Materials
Asset Allocation
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 Jun 3, 2019, corresponding to the inception date of DD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 20.10% | 0.34% | 11.72% | 32.68% | 13.33% | 11.05% |
Materials | -7.20% | -7.28% | -1.39% | 4.95% | 15.18% | N/A |
Portfolio components: | ||||||
BHP Group | -13.66% | -8.13% | 2.25% | -0.24% | 10.41% | 7.08% |
Rio Tinto Group | -5.97% | -6.44% | -2.49% | 5.60% | 12.56% | 11.33% |
Vale S.A. | -27.58% | -7.67% | -12.83% | -18.54% | 6.94% | 7.60% |
Glencore PLC ADR | -10.34% | -6.59% | -7.16% | -0.36% | 16.77% | 5.23% |
Freeport-McMoRan Inc. | 8.44% | -8.12% | -9.10% | 31.34% | 34.93% | 6.25% |
Barrick Gold Corporation | 7.19% | -4.03% | 16.99% | 18.34% | 5.48% | 7.14% |
Newmont Goldcorp Corporation | 11.41% | -14.92% | 12.53% | 19.36% | 6.37% | 11.78% |
DuPont de Nemours, Inc. | 8.83% | -5.32% | 7.21% | 20.78% | 5.00% | N/A |
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% | 7.79% | 2.44% | 4.75% | -5.35% | -0.08% | 0.77% | 9.71% | -8.83% | -7.20% | ||
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% | -1.12% | 8.37% | 7.91% | -4.65% | 2.27% | -7.50% | -9.09% | 0.84% | -0.12% | 8.11% | 15.25% |
2020 | -8.34% | -11.60% | -13.76% | 17.53% | 8.42% | 9.60% | 8.75% | 3.46% | -3.74% | -2.26% | 20.65% | 12.76% | 40.52% |
2019 | 10.02% | -4.88% | -6.95% | 2.02% | 0.29% | 3.87% | 8.47% | 12.26% |
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 3, indicating that it is in the bottom 3% 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 Group | 0.07 | 0.28 | 1.03 | 0.08 | 0.13 |
Rio Tinto Group | 0.34 | 0.64 | 1.08 | 0.46 | 0.85 |
Vale S.A. | -0.62 | -0.80 | 0.91 | -0.39 | -0.78 |
Glencore PLC ADR | 0.08 | 0.32 | 1.04 | 0.08 | 0.19 |
Freeport-McMoRan Inc. | 1.02 | 1.61 | 1.19 | 1.08 | 3.21 |
Barrick Gold Corporation | 0.64 | 1.07 | 1.13 | 0.44 | 2.32 |
Newmont Goldcorp Corporation | 0.66 | 1.10 | 1.15 | 0.40 | 2.29 |
DuPont de Nemours, Inc. | 1.02 | 1.43 | 1.24 | 1.03 | 4.44 |
Dividends
Dividend yield
Materials provided a 5.28% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Materials | 5.28% | 5.19% | 7.13% | 9.00% | 2.97% | 5.63% | 4.04% | 2.43% | 1.28% | 8.06% | 4.23% | 3.83% |
Portfolio components: | ||||||||||||
BHP Group | 5.22% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
Rio Tinto Group | 6.66% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
Vale S.A. | 13.14% | 7.75% | 8.58% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.54% | 8.84% | 6.69% | 5.73% |
Glencore PLC ADR | 2.48% | 8.68% | 5.52% | 3.11% | 3.19% | 6.34% | 5.41% | 1.32% | 0.00% | 15.16% | 3.63% | 2.96% |
Freeport-McMoRan Inc. | 1.32% | 1.40% | 1.56% | 0.53% | 0.19% | 1.49% | 1.43% | 0.00% | 0.00% | 8.27% | 5.21% | 6.75% |
Barrick Gold Corporation | 2.10% | 2.21% | 3.76% | 4.05% | 1.34% | 0.69% | 1.38% | 0.82% | 0.49% | 1.87% | 1.84% | 2.80% |
Newmont Goldcorp Corporation | 2.54% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.58% | 0.65% | 0.36% | 0.54% | 1.16% | 5.23% |
DuPont de Nemours, Inc. | 1.82% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 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 41.93%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current Materials drawdown is 12.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-41.93% | Jan 21, 2020 | 44 | Mar 23, 2020 | 74 | Jul 8, 2020 | 118 |
-35.93% | Apr 4, 2022 | 70 | Jul 14, 2022 | — | — | — |
-23.13% | May 12, 2021 | 92 | Sep 21, 2021 | 110 | Feb 28, 2022 | 202 |
-15.72% | Jul 24, 2019 | 23 | Aug 23, 2019 | 85 | Dec 24, 2019 | 108 |
-11.4% | Sep 18, 2020 | 29 | Oct 28, 2020 | 9 | Nov 10, 2020 | 38 |
Volatility
Volatility Chart
The current Materials volatility is 5.40%, 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 | VALE | GLNCY | FCX | RIO | BHP | |
---|---|---|---|---|---|---|---|---|
GOLD | 1.00 | 0.82 | 0.13 | 0.20 | 0.24 | 0.29 | 0.28 | 0.29 |
NEM | 0.82 | 1.00 | 0.19 | 0.27 | 0.29 | 0.33 | 0.32 | 0.33 |
DD | 0.13 | 0.19 | 1.00 | 0.41 | 0.48 | 0.59 | 0.47 | 0.50 |
VALE | 0.20 | 0.27 | 0.41 | 1.00 | 0.62 | 0.61 | 0.76 | 0.72 |
GLNCY | 0.24 | 0.29 | 0.48 | 0.62 | 1.00 | 0.70 | 0.74 | 0.73 |
FCX | 0.29 | 0.33 | 0.59 | 0.61 | 0.70 | 1.00 | 0.71 | 0.71 |
RIO | 0.28 | 0.32 | 0.47 | 0.76 | 0.74 | 0.71 | 1.00 | 0.89 |
BHP | 0.29 | 0.33 | 0.50 | 0.72 | 0.73 | 0.71 | 0.89 | 1.00 |