Hypothetical - 7/15/24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 8.33% |
ALX Alexander's, Inc. | Real Estate | 8.33% |
AMGN Amgen Inc. | Healthcare | 8.33% |
CAT Caterpillar Inc. | Industrials | 8.33% |
CSWI CSW Industrials, Inc. | Industrials | 8.33% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 8.33% |
GD General Dynamics Corporation | 8.33% | |
GE General Electric Company | Industrials | 8.33% |
IRM Iron Mountain Incorporated | Real Estate | 8.33% |
PRU Prudential Financial, Inc. | Financial Services | 8.33% |
SPG Simon Property Group, Inc. | Real Estate | 8.33% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 8.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hypothetical - 7/15/24, 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 Oct 1, 2015, corresponding to the inception date of CSWI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Hypothetical - 7/15/24 | 36.25% | -2.11% | 11.18% | 54.08% | 22.99% | N/A |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | 13.95% | -12.23% | 5.81% | 27.91% | 19.02% | 14.98% |
CSWI CSW Industrials, Inc. | 100.51% | 5.28% | 68.53% | 131.39% | 41.58% | N/A |
ALX Alexander's, Inc. | 12.32% | -1.93% | 5.30% | 21.59% | -0.05% | -0.56% |
AMGN Amgen Inc. | 6.97% | -7.14% | -4.18% | 14.99% | 9.58% | 9.71% |
DPZ Domino's Pizza, Inc. | 7.69% | 2.68% | -14.53% | 16.44% | 10.57% | 18.28% |
GD General Dynamics Corporation | 23.38% | 4.03% | 7.65% | 29.26% | 13.66% | 10.69% |
GE General Electric Company | 81.10% | -4.71% | 12.65% | 97.26% | 26.80% | 5.45% |
IRM Iron Mountain Incorporated | 69.37% | -4.31% | 42.78% | 93.39% | 35.51% | 18.85% |
PRU Prudential Financial, Inc. | 24.96% | 0.07% | 7.07% | 39.28% | 11.53% | 8.59% |
SPG Simon Property Group, Inc. | 30.54% | 4.36% | 22.34% | 56.41% | 8.91% | 5.00% |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
CAT Caterpillar Inc. | 33.01% | -1.39% | 8.33% | 58.67% | 24.43% | 17.47% |
Monthly Returns
The table below presents the monthly returns of Hypothetical - 7/15/24, 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 | 2.02% | 7.66% | 8.27% | -2.34% | 3.98% | 1.56% | 6.34% | 1.32% | 4.77% | -2.77% | 36.25% | ||
| 2023 | 6.90% | -3.57% | -0.79% | -0.73% | -5.25% | 9.96% | 8.61% | 0.84% | -0.75% | -2.42% | 8.50% | 10.06% | 33.96% |
| 2022 | -3.59% | 0.49% | 3.87% | -8.18% | 1.27% | -7.41% | 8.43% | -0.95% | -11.19% | 16.55% | 6.03% | -4.37% | -2.33% |
| 2021 | 4.15% | 7.26% | 8.81% | 3.55% | 2.23% | -1.31% | 0.94% | 4.56% | -4.87% | 5.27% | -2.88% | 6.16% | 38.38% |
| 2020 | -3.42% | -5.30% | -17.39% | 10.86% | 4.54% | 1.93% | 1.10% | 5.04% | -1.79% | 0.15% | 18.02% | 2.71% | 13.01% |
| 2019 | 9.18% | 2.64% | -0.69% | 1.73% | -4.50% | 6.10% | -1.18% | -3.73% | 3.01% | 3.73% | 5.18% | 1.10% | 24.00% |
| 2018 | 2.74% | -3.04% | -2.11% | 0.08% | 2.95% | 1.51% | 1.81% | 2.85% | -1.08% | -10.40% | 4.03% | -7.34% | -8.75% |
| 2017 | 2.73% | 3.80% | -1.18% | 0.41% | -0.48% | 3.15% | -0.20% | 1.06% | 5.20% | -0.40% | 1.91% | -0.17% | 16.78% |
| 2016 | -5.55% | 2.05% | 5.82% | 2.98% | -0.94% | 2.21% | 6.23% | -0.83% | -0.17% | -5.16% | 9.39% | -0.87% | 15.02% |
| 2015 | 7.98% | -1.16% | -1.13% | 5.53% |
Expense Ratio
Hypothetical - 7/15/24 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 Hypothetical - 7/15/24 is 96, placing it in the top 4% 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 | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 1.19 | 1.53 | 1.26 | 1.66 | 5.32 |
CSWI CSW Industrials, Inc. | 4.63 | 5.20 | 1.70 | 9.29 | 46.22 |
ALX Alexander's, Inc. | 0.97 | 1.54 | 1.18 | 0.71 | 4.78 |
AMGN Amgen Inc. | 0.66 | 1.10 | 1.15 | 0.89 | 2.17 |
DPZ Domino's Pizza, Inc. | 0.68 | 1.05 | 1.16 | 0.57 | 1.55 |
GD General Dynamics Corporation | 1.88 | 2.70 | 1.35 | 4.65 | 14.54 |
GE General Electric Company | 3.42 | 3.91 | 1.58 | 2.84 | 28.87 |
IRM Iron Mountain Incorporated | 3.98 | 4.36 | 1.64 | 9.59 | 33.12 |
PRU Prudential Financial, Inc. | 1.95 | 2.41 | 1.37 | 2.54 | 9.79 |
SPG Simon Property Group, Inc. | 2.88 | 3.87 | 1.48 | 2.80 | 17.36 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
CAT Caterpillar Inc. | 2.36 | 3.11 | 1.41 | 3.96 | 9.17 |
Dividends
Dividend yield
Hypothetical - 7/15/24 provided a 2.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.70% | 3.01% | 3.26% | 2.81% | 3.63% | 3.28% | 3.58% | 2.89% | 2.88% | 2.95% | 2.43% | 2.25% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.64% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
CSWI CSW Industrials, Inc. | 0.21% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ALX Alexander's, Inc. | 8.12% | 8.43% | 8.18% | 6.92% | 6.49% | 5.45% | 5.91% | 4.29% | 3.75% | 3.64% | 2.97% | 3.33% |
AMGN Amgen Inc. | 2.95% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
DPZ Domino's Pizza, Inc. | 1.31% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
GD General Dynamics Corporation | 1.78% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
PRU Prudential Financial, Inc. | 4.11% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
SPG Simon Property Group, Inc. | 4.41% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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 Hypothetical - 7/15/24. 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 Hypothetical - 7/15/24 was 36.15%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Hypothetical - 7/15/24 drawdown is 2.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.15% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
| -20.32% | Aug 30, 2018 | 80 | Dec 24, 2018 | 214 | Oct 30, 2019 | 294 |
| -19.01% | Mar 30, 2022 | 128 | Sep 30, 2022 | 38 | Nov 23, 2022 | 166 |
| -13.94% | Nov 3, 2015 | 69 | Feb 11, 2016 | 42 | Apr 13, 2016 | 111 |
| -11.65% | Feb 3, 2023 | 78 | May 25, 2023 | 31 | Jul 12, 2023 | 109 |
Volatility
Volatility Chart
The current Hypothetical - 7/15/24 volatility is 3.74%, 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
| DPZ | ABBV | AMGN | WSM | ALX | CSWI | IRM | GE | SPG | GD | CAT | PRU | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DPZ | 1.00 | 0.15 | 0.21 | 0.22 | 0.14 | 0.20 | 0.20 | 0.14 | 0.16 | 0.19 | 0.19 | 0.15 |
| ABBV | 0.15 | 1.00 | 0.51 | 0.20 | 0.21 | 0.19 | 0.22 | 0.19 | 0.24 | 0.28 | 0.28 | 0.30 |
| AMGN | 0.21 | 0.51 | 1.00 | 0.22 | 0.24 | 0.22 | 0.24 | 0.22 | 0.23 | 0.32 | 0.31 | 0.32 |
| WSM | 0.22 | 0.20 | 0.22 | 1.00 | 0.25 | 0.34 | 0.28 | 0.28 | 0.37 | 0.26 | 0.35 | 0.37 |
| ALX | 0.14 | 0.21 | 0.24 | 0.25 | 1.00 | 0.32 | 0.37 | 0.27 | 0.46 | 0.31 | 0.30 | 0.34 |
| CSWI | 0.20 | 0.19 | 0.22 | 0.34 | 0.32 | 1.00 | 0.29 | 0.35 | 0.32 | 0.37 | 0.43 | 0.42 |
| IRM | 0.20 | 0.22 | 0.24 | 0.28 | 0.37 | 0.29 | 1.00 | 0.31 | 0.53 | 0.35 | 0.34 | 0.35 |
| GE | 0.14 | 0.19 | 0.22 | 0.28 | 0.27 | 0.35 | 0.31 | 1.00 | 0.39 | 0.40 | 0.49 | 0.51 |
| SPG | 0.16 | 0.24 | 0.23 | 0.37 | 0.46 | 0.32 | 0.53 | 0.39 | 1.00 | 0.33 | 0.37 | 0.44 |
| GD | 0.19 | 0.28 | 0.32 | 0.26 | 0.31 | 0.37 | 0.35 | 0.40 | 0.33 | 1.00 | 0.51 | 0.53 |
| CAT | 0.19 | 0.28 | 0.31 | 0.35 | 0.30 | 0.43 | 0.34 | 0.49 | 0.37 | 0.51 | 1.00 | 0.62 |
| PRU | 0.15 | 0.30 | 0.32 | 0.37 | 0.34 | 0.42 | 0.35 | 0.51 | 0.44 | 0.53 | 0.62 | 1.00 |