2024H2 IIM Basic Equity Portfolio Model - Unoptimized
IIM Think Tank Basic Equity Portfolio Model = Basic Alpha via Stock Picking (Starting Positions) Stock Picks based on propriety Algo, with the aim to beat SPX returns and Sharpe ratio in the long term. It does not seek Alpha maximization. Stock Picks, Position Sizing & Re-balancing (buy, sell and hold signals) are based on proprietary IIM macro-quant-mental algorithm. This portfolio ignores flawed industry and academic theory such as DCF valuations, diversification, and volatility. Instead its Algo focuses on real-money USD return over the long term. Unoptimized = Presents major risks to buy & hold investors + Lacks active risk-management necessary to preserve capital against major tail risks and asset rotations. IIM internal portfolio is re-balanced and composition changes based on R Algo signals. Not an Investment advice. Past performance not equal future performance. If you decide to use this portfolio model in your research or investment, please cite and credit IIM Think Tank with a hyperlink (see below). If you are a CIO or an institutional investor planning to allocate real money to this model, customize (optimize) it, or explore the potential risks and opportunities of this portfolio,, or need active management support and signals, then please contact: https://www.iim.education/think-tank/investment/ Lead Researcher & Portfolio Model Manager https://www.medjones.com/investment/
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.09% |
BHP BHP Group | Basic Materials | 9.09% |
GE General Electric Company | Industrials | 9.09% |
GOOGL Alphabet Inc Class A | Communication Services | 9.09% |
JPM JPMorgan Chase & Co. | Financial Services | 9.09% |
LIN Linde plc | Basic Materials | 9.09% |
LLY Eli Lilly and Company | Healthcare | 9.09% |
MSFT Microsoft Corporation | Technology | 9.09% |
NEE NextEra Energy, Inc. | Utilities | 9.09% |
PLD Prologis, Inc. | Real Estate | 9.09% |
WMT Walmart Inc. | Consumer Defensive | 9.09% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of May 18, 2025, the 2024H2 IIM Basic Equity Portfolio Model - Unoptimized returned 7.12% Year-To-Date and 20.42% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| 2024H2 IIM Basic Equity Portfolio Model - Unoptimized | 7.12% | 10.85% | 7.42% | 14.12% | 23.94% | 20.42% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc Class A | -12.11% | 9.94% | -3.43% | -5.15% | 19.31% | 19.77% |
MSFT Microsoft Corporation | 8.19% | 23.74% | 10.10% | 8.93% | 20.86% | 27.20% |
AMZN Amazon.com, Inc. | -6.29% | 19.11% | 1.47% | 11.31% | 11.16% | 25.59% |
LLY Eli Lilly and Company | -1.52% | -9.65% | 1.88% | -0.96% | 38.57% | 28.68% |
JPM JPMorgan Chase & Co. | 12.89% | 15.35% | 10.31% | 33.68% | 27.83% | 18.19% |
WMT Walmart Inc. | 9.29% | 5.64% | 17.47% | 53.52% | 19.98% | 16.81% |
LIN Linde plc | 9.70% | 1.25% | 2.58% | 7.17% | 20.73% | 16.37% |
GE General Electric Company | 39.22% | 27.50% | 31.46% | 45.93% | 50.18% | 7.32% |
NEE NextEra Energy, Inc. | 5.48% | 13.11% | -0.30% | 1.35% | 7.55% | 14.27% |
PLD Prologis, Inc. | 5.52% | 8.28% | -0.81% | 2.53% | 7.77% | 13.79% |
BHP BHP Group | 5.52% | 8.65% | -0.60% | -13.80% | 12.44% | 8.68% |
Monthly Returns
The table below presents the monthly returns of 2024H2 IIM Basic Equity Portfolio Model - Unoptimized, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.48% | -0.89% | -5.72% | 0.62% | 6.00% | 7.12% | |||||||
| 2024 | 0.96% | 6.69% | 5.44% | -1.68% | 6.57% | 1.69% | 0.79% | 3.92% | 2.40% | -3.83% | 3.96% | -2.76% | 26.17% |
| 2023 | 7.31% | -3.30% | 7.08% | 3.37% | 2.71% | 5.21% | 2.91% | 0.14% | -4.36% | 0.13% | 7.73% | 4.89% | 38.42% |
| 2022 | -6.39% | -0.67% | 6.60% | -9.95% | -0.49% | -7.42% | 8.88% | -3.72% | -7.92% | 6.53% | 9.30% | -4.55% | -11.77% |
| 2021 | 2.95% | 2.79% | 2.18% | 5.00% | 1.68% | 1.99% | 3.73% | 3.21% | -6.20% | 8.20% | -1.38% | 4.66% | 32.04% |
| 2020 | 3.38% | -8.39% | -6.70% | 8.39% | 4.24% | 3.36% | 5.86% | 4.21% | -3.77% | 0.16% | 12.51% | 5.11% | 29.73% |
| 2019 | 9.85% | 3.25% | 2.36% | 3.65% | -3.79% | 6.49% | 0.62% | -2.24% | 3.08% | 3.14% | 4.31% | 3.39% | 39.04% |
| 2018 | 6.02% | -5.07% | -1.61% | 2.82% | 2.36% | 1.11% | 5.68% | 2.02% | -0.51% | -4.37% | -0.02% | -4.91% | 2.77% |
| 2017 | 2.12% | 2.68% | 0.75% | 2.60% | 2.15% | 0.53% | 3.12% | 0.93% | 0.73% | 3.90% | 3.04% | 1.20% | 26.43% |
| 2016 | -4.31% | -2.41% | 8.20% | 2.40% | 1.34% | 1.75% | 4.91% | 0.12% | 2.50% | -0.81% | 0.43% | 2.40% | 17.17% |
| 2015 | -1.21% | 4.30% | -2.32% | 3.69% | 0.23% | -2.05% | 5.52% | -5.23% | -0.97% | 8.31% | 0.67% | 1.04% | 11.79% |
| 2014 | -1.45% | 3.77% | 0.59% | -0.54% | 0.60% | 1.72% | -1.56% | 3.09% | -2.09% | 1.10% | 2.30% | -1.39% | 6.08% |
Expense Ratio
2024H2 IIM Basic Equity Portfolio Model - Unoptimized has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2024H2 IIM Basic Equity Portfolio Model - Unoptimized is 59, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | -0.13 | 0.13 | 1.02 | -0.07 | -0.14 |
MSFT Microsoft Corporation | 0.34 | 0.75 | 1.10 | 0.43 | 0.94 |
AMZN Amazon.com, Inc. | 0.35 | 0.65 | 1.08 | 0.32 | 0.85 |
LLY Eli Lilly and Company | -0.03 | 0.27 | 1.04 | -0.00 | -0.00 |
JPM JPMorgan Chase & Co. | 1.23 | 1.80 | 1.26 | 1.47 | 4.91 |
WMT Walmart Inc. | 2.31 | 3.50 | 1.49 | 3.00 | 9.91 |
LIN Linde plc | 0.43 | 0.68 | 1.09 | 0.49 | 1.21 |
GE General Electric Company | 1.32 | 1.79 | 1.27 | 2.15 | 6.68 |
NEE NextEra Energy, Inc. | 0.03 | 0.30 | 1.04 | 0.09 | 0.18 |
PLD Prologis, Inc. | 0.11 | 0.47 | 1.06 | 0.13 | 0.48 |
BHP BHP Group | -0.41 | -0.30 | 0.96 | -0.27 | -0.63 |
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Dividends
Dividend yield
2024H2 IIM Basic Equity Portfolio Model - Unoptimized provided a 1.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.73% | 1.59% | 2.12% | 1.86% | 1.52% | 2.03% | 2.38% | 2.18% | 2.13% | 2.91% | 2.41% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc Class A | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AMZN Amazon.com, 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% |
LLY Eli Lilly and Company | 0.74% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
JPM JPMorgan Chase & Co. | 1.89% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
WMT Walmart Inc. | 0.90% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
LIN Linde plc | 1.24% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
GE General Electric Company | 0.52% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
NEE NextEra Energy, Inc. | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
PLD Prologis, Inc. | 3.52% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% |
BHP BHP Group | 4.91% | 5.98% | 4.98% | 9.95% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2024H2 IIM Basic Equity Portfolio Model - Unoptimized. 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 2024H2 IIM Basic Equity Portfolio Model - Unoptimized was 51.61%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.
The current 2024H2 IIM Basic Equity Portfolio Model - Unoptimized drawdown is 1.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.61% | Nov 1, 2007 | 267 | Nov 20, 2008 | 492 | Nov 4, 2010 | 759 |
| -29.34% | Feb 19, 2020 | 24 | Mar 23, 2020 | 78 | Jul 14, 2020 | 102 |
| -21.65% | Mar 31, 2022 | 135 | Oct 12, 2022 | 135 | Apr 27, 2023 | 270 |
| -18.25% | Feb 7, 2025 | 42 | Apr 8, 2025 | — | — | — |
| -16.72% | Jul 25, 2011 | 50 | Oct 3, 2011 | 74 | Jan 19, 2012 | 124 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | NEE | WMT | LLY | BHP | AMZN | GE | PLD | GOOGL | JPM | LIN | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.44 | 0.45 | 0.49 | 0.59 | 0.61 | 0.62 | 0.60 | 0.63 | 0.69 | 0.67 | 0.69 | 0.91 |
| NEE | 0.44 | 1.00 | 0.31 | 0.30 | 0.25 | 0.22 | 0.25 | 0.42 | 0.24 | 0.25 | 0.33 | 0.30 | 0.48 |
| WMT | 0.45 | 0.31 | 1.00 | 0.32 | 0.23 | 0.29 | 0.30 | 0.34 | 0.27 | 0.31 | 0.32 | 0.33 | 0.49 |
| LLY | 0.49 | 0.30 | 0.32 | 1.00 | 0.27 | 0.29 | 0.32 | 0.33 | 0.29 | 0.33 | 0.34 | 0.36 | 0.53 |
| BHP | 0.59 | 0.25 | 0.23 | 0.27 | 1.00 | 0.33 | 0.41 | 0.37 | 0.35 | 0.43 | 0.50 | 0.37 | 0.64 |
| AMZN | 0.61 | 0.22 | 0.29 | 0.29 | 0.33 | 1.00 | 0.33 | 0.35 | 0.58 | 0.35 | 0.38 | 0.55 | 0.66 |
| GE | 0.62 | 0.25 | 0.30 | 0.32 | 0.41 | 0.33 | 1.00 | 0.39 | 0.35 | 0.56 | 0.46 | 0.37 | 0.65 |
| PLD | 0.60 | 0.42 | 0.34 | 0.33 | 0.37 | 0.35 | 0.39 | 1.00 | 0.35 | 0.45 | 0.44 | 0.40 | 0.65 |
| GOOGL | 0.63 | 0.24 | 0.27 | 0.29 | 0.35 | 0.58 | 0.35 | 0.35 | 1.00 | 0.39 | 0.41 | 0.56 | 0.67 |
| JPM | 0.69 | 0.25 | 0.31 | 0.33 | 0.43 | 0.35 | 0.56 | 0.45 | 0.39 | 1.00 | 0.48 | 0.40 | 0.67 |
| LIN | 0.67 | 0.33 | 0.32 | 0.34 | 0.50 | 0.38 | 0.46 | 0.44 | 0.41 | 0.48 | 1.00 | 0.45 | 0.68 |
| MSFT | 0.69 | 0.30 | 0.33 | 0.36 | 0.37 | 0.55 | 0.37 | 0.40 | 0.56 | 0.40 | 0.45 | 1.00 | 0.69 |
| Portfolio | 0.91 | 0.48 | 0.49 | 0.53 | 0.64 | 0.66 | 0.65 | 0.65 | 0.67 | 0.67 | 0.68 | 0.69 | 1.00 |