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Random Sept

Last updated Dec 7, 2023

Asset Allocation


LW 20%INGR 20%TXT 20%BDC 20%OC 20%EquityEquity
PositionCategory/SectorWeight
LW
Lamb Weston Holdings, Inc.
Consumer Defensive20%
INGR
Ingredion Incorporated
Consumer Defensive20%
TXT
Textron Inc.
Industrials20%
BDC
Belden Inc.
Industrials20%
OC
Owens Corning
Industrials20%

Performance

The chart shows the growth of an initial investment of $10,000 in Random Sept, 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


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.89%
5.95%
Random Sept
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 1, 2016, corresponding to the inception date of LW

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Random Sept20.44%6.61%0.89%17.31%13.51%N/A
LW
Lamb Weston Holdings, Inc.
14.29%7.24%-9.14%18.36%7.95%N/A
INGR
Ingredion Incorporated
10.36%10.59%0.35%11.15%4.79%7.01%
TXT
Textron Inc.
8.33%-1.26%16.72%4.28%8.57%9.11%
BDC
Belden Inc.
-3.28%6.77%-25.63%-10.03%8.42%0.45%
OC
Owens Corning
65.92%14.42%19.15%59.49%25.20%15.44%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.11%9.63%3.76%-2.53%-1.93%-10.71%7.27%

Sharpe Ratio

The current Random Sept Sharpe ratio is 1.02. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.02

The Sharpe ratio of Random Sept lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.02
1.00
Random Sept
Benchmark (^GSPC)
Portfolio components

Dividend yield

Random Sept granted a 1.15% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Random Sept1.15%1.18%1.14%1.26%1.10%1.17%0.84%0.68%0.77%0.84%0.56%0.44%
LW
Lamb Weston Holdings, Inc.
1.11%1.10%1.48%1.17%0.93%1.04%1.33%0.00%0.00%0.00%0.00%0.00%
INGR
Ingredion Incorporated
2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%2.28%1.43%
TXT
Textron Inc.
0.10%0.11%0.10%0.17%0.18%0.17%0.14%0.16%0.19%0.19%0.22%0.32%
BDC
Belden Inc.
0.29%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%0.44%
OC
Owens Corning
1.50%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%0.00%0.00%

Expense Ratio

The Random Sept 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
LW
Lamb Weston Holdings, Inc.
0.66
INGR
Ingredion Incorporated
0.47
TXT
Textron Inc.
0.40
BDC
Belden Inc.
-0.28
OC
Owens Corning
2.01

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LWINGROCBDCTXT
LW1.000.380.280.320.34
INGR0.381.000.410.430.43
OC0.280.411.000.520.54
BDC0.320.430.521.000.58
TXT0.340.430.540.581.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.58%
-5.15%
Random Sept
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Random Sept. 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 Random Sept was 52.62%, occurring on Mar 18, 2020. Recovery took 283 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.62%Jan 29, 2018538Mar 18, 2020283May 3, 2021821
-17.38%Jan 14, 2022106Jun 16, 202230Aug 1, 2022136
-16.39%Aug 2, 202360Oct 25, 2023
-14.1%Aug 17, 202228Sep 26, 202229Nov 4, 202257
-11.91%Jun 9, 202128Jul 19, 2021120Jan 6, 2022148

Volatility Chart

The current Random Sept volatility is 4.13%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.13%
2.92%
Random Sept
Benchmark (^GSPC)
Portfolio components
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