Georges
Institutional stocks.
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ACIW ACI Worldwide, Inc. | Technology | 6.67% |
AGCO AGCO Corporation | Industrials | 6.67% |
APAM Artisan Partners Asset Management Inc. | Financial Services | 6.67% |
AVNW Aviat Networks, Inc. | Technology | 6.67% |
AXON Axon Enterprise, Inc. | Industrials | 6.67% |
AXTA Axalta Coating Systems Ltd. | Basic Materials | 6.67% |
BSX Boston Scientific Corporation | Healthcare | 6.67% |
CDNS Cadence Design Systems, Inc. | Technology | 6.67% |
CHDN Churchill Downs Incorporated | Consumer Cyclical | 6.67% |
CVEO Civeo Corporation | Industrials | 6.67% |
DT Dynatrace, Inc. | Technology | 6.67% |
DV DoubleVerify Holdings, Inc. | Technology | 6.67% |
ENSG The Ensign Group, Inc. | Healthcare | 6.67% |
EPRT Essential Properties Realty Trust, Inc. | Real Estate | 6.67% |
FLS Flowserve Corporation | Industrials | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Georges, 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 Apr 21, 2021, corresponding to the inception date of DV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Georges | 10.73% | 7.45% | 8.32% | 23.33% | N/A | N/A |
Portfolio components: | ||||||
ACIW ACI Worldwide, Inc. | 64.58% | 12.26% | 57.67% | 104.55% | 11.10% | 9.70% |
AGCO AGCO Corporation | -22.66% | 1.99% | -14.16% | -29.02% | 9.33% | 8.89% |
APAM Artisan Partners Asset Management Inc. | -0.45% | 4.24% | -4.06% | 14.75% | 19.05% | 6.51% |
AVNW Aviat Networks, Inc. | -15.95% | -3.48% | -21.14% | -24.07% | 31.30% | 11.40% |
AXON Axon Enterprise, Inc. | 41.28% | 24.84% | 14.10% | 69.45% | 43.59% | 35.53% |
AXTA Axalta Coating Systems Ltd. | 7.45% | 3.66% | 11.62% | 28.93% | 4.80% | N/A |
BSX Boston Scientific Corporation | 41.48% | 9.79% | 21.30% | 52.54% | 13.89% | 20.61% |
CDNS Cadence Design Systems, Inc. | -1.26% | 7.73% | -15.25% | 10.42% | 31.52% | 31.26% |
CHDN Churchill Downs Incorporated | 2.99% | 2.67% | 19.34% | 10.55% | 18.10% | 24.97% |
CVEO Civeo Corporation | 28.37% | 5.80% | 23.44% | 63.60% | 12.48% | -20.66% |
DT Dynatrace, Inc. | -7.44% | 22.60% | 3.52% | 5.04% | 17.14% | N/A |
DV DoubleVerify Holdings, Inc. | -46.44% | -3.24% | -36.14% | -39.83% | N/A | N/A |
ENSG The Ensign Group, Inc. | 35.02% | 8.42% | 20.25% | 53.01% | 26.96% | 25.28% |
EPRT Essential Properties Realty Trust, Inc. | 27.56% | 8.65% | 33.13% | 38.58% | 12.06% | N/A |
FLS Flowserve Corporation | 22.10% | 6.54% | 19.04% | 26.36% | 5.62% | -2.36% |
Monthly Returns
The table below presents the monthly returns of Georges, 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 | -0.82% | 2.53% | 5.54% | -4.98% | -0.20% | 1.09% | 3.67% | 10.73% | |||||
2023 | 11.29% | -0.80% | 1.62% | -0.33% | -1.09% | 7.08% | -0.53% | -0.62% | -4.83% | -3.69% | 12.86% | 8.40% | 31.27% |
2022 | -6.32% | -1.34% | 3.57% | -8.67% | 1.94% | -8.62% | 11.75% | -1.86% | -9.77% | 13.17% | 6.35% | -2.46% | -5.40% |
2021 | -0.50% | 0.07% | 3.45% | 2.79% | 2.99% | -4.95% | 2.43% | -6.82% | 5.02% | 3.90% |
Expense Ratio
Georges 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 Georges is 31, 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 | |
---|---|---|---|---|---|
ACIW ACI Worldwide, Inc. | 3.31 | 4.36 | 1.54 | 2.05 | 18.50 |
AGCO AGCO Corporation | -1.00 | -1.37 | 0.85 | -0.72 | -1.64 |
APAM Artisan Partners Asset Management Inc. | 0.59 | 1.03 | 1.12 | 0.58 | 2.19 |
AVNW Aviat Networks, Inc. | -0.44 | -0.43 | 0.95 | -0.48 | -1.06 |
AXON Axon Enterprise, Inc. | 2.13 | 3.62 | 1.44 | 4.37 | 11.76 |
AXTA Axalta Coating Systems Ltd. | 1.16 | 1.76 | 1.22 | 1.15 | 5.78 |
BSX Boston Scientific Corporation | 2.66 | 3.42 | 1.49 | 4.59 | 18.29 |
CDNS Cadence Design Systems, Inc. | 0.40 | 0.77 | 1.09 | 0.50 | 1.44 |
CHDN Churchill Downs Incorporated | 0.43 | 0.76 | 1.09 | 0.38 | 1.31 |
CVEO Civeo Corporation | 1.92 | 2.84 | 1.34 | 1.31 | 8.80 |
DT Dynatrace, Inc. | 0.19 | 0.51 | 1.06 | 0.12 | 0.32 |
DV DoubleVerify Holdings, Inc. | -0.76 | -0.73 | 0.85 | -0.67 | -1.24 |
ENSG The Ensign Group, Inc. | 2.32 | 3.26 | 1.39 | 4.48 | 12.63 |
EPRT Essential Properties Realty Trust, Inc. | 1.80 | 2.46 | 1.30 | 1.26 | 7.90 |
FLS Flowserve Corporation | 1.23 | 1.70 | 1.21 | 1.93 | 6.15 |
Dividends
Dividend yield
Georges granted a 1.41% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Georges | 1.41% | 1.33% | 1.60% | 1.31% | 0.97% | 1.17% | 1.45% | 0.70% | 0.90% | 0.92% | 1.17% | 0.28% |
Portfolio components: | ||||||||||||
ACIW ACI Worldwide, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGCO AGCO Corporation | 4.00% | 5.02% | 3.91% | 4.10% | 0.62% | 0.82% | 1.08% | 0.78% | 0.90% | 1.06% | 0.97% | 0.68% |
APAM Artisan Partners Asset Management Inc. | 7.18% | 5.97% | 12.36% | 8.88% | 6.73% | 10.49% | 14.43% | 6.99% | 9.41% | 9.29% | 7.58% | 1.32% |
AVNW Aviat Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXTA Axalta Coating Systems Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDNS Cadence Design Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHDN Churchill Downs Incorporated | 0.27% | 0.28% | 0.34% | 0.28% | 0.32% | 0.42% | 0.67% | 0.65% | 0.88% | 0.81% | 1.05% | 0.97% |
CVEO Civeo Corporation | 4.39% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.33% | 0.00% |
DT Dynatrace, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DV DoubleVerify Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENSG The Ensign Group, Inc. | 0.16% | 0.21% | 0.24% | 0.25% | 0.28% | 0.37% | 0.42% | 0.70% | 0.66% | 0.90% | 0.51% | 0.54% |
EPRT Essential Properties Realty Trust, Inc. | 3.57% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLS Flowserve Corporation | 1.64% | 1.94% | 2.61% | 2.61% | 2.17% | 1.91% | 2.00% | 1.35% | 1.58% | 1.71% | 1.07% | 0.71% |
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 Georges. 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 Georges was 25.63%, occurring on Jun 16, 2022. Recovery took 157 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.63% | Sep 7, 2021 | 197 | Jun 16, 2022 | 157 | Feb 1, 2023 | 354 |
-13.33% | Jul 19, 2023 | 72 | Oct 27, 2023 | 12 | Nov 14, 2023 | 84 |
-10.58% | Feb 3, 2023 | 28 | Mar 15, 2023 | 61 | Jun 12, 2023 | 89 |
-8.45% | Apr 27, 2021 | 12 | May 12, 2021 | 21 | Jun 11, 2021 | 33 |
-7.6% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
Volatility
Volatility Chart
The current Georges volatility is 5.92%, 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
CVEO | BSX | DV | ENSG | AVNW | AGCO | AXON | EPRT | CDNS | DT | CHDN | FLS | AXTA | ACIW | APAM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVEO | 1.00 | 0.14 | 0.15 | 0.15 | 0.25 | 0.35 | 0.16 | 0.25 | 0.13 | 0.18 | 0.25 | 0.39 | 0.34 | 0.33 | 0.31 |
BSX | 0.14 | 1.00 | 0.26 | 0.38 | 0.23 | 0.28 | 0.30 | 0.34 | 0.38 | 0.32 | 0.33 | 0.35 | 0.36 | 0.33 | 0.35 |
DV | 0.15 | 0.26 | 1.00 | 0.26 | 0.31 | 0.23 | 0.45 | 0.26 | 0.43 | 0.55 | 0.36 | 0.26 | 0.30 | 0.36 | 0.34 |
ENSG | 0.15 | 0.38 | 0.26 | 1.00 | 0.30 | 0.30 | 0.34 | 0.42 | 0.31 | 0.26 | 0.38 | 0.36 | 0.36 | 0.42 | 0.39 |
AVNW | 0.25 | 0.23 | 0.31 | 0.30 | 1.00 | 0.35 | 0.34 | 0.34 | 0.35 | 0.36 | 0.38 | 0.39 | 0.41 | 0.40 | 0.43 |
AGCO | 0.35 | 0.28 | 0.23 | 0.30 | 0.35 | 1.00 | 0.28 | 0.40 | 0.23 | 0.27 | 0.38 | 0.61 | 0.50 | 0.40 | 0.47 |
AXON | 0.16 | 0.30 | 0.45 | 0.34 | 0.34 | 0.28 | 1.00 | 0.32 | 0.49 | 0.51 | 0.46 | 0.35 | 0.31 | 0.37 | 0.38 |
EPRT | 0.25 | 0.34 | 0.26 | 0.42 | 0.34 | 0.40 | 0.32 | 1.00 | 0.30 | 0.31 | 0.36 | 0.42 | 0.42 | 0.46 | 0.48 |
CDNS | 0.13 | 0.38 | 0.43 | 0.31 | 0.35 | 0.23 | 0.49 | 0.30 | 1.00 | 0.56 | 0.40 | 0.32 | 0.40 | 0.41 | 0.42 |
DT | 0.18 | 0.32 | 0.55 | 0.26 | 0.36 | 0.27 | 0.51 | 0.31 | 0.56 | 1.00 | 0.41 | 0.29 | 0.35 | 0.44 | 0.39 |
CHDN | 0.25 | 0.33 | 0.36 | 0.38 | 0.38 | 0.38 | 0.46 | 0.36 | 0.40 | 0.41 | 1.00 | 0.41 | 0.45 | 0.46 | 0.43 |
FLS | 0.39 | 0.35 | 0.26 | 0.36 | 0.39 | 0.61 | 0.35 | 0.42 | 0.32 | 0.29 | 0.41 | 1.00 | 0.52 | 0.47 | 0.56 |
AXTA | 0.34 | 0.36 | 0.30 | 0.36 | 0.41 | 0.50 | 0.31 | 0.42 | 0.40 | 0.35 | 0.45 | 0.52 | 1.00 | 0.48 | 0.59 |
ACIW | 0.33 | 0.33 | 0.36 | 0.42 | 0.40 | 0.40 | 0.37 | 0.46 | 0.41 | 0.44 | 0.46 | 0.47 | 0.48 | 1.00 | 0.51 |
APAM | 0.31 | 0.35 | 0.34 | 0.39 | 0.43 | 0.47 | 0.38 | 0.48 | 0.42 | 0.39 | 0.43 | 0.56 | 0.59 | 0.51 | 1.00 |