ws
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
RSG Republic Services, Inc. | Industrials | 50% |
WM Waste Management, Inc. | Industrials | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ws, 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 Jul 1, 1998, corresponding to the inception date of RSG
Returns By Period
As of Nov 13, 2024, the ws returned 28.41% Year-To-Date and 19.83% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ws | 28.41% | 4.22% | 11.27% | 33.87% | 19.26% | 19.83% |
| Portfolio components: | ||||||
RSG Republic Services, Inc. | 29.80% | 3.14% | 14.16% | 35.01% | 21.47% | 20.55% |
WM Waste Management, Inc. | 26.88% | 5.28% | 8.34% | 32.56% | 16.94% | 18.90% |
Monthly Returns
The table below presents the monthly returns of ws, 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 | 3.71% | 9.04% | 4.14% | -0.99% | -1.08% | 3.27% | -2.38% | 5.92% | -2.67% | 1.43% | 28.41% | ||
| 2023 | -2.30% | 0.01% | 7.32% | 4.35% | -2.27% | 8.06% | -3.46% | -4.45% | -1.53% | 6.00% | 6.70% | 3.48% | 22.85% |
| 2022 | -9.16% | -4.91% | 10.38% | 2.55% | -1.99% | -2.48% | 6.76% | 2.82% | -4.60% | -1.83% | 5.47% | -6.56% | -5.31% |
| 2021 | -5.80% | -0.98% | 14.46% | 6.97% | 2.34% | 0.58% | 6.70% | 4.75% | -3.13% | 9.69% | -0.75% | 5.03% | 45.50% |
| 2020 | 6.42% | -7.00% | -16.25% | 6.21% | 7.89% | -1.90% | 4.91% | 5.15% | 0.46% | -5.10% | 10.05% | -0.27% | 7.55% |
| 2019 | 6.96% | 4.05% | 3.06% | 3.17% | 2.00% | 4.44% | 1.87% | 1.34% | -2.90% | -0.66% | 0.97% | 1.48% | 28.61% |
| 2018 | 2.11% | -2.37% | -1.45% | -2.85% | 3.01% | 0.43% | 8.35% | 1.10% | -0.26% | -0.48% | 5.86% | -5.69% | 7.19% |
| 2017 | -0.71% | 6.75% | 1.00% | 0.05% | 0.58% | 0.94% | 1.61% | 2.10% | 1.93% | 1.74% | 0.22% | 4.81% | 22.88% |
| 2016 | -0.72% | 5.03% | 5.66% | -0.79% | 3.13% | 8.21% | -0.16% | -2.37% | 0.43% | 3.65% | 5.96% | 2.69% | 34.66% |
| 2015 | -0.60% | 4.54% | 0.04% | -4.24% | -0.32% | -3.93% | 9.44% | -2.86% | 0.77% | 7.04% | 0.23% | 0.39% | 9.98% |
| 2014 | -5.21% | 2.97% | 1.59% | 4.20% | 0.70% | 4.43% | 0.13% | 4.16% | 0.98% | 0.63% | 1.38% | 4.22% | 21.67% |
| 2013 | 8.28% | 0.57% | 5.92% | 3.89% | 1.20% | -1.40% | 2.07% | -3.95% | 3.15% | 2.96% | 4.62% | -2.52% | 26.94% |
Expense Ratio
ws 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 ws is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
RSG Republic Services, Inc. | 2.52 | 3.09 | 1.48 | 4.61 | 16.21 |
WM Waste Management, Inc. | 1.85 | 2.40 | 1.40 | 2.77 | 8.00 |
Dividends
Dividend yield
ws provided a 1.17% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.17% | 1.41% | 1.57% | 1.32% | 1.79% | 1.77% | 2.04% | 1.97% | 2.24% | 2.76% | 2.80% | 3.12% |
| Portfolio components: | ||||||||||||
RSG Republic Services, Inc. | 1.03% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
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 ws. 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 ws was 69.05%, occurring on Mar 15, 2000. Recovery took 1462 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.05% | Jul 21, 1998 | 418 | Mar 15, 2000 | 1462 | Jan 9, 2006 | 1880 |
| -46% | Jun 16, 2008 | 184 | Mar 9, 2009 | 348 | Jul 26, 2010 | 532 |
| -32% | Feb 19, 2020 | 24 | Mar 23, 2020 | 162 | Nov 10, 2020 | 186 |
| -25.94% | May 20, 2011 | 55 | Aug 8, 2011 | 369 | Jan 28, 2013 | 424 |
| -20.03% | Oct 26, 2007 | 59 | Jan 22, 2008 | 94 | Jun 5, 2008 | 153 |
Volatility
Volatility Chart
The current ws volatility is 5.42%, 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
| RSG | WM | |
|---|---|---|
| RSG | 1.00 | 0.60 |
| WM | 0.60 | 1.00 |