Midterm Investment
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSWI CSW Industrials, Inc. | Industrials | 11.11% |
DELL Dell Technologies Inc. | Technology | 11.11% |
HWM Howmet Aerospace Inc. | Industrials | 11.11% |
INSW International Seaways, Inc. | Energy | 11.11% |
NTRA Natera, Inc. | Healthcare | 11.11% |
NVT nVent Electric plc | Industrials | 11.11% |
ROAD Construction Partners, Inc. | Industrials | 11.11% |
VRT Vertiv Holdings Co. | Industrials | 11.11% |
VST Vistra Corp. | Utilities | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Midterm Investment , 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 Jul 30, 2018, corresponding to the inception date of VRT
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% |
| Midterm Investment | 103.39% | 7.73% | 24.31% | 121.93% | 44.39% | N/A |
| Portfolio components: | ||||||
DELL Dell Technologies Inc. | 78.44% | 7.21% | -7.47% | 87.15% | 38.68% | N/A |
HWM Howmet Aerospace Inc. | 109.84% | 9.04% | 37.40% | 120.30% | 37.19% | N/A |
VRT Vertiv Holdings Co. | 152.21% | 12.62% | 24.47% | 178.63% | 64.05% | N/A |
VST Vistra Corp. | 262.48% | 7.93% | 49.40% | 304.67% | 43.43% | N/A |
NTRA Natera, Inc. | 141.24% | 17.14% | 39.27% | 185.27% | 30.65% | N/A |
NVT nVent Electric plc | 26.54% | 1.06% | -7.57% | 40.57% | 28.04% | N/A |
CSWI CSW Industrials, Inc. | 97.24% | 3.65% | 68.19% | 135.11% | 41.08% | N/A |
ROAD Construction Partners, Inc. | 105.06% | 20.76% | 62.85% | 109.93% | 36.43% | N/A |
INSW International Seaways, Inc. | 2.24% | -12.12% | -28.64% | 1.91% | 18.75% | N/A |
Monthly Returns
The table below presents the monthly returns of Midterm Investment , 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 | 7.59% | 15.68% | 12.74% | 2.80% | 15.40% | -5.19% | 1.42% | 2.58% | 10.14% | 1.65% | 103.39% | ||
| 2023 | 5.21% | 8.40% | -2.01% | -0.49% | 3.43% | 16.29% | 2.74% | 13.07% | -0.84% | -0.96% | 11.45% | 7.65% | 83.10% |
| 2022 | -8.22% | 0.77% | -2.94% | -2.61% | 2.27% | -10.80% | 17.06% | 3.54% | -6.82% | 17.33% | 1.06% | -4.51% | 1.98% |
| 2021 | -0.14% | 6.48% | 4.07% | 3.94% | 1.46% | 3.23% | -0.09% | 2.92% | -3.32% | 5.19% | -6.27% | 2.69% | 21.25% |
| 2020 | -2.51% | -6.00% | -15.64% | 11.98% | 6.71% | 2.10% | -0.10% | 11.20% | 0.67% | -0.30% | 22.62% | 6.96% | 37.93% |
| 2019 | 8.77% | 5.41% | 4.96% | 4.54% | -2.01% | 6.64% | 0.41% | 1.37% | 2.33% | 8.18% | 3.58% | -0.23% | 53.10% |
| 2018 | 1.16% | 3.44% | -2.26% | -8.17% | 1.78% | -11.06% | -14.97% |
Expense Ratio
Midterm Investment 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 risk-adjusted rank of Midterm Investment is 94, placing it in the top 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 | |
|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 1.45 | 2.26 | 1.29 | 1.67 | 3.80 |
HWM Howmet Aerospace Inc. | 3.58 | 5.07 | 1.72 | 12.87 | 32.92 |
VRT Vertiv Holdings Co. | 3.35 | 3.29 | 1.44 | 4.86 | 13.94 |
VST Vistra Corp. | 5.59 | 4.69 | 1.64 | 8.57 | 23.08 |
NTRA Natera, Inc. | 4.29 | 4.89 | 1.63 | 3.26 | 43.88 |
NVT nVent Electric plc | 1.17 | 1.65 | 1.23 | 1.41 | 3.43 |
CSWI CSW Industrials, Inc. | 4.13 | 4.77 | 1.63 | 8.19 | 41.42 |
ROAD Construction Partners, Inc. | 2.60 | 3.21 | 1.40 | 7.62 | 16.88 |
INSW International Seaways, Inc. | -0.01 | 0.20 | 1.02 | -0.01 | -0.02 |
Dividends
Dividend yield
Midterm Investment provided a 1.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 2.19% | 1.35% | 1.60% | 0.87% | 0.65% | 0.33% | 0.10% | 1.72% |
| Portfolio components: | |||||||||
DELL Dell Technologies Inc. | 1.27% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HWM Howmet Aerospace Inc. | 0.23% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 0.49% |
VRT Vertiv Holdings Co. | 0.08% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% |
VST Vistra Corp. | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% |
NTRA Natera, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVT nVent Electric plc | 1.03% | 1.18% | 1.82% | 1.84% | 3.01% | 2.74% | 1.56% | 0.00% | 0.00% |
CSWI CSW Industrials, Inc. | 0.21% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 0.00% | 0.00% | 0.00% |
ROAD Construction Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INSW International Seaways, Inc. | 13.65% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Midterm Investment . 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 Midterm Investment was 41.86%, occurring on Mar 18, 2020. Recovery took 100 trading sessions.
The current Midterm Investment drawdown is 2.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.86% | Feb 20, 2020 | 20 | Mar 18, 2020 | 100 | Aug 10, 2020 | 120 |
| -29% | Nov 8, 2021 | 165 | Jul 6, 2022 | 146 | Feb 2, 2023 | 311 |
| -23.58% | Aug 27, 2018 | 83 | Dec 24, 2018 | 73 | Apr 10, 2019 | 156 |
| -18.82% | May 29, 2024 | 49 | Aug 7, 2024 | 30 | Sep 19, 2024 | 79 |
| -10.36% | Mar 9, 2023 | 21 | Apr 6, 2023 | 35 | May 26, 2023 | 56 |
Volatility
Volatility Chart
The current Midterm Investment volatility is 9.30%, 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
| INSW | NTRA | VST | ROAD | VRT | DELL | CSWI | HWM | NVT | |
|---|---|---|---|---|---|---|---|---|---|
| INSW | 1.00 | 0.11 | 0.20 | 0.19 | 0.16 | 0.22 | 0.21 | 0.33 | 0.28 |
| NTRA | 0.11 | 1.00 | 0.24 | 0.23 | 0.33 | 0.25 | 0.26 | 0.25 | 0.25 |
| VST | 0.20 | 0.24 | 1.00 | 0.27 | 0.29 | 0.30 | 0.33 | 0.38 | 0.40 |
| ROAD | 0.19 | 0.23 | 0.27 | 1.00 | 0.33 | 0.31 | 0.39 | 0.38 | 0.45 |
| VRT | 0.16 | 0.33 | 0.29 | 0.33 | 1.00 | 0.41 | 0.30 | 0.37 | 0.47 |
| DELL | 0.22 | 0.25 | 0.30 | 0.31 | 0.41 | 1.00 | 0.39 | 0.43 | 0.48 |
| CSWI | 0.21 | 0.26 | 0.33 | 0.39 | 0.30 | 0.39 | 1.00 | 0.44 | 0.53 |
| HWM | 0.33 | 0.25 | 0.38 | 0.38 | 0.37 | 0.43 | 0.44 | 1.00 | 0.57 |
| NVT | 0.28 | 0.25 | 0.40 | 0.45 | 0.47 | 0.48 | 0.53 | 0.57 | 1.00 |