Stock Picking
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LLY Eli Lilly and Company | Healthcare | 25% |
NXI.PA Nexity | Real Estate | 25% |
PAF.L Pan African Resources plc | Basic Materials | 25% |
WAF.AX West African Resources Limited | Basic Materials | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stock Picking, 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 Jun 11, 2010, corresponding to the inception date of WAF.AX
Returns By Period
As of Nov 13, 2024, the Stock Picking returned 42.32% Year-To-Date and 21.80% of annualized return in the last 10 years.
| 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% |
| Stock Picking | 40.54% | -10.41% | 7.92% | 56.96% | 25.34% | 21.64% |
| Portfolio components: | ||||||
WAF.AX West African Resources Limited | 38.53% | -11.33% | -8.77% | 71.28% | 24.22% | 26.72% |
PAF.L Pan African Resources plc | 89.14% | -12.56% | 23.56% | 106.80% | 28.10% | 10.13% |
NXI.PA Nexity | -25.64% | -5.27% | 3.99% | -12.22% | -17.89% | -3.96% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 48.67% | 29.86% |
Monthly Returns
The table below presents the monthly returns of Stock Picking, 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 | 1.59% | -3.06% | 12.02% | 6.95% | 12.86% | -5.32% | 5.19% | 4.31% | 10.81% | 5.47% | 40.54% | ||
| 2023 | 1.11% | -15.97% | 7.85% | 7.28% | -9.65% | 2.06% | 0.54% | 1.60% | -5.33% | 0.88% | 14.35% | 6.92% | 8.13% |
| 2022 | -8.52% | 5.01% | 5.00% | -3.84% | 0.03% | -3.33% | 0.47% | -9.21% | -8.12% | 1.89% | 13.69% | 2.94% | -6.27% |
| 2021 | 2.41% | -6.05% | -5.13% | 12.68% | 14.22% | -9.52% | 3.08% | 1.41% | -9.32% | 14.69% | -3.09% | 5.47% | 18.12% |
| 2020 | 3.99% | -2.12% | -20.10% | 34.80% | 9.52% | 11.50% | 16.03% | -1.10% | -4.42% | -11.08% | 12.62% | 19.01% | 75.02% |
| 2019 | 8.22% | 3.28% | 2.56% | -7.63% | 4.04% | 1.02% | 6.46% | 14.61% | -4.74% | 5.14% | -7.17% | 10.76% | 39.83% |
| 2018 | 1.82% | -15.70% | 1.94% | -3.07% | -0.21% | 3.77% | -0.38% | 0.76% | -1.19% | -4.12% | 7.38% | -7.34% | -16.91% |
| 2017 | 11.71% | -3.94% | 4.71% | -0.76% | 7.53% | 5.60% | -0.46% | 0.04% | 0.12% | 4.72% | 5.88% | -2.91% | 35.91% |
| 2016 | 3.79% | 6.17% | 32.28% | 9.52% | -3.57% | 15.14% | 14.59% | -2.13% | 8.50% | -9.02% | -10.24% | -4.90% | 67.51% |
| 2015 | 3.61% | -2.98% | -3.87% | 1.22% | 3.51% | -0.02% | -9.40% | 2.00% | -2.97% | 7.33% | -6.83% | 4.38% | -5.26% |
| 2014 | -0.03% | 11.38% | 0.92% | -5.15% | 1.70% | 6.49% | -4.17% | 0.26% | -12.51% | 0.17% | 0.96% | -2.95% | -4.75% |
| 2013 | 0.86% | -2.39% | 1.56% | -7.82% | -4.64% | -2.98% | -0.26% | -2.98% | 8.51% | -0.83% | -6.63% | 2.86% | -14.71% |
Expense Ratio
Stock Picking 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 Stock Picking is 42, 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.
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 | |
|---|---|---|---|---|---|
WAF.AX West African Resources Limited | 1.17 | 1.62 | 1.23 | 1.31 | 6.56 |
PAF.L Pan African Resources plc | 2.57 | 3.17 | 1.38 | 2.85 | 20.84 |
NXI.PA Nexity | -0.21 | 0.06 | 1.01 | -0.13 | -0.31 |
LLY Eli Lilly and Company | 1.28 | 1.90 | 1.26 | 1.94 | 6.35 |
Dividends
Dividend yield
Stock Picking provided a 0.71% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.71% | 5.02% | 4.03% | 2.89% | 2.54% | 2.14% | 0.82% | 2.67% | 143.87% | 175.45% | 188.51% | 150.93% |
| Portfolio components: | ||||||||||||
WAF.AX West African Resources Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PAF.L Pan African Resources plc | 2.35% | 4.45% | 5.44% | 5.51% | 2.75% | 1.00% | 0.00% | 3.37% | 567.74% | 694.53% | 744.83% | 592.59% |
NXI.PA Nexity | 0.00% | 14.84% | 9.59% | 4.84% | 5.64% | 5.58% | 1.32% | 4.84% | 4.95% | 4.90% | 6.37% | 7.30% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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 Stock Picking. 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 Stock Picking was 33.69%, occurring on Dec 15, 2016. Recovery took 271 trading sessions.
The current Stock Picking drawdown is 14.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.69% | Aug 11, 2016 | 91 | Dec 15, 2016 | 271 | Jan 4, 2018 | 362 |
| -33.52% | Dec 7, 2012 | 724 | Sep 29, 2015 | 128 | Mar 30, 2016 | 852 |
| -30.66% | Feb 26, 2020 | 14 | Mar 16, 2020 | 31 | Apr 29, 2020 | 45 |
| -29.53% | Feb 8, 2012 | 83 | Jun 4, 2012 | 94 | Oct 12, 2012 | 177 |
| -29.5% | Apr 14, 2022 | 129 | Oct 12, 2022 | 354 | Feb 26, 2024 | 483 |
Volatility
Volatility Chart
The current Stock Picking volatility is 8.06%, 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
| LLY | PAF.L | WAF.AX | NXI.PA | |
|---|---|---|---|---|
| LLY | 1.00 | 0.05 | 0.07 | 0.12 |
| PAF.L | 0.05 | 1.00 | 0.13 | 0.15 |
| WAF.AX | 0.07 | 0.13 | 1.00 | 0.13 |
| NXI.PA | 0.12 | 0.15 | 0.13 | 1.00 |