Random Sept
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LW Lamb Weston Holdings, Inc. | Consumer Defensive | 20% |
INGR Ingredion Incorporated | Consumer Defensive | 20% |
TXT Textron Inc. | Industrials | 20% |
BDC Belden Inc. | Industrials | 20% |
OC Owens Corning | Industrials | 20% |
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
The earliest data available for this chart is Nov 1, 2016, corresponding to the inception date of LW
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Random Sept | 20.44% | 6.61% | 0.89% | 17.31% | 13.51% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.11% | 9.63% | 3.76% | -2.53% | -1.93% | -10.71% | 7.27% |
Dividend yield
Random Sept granted a 1.15% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Random Sept | 1.15% | 1.18% | 1.14% | 1.26% | 1.10% | 1.17% | 0.84% | 0.68% | 0.77% | 0.84% | 0.56% | 0.44% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| LW | INGR | OC | BDC | TXT | |
|---|---|---|---|---|---|
| LW | 1.00 | 0.38 | 0.28 | 0.32 | 0.34 |
| INGR | 0.38 | 1.00 | 0.41 | 0.43 | 0.43 |
| OC | 0.28 | 0.41 | 1.00 | 0.52 | 0.54 |
| BDC | 0.32 | 0.43 | 0.52 | 1.00 | 0.58 |
| TXT | 0.34 | 0.43 | 0.54 | 0.58 | 1.00 |
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 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, 2018 | 538 | Mar 18, 2020 | 283 | May 3, 2021 | 821 |
| -17.38% | Jan 14, 2022 | 106 | Jun 16, 2022 | 30 | Aug 1, 2022 | 136 |
| -16.39% | Aug 2, 2023 | 60 | Oct 25, 2023 | — | — | — |
| -14.1% | Aug 17, 2022 | 28 | Sep 26, 2022 | 29 | Nov 4, 2022 | 57 |
| -11.91% | Jun 9, 2021 | 28 | Jul 19, 2021 | 120 | Jan 6, 2022 | 148 |
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.