Automotive
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | Consumer Cyclical | 10% |
F Ford Motor Company | Consumer Cyclical | 15% |
GM General Motors Company | Consumer Cyclical | 20% |
HMC Honda Motor Co., Ltd. | Consumer Cyclical | 10% |
MBG.DE Mercedes-Benz Group AG | Consumer Cyclical | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
VOW.DE Volkswagen AG | Consumer Cyclical | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Automotive, 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 17, 2010, corresponding to the inception date of GM
Returns By Period
As of Aug 28, 2024, the Automotive returned 4.92% Year-To-Date and 11.71% 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 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
| Automotive | 4.92% | 1.64% | 0.05% | 7.33% | 25.73% | 11.71% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | -15.80% | -4.82% | 4.75% | -12.40% | 67.81% | 27.05% |
GM General Motors Company | 37.88% | 11.63% | 23.26% | 50.37% | 6.91% | 6.12% |
F Ford Motor Company | -3.53% | 1.10% | -4.58% | 0.34% | 8.54% | 0.54% |
VOW.DE Volkswagen AG | -4.12% | -1.96% | -19.63% | -12.09% | 1.07% | -1.68% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -9.46% | -0.27% | -13.76% | -3.63% | 13.48% | 2.91% |
HMC Honda Motor Co., Ltd. | 6.15% | 4.19% | -6.92% | 4.68% | 9.63% | 2.85% |
MBG.DE Mercedes-Benz Group AG | 9.30% | 2.25% | -3.58% | 3.45% | 18.65% | 6.11% |
Monthly Returns
The table below presents the monthly returns of Automotive, 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 | -2.37% | 9.22% | 1.03% | -3.82% | 0.88% | -0.36% | -0.43% | 4.92% | |||||
| 2023 | 19.01% | 4.75% | -0.12% | -6.95% | 5.02% | 17.77% | -1.66% | -7.97% | -1.82% | -15.16% | 11.28% | 7.61% | 29.35% |
| 2022 | -3.83% | -7.04% | -1.22% | -11.85% | 0.15% | -14.84% | 16.60% | -1.41% | -13.32% | 8.31% | 4.80% | -13.02% | -34.67% |
| 2021 | 8.84% | 2.19% | 15.93% | -1.72% | 5.07% | 0.72% | -1.65% | -3.71% | 3.50% | 14.57% | 0.48% | 0.75% | 52.45% |
| 2020 | 4.22% | -6.40% | -23.91% | 17.73% | 9.69% | 9.26% | 8.19% | 28.05% | -5.46% | 1.66% | 27.19% | 5.83% | 87.68% |
| 2019 | 8.71% | 0.70% | -5.85% | 5.13% | -13.51% | 11.10% | 0.65% | -6.67% | 4.83% | 9.73% | 1.95% | 7.64% | 23.46% |
| 2018 | 5.48% | -5.18% | -5.86% | 3.22% | -0.38% | -1.71% | -1.92% | -3.74% | -3.24% | 5.03% | 0.38% | -8.05% | -15.73% |
| 2017 | 6.73% | -0.72% | 1.37% | 3.62% | 0.41% | 1.89% | -1.21% | 2.09% | 6.75% | 3.73% | 1.47% | -0.24% | 28.73% |
| 2016 | -16.47% | 0.99% | 10.29% | 2.37% | -2.52% | -9.14% | 10.24% | -0.43% | -1.87% | 0.27% | -0.97% | 5.85% | -4.49% |
| 2015 | -1.61% | 8.72% | -0.68% | 2.50% | 1.43% | -1.24% | -3.55% | -7.24% | -6.51% | 8.95% | 4.08% | -0.89% | 2.55% |
| 2014 | -2.23% | 11.07% | -4.05% | 0.96% | 1.60% | 4.61% | -6.16% | 3.93% | -8.19% | -1.19% | 5.29% | -2.10% | 1.96% |
| 2013 | 4.12% | -4.83% | 0.43% | 14.19% | 27.42% | 1.07% | 13.14% | 3.07% | 8.70% | 0.08% | -0.62% | 3.41% | 90.81% |
Expense Ratio
Automotive 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 Automotive is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.34 | -0.17 | 0.98 | -0.28 | -0.70 |
GM General Motors Company | 1.62 | 2.33 | 1.30 | 0.84 | 6.42 |
F Ford Motor Company | -0.03 | 0.21 | 1.03 | -0.02 | -0.10 |
VOW.DE Volkswagen AG | -0.26 | -0.20 | 0.98 | -0.11 | -0.55 |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | -0.12 | -0.00 | 1.00 | -0.10 | -0.24 |
HMC Honda Motor Co., Ltd. | 0.05 | 0.23 | 1.03 | 0.05 | 0.11 |
MBG.DE Mercedes-Benz Group AG | 0.25 | 0.48 | 1.06 | 0.18 | 0.59 |
Dividends
Dividend yield
Automotive granted a 4.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Automotive | 4.31% | 4.84% | 5.33% | 1.03% | 2.18% | 3.71% | 4.55% | 2.96% | 3.39% | 2.96% | 2.63% | 1.77% |
| Portfolio components: | ||||||||||||
TSLA Tesla, 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% |
GM General Motors Company | 0.85% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
F Ford Motor Company | 6.98% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
VOW.DE Volkswagen AG | 8.59% | 7.34% | 17.99% | 1.86% | 6.64% | 2.77% | 2.80% | 1.19% | 0.08% | 3.37% | 2.22% | 1.78% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 7.08% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
HMC Honda Motor Co., Ltd. | 2.58% | 3.30% | 4.11% | 2.74% | 2.23% | 2.90% | 3.19% | 3.02% | 5.37% | 3.30% | 4.39% | 4.38% |
MBG.DE Mercedes-Benz Group AG | 8.42% | 8.31% | 8.14% | 2.00% | 1.87% | 7.91% | 9.56% | 5.52% | 5.53% | 3.80% | 3.92% | 4.21% |
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 Automotive. 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 Automotive was 49.24%, occurring on Mar 18, 2020. Recovery took 84 trading sessions.
The current Automotive drawdown is 18.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.24% | Feb 5, 2020 | 31 | Mar 18, 2020 | 84 | Jul 15, 2020 | 115 |
| -42.26% | Jan 5, 2022 | 254 | Dec 28, 2022 | — | — | — |
| -32.43% | Jul 8, 2011 | 63 | Oct 4, 2011 | 321 | Dec 31, 2012 | 384 |
| -32.11% | Jun 24, 2015 | 167 | Feb 11, 2016 | 372 | Jul 20, 2017 | 539 |
| -26.99% | Jan 17, 2018 | 354 | May 31, 2019 | 159 | Jan 13, 2020 | 513 |
Volatility
Volatility Chart
The current Automotive volatility is 9.09%, 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
| TSLA | HMC | GM | F | VOW.DE | MBG.DE | BMW.DE | |
|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.25 | 0.31 | 0.31 | 0.23 | 0.23 | 0.24 |
| HMC | 0.25 | 1.00 | 0.48 | 0.47 | 0.37 | 0.39 | 0.40 |
| GM | 0.31 | 0.48 | 1.00 | 0.75 | 0.38 | 0.41 | 0.40 |
| F | 0.31 | 0.47 | 0.75 | 1.00 | 0.40 | 0.43 | 0.41 |
| VOW.DE | 0.23 | 0.37 | 0.38 | 0.40 | 1.00 | 0.72 | 0.75 |
| MBG.DE | 0.23 | 0.39 | 0.41 | 0.43 | 0.72 | 1.00 | 0.83 |
| BMW.DE | 0.24 | 0.40 | 0.40 | 0.41 | 0.75 | 0.83 | 1.00 |