BLACK DIAMOND CAPITAL MANAGEMENT 13F
BLACK DIAMOND CAPITAL MANAGEMENT 13F
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Feb 10, 2015, corresponding to the inception date of VSTO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| BLACK DIAMOND CAPITAL MANAGEMENT 13F | 6.45% | 4.50% | 7.65% | 14.44% | 22.86% | N/A |
| Portfolio components: | ||||||
CPSS Consumer Portfolio Services, Inc. | 11.42% | 10.36% | 22.25% | 6.86% | 25.00% | 3.75% |
UBS UBS Group AG | 6.60% | -0.81% | 5.53% | 29.38% | 27.44% | N/A |
KVHI KVH Industries, Inc. | -5.13% | 3.96% | -1.19% | 5.72% | -14.48% | -8.86% |
CPHC Canterbury Park Holding Corporation | 1.04% | 8.15% | -12.35% | 5.62% | 11.70% | 10.27% |
VSTO Vista Outdoor Inc. | 49.17% | -0.09% | 27.52% | 68.68% | 36.51% | N/A |
BYD Boyd Gaming Corporation | 17.63% | 13.79% | 33.37% | 23.54% | 20.93% | 20.83% |
CVGI Commercial Vehicle Group, Inc. | -63.34% | -16.83% | -52.05% | -59.40% | -18.01% | -8.65% |
SIX Six Flags Entertainment Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
Monthly Returns
The table below presents the monthly returns of BLACK DIAMOND CAPITAL MANAGEMENT 13F, 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 | -1.28% | 0.12% | -3.32% | -0.07% | 3.86% | 2.75% | 0.20% | -6.24% | 4.90% | 2.09% | 6.45% | ||
| 2023 | 9.38% | 3.11% | -1.28% | -3.93% | 2.02% | 3.59% | 5.31% | -8.62% | -5.21% | -3.96% | 6.81% | 5.04% | 11.11% |
| 2022 | 0.07% | -0.11% | -0.54% | 2.83% | 4.83% | -12.95% | 8.08% | -3.40% | -18.95% | 3.22% | 20.11% | -0.24% | -2.35% |
| 2021 | 4.53% | 5.29% | -1.75% | 4.49% | 7.72% | -4.03% | 3.20% | 6.32% | -1.66% | 9.14% | 4.92% | 19.59% | 72.59% |
| 2020 | -0.78% | -2.89% | -32.92% | 43.27% | -1.83% | 9.20% | 4.98% | 7.48% | 1.76% | 5.02% | 12.41% | 5.49% | 41.94% |
| 2019 | 14.23% | 2.96% | -10.00% | 4.07% | -9.92% | 10.50% | -5.04% | -5.83% | 4.83% | 1.78% | 2.05% | -0.21% | 6.54% |
| 2018 | 6.71% | -8.61% | -3.00% | -4.62% | 6.25% | 1.86% | -4.36% | 5.53% | -1.29% | -5.90% | -3.89% | -12.22% | -22.76% |
| 2017 | -3.64% | 0.08% | -2.69% | 2.99% | -2.23% | 5.58% | 0.13% | -3.65% | 8.63% | -1.23% | 0.28% | 3.09% | 6.75% |
| 2016 | -7.97% | -3.97% | 2.38% | -0.45% | -0.54% | -3.87% | 7.57% | -3.46% | 5.20% | -2.15% | 12.31% | 1.26% | 4.69% |
| 2015 | 4.57% | 4.54% | -2.92% | 0.86% | 3.45% | 0.75% | -7.17% | -9.62% | 7.56% | -6.15% | 3.00% | -2.68% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BLACK DIAMOND CAPITAL MANAGEMENT 13F is 6, indicating that it is in the bottom 6% 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 | |
|---|---|---|---|---|---|
CPSS Consumer Portfolio Services, Inc. | 0.09 | 0.55 | 1.06 | 0.09 | 0.31 |
UBS UBS Group AG | 1.26 | 1.81 | 1.23 | 2.20 | 5.40 |
KVHI KVH Industries, Inc. | 0.23 | 0.62 | 1.07 | 0.12 | 0.82 |
CPHC Canterbury Park Holding Corporation | 0.06 | 0.58 | 1.09 | 0.06 | 0.16 |
VSTO Vista Outdoor Inc. | 2.37 | 3.81 | 1.47 | 1.34 | 21.74 |
BYD Boyd Gaming Corporation | 0.89 | 1.26 | 1.20 | 0.86 | 2.33 |
CVGI Commercial Vehicle Group, Inc. | -1.00 | -1.51 | 0.80 | -0.69 | -1.69 |
SIX Six Flags Entertainment Corporation | — | — | — | 0.00 | — |
Dividends
Dividend yield
BLACK DIAMOND CAPITAL MANAGEMENT 13F provided a 1.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 0.68% | 0.91% | 0.56% | 2.79% | 1.78% | 1.69% | 1.07% | 2.95% | 1.43% |
| Portfolio components: | ||||||||||
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% |
UBS UBS Group AG | 3.31% | 1.78% | 2.68% | 2.07% | 10.34% | 5.48% | 5.24% | 3.30% | 9.41% | 4.11% |
KVHI KVH Industries, Inc. | 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 | 1.37% | 1.37% | 1.12% | 0.00% | 0.00% | 2.26% | 2.01% | 1.42% | 3.48% | 2.44% |
VSTO Vista Outdoor Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BYD Boyd Gaming Corporation | 0.92% | 1.02% | 1.36% | 0.00% | 0.00% | 0.90% | 1.11% | 0.43% | 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% |
SIX Six Flags Entertainment Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.45% |
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 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 57.49%, occurring on Mar 18, 2020. Recovery took 142 trading sessions.
The current BLACK DIAMOND CAPITAL MANAGEMENT 13F drawdown is 2.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.49% | Jan 29, 2018 | 538 | Mar 18, 2020 | 142 | Oct 8, 2020 | 680 |
| -39.1% | Feb 10, 2022 | 171 | Oct 14, 2022 | 185 | Jul 13, 2023 | 356 |
| -31.04% | Jun 24, 2015 | 161 | Feb 11, 2016 | 489 | Jan 22, 2018 | 650 |
| -19.26% | Jul 14, 2023 | 70 | Oct 20, 2023 | 184 | Jul 17, 2024 | 254 |
| -15.31% | Jul 18, 2024 | 18 | Aug 12, 2024 | — | — | — |
Volatility
Volatility Chart
The current BLACK DIAMOND CAPITAL MANAGEMENT 13F volatility is 6.65%, 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
| SIX | CPHC | CPSS | VSTO | KVHI | CVGI | UBS | BYD | |
|---|---|---|---|---|---|---|---|---|
| SIX | 1.00 | -0.02 | 0.00 | 0.01 | 0.01 | 0.01 | -0.01 | 0.01 |
| CPHC | -0.02 | 1.00 | 0.05 | 0.01 | 0.07 | 0.04 | 0.05 | 0.08 |
| CPSS | 0.00 | 0.05 | 1.00 | 0.17 | 0.14 | 0.22 | 0.21 | 0.22 |
| VSTO | 0.01 | 0.01 | 0.17 | 1.00 | 0.19 | 0.24 | 0.27 | 0.32 |
| KVHI | 0.01 | 0.07 | 0.14 | 0.19 | 1.00 | 0.27 | 0.29 | 0.30 |
| CVGI | 0.01 | 0.04 | 0.22 | 0.24 | 0.27 | 1.00 | 0.35 | 0.35 |
| UBS | -0.01 | 0.05 | 0.21 | 0.27 | 0.29 | 0.35 | 1.00 | 0.44 |
| BYD | 0.01 | 0.08 | 0.22 | 0.32 | 0.30 | 0.35 | 0.44 | 1.00 |