Materials
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BHP BHP Group | Basic Materials | 20% |
DD DuPont de Nemours, Inc. | Basic Materials | 5% |
FCX Freeport-McMoRan Inc. | Basic Materials | 10% |
GLNCY Glencore PLC ADR | Basic Materials | 15% |
GOLD Barrick Gold Corporation | Basic Materials | 10% |
NEM Newmont Goldcorp Corporation | Basic Materials | 5% |
RIO Rio Tinto Group | Basic Materials | 20% |
VALE Vale S.A. | Basic Materials | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Materials, 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 5, 2011, corresponding to the inception date of GLNCY
Returns By Period
As of Jul 25, 2024, the Materials returned -9.86% Year-To-Date and 7.51% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Materials | -9.99% | -2.80% | -0.25% | -1.44% | 13.45% | 7.45% |
| Portfolio components: | ||||||
BHP BHP Group | -17.77% | -4.43% | -9.34% | -6.91% | 7.90% | 4.41% |
RIO Rio Tinto Group | -10.03% | -3.70% | -5.33% | 2.77% | 9.81% | 7.77% |
VALE Vale S.A. | -29.55% | -3.95% | -21.15% | -19.70% | 4.72% | 2.80% |
GLNCY Glencore PLC ADR | -6.71% | -3.83% | 4.15% | -0.72% | 17.43% | 3.18% |
FCX Freeport-McMoRan Inc. | 5.61% | -9.72% | 13.14% | 4.27% | 32.54% | 2.82% |
GOLD Barrick Gold Corporation | -0.79% | 5.48% | 15.57% | 8.24% | 3.39% | 1.32% |
NEM Newmont Goldcorp Corporation | 11.95% | 10.25% | 35.45% | 12.29% | 7.46% | 8.38% |
DD DuPont de Nemours, Inc. | 3.78% | -1.25% | 23.45% | 3.61% | 3.53% | 3.91% |
Monthly Returns
The table below presents the monthly returns of Materials, 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 | -11.10% | -5.48% | 7.78% | 2.44% | 4.75% | -5.35% | -9.99% | ||||||
| 2023 | 10.58% | -12.03% | 3.00% | -4.41% | -9.07% | 8.03% | 6.24% | -6.66% | 0.03% | -0.52% | 8.21% | 8.01% | 8.51% |
| 2022 | 2.76% | 14.37% | 10.46% | -11.59% | 2.67% | -17.62% | -1.88% | -3.63% | -0.61% | 1.40% | 23.99% | 0.62% | 15.42% |
| 2021 | 1.86% | 9.59% | -1.79% | 8.37% | 7.91% | -4.65% | 2.27% | -8.33% | -9.11% | 0.84% | -0.12% | 8.11% | 13.42% |
| 2020 | -8.34% | -11.60% | -13.76% | 17.53% | 8.42% | 9.60% | 8.74% | 3.46% | -3.74% | -2.26% | 20.65% | 12.76% | 40.52% |
| 2019 | 7.37% | 1.92% | 5.11% | -2.52% | -7.15% | 12.53% | -4.88% | -6.95% | 2.02% | 0.29% | 3.87% | 8.47% | 19.53% |
| 2018 | 5.98% | -4.87% | -3.11% | 2.88% | 2.93% | -1.54% | -0.11% | -8.76% | 5.83% | -3.72% | -3.47% | 1.09% | -7.69% |
| 2017 | 19.34% | -4.75% | -2.29% | -3.46% | -2.27% | 2.19% | 14.35% | 5.48% | -4.69% | -0.14% | 0.52% | 12.89% | 39.49% |
| 2016 | -10.47% | 25.65% | 16.68% | 23.62% | -17.92% | 13.02% | 9.62% | -8.32% | 10.28% | 6.72% | 11.31% | -3.82% | 90.64% |
| 2015 | -5.55% | 12.30% | -13.03% | 17.64% | -8.17% | -7.61% | -15.63% | -7.84% | -11.90% | 13.64% | -15.28% | -6.37% | -43.15% |
| 2014 | -4.33% | 5.66% | -2.62% | 1.43% | -2.76% | 4.71% | 4.48% | -2.60% | -11.31% | -6.71% | -6.18% | -6.65% | -25.03% |
| 2013 | -0.85% | -5.46% | -5.78% | -6.60% | -3.56% | -9.97% | 6.09% | 5.70% | 6.90% | 4.55% | -4.06% | 3.76% | -10.65% |
Expense Ratio
Materials 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 Materials is 2, indicating that it is in the bottom 2% 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 | |
|---|---|---|---|---|---|
BHP BHP Group | -0.42 | -0.46 | 0.95 | -0.50 | -0.90 |
RIO Rio Tinto Group | -0.06 | 0.08 | 1.01 | -0.05 | -0.17 |
VALE Vale S.A. | -0.79 | -1.10 | 0.88 | -0.55 | -1.35 |
GLNCY Glencore PLC ADR | -0.17 | -0.05 | 0.99 | -0.16 | -0.53 |
FCX Freeport-McMoRan Inc. | 0.10 | 0.40 | 1.04 | 0.10 | 0.27 |
GOLD Barrick Gold Corporation | 0.11 | 0.37 | 1.05 | 0.05 | 0.36 |
NEM Newmont Goldcorp Corporation | 0.24 | 0.60 | 1.07 | 0.14 | 0.68 |
DD DuPont de Nemours, Inc. | 0.20 | 0.42 | 1.07 | 0.14 | 0.73 |
Dividends
Dividend yield
Materials granted a 6.04% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Materials | 6.04% | 5.19% | 7.13% | 9.00% | 2.97% | 5.73% | 4.18% | 2.60% | 1.57% | 8.40% | 4.60% | 4.17% |
| Portfolio components: | ||||||||||||
BHP BHP Group | 5.55% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
RIO Rio Tinto Group | 6.76% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
VALE Vale S.A. | 13.26% | 7.75% | 8.59% | 19.70% | 2.73% | 2.63% | 4.16% | 3.32% | 0.56% | 8.84% | 6.69% | 5.73% |
GLNCY Glencore PLC ADR | 6.61% | 8.68% | 5.52% | 3.11% | 3.19% | 6.34% | 5.41% | 1.32% | 0.00% | 15.16% | 3.63% | 2.96% |
FCX Freeport-McMoRan Inc. | 1.35% | 1.40% | 1.56% | 0.53% | 0.19% | 1.49% | 1.43% | 0.00% | 0.00% | 8.27% | 5.21% | 6.75% |
GOLD Barrick Gold Corporation | 2.26% | 2.21% | 3.76% | 4.05% | 1.34% | 0.69% | 1.38% | 0.82% | 0.49% | 1.87% | 1.84% | 2.80% |
NEM Newmont Goldcorp Corporation | 2.84% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.58% | 0.65% | 0.36% | 0.54% | 1.16% | 5.23% |
DD DuPont de Nemours, Inc. | 1.87% | 1.87% | 1.92% | 1.49% | 1.69% | 2.89% | 2.84% | 3.54% | 5.87% | 6.68% | 7.39% | 6.89% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Materials. 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 Materials was 73.83%, occurring on Jan 20, 2016. Recovery took 1129 trading sessions.
The current Materials drawdown is 15.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.83% | Feb 6, 2012 | 996 | Jan 20, 2016 | 1129 | Jul 14, 2020 | 2125 |
| -35.93% | Apr 4, 2022 | 70 | Jul 14, 2022 | — | — | — |
| -23.8% | May 12, 2021 | 92 | Sep 21, 2021 | 111 | Mar 1, 2022 | 203 |
| -20.72% | Sep 2, 2011 | 21 | Oct 3, 2011 | 83 | Feb 1, 2012 | 104 |
| -11.4% | Sep 18, 2020 | 29 | Oct 28, 2020 | 9 | Nov 10, 2020 | 38 |
Volatility
Volatility Chart
The current Materials volatility is 5.16%, 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
| GOLD | NEM | DD | GLNCY | VALE | FCX | BHP | RIO | |
|---|---|---|---|---|---|---|---|---|
| GOLD | 1.00 | 0.81 | 0.13 | 0.23 | 0.23 | 0.33 | 0.30 | 0.29 |
| NEM | 0.81 | 1.00 | 0.18 | 0.27 | 0.28 | 0.37 | 0.33 | 0.33 |
| DD | 0.13 | 0.18 | 1.00 | 0.42 | 0.42 | 0.52 | 0.52 | 0.49 |
| GLNCY | 0.23 | 0.27 | 0.42 | 1.00 | 0.55 | 0.61 | 0.67 | 0.68 |
| VALE | 0.23 | 0.28 | 0.42 | 0.55 | 1.00 | 0.61 | 0.71 | 0.75 |
| FCX | 0.33 | 0.37 | 0.52 | 0.61 | 0.61 | 1.00 | 0.70 | 0.69 |
| BHP | 0.30 | 0.33 | 0.52 | 0.67 | 0.71 | 0.70 | 1.00 | 0.88 |
| RIO | 0.29 | 0.33 | 0.49 | 0.68 | 0.75 | 0.69 | 0.88 | 1.00 |