 0.10 | 0.20 | 0.15 | 0.18 | 0.31 | 0.25 | 0.29 | 0.26 | 0.33 | 0.26 | 0.18 | 0.25 | 0.26 | 0.32 | 0.30 | 1.00 | 0.42 | 0.42 | 0.49 | 0.42 |
| HY | 0.14 | 0.14 | 0.24 | 0.15 | 0.17 | 0.25 | 0.21 | 0.21 | 0.30 | 0.37 | 0.25 | 0.23 | 0.23 | 0.34 | 0.41 | 0.31 | 0.42 | 1.00 | 0.43 | 0.52 | 0.41 |
| SON | 0.11 | 0.22 | 0.19 | 0.23 | 0.19 | 0.28 | 0.31 | 0.21 | 0.31 | 0.31 | 0.25 | 0.21 | 0.30 | 0.21 | 0.29 | 0.30 | 0.42 | 0.43 | 1.00 | 0.50 | 0.52 |
| RUSHA | 0.10 | 0.14 | 0.24 | 0.13 | 0.16 | 0.26 | 0.31 | 0.20 | 0.33 | 0.36 | 0.27 | 0.27 | 0.27 | 0.30 | 0.41 | 0.31 | 0.49 | 0.52 | 0.50 | 1.00 | 0.49 |
| HON | 0.07 | 0.23 | 0.22 | 0.22 | 0.20 | 0.26 | 0.39 | 0.24 | 0.29 | 0.32 | 0.29 | 0.37 | 0.29 | 0.30 | 0.32 | 0.35 | 0.42 | 0.41 | 0.52 | 0.49 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 19, 2020