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ANDROS
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Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ANDROS

Last updated Oct 30, 2024

Asset Allocation

MMM 5.88%GOOG 5.88%AMZN 5.88%ABI.BR 5.88%BAYN.DE 5.88%EXO.AS 5.88%FRE.DE 5.88%GRF.MC 5.88%EL 5.88%MAP.MC 5.88%META 5.88%NESN.SW 5.88%PAH3.DE 5.88%RL 5.88%UNA.AS 5.88%VFC 5.88%DIS 5.88%EquityEquity
PositionCategory/SectorWeight
ABI.BR
Anheuser-Busch InBev SA/NV		Consumer Defensive
5.88%
AMZN
Amazon.com, Inc.		Consumer Cyclical
5.88%
BAYN.DE
Bayer Aktiengesellschaft		Healthcare
5.88%
DIS
The Walt Disney Company		Communication Services
5.88%
EL
The Estee Lauder Companies Inc.		Consumer Defensive
5.88%
EXO.AS
Exor N.V.		Consumer Cyclical
5.88%
FRE.DE
Fresenius SE & Co. KGaA		Healthcare
5.88%
GOOG
Alphabet Inc.		Communication Services
5.88%
GRF.MC
Grifols S.A		Healthcare
5.88%
MAP.MC
Mapfre		Financial Services
5.88%
META
Meta Platforms, Inc.		Communication Services
5.88%
MMM
3M Company		Industrials
5.88%
NESN.SW
Nestlé S.A.		Consumer Defensive
5.88%
PAH3.DE
Porsche Automobil Holding SE		Consumer Cyclical
5.88%
RL
Ralph Lauren Corporation		Consumer Cyclical
5.88%
UNA.AS
Unilever PLC		Consumer Defensive
5.88%
VFC
V.F. Corporation		Consumer Cyclical
5.88%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ANDROS, 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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.22%
15.84%
ANDROS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 12, 2022, corresponding to the inception date of EXO.AS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
ANDROS12.01%-1.84%11.82%29.50%N/AN/A
Portfolio components:
MMM
3M Company		45.55%-5.44%32.94%77.71%2.86%3.49%
GOOG
Alphabet Inc.		21.73%2.36%3.62%36.92%22.26%19.98%
AMZN
Amazon.com, Inc.		25.60%2.42%6.61%43.38%16.58%28.81%
ABI.BR
Anheuser-Busch InBev SA/NV		1.33%-2.64%9.07%15.18%-2.42%-1.59%
BAYN.DE
Bayer Aktiengesellschaft		-25.22%-18.14%-5.23%-35.46%-15.31%-11.05%
EXO.AS
Exor N.V.		8.59%0.85%-0.98%26.70%N/AN/A
FRE.DE
Fresenius SE & Co. KGaA		18.99%-3.29%23.57%43.78%-3.94%-0.14%
GRF.MC
Grifols S.A		-36.76%-5.26%16.98%-3.65%-18.52%-3.92%
EL
The Estee Lauder Companies Inc.		-38.26%-10.97%-29.43%-29.57%-12.80%2.92%
MAP.MC
Mapfre		40.17%9.35%24.59%48.30%7.64%5.06%
META
Meta Platforms, Inc.		68.12%3.64%35.35%97.52%25.52%23.08%
NESN.SW
Nestlé S.A.		-14.65%-4.68%-4.50%-8.19%-2.09%4.57%
PAH3.DE
Porsche Automobil Holding SE		-14.18%-9.08%-14.18%-1.58%-5.14%-1.22%
RL
Ralph Lauren Corporation		43.01%5.00%25.52%84.21%18.64%4.24%
UNA.AS
Unilever PLC		31.98%-3.94%22.38%36.59%5.07%9.80%
VFC
V.F. Corporation		17.07%8.42%79.69%50.16%-20.81%-7.61%
DIS
The Walt Disney Company		6.96%-0.06%-12.59%18.75%-5.60%1.43%

Monthly Returns

The table below presents the monthly returns of ANDROS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.00%4.77%3.95%-2.66%3.99%-3.50%5.05%2.86%4.49%12.01%
202310.77%-3.92%2.78%2.87%-4.47%5.69%5.25%-3.50%-5.09%-5.54%9.13%5.93%19.60%
2022-8.16%-11.96%1.46%11.81%-3.56%-11.54%

Expense Ratio

ANDROS 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 ANDROS is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ANDROS is 1818
Combined Rank
The Sharpe Ratio Rank of ANDROS is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of ANDROS is 1313Sortino Ratio Rank
The Omega Ratio Rank of ANDROS is 1111Omega Ratio Rank
The Calmar Ratio Rank of ANDROS is 3636Calmar Ratio Rank
The Martin Ratio Rank of ANDROS is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ANDROS
Sharpe ratio
The chart of Sharpe ratio for ANDROS, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ANDROS, currently valued at 2.62, compared to the broader market-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for ANDROS, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.802.001.31
Calmar ratio
The chart of Calmar ratio for ANDROS, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.40
Martin ratio
The chart of Martin ratio for ANDROS, currently valued at 10.55, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MMM
3M Company		2.223.691.552.0612.27
GOOG
Alphabet Inc.		1.161.641.231.333.42
AMZN
Amazon.com, Inc.		1.321.891.251.735.71
ABI.BR
Anheuser-Busch InBev SA/NV		0.540.881.110.731.45
BAYN.DE
Bayer Aktiengesellschaft		-1.04-1.420.81-0.66-1.21
EXO.AS
Exor N.V.		1.281.831.231.484.19
FRE.DE
Fresenius SE & Co. KGaA		1.632.411.291.834.95
GRF.MC
Grifols S.A		-0.200.241.04-0.26-0.39
EL
The Estee Lauder Companies Inc.		-0.55-0.640.92-0.31-0.84
MAP.MC
Mapfre		2.343.201.424.3611.05
META
Meta Platforms, Inc.		2.433.381.484.7014.59
NESN.SW
Nestlé S.A.		-0.61-0.740.91-0.43-1.28
PAH3.DE
Porsche Automobil Holding SE		-0.31-0.290.96-0.19-0.68
RL
Ralph Lauren Corporation		2.653.761.474.9111.44
UNA.AS
Unilever PLC		2.243.791.462.6013.90
VFC
V.F. Corporation		0.641.481.170.531.63
DIS
The Walt Disney Company		0.560.981.140.450.91

Sharpe Ratio

The current ANDROS Sharpe ratio is 1.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of ANDROS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
1.82
3.43
ANDROS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ANDROS provided a 1.80% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
ANDROS1.80%2.69%2.49%1.90%2.40%1.89%2.22%1.71%1.80%1.81%1.57%1.47%
Portfolio components:
MMM
3M Company		3.03%5.49%4.97%3.33%3.36%3.26%2.85%2.00%2.49%2.72%2.08%1.81%
GOOG
Alphabet Inc.		0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
ABI.BR
Anheuser-Busch InBev SA/NV		1.38%1.28%0.89%0.94%0.88%2.48%4.85%3.87%3.58%3.15%2.61%2.98%
BAYN.DE
Bayer Aktiengesellschaft		0.43%7.14%4.14%4.26%5.81%3.85%4.48%2.72%2.48%1.91%1.83%1.83%
EXO.AS
Exor N.V.		0.46%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRE.DE
Fresenius SE & Co. KGaA		0.00%3.28%3.50%2.49%4.44%1.59%1.77%0.95%0.74%0.67%0.96%0.98%
GRF.MC
Grifols S.A		0.00%0.00%0.00%1.75%0.55%0.89%1.43%1.05%1.34%1.21%1.08%0.45%
EL
The Estee Lauder Companies Inc.		2.97%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%
MAP.MC
Mapfre		4.53%6.08%6.54%6.12%6.93%5.02%5.10%4.40%3.65%4.86%3.93%3.05%
META
Meta Platforms, Inc.		0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NESN.SW
Nestlé S.A.		3.61%3.03%2.61%2.16%2.59%2.34%2.94%2.74%3.08%2.95%2.95%3.14%
PAH3.DE
Porsche Automobil Holding SE		6.66%5.53%5.00%2.65%9.43%3.32%3.41%1.45%1.95%4.02%2.99%2.66%
RL
Ralph Lauren Corporation		1.55%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%0.97%0.93%
UNA.AS
Unilever PLC		2.99%3.89%3.64%3.63%3.31%3.16%3.21%2.95%3.23%2.92%3.46%3.59%
VFC
V.F. Corporation		1.66%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%1.47%
DIS
The Walt Disney Company		0.78%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.30%
-0.54%
ANDROS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ANDROS. 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 ANDROS was 21.29%, occurring on Nov 3, 2022. Recovery took 64 trading sessions.

The current ANDROS drawdown is 2.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.29%Aug 17, 202257Nov 3, 202264Feb 2, 2023121
-14.63%Jul 31, 202365Oct 27, 202374Feb 12, 2024139
-11.25%Feb 3, 202329Mar 15, 202385Jul 13, 2023114
-5.24%Sep 30, 202418Oct 23, 2024———
-5%May 16, 202434Jul 2, 202434Aug 19, 202468

Volatility

Volatility Chart

The current ANDROS volatility is 3.35%, 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.

2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.35%
2.71%
ANDROS
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.
NESN.SWMETAUNA.ASGOOGGRF.MCAMZNFRE.DERLVFCELDISMMMBAYN.DEMAP.MCPAH3.DEABI.BREXO.AS
NESN.SW1.000.070.520.070.220.070.320.100.220.250.160.230.360.250.180.470.32
META0.071.000.100.590.170.580.160.300.190.270.360.280.170.240.210.170.25
UNA.AS0.520.101.000.100.180.090.370.170.190.270.170.220.360.350.220.510.32
GOOG0.070.590.101.000.150.640.120.310.230.320.390.330.190.160.220.160.22
GRF.MC0.220.170.180.151.000.140.400.190.310.220.280.210.370.370.390.280.38
AMZN0.070.580.090.640.141.000.140.320.240.320.400.290.170.150.250.180.28
FRE.DE0.320.160.370.120.400.141.000.200.240.190.210.270.420.400.350.380.43
RL0.100.300.170.310.190.320.201.000.500.460.430.430.200.270.340.230.29
VFC0.220.190.190.230.310.240.240.501.000.480.400.470.280.270.300.260.28
EL0.250.270.270.320.220.320.190.460.481.000.360.430.260.240.320.270.28
DIS0.160.360.170.390.280.400.210.430.400.361.000.430.250.260.310.220.33
MMM0.230.280.220.330.210.290.270.430.470.430.431.000.290.290.250.310.30
BAYN.DE0.360.170.360.190.370.170.420.200.280.260.250.291.000.470.440.470.38
MAP.MC0.250.240.350.160.370.150.400.270.270.240.260.290.471.000.460.490.49
PAH3.DE0.180.210.220.220.390.250.350.340.300.320.310.250.440.461.000.380.57
ABI.BR0.470.170.510.160.280.180.380.230.260.270.220.310.470.490.381.000.46
EXO.AS0.320.250.320.220.380.280.430.290.280.280.330.300.380.490.570.461.00
The correlation results are calculated based on daily price changes starting from Aug 15, 2022