oil +
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
WE WeWork Inc. | Real Estate | 33.6% |
OXY Occidental Petroleum Corporation | Energy | 16.6% |
MRNA Moderna, Inc. | Healthcare | 16.6% |
TRGP Targa Resources Corp. | Energy | 16.6% |
TBLA Taboola.com Ltd. | Communication Services | 16.6% |
Performance
The chart shows the growth of an initial investment of $10,000 in oil +, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.72% | N/A |
| oil + | -14.29% | -39.89% | -54.16% | -50.69% | -15.60% | N/A |
| Portfolio components: | ||||||
OXY Occidental Petroleum Corporation | 2.79% | 8.72% | 0.71% | 8.23% | 94.93% | N/A |
MRNA Moderna, Inc. | -11.24% | -33.73% | -44.33% | -19.13% | 12.73% | N/A |
TRGP Targa Resources Corp. | 0.42% | 26.69% | 16.93% | 44.58% | 79.68% | N/A |
TBLA Taboola.com Ltd. | 5.06% | 46.67% | 21.43% | 95.81% | -28.79% | N/A |
WE WeWork Inc. | -43.68% | -90.43% | -94.58% | -97.52% | -81.16% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| MRNA | WE | TBLA | OXY | TRGP | |
|---|---|---|---|---|---|
| MRNA | 1.00 | 0.21 | 0.26 | 0.09 | 0.11 |
| WE | 0.21 | 1.00 | 0.29 | 0.12 | 0.21 |
| TBLA | 0.26 | 0.29 | 1.00 | 0.13 | 0.17 |
| OXY | 0.09 | 0.12 | 0.13 | 1.00 | 0.73 |
| TRGP | 0.11 | 0.21 | 0.17 | 0.73 | 1.00 |
Dividend yield
oil + granted a 0.51% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| oil + | 0.51% | 0.46% | 0.16% | 1.60% | 2.95% | 2.96% | 2.42% | 2.37% | 4.16% | 1.45% | 1.23% | 1.45% |
| Portfolio components: | ||||||||||||
OXY Occidental Petroleum Corporation | 1.07% | 0.83% | 0.14% | 4.83% | 8.01% | 5.67% | 4.87% | 5.21% | 5.63% | 4.62% | 3.55% | 3.82% |
MRNA Moderna, 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% |
TRGP Targa Resources Corp. | 2.01% | 1.94% | 0.80% | 4.82% | 9.79% | 12.14% | 9.72% | 9.03% | 19.42% | 4.09% | 3.86% | 4.90% |
TBLA Taboola.com 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% |
WE WeWork 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% |
Expense Ratio
The oil + 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 | |
|---|---|---|---|---|---|
OXY Occidental Petroleum Corporation | 0.04 | ||||
MRNA Moderna, Inc. | -0.44 | ||||
TRGP Targa Resources Corp. | 0.94 | ||||
TBLA Taboola.com Ltd. | 0.97 | ||||
WE WeWork Inc. | -0.59 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the oil +. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the oil + is 75.71%, recorded on Sep 8, 2023. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.71% | Oct 26, 2021 | 470 | Sep 8, 2023 | — | — | — |
| -11.98% | Aug 10, 2021 | 8 | Aug 19, 2021 | 41 | Oct 18, 2021 | 49 |
| -11.62% | Dec 14, 2020 | 13 | Dec 31, 2020 | 9 | Jan 14, 2021 | 22 |
| -11.21% | Feb 9, 2021 | 31 | Mar 24, 2021 | 15 | Apr 15, 2021 | 46 |
| -6.42% | Jul 2, 2021 | 11 | Jul 19, 2021 | 7 | Jul 28, 2021 | 18 |
Volatility Chart
The current oil + volatility is 25.83%, 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.