selected portfolios - 03 august 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSWI CSW Industrials, Inc. | Industrials | 20% |
MSI Motorola Solutions, Inc. | Technology | 20% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 20% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 20% |
TRGP Targa Resources Corp. | Energy | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in selected portfolios - 03 august 2024, 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 Oct 1, 2015, corresponding to the inception date of CSWI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| selected portfolios - 03 august 2024 | 89.49% | 8.24% | 48.74% | 108.35% | 47.27% | N/A |
| Portfolio components: | ||||||
TRGP Targa Resources Corp. | 128.74% | 17.75% | 71.53% | 134.02% | 42.15% | 10.84% |
REGN Regeneron Pharmaceuticals, Inc. | -6.52% | -19.17% | -16.62% | 3.05% | 19.46% | 7.60% |
MSI Motorola Solutions, Inc. | 60.11% | 6.31% | 38.45% | 62.38% | 27.02% | 24.69% |
SFM Sprouts Farmers Market, Inc. | 203.62% | 25.79% | 90.34% | 249.37% | 49.17% | 16.91% |
CSWI CSW Industrials, Inc. | 102.21% | 7.36% | 70.69% | 146.97% | 41.69% | N/A |
Monthly Returns
The table below presents the monthly returns of selected portfolios - 03 august 2024, 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 | 2.91% | 10.84% | 5.25% | -1.11% | 9.60% | 6.41% | 10.73% | 7.25% | 1.54% | 1.21% | 89.49% | ||
| 2023 | 4.57% | 0.31% | 5.48% | -0.06% | -3.38% | 7.71% | 5.00% | 3.81% | -0.34% | -1.07% | 6.50% | 5.39% | 38.78% |
| 2022 | -4.17% | 4.56% | 10.04% | -7.33% | -1.40% | -8.55% | 10.82% | 2.30% | -2.69% | 9.63% | 5.69% | -4.01% | 13.05% |
| 2021 | 4.75% | 1.46% | 9.89% | 1.67% | 4.01% | 5.08% | 0.00% | 8.99% | -3.09% | 5.67% | -0.15% | 4.43% | 51.05% |
| 2020 | -5.80% | -0.06% | -12.35% | 24.63% | 18.98% | 4.12% | -1.57% | -0.33% | -5.30% | 2.93% | 18.40% | 2.44% | 47.76% |
| 2019 | 9.51% | 4.21% | -1.81% | -2.10% | -2.01% | 4.01% | -1.64% | -0.23% | 1.92% | 1.59% | 5.12% | 2.30% | 22.14% |
| 2018 | 5.54% | -4.78% | -1.33% | 0.82% | -0.41% | 7.02% | 3.21% | 9.95% | 0.63% | -8.90% | -0.17% | -7.12% | 2.77% |
| 2017 | -0.50% | 0.02% | 8.55% | -2.71% | 1.34% | 3.37% | 3.34% | -3.35% | -0.96% | -0.95% | 4.58% | 1.97% | 15.05% |
| 2016 | -12.50% | 7.33% | 3.31% | 8.69% | -0.36% | -5.16% | 4.53% | 1.86% | 1.61% | -4.90% | 9.30% | 0.41% | 12.53% |
| 2015 | 9.25% | -2.75% | -2.23% | 3.87% |
Expense Ratio
selected portfolios - 03 august 2024 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 selected portfolios - 03 august 2024 is 99, placing it in the top 1% 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 | |
|---|---|---|---|---|---|
TRGP Targa Resources Corp. | 6.01 | 6.51 | 1.91 | 13.63 | 45.95 |
REGN Regeneron Pharmaceuticals, Inc. | 0.13 | 0.31 | 1.04 | 0.09 | 0.31 |
MSI Motorola Solutions, Inc. | 3.61 | 5.09 | 1.71 | 10.42 | 29.49 |
SFM Sprouts Farmers Market, Inc. | 7.90 | 9.16 | 2.28 | 28.15 | 99.94 |
CSWI CSW Industrials, Inc. | 4.73 | 5.27 | 1.71 | 9.49 | 47.23 |
Dividends
Dividend yield
selected portfolios - 03 august 2024 provided a 0.48% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.48% | 0.73% | 0.75% | 0.46% | 1.32% | 2.18% | 2.39% | 1.93% | 1.71% | 2.92% | 0.89% | 0.80% |
| Portfolio components: | ||||||||||||
TRGP Targa Resources Corp. | 1.42% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.53% | 2.33% |
REGN Regeneron Pharmaceuticals, 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% |
MSI Motorola Solutions, Inc. | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
SFM Sprouts Farmers Market, 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% |
CSWI CSW Industrials, Inc. | 0.20% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 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 selected portfolios - 03 august 2024. 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 selected portfolios - 03 august 2024 was 28.49%, occurring on Feb 11, 2016. Recovery took 126 trading sessions.
The current selected portfolios - 03 august 2024 drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.49% | Nov 3, 2015 | 69 | Feb 11, 2016 | 126 | Aug 11, 2016 | 195 |
| -26% | Mar 5, 2020 | 13 | Mar 23, 2020 | 27 | Apr 30, 2020 | 40 |
| -20.71% | Jun 9, 2020 | 75 | Sep 23, 2020 | 44 | Nov 24, 2020 | 119 |
| -20.47% | Sep 11, 2018 | 73 | Dec 24, 2018 | 221 | Nov 8, 2019 | 294 |
| -19.58% | Apr 11, 2022 | 48 | Jun 17, 2022 | 57 | Sep 9, 2022 | 105 |
Volatility
Volatility Chart
The current selected portfolios - 03 august 2024 volatility is 5.47%, 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
| SFM | REGN | TRGP | CSWI | MSI | |
|---|---|---|---|---|---|
| SFM | 1.00 | 0.18 | 0.16 | 0.21 | 0.21 |
| REGN | 0.18 | 1.00 | 0.13 | 0.18 | 0.28 |
| TRGP | 0.16 | 0.13 | 1.00 | 0.30 | 0.26 |
| CSWI | 0.21 | 0.18 | 0.30 | 1.00 | 0.35 |
| MSI | 0.21 | 0.28 | 0.26 | 0.35 | 1.00 |