Electrical Infastructure
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ATKR Atkore Inc. | Industrials | 10.50% |
EME EMCOR Group, Inc. | Industrials | 10.50% |
EMR Emerson Electric Co. | Industrials | 10.50% |
ETN Eaton Corporation plc | Industrials | 10.50% |
IESC IES Holdings, Inc. | Industrials | 10.50% |
ITRI Itron, Inc. | Technology | 10.50% |
MYRG MYR Group Inc. | Industrials | 10.50% |
PAVE Global X US Infrastructure Development ETF | Utilities Equities | 10.50% |
PWR Quanta Services, Inc. | Industrials | 11% |
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
The earliest data available for this chart is Jul 30, 2018, corresponding to the inception date of VRT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Electrical Infastructure | 25.16% | -3.62% | 6.56% | 33.23% | 35.53% | N/A |
Portfolio components: | ||||||
ETN Eaton Corporation plc | 24.46% | 0.04% | 5.70% | 33.01% | 33.13% | 18.92% |
ATKR Atkore Inc. | -36.93% | -27.81% | -38.40% | -30.85% | 28.43% | N/A |
PWR Quanta Services, Inc. | 25.67% | 5.56% | 13.20% | 30.69% | 52.57% | 22.54% |
EMR Emerson Electric Co. | 9.37% | -9.76% | -0.19% | 9.14% | 14.92% | 8.10% |
ITRI Itron, Inc. | 34.67% | -1.81% | 11.71% | 49.19% | 7.96% | 9.22% |
MYRG MYR Group Inc. | -28.42% | -31.03% | -38.11% | -26.67% | 30.00% | 16.09% |
IESC IES Holdings, Inc. | 135.24% | 29.26% | 76.08% | 152.83% | 58.37% | 37.81% |
VRT Vertiv Holdings Co. | 62.62% | 1.22% | 17.86% | 104.74% | 50.65% | N/A |
PAVE Global X US Infrastructure Development ETF | 13.94% | -0.41% | 5.18% | 24.27% | 21.58% | N/A |
EME EMCOR Group, Inc. | 75.67% | 3.72% | 36.28% | 70.22% | 35.30% | 24.89% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.70% | 21.54% | 8.72% | -0.38% | 4.64% | -7.48% | 3.51% | 25.16% | |||||
2023 | 6.68% | 6.78% | -0.31% | -1.28% | 4.62% | 15.54% | 4.47% | 6.97% | -7.07% | -7.07% | 8.82% | 11.49% | 58.66% |
2022 | -7.70% | -6.34% | 4.26% | -10.17% | 3.21% | -8.13% | 15.02% | -6.14% | -8.47% | 16.99% | 9.54% | -3.13% | -5.82% |
2021 | -1.93% | 16.67% | 5.00% | 5.71% | 3.84% | -0.33% | 3.21% | 3.83% | -5.62% | 6.40% | -2.37% | 4.59% | 44.43% |
2020 | -3.38% | -6.89% | -21.49% | 14.32% | 4.75% | 3.79% | 4.07% | 9.23% | -1.47% | 4.51% | 23.17% | 9.50% | 38.62% |
2019 | 11.40% | 4.35% | -0.85% | 7.16% | -6.44% | 9.93% | -1.40% | -1.74% | 6.06% | 5.11% | 5.74% | 2.12% | 48.15% |
2018 | 2.28% | 4.06% | -1.72% | -11.09% | 2.99% | -11.21% | -14.96% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Electrical Infastructure is 21, indicating that it is in the bottom 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.
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 | |
---|---|---|---|---|---|
ETN Eaton Corporation plc | 1.30 | 1.76 | 1.24 | 1.83 | 5.02 |
ATKR Atkore Inc. | -0.70 | -0.78 | 0.90 | -0.56 | -1.45 |
PWR Quanta Services, Inc. | 1.03 | 1.65 | 1.21 | 1.40 | 3.72 |
EMR Emerson Electric Co. | 0.48 | 0.84 | 1.12 | 0.73 | 1.88 |
ITRI Itron, Inc. | 1.31 | 2.43 | 1.29 | 1.00 | 6.97 |
MYRG MYR Group Inc. | -0.62 | -0.60 | 0.91 | -0.58 | -1.63 |
IESC IES Holdings, Inc. | 3.00 | 3.41 | 1.46 | 4.99 | 12.15 |
VRT Vertiv Holdings Co. | 2.33 | 2.62 | 1.34 | 3.36 | 10.83 |
PAVE Global X US Infrastructure Development ETF | 1.44 | 1.98 | 1.24 | 1.97 | 5.33 |
EME EMCOR Group, Inc. | 2.52 | 3.21 | 1.44 | 4.87 | 12.54 |
Dividends
Dividend yield
Electrical Infastructure granted a 0.55% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Electrical Infastructure | 0.55% | 0.50% | 0.60% | 0.53% | 0.63% | 0.74% | 0.90% | 0.68% | 0.76% | 0.93% | 0.68% | 0.52% |
Portfolio components: | ||||||||||||
ETN Eaton Corporation plc | 1.24% | 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. | 0.96% | 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. | 0.13% | 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. | 2.00% | 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. | 0.10% | 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 | 0.60% | 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. | 0.23% | 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.
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 46.12%, occurring on Mar 18, 2020. Recovery took 101 trading sessions.
The current Electrical Infastructure drawdown is 11.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.12% | Feb 13, 2020 | 24 | Mar 18, 2020 | 101 | Aug 11, 2020 | 125 |
-27.87% | Nov 23, 2021 | 142 | Jun 16, 2022 | 157 | Feb 1, 2023 | 299 |
-24.5% | Aug 30, 2018 | 80 | Dec 24, 2018 | 122 | Jun 20, 2019 | 202 |
-18.38% | May 16, 2024 | 57 | Aug 7, 2024 | — | — | — |
-16.48% | Sep 5, 2023 | 39 | Oct 27, 2023 | 32 | Dec 13, 2023 | 71 |
Volatility
Volatility Chart
The current Electrical Infastructure volatility is 10.60%, 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
VRT | IESC | ITRI | MYRG | ATKR | PWR | EMR | EME | ETN | PAVE | |
---|---|---|---|---|---|---|---|---|---|---|
VRT | 1.00 | 0.33 | 0.38 | 0.31 | 0.38 | 0.39 | 0.36 | 0.40 | 0.46 | 0.45 |
IESC | 0.33 | 1.00 | 0.43 | 0.48 | 0.43 | 0.47 | 0.42 | 0.51 | 0.44 | 0.53 |
ITRI | 0.38 | 0.43 | 1.00 | 0.50 | 0.53 | 0.55 | 0.55 | 0.54 | 0.54 | 0.67 |
MYRG | 0.31 | 0.48 | 0.50 | 1.00 | 0.53 | 0.61 | 0.51 | 0.60 | 0.51 | 0.65 |
ATKR | 0.38 | 0.43 | 0.53 | 0.53 | 1.00 | 0.56 | 0.62 | 0.61 | 0.62 | 0.74 |
PWR | 0.39 | 0.47 | 0.55 | 0.61 | 0.56 | 1.00 | 0.63 | 0.64 | 0.66 | 0.75 |
EMR | 0.36 | 0.42 | 0.55 | 0.51 | 0.62 | 0.63 | 1.00 | 0.62 | 0.76 | 0.83 |
EME | 0.40 | 0.51 | 0.54 | 0.60 | 0.61 | 0.64 | 0.62 | 1.00 | 0.65 | 0.76 |
ETN | 0.46 | 0.44 | 0.54 | 0.51 | 0.62 | 0.66 | 0.76 | 0.65 | 1.00 | 0.82 |
PAVE | 0.45 | 0.53 | 0.67 | 0.65 | 0.74 | 0.75 | 0.83 | 0.76 | 0.82 | 1.00 |