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Electrical Infastructure
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Electrical Infastructure

Last updated Nov 13, 2024

Asset Allocation

ETN 11.5%PWR 11.5%EMR 11.5%ITRI 11.5%MYRG 11.5%IESC 11.5%PAVE 11.5%EME 11.5%VRT 5%ATKR 3%EquityEquity
PositionCategory/SectorWeight
ATKR
Atkore Inc.		Industrials
3%
EME
EMCOR Group, Inc.		Industrials
11.50%
EMR
Emerson Electric Co.		Industrials
11.50%
ETN
Eaton Corporation plc		Industrials
11.50%
IESC
IES Holdings, Inc.		Industrials
11.50%
ITRI
Itron, Inc.		Technology
11.50%
MYRG
MYR Group Inc.		Industrials
11.50%
PAVE
Global X US Infrastructure Development ETF		Utilities Equities
11.50%
PWR
Quanta Services, Inc.		Industrials
11.50%
VRT
Vertiv Holdings Co.		Industrials
5%

Performance

Performance Chart

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.16%
14.05%
Electrical Infastructure
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 30, 2018, corresponding to the inception date of VRT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Electrical Infastructure70.61%12.95%18.10%91.47%38.32%N/A
Portfolio components:
ETN
Eaton Corporation plc		55.12%7.07%9.86%63.77%35.02%21.99%
ATKR
Atkore Inc.		-40.45%8.86%-39.69%-30.70%20.73%N/A
PWR
Quanta Services, Inc.		51.81%5.24%20.94%79.24%51.13%26.02%
EMR
Emerson Electric Co.		33.86%13.99%12.91%48.01%14.41%10.29%
ITRI
Itron, Inc.		60.55%10.15%11.36%84.77%10.00%11.58%
MYRG
MYR Group Inc.		2.54%24.60%-4.08%22.35%33.92%18.67%
IESC
IES Holdings, Inc.		253.24%22.72%60.24%324.26%69.50%43.83%
VRT
Vertiv Holdings Co.		158.01%10.14%18.43%184.45%64.93%N/A
PAVE
Global X US Infrastructure Development ETF		30.29%6.26%13.18%44.74%21.62%N/A
EME
EMCOR Group, Inc.		139.29%13.65%33.48%136.91%42.32%28.34%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.40%22.36%8.37%0.20%6.02%-7.25%3.86%-1.62%6.38%5.81%70.61%
20235.99%6.26%0.06%-0.59%5.42%14.29%4.71%7.59%-7.35%-6.30%9.11%10.65%59.38%
2022-8.04%-6.34%4.83%-10.82%2.35%-6.51%14.56%-5.45%-8.49%16.40%7.94%-2.69%-6.63%
2021-2.80%13.37%4.92%5.38%4.30%0.28%3.01%2.09%-5.69%6.20%-3.62%4.67%35.41%
2020-3.58%-6.91%-19.61%14.18%4.22%3.94%4.63%9.84%-0.54%5.58%18.59%10.01%40.51%
201910.95%4.81%-0.39%6.52%-6.51%9.91%-1.99%-2.44%6.22%4.31%4.45%2.66%44.03%
20182.28%3.10%-1.58%-9.78%2.73%-11.84%-15.19%

Expense Ratio

Electrical Infastructure has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

PAVE
Global X US Infrastructure Development ETF
Expense ratio chart for PAVE: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Electrical Infastructure is 79, placing it in the top 21% 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 Electrical Infastructure is 7979
Combined Rank
The Sharpe Ratio Rank of Electrical Infastructure is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of Electrical Infastructure is 7878Sortino Ratio Rank
The Omega Ratio Rank of Electrical Infastructure is 7878Omega Ratio Rank
The Calmar Ratio Rank of Electrical Infastructure is 9090Calmar Ratio Rank
The Martin Ratio Rank of Electrical Infastructure is 5656Martin 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.

Electrical Infastructure
Sharpe ratio
The chart of Sharpe ratio for Electrical Infastructure, currently valued at 3.66, compared to the broader market0.002.004.006.003.66
Sortino ratio
The chart of Sortino ratio for Electrical Infastructure, currently valued at 4.14, compared to the broader market-2.000.002.004.006.004.14
Omega ratio
The chart of Omega ratio for Electrical Infastructure, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for Electrical Infastructure, currently valued at 5.62, compared to the broader market0.005.0010.0015.005.62
Martin ratio
The chart of Martin ratio for Electrical Infastructure, currently valued at 16.57, compared to the broader market0.0010.0020.0030.0040.0050.0060.0016.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETN
Eaton Corporation plc		2.493.041.443.4611.16
ATKR
Atkore Inc.		-0.63-0.700.91-0.49-0.89
PWR
Quanta Services, Inc.		2.783.551.485.2016.75
EMR
Emerson Electric Co.		1.982.971.413.038.39
ITRI
Itron, Inc.		2.323.531.441.9415.82
MYRG
MYR Group Inc.		0.621.051.160.571.22
IESC
IES Holdings, Inc.		6.254.871.7011.2630.23
VRT
Vertiv Holdings Co.		3.703.481.475.3615.38
PAVE
Global X US Infrastructure Development ETF		2.613.591.455.7314.53
EME
EMCOR Group, Inc.		4.714.821.739.9031.76

Sharpe Ratio

The current Electrical Infastructure Sharpe ratio is 3.66. 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 2.07 to 2.98, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Electrical Infastructure 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.66
2.90
Electrical Infastructure
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Electrical Infastructure provided a 0.43% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.43%0.55%0.66%0.58%0.69%0.81%0.98%0.75%0.84%1.02%0.74%0.57%
Portfolio components:
ETN
Eaton Corporation plc		1.02%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
ATKR
Atkore Inc.		1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.		0.11%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
EMR
Emerson Electric Co.		1.64%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
ITRI
Itron, 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%
MYRG
MYR Group 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%
IESC
IES Holdings, 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%
VRT
Vertiv Holdings Co.		0.08%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAVE
Global X US Infrastructure Development ETF		0.53%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.		0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.79%
-0.29%
Electrical Infastructure
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Electrical Infastructure. 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 Electrical Infastructure was 43.93%, occurring on Mar 18, 2020. Recovery took 100 trading sessions.

The current Electrical Infastructure drawdown is 1.79%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.93%Jan 24, 202038Mar 18, 2020100Aug 10, 2020138
-28.64%Nov 17, 2021146Jun 16, 2022173Feb 24, 2023319
-23.92%Aug 30, 201880Dec 24, 2018122Jun 20, 2019202
-17.66%May 16, 202478Sep 6, 202421Oct 7, 202499
-16.01%Sep 5, 202339Oct 27, 202331Dec 12, 202370

Volatility

Volatility Chart

The current Electrical Infastructure volatility is 8.42%, 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%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
8.42%
3.86%
Electrical Infastructure
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.
VRTIESCITRIMYRGATKRPWREMREMEETNPAVE
VRT1.000.340.370.310.370.400.370.400.470.45
IESC0.341.000.430.480.430.470.430.520.450.54
ITRI0.370.431.000.500.530.540.550.540.540.67
MYRG0.310.480.501.000.530.600.520.600.510.65
ATKR0.370.430.530.531.000.560.620.600.610.74
PWR0.400.470.540.600.561.000.630.640.650.75
EMR0.370.430.550.520.620.631.000.620.760.83
EME0.400.520.540.600.600.640.621.000.650.75
ETN0.470.450.540.510.610.650.760.651.000.82
PAVE0.450.540.670.650.740.750.830.750.821.00
The correlation results are calculated based on daily price changes starting from Jul 31, 2018