Tabacco
Tabacco
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTI British American Tobacco p.l.c. | Consumer Defensive | 33.33% |
MO Altria Group, Inc. | Consumer Defensive | 33.33% |
PM Philip Morris International Inc. | Consumer Defensive | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tabacco, 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 never rebalanced.
The earliest data available for this chart is Mar 17, 2008, corresponding to the inception date of PM
Returns By Period
As of Apr 17, 2025, the Tabacco returned 21.15% Year-To-Date and 8.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.30% | -7.04% | -9.70% | 4.44% | 12.96% | 9.77% |
| Tabacco | 21.15% | 1.62% | 25.63% | 66.47% | 17.14% | 8.43% |
| Portfolio components: | ||||||
BTI British American Tobacco p.l.c. | 17.30% | 1.83% | 21.46% | 60.04% | 10.77% | 3.67% |
MO Altria Group, Inc. | 11.98% | -0.58% | 19.01% | 52.64% | 16.06% | 7.84% |
PM Philip Morris International Inc. | 34.52% | 3.97% | 35.41% | 87.36% | 21.82% | 12.10% |
Monthly Returns
The table below presents the monthly returns of Tabacco, 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 | 4.48% | 10.10% | 6.63% | -1.23% | 21.15% | ||||||||
| 2024 | -1.36% | 0.71% | 6.15% | 0.88% | 5.99% | 1.10% | 11.06% | 7.99% | -1.76% | 5.81% | 4.17% | -7.15% | 37.44% |
| 2023 | -0.31% | -1.33% | -1.53% | 4.97% | -9.19% | 6.25% | 1.52% | -2.80% | -2.68% | -4.27% | 5.05% | -1.08% | -6.30% |
| 2022 | 9.09% | 0.35% | -0.92% | 4.94% | 1.86% | -12.45% | -0.04% | 1.09% | -9.88% | 12.62% | 4.02% | 0.80% | 9.17% |
| 2021 | -1.75% | 3.80% | 13.84% | -1.57% | 2.53% | 1.05% | 0.15% | 3.25% | -6.82% | -1.70% | -5.49% | 12.87% | 19.61% |
| 2020 | -2.37% | -9.41% | -6.59% | 3.85% | 0.36% | -0.50% | 2.50% | 4.37% | -4.89% | -6.92% | 9.19% | 7.63% | -4.65% |
| 2019 | 6.15% | 8.03% | 9.24% | -4.50% | -10.42% | 0.53% | 2.19% | -8.27% | 1.00% | 6.04% | 8.32% | 4.06% | 21.92% |
| 2018 | 0.08% | -9.12% | -1.13% | -11.18% | -2.66% | 2.34% | 5.51% | -5.60% | 3.12% | 5.17% | -12.43% | -12.38% | -34.05% |
| 2017 | 6.09% | 7.19% | 0.63% | 0.29% | 6.18% | -1.71% | -8.25% | -0.92% | -0.75% | -0.52% | 1.78% | 5.54% | 15.49% |
| 2016 | 3.20% | 0.21% | 6.16% | 1.07% | 0.77% | 7.12% | -1.61% | -1.64% | -1.48% | -0.51% | -5.17% | 5.46% | 13.63% |
| 2015 | 4.23% | 4.62% | -9.16% | 4.56% | 1.04% | -2.81% | 9.56% | -5.08% | 2.39% | 10.27% | -3.09% | 0.37% | 16.16% |
| 2014 | -9.61% | 5.96% | 4.15% | 5.09% | 4.15% | -0.94% | -2.53% | 4.43% | 1.46% | 4.38% | 2.04% | -4.26% | 13.89% |
Expense Ratio
Tabacco 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, Tabacco is among the top 1% of 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 | |
|---|---|---|---|---|---|
BTI British American Tobacco p.l.c. | 3.10 | 3.62 | 1.59 | 1.62 | 12.99 |
MO Altria Group, Inc. | 2.81 | 3.90 | 1.52 | 3.52 | 12.13 |
PM Philip Morris International Inc. | 3.58 | 4.75 | 1.73 | 8.13 | 24.76 |
Dividends
Dividend yield
Tabacco provided a 5.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.83% | 6.75% | 8.19% | 6.81% | 6.85% | 7.08% | 6.12% | 7.11% | 3.91% | 3.92% | 4.18% | 4.46% |
| Portfolio components: | ||||||||||||
BTI British American Tobacco p.l.c. | 7.12% | 8.18% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% |
MO Altria Group, Inc. | 7.02% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
PM Philip Morris International Inc. | 3.33% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
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 Tabacco. 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 Tabacco was 50.81%, occurring on Mar 23, 2020. Recovery took 1070 trading sessions.
The current Tabacco drawdown is 1.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.81% | Jun 20, 2017 | 694 | Mar 23, 2020 | 1070 | Jun 24, 2024 | 1764 |
| -36.41% | May 19, 2008 | 199 | Mar 3, 2009 | 253 | Mar 4, 2010 | 452 |
| -13.55% | Jul 6, 2016 | 93 | Nov 14, 2016 | 54 | Feb 2, 2017 | 147 |
| -13.53% | May 16, 2013 | 181 | Feb 3, 2014 | 46 | Apr 9, 2014 | 227 |
| -13.31% | Apr 13, 2010 | 32 | May 26, 2010 | 34 | Jul 15, 2010 | 66 |
Volatility
Volatility Chart
The current Tabacco volatility is 7.78%, 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
| BTI | MO | PM | |
|---|---|---|---|
| BTI | 1.00 | 0.49 | 0.50 |
| MO | 0.49 | 1.00 | 0.62 |
| PM | 0.50 | 0.62 | 1.00 |