ANDROS
Asset Allocation
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
The earliest data available for this chart is Aug 12, 2022, corresponding to the inception date of EXO.AS
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
ANDROS | 12.01% | -1.84% | 11.82% | 29.50% | N/A | N/A |
Portfolio components: | ||||||
3M Company | 45.55% | -5.44% | 32.94% | 77.71% | 2.86% | 3.49% |
Alphabet Inc. | 21.73% | 2.36% | 3.62% | 36.92% | 22.26% | 19.98% |
Amazon.com, Inc. | 25.60% | 2.42% | 6.61% | 43.38% | 16.58% | 28.81% |
Anheuser-Busch InBev SA/NV | 1.33% | -2.64% | 9.07% | 15.18% | -2.42% | -1.59% |
Bayer Aktiengesellschaft | -25.22% | -18.14% | -5.23% | -35.46% | -15.31% | -11.05% |
Exor N.V. | 8.59% | 0.85% | -0.98% | 26.70% | N/A | N/A |
Fresenius SE & Co. KGaA | 18.99% | -3.29% | 23.57% | 43.78% | -3.94% | -0.14% |
Grifols S.A | -36.76% | -5.26% | 16.98% | -3.65% | -18.52% | -3.92% |
The Estee Lauder Companies Inc. | -38.26% | -10.97% | -29.43% | -29.57% | -12.80% | 2.92% |
Mapfre | 40.17% | 9.35% | 24.59% | 48.30% | 7.64% | 5.06% |
Meta Platforms, Inc. | 68.12% | 3.64% | 35.35% | 97.52% | 25.52% | 23.08% |
Nestlé S.A. | -14.65% | -4.68% | -4.50% | -8.19% | -2.09% | 4.57% |
Porsche Automobil Holding SE | -14.18% | -9.08% | -14.18% | -1.58% | -5.14% | -1.22% |
Ralph Lauren Corporation | 43.01% | 5.00% | 25.52% | 84.21% | 18.64% | 4.24% |
Unilever PLC | 31.98% | -3.94% | 22.38% | 36.59% | 5.07% | 9.80% |
V.F. Corporation | 17.07% | 8.42% | 79.69% | 50.16% | -20.81% | -7.61% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -5.00% | 4.77% | 3.95% | -2.66% | 3.99% | -3.50% | 5.05% | 2.86% | 4.49% | 12.01% | |||
2023 | 10.77% | -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.
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.
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 | |
---|---|---|---|---|---|
3M Company | 2.22 | 3.69 | 1.55 | 2.06 | 12.27 |
Alphabet Inc. | 1.16 | 1.64 | 1.23 | 1.33 | 3.42 |
Amazon.com, Inc. | 1.32 | 1.89 | 1.25 | 1.73 | 5.71 |
Anheuser-Busch InBev SA/NV | 0.54 | 0.88 | 1.11 | 0.73 | 1.45 |
Bayer Aktiengesellschaft | -1.04 | -1.42 | 0.81 | -0.66 | -1.21 |
Exor N.V. | 1.28 | 1.83 | 1.23 | 1.48 | 4.19 |
Fresenius SE & Co. KGaA | 1.63 | 2.41 | 1.29 | 1.83 | 4.95 |
Grifols S.A | -0.20 | 0.24 | 1.04 | -0.26 | -0.39 |
The Estee Lauder Companies Inc. | -0.55 | -0.64 | 0.92 | -0.31 | -0.84 |
Mapfre | 2.34 | 3.20 | 1.42 | 4.36 | 11.05 |
Meta Platforms, Inc. | 2.43 | 3.38 | 1.48 | 4.70 | 14.59 |
Nestlé S.A. | -0.61 | -0.74 | 0.91 | -0.43 | -1.28 |
Porsche Automobil Holding SE | -0.31 | -0.29 | 0.96 | -0.19 | -0.68 |
Ralph Lauren Corporation | 2.65 | 3.76 | 1.47 | 4.91 | 11.44 |
Unilever PLC | 2.24 | 3.79 | 1.46 | 2.60 | 13.90 |
V.F. Corporation | 0.64 | 1.48 | 1.17 | 0.53 | 1.63 |
The Walt Disney Company | 0.56 | 0.98 | 1.14 | 0.45 | 0.91 |
Dividends
Dividend yield
ANDROS provided a 1.80% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDROS | 1.80% | 2.69% | 2.49% | 1.90% | 2.40% | 1.89% | 2.22% | 1.71% | 1.80% | 1.81% | 1.57% | 1.47% |
Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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 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% |
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% |
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% |
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% |
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% |
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% |
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.
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, 2022 | 57 | Nov 3, 2022 | 64 | Feb 2, 2023 | 121 |
-14.63% | Jul 31, 2023 | 65 | Oct 27, 2023 | 74 | Feb 12, 2024 | 139 |
-11.25% | Feb 3, 2023 | 29 | Mar 15, 2023 | 85 | Jul 13, 2023 | 114 |
-5.24% | Sep 30, 2024 | 18 | Oct 23, 2024 | — | — | — |
-5% | May 16, 2024 | 34 | Jul 2, 2024 | 34 | Aug 19, 2024 | 68 |
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.
Diversification
Asset Correlations Table
NESN.SW | META | UNA.AS | GOOG | GRF.MC | AMZN | FRE.DE | RL | VFC | EL | DIS | MMM | BAYN.DE | MAP.MC | PAH3.DE | ABI.BR | EXO.AS | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW | 1.00 | 0.07 | 0.52 | 0.07 | 0.22 | 0.07 | 0.32 | 0.10 | 0.22 | 0.25 | 0.16 | 0.23 | 0.36 | 0.25 | 0.18 | 0.47 | 0.32 |
META | 0.07 | 1.00 | 0.10 | 0.59 | 0.17 | 0.58 | 0.16 | 0.30 | 0.19 | 0.27 | 0.36 | 0.28 | 0.17 | 0.24 | 0.21 | 0.17 | 0.25 |
UNA.AS | 0.52 | 0.10 | 1.00 | 0.10 | 0.18 | 0.09 | 0.37 | 0.17 | 0.19 | 0.27 | 0.17 | 0.22 | 0.36 | 0.35 | 0.22 | 0.51 | 0.32 |
GOOG | 0.07 | 0.59 | 0.10 | 1.00 | 0.15 | 0.64 | 0.12 | 0.31 | 0.23 | 0.32 | 0.39 | 0.33 | 0.19 | 0.16 | 0.22 | 0.16 | 0.22 |
GRF.MC | 0.22 | 0.17 | 0.18 | 0.15 | 1.00 | 0.14 | 0.40 | 0.19 | 0.31 | 0.22 | 0.28 | 0.21 | 0.37 | 0.37 | 0.39 | 0.28 | 0.38 |
AMZN | 0.07 | 0.58 | 0.09 | 0.64 | 0.14 | 1.00 | 0.14 | 0.32 | 0.24 | 0.32 | 0.40 | 0.29 | 0.17 | 0.15 | 0.25 | 0.18 | 0.28 |
FRE.DE | 0.32 | 0.16 | 0.37 | 0.12 | 0.40 | 0.14 | 1.00 | 0.20 | 0.24 | 0.19 | 0.21 | 0.27 | 0.42 | 0.40 | 0.35 | 0.38 | 0.43 |
RL | 0.10 | 0.30 | 0.17 | 0.31 | 0.19 | 0.32 | 0.20 | 1.00 | 0.50 | 0.46 | 0.43 | 0.43 | 0.20 | 0.27 | 0.34 | 0.23 | 0.29 |
VFC | 0.22 | 0.19 | 0.19 | 0.23 | 0.31 | 0.24 | 0.24 | 0.50 | 1.00 | 0.48 | 0.40 | 0.47 | 0.28 | 0.27 | 0.30 | 0.26 | 0.28 |
EL | 0.25 | 0.27 | 0.27 | 0.32 | 0.22 | 0.32 | 0.19 | 0.46 | 0.48 | 1.00 | 0.36 | 0.43 | 0.26 | 0.24 | 0.32 | 0.27 | 0.28 |
DIS | 0.16 | 0.36 | 0.17 | 0.39 | 0.28 | 0.40 | 0.21 | 0.43 | 0.40 | 0.36 | 1.00 | 0.43 | 0.25 | 0.26 | 0.31 | 0.22 | 0.33 |
MMM | 0.23 | 0.28 | 0.22 | 0.33 | 0.21 | 0.29 | 0.27 | 0.43 | 0.47 | 0.43 | 0.43 | 1.00 | 0.29 | 0.29 | 0.25 | 0.31 | 0.30 |
BAYN.DE | 0.36 | 0.17 | 0.36 | 0.19 | 0.37 | 0.17 | 0.42 | 0.20 | 0.28 | 0.26 | 0.25 | 0.29 | 1.00 | 0.47 | 0.44 | 0.47 | 0.38 |
MAP.MC | 0.25 | 0.24 | 0.35 | 0.16 | 0.37 | 0.15 | 0.40 | 0.27 | 0.27 | 0.24 | 0.26 | 0.29 | 0.47 | 1.00 | 0.46 | 0.49 | 0.49 |
PAH3.DE | 0.18 | 0.21 | 0.22 | 0.22 | 0.39 | 0.25 | 0.35 | 0.34 | 0.30 | 0.32 | 0.31 | 0.25 | 0.44 | 0.46 | 1.00 | 0.38 | 0.57 |
ABI.BR | 0.47 | 0.17 | 0.51 | 0.16 | 0.28 | 0.18 | 0.38 | 0.23 | 0.26 | 0.27 | 0.22 | 0.31 | 0.47 | 0.49 | 0.38 | 1.00 | 0.46 |
EXO.AS | 0.32 | 0.25 | 0.32 | 0.22 | 0.38 | 0.28 | 0.43 | 0.29 | 0.28 | 0.28 | 0.33 | 0.30 | 0.38 | 0.49 | 0.57 | 0.46 | 1.00 |