Jeans Stocks
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jeans Stocks, 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 Apr 20, 2015, corresponding to the inception date of UNIT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Jeans Stocks | 1.50% | 9.63% | -4.98% | 24.05% | 24.23% | N/A |
Portfolio components: | ||||||
AT&T Inc. | 34.58% | 10.24% | 30.86% | 50.31% | 0.89% | 3.97% |
Builders FirstSource, Inc. | 18.45% | 17.53% | -6.08% | 63.39% | 57.84% | 42.22% |
Cisco Systems, Inc. | 5.41% | 3.01% | 6.15% | 0.56% | 4.14% | 11.17% |
Intel Corporation | -55.96% | 2.01% | -48.16% | -35.92% | -13.29% | -1.82% |
The Kraft Heinz Company | -2.15% | -0.22% | -0.21% | 6.12% | 9.30% | -0.56% |
Uniti Group Inc. | -2.65% | 18.64% | -6.54% | 16.01% | 0.21% | N/A |
Warner Bros. Discovery, Inc. | -27.59% | 7.29% | -2.37% | -28.41% | -20.70% | -14.25% |
GAMCO Natural Resources, Gold & Income Trust | 22.54% | 4.99% | 21.43% | 29.04% | 8.12% | 3.92% |
Monthly Returns
The table below presents the monthly returns of Jeans Stocks, 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 | -0.62% | 3.12% | 5.04% | -11.48% | -4.38% | -4.02% | 9.45% | -1.22% | 1.50% | ||||
2023 | 11.91% | -0.28% | 8.76% | -1.27% | 9.42% | 10.10% | 3.77% | 2.25% | -6.95% | -5.18% | 12.20% | 13.42% | 71.98% |
2022 | -11.54% | 3.14% | -3.98% | -6.31% | 0.79% | -11.36% | 10.76% | -8.49% | -7.74% | 10.45% | 6.21% | -3.07% | -22.02% |
2021 | 0.01% | 7.09% | 8.85% | 0.66% | -2.21% | -2.56% | 1.93% | 9.19% | -3.62% | 3.89% | 6.12% | 15.75% | 53.03% |
2020 | -1.47% | -10.86% | -20.66% | 25.40% | 10.15% | -1.28% | 2.94% | 10.55% | 0.57% | -7.84% | 17.49% | 6.00% | 24.80% |
2019 | 12.55% | 4.99% | -0.13% | 1.64% | -4.50% | 12.28% | 2.57% | -1.09% | 6.36% | 5.79% | 3.81% | 2.72% | 56.58% |
2018 | 2.60% | -2.16% | 0.30% | -2.90% | 3.04% | -3.52% | -1.84% | -1.10% | -1.76% | -8.23% | 5.40% | -12.36% | -21.42% |
2017 | 0.62% | 10.41% | 5.56% | 3.07% | -7.72% | 2.19% | 2.74% | 1.22% | 6.75% | 3.25% | 7.83% | 4.25% | 46.86% |
2016 | -14.71% | 2.24% | 18.98% | -2.00% | 5.20% | 0.04% | 8.71% | 3.68% | -5.25% | -8.61% | 3.64% | 1.91% | 10.30% |
2015 | 0.21% | 0.11% | -2.28% | 5.64% | -3.97% | -5.29% | 4.01% | 3.21% | -6.41% | -5.37% |
Expense Ratio
Jeans Stocks 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 rank of Jeans Stocks is 7, indicating that it is in the bottom 7% 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 | |
---|---|---|---|---|---|
AT&T Inc. | 2.25 | 3.21 | 1.39 | 1.28 | 13.90 |
Builders FirstSource, Inc. | 1.21 | 1.70 | 1.24 | 1.49 | 3.43 |
Cisco Systems, Inc. | -0.16 | -0.08 | 0.99 | -0.14 | -0.38 |
Intel Corporation | -0.72 | -0.77 | 0.88 | -0.52 | -1.16 |
The Kraft Heinz Company | 0.38 | 0.63 | 1.08 | 0.13 | 0.98 |
Uniti Group Inc. | 0.21 | 0.77 | 1.10 | 0.17 | 0.54 |
Warner Bros. Discovery, Inc. | -0.54 | -0.51 | 0.94 | -0.31 | -0.99 |
GAMCO Natural Resources, Gold & Income Trust | 1.76 | 2.61 | 1.32 | 2.23 | 7.77 |
Dividends
Dividend yield
Jeans Stocks granted a 2.13% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Jeans Stocks | 2.13% | 2.11% | 2.85% | 2.25% | 2.49% | 2.19% | 2.60% | 2.14% | 2.37% | 2.43% | 2.21% | 2.33% |
Portfolio components: | ||||||||||||
AT&T Inc. | 5.15% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
Builders FirstSource, 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% |
Cisco Systems, Inc. | 3.04% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
Intel Corporation | 2.29% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
The Kraft Heinz Company | 4.58% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 3.09% | 3.43% | 3.80% |
Uniti Group Inc. | 8.62% | 10.38% | 10.85% | 4.28% | 5.12% | 4.51% | 15.41% | 13.49% | 11.81% | 8.78% | 0.00% | 0.00% |
Warner Bros. Discovery, 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% |
GAMCO Natural Resources, Gold & Income Trust | 5.81% | 6.09% | 6.56% | 6.73% | 9.39% | 10.07% | 12.12% | 8.94% | 12.59% | 14.66% | 13.38% | 14.97% |
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 Jeans Stocks. 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 Jeans Stocks was 40.60%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Jeans Stocks drawdown is 5.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.6% | Feb 13, 2020 | 27 | Mar 23, 2020 | 97 | Aug 10, 2020 | 124 |
-33.69% | Jan 5, 2022 | 182 | Sep 26, 2022 | 154 | May 8, 2023 | 336 |
-30.81% | Mar 14, 2018 | 198 | Dec 24, 2018 | 156 | Aug 8, 2019 | 354 |
-30.28% | Nov 9, 2015 | 63 | Feb 9, 2016 | 104 | Jul 8, 2016 | 167 |
-21.95% | Apr 1, 2024 | 88 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Jeans Stocks volatility is 7.54%, 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
GNT | KHC | UNIT | BLDR | WBD | T | INTC | CSCO | |
---|---|---|---|---|---|---|---|---|
GNT | 1.00 | 0.17 | 0.23 | 0.22 | 0.21 | 0.23 | 0.24 | 0.24 |
KHC | 0.17 | 1.00 | 0.22 | 0.22 | 0.23 | 0.37 | 0.25 | 0.33 |
UNIT | 0.23 | 0.22 | 1.00 | 0.33 | 0.31 | 0.28 | 0.29 | 0.32 |
BLDR | 0.22 | 0.22 | 0.33 | 1.00 | 0.34 | 0.24 | 0.34 | 0.34 |
WBD | 0.21 | 0.23 | 0.31 | 0.34 | 1.00 | 0.38 | 0.33 | 0.32 |
T | 0.23 | 0.37 | 0.28 | 0.24 | 0.38 | 1.00 | 0.26 | 0.36 |
INTC | 0.24 | 0.25 | 0.29 | 0.34 | 0.33 | 0.26 | 1.00 | 0.54 |
CSCO | 0.24 | 0.33 | 0.32 | 0.34 | 0.32 | 0.36 | 0.54 | 1.00 |