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BLACK DIAMOND CAPITAL MANAGEMENT 13F

Last updated Mar 2, 2024

BLACK DIAMOND CAPITAL MANAGEMENT 13F

Asset Allocation


CPSS 33%UBS 27%KVHI 12%CPHC 11.7%VSTO 6.3%BYD 4%CVGI 4%SIX 2%EquityEquity
PositionCategory/SectorWeight
CPSS
Consumer Portfolio Services, Inc.
Financial Services

33%

UBS
UBS Group AG
Financial Services

27%

KVHI
KVH Industries, Inc.
Technology

12%

CPHC
Canterbury Park Holding Corporation
Consumer Cyclical

11.70%

VSTO
Vista Outdoor Inc.
Consumer Cyclical

6.30%

BYD
Boyd Gaming Corporation
Consumer Cyclical

4%

CVGI
Commercial Vehicle Group, Inc.
Consumer Cyclical

4%

SIX
Six Flags Entertainment Corporation
Consumer Cyclical

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in BLACK DIAMOND CAPITAL MANAGEMENT 13F, 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


100.00%110.00%120.00%130.00%140.00%150.00%OctoberNovemberDecember2024FebruaryMarch
142.18%
154.15%
BLACK DIAMOND CAPITAL MANAGEMENT 13F
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 29, 2015, corresponding to the inception date of VSTO

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
BLACK DIAMOND CAPITAL MANAGEMENT 13F-1.60%-0.05%1.08%-5.33%19.78%N/A
CPSS
Consumer Portfolio Services, Inc.
-8.11%-2.27%-8.50%-24.34%16.86%0.76%
UBS
UBS Group AG
-6.31%-2.98%9.91%34.33%25.22%N/A
KVHI
KVH Industries, Inc.
-10.27%-1.26%-12.27%-52.94%-15.14%-9.65%
CPHC
Canterbury Park Holding Corporation
28.83%7.74%23.78%2.13%14.49%12.61%
VSTO
Vista Outdoor Inc.
12.38%9.45%13.22%14.55%30.43%N/A
BYD
Boyd Gaming Corporation
3.63%1.19%-3.57%-0.45%18.58%19.51%
CVGI
Commercial Vehicle Group, Inc.
-4.42%1.82%-26.70%-20.71%-3.47%-2.97%
SIX
Six Flags Entertainment Corporation
4.03%0.89%9.76%-14.18%-11.93%-1.61%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.27%-0.12%
2023-8.70%-5.18%-4.27%7.27%5.05%

Sharpe Ratio

The current BLACK DIAMOND CAPITAL MANAGEMENT 13F Sharpe ratio is -0.16. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

0.002.004.00-0.16

The Sharpe ratio of BLACK DIAMOND CAPITAL MANAGEMENT 13F is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
-0.16
2.44
BLACK DIAMOND CAPITAL MANAGEMENT 13F
Benchmark (^GSPC)
Portfolio components

Dividend yield

BLACK DIAMOND CAPITAL MANAGEMENT 13F granted a 0.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BLACK DIAMOND CAPITAL MANAGEMENT 13F0.68%0.68%0.91%0.56%2.80%1.92%1.81%1.14%1.99%1.46%0.09%0.10%
CPSS
Consumer Portfolio Services, 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%
UBS
UBS Group AG
1.91%1.79%2.68%2.07%10.31%5.47%5.24%3.27%5.58%4.10%0.00%0.00%
KVHI
KVH Industries, 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%
CPHC
Canterbury Park Holding Corporation
1.06%1.37%1.12%0.00%0.00%2.26%2.01%1.42%3.48%2.38%0.00%0.00%
VSTO
Vista Outdoor 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%
BYD
Boyd Gaming Corporation
0.99%1.02%1.36%0.00%0.00%0.90%1.11%0.43%0.00%0.00%0.00%0.00%
CVGI
Commercial Vehicle Group, 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%
SIX
Six Flags Entertainment Corporation
0.00%0.00%0.00%0.00%0.73%7.29%5.68%3.94%3.97%3.90%4.47%4.94%

Expense Ratio

The BLACK DIAMOND CAPITAL MANAGEMENT 13F 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
BLACK DIAMOND CAPITAL MANAGEMENT 13F
-0.16
CPSS
Consumer Portfolio Services, Inc.
-0.44
UBS
UBS Group AG
1.19
KVHI
KVH Industries, Inc.
-1.03
CPHC
Canterbury Park Holding Corporation
0.04
VSTO
Vista Outdoor Inc.
0.38
BYD
Boyd Gaming Corporation
0.03
CVGI
Commercial Vehicle Group, Inc.
-0.35
SIX
Six Flags Entertainment Corporation
-0.06

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

CPHCCPSSVSTOKVHICVGISIXUBSBYD
CPHC1.000.050.000.060.040.070.060.07
CPSS0.051.000.170.140.220.220.230.22
VSTO0.000.171.000.200.240.260.270.32
KVHI0.060.140.201.000.280.240.310.30
CVGI0.040.220.240.281.000.260.360.36
SIX0.070.220.260.240.261.000.360.45
UBS0.060.230.270.310.360.361.000.45
BYD0.070.220.320.300.360.450.451.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-8.88%
0
BLACK DIAMOND CAPITAL MANAGEMENT 13F
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BLACK DIAMOND CAPITAL MANAGEMENT 13F. 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 BLACK DIAMOND CAPITAL MANAGEMENT 13F was 58.91%, occurring on Mar 18, 2020. Recovery took 174 trading sessions.

The current BLACK DIAMOND CAPITAL MANAGEMENT 13F drawdown is 8.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.91%Jan 29, 2018538Mar 18, 2020174Nov 23, 2020712
-39.91%Feb 10, 2022171Oct 14, 2022185Jul 13, 2023356
-32.08%Jun 24, 2015161Feb 11, 2016490Jan 23, 2018651
-19.73%Jul 14, 202370Oct 20, 2023
-9.28%Jun 2, 202126Jul 8, 202124Aug 11, 202150

Volatility Chart

The current BLACK DIAMOND CAPITAL MANAGEMENT 13F volatility is 7.70%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
7.70%
3.47%
BLACK DIAMOND CAPITAL MANAGEMENT 13F
Benchmark (^GSPC)
Portfolio components
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