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Electrical Infastructure
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ETN 10%ATKR 10%PWR 10%EMR 10%ITRI 10%MYRG 10%IESC 10%VRT 10%PAVE 10%EME 10%EquityEquity
PositionCategory/SectorWeight
ATKR
Atkore Inc.
Industrials

10%

EME
EMCOR Group, Inc.
Industrials

10%

EMR
Emerson Electric Co.
Industrials

10%

ETN
Eaton Corporation plc
Industrials

10%

IESC
IES Holdings, Inc.
Industrials

10%

ITRI
Itron, Inc.
Technology

10%

MYRG
MYR Group Inc.
Industrials

10%

PAVE
Global X US Infrastructure Development ETF
Utilities Equities

10%

PWR
Quanta Services, Inc.
Industrials

10%

VRT
Vertiv Holdings Co.
Industrials

10%

S&P 500

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


0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
58.87%
19.37%
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
6.30%-3.13%19.37%22.56%11.65%10.55%
Electrical Infastructure30.32%-0.61%58.87%99.29%37.58%N/A
ETN
Eaton Corporation plc
30.31%-1.18%57.82%94.12%33.40%18.93%
ATKR
Atkore Inc.
12.73%-2.84%45.16%38.74%49.55%N/A
PWR
Quanta Services, Inc.
16.79%-1.52%50.76%49.97%44.94%22.01%
EMR
Emerson Electric Co.
13.34%-2.38%22.30%31.19%11.83%7.90%
ITRI
Itron, Inc.
25.60%6.05%65.00%79.72%13.40%9.05%
MYRG
MYR Group Inc.
13.66%-4.72%33.65%34.13%35.33%21.20%
IESC
IES Holdings, Inc.
61.13%12.14%106.05%195.42%49.01%34.80%
VRT
Vertiv Holdings Co.
64.89%-4.04%103.02%522.47%51.24%N/A
PAVE
Global X US Infrastructure Development ETF
9.95%-3.76%32.38%37.71%19.24%N/A
EME
EMCOR Group, Inc.
57.17%-2.78%75.60%112.37%33.84%22.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.27%21.43%9.45%
2023-6.97%-6.38%8.95%11.40%

Expense Ratio

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


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 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 4.71, compared to the broader market-1.000.001.002.003.004.005.004.71
Sortino ratio
The chart of Sortino ratio for Electrical Infastructure, currently valued at 5.75, compared to the broader market0.002.004.006.005.75
Omega ratio
The chart of Omega ratio for Electrical Infastructure, currently valued at 1.70, compared to the broader market0.801.001.201.401.601.801.70
Calmar ratio
The chart of Calmar ratio for Electrical Infastructure, currently valued at 6.33, compared to the broader market0.002.004.006.008.006.33
Martin ratio
The chart of Martin ratio for Electrical Infastructure, currently valued at 20.13, compared to the broader market0.0010.0020.0030.0040.0050.0020.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETN
Eaton Corporation plc
3.774.721.635.1417.94
ATKR
Atkore Inc.
1.171.731.211.734.09
PWR
Quanta Services, Inc.
1.832.641.342.106.15
EMR
Emerson Electric Co.
1.432.221.301.336.04
ITRI
Itron, Inc.
1.863.521.421.416.55
MYRG
MYR Group Inc.
1.041.591.191.263.46
IESC
IES Holdings, Inc.
4.895.331.698.4224.76
VRT
Vertiv Holdings Co.
10.087.762.039.63137.84
PAVE
Global X US Infrastructure Development ETF
2.283.161.382.889.40
EME
EMCOR Group, Inc.
4.305.931.787.5925.00

Sharpe Ratio

The current Electrical Infastructure Sharpe ratio is 4.71. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.004.71

The Sharpe ratio of Electrical Infastructure 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
4.71
1.92
Electrical Infastructure
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Electrical Infastructure granted a 0.43% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Electrical Infastructure0.43%0.48%0.57%0.50%0.61%0.70%0.86%0.65%0.73%0.88%0.65%0.50%
ETN
Eaton Corporation plc
1.13%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.
0.18%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.
1.90%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.
0.06%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
0.62%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.40%
-3.50%
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 46.93%, occurring on Mar 18, 2020. Recovery took 100 trading sessions.

The current Electrical Infastructure drawdown is 4.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.93%Feb 20, 202020Mar 18, 2020100Aug 10, 2020120
-30.28%Nov 8, 2021153Jun 16, 2022172Feb 23, 2023325
-23.27%Aug 30, 201880Dec 24, 2018122Jun 20, 2019202
-16.03%Sep 5, 202339Oct 27, 202331Dec 12, 202370
-10.19%Mar 6, 202324Apr 6, 202329May 18, 202353

Volatility

Volatility Chart

The current Electrical Infastructure volatility is 6.63%, 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%7.00%8.00%NovemberDecember2024FebruaryMarchApril
6.63%
3.58%
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.

VRTIESCMYRGITRIATKRPWREMEEMRETNPAVE
VRT1.000.310.300.370.380.370.370.360.430.44
IESC0.311.000.470.430.430.450.500.420.420.52
MYRG0.300.471.000.500.530.600.600.510.510.65
ITRI0.370.430.501.000.530.550.540.550.540.67
ATKR0.380.430.530.531.000.570.610.620.620.74
PWR0.370.450.600.550.571.000.630.640.650.76
EME0.370.500.600.540.610.631.000.620.640.76
EMR0.360.420.510.550.620.640.621.000.770.83
ETN0.430.420.510.540.620.650.640.771.000.82
PAVE0.440.520.650.670.740.760.760.830.821.00