composti portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CALM Cal-Maine Foods, Inc. | Consumer Defensive | 14.29% |
CROX Crocs, Inc. | Consumer Cyclical | 14.29% |
LNG Cheniere Energy, Inc. | Energy | 14.29% |
MLI Mueller Industries, Inc. | Industrials | 14.29% |
NEU NewMarket Corporation | Basic Materials | 14.29% |
PBF PBF Energy Inc. | Energy | 14.29% |
UTHR United Therapeutics Corporation | Healthcare | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in composti portfolio, 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 Dec 13, 2012, corresponding to the inception date of PBF
Returns By Period
As of Nov 13, 2024, the composti portfolio returned 36.91% Year-To-Date and 20.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| composti portfolio | 36.91% | 3.82% | 17.55% | 49.97% | 32.44% | 20.00% |
| Portfolio components: | ||||||
LNG Cheniere Energy, Inc. | 26.71% | 12.46% | 36.66% | 26.56% | 29.42% | 11.93% |
CALM Cal-Maine Foods, Inc. | 68.72% | 3.84% | 62.18% | 95.57% | 20.01% | 10.98% |
MLI Mueller Industries, Inc. | 100.28% | 28.29% | 58.09% | 145.35% | 45.10% | 21.81% |
UTHR United Therapeutics Corporation | 82.30% | 11.91% | 48.59% | 77.90% | 35.06% | 12.35% |
PBF PBF Energy Inc. | -30.31% | -9.14% | -36.94% | -30.64% | -1.16% | 3.76% |
NEU NewMarket Corporation | 2.68% | 5.30% | 0.60% | 12.20% | 4.13% | 5.76% |
CROX Crocs, Inc. | 9.17% | -26.92% | -29.82% | 31.98% | 23.16% | 23.37% |
Monthly Returns
The table below presents the monthly returns of composti portfolio, 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 | 2.55% | 5.57% | 7.90% | -5.63% | 6.82% | 2.06% | 4.86% | 2.57% | -1.32% | 0.30% | 36.91% | ||
| 2023 | 5.91% | 1.99% | 1.47% | -4.75% | -3.10% | 6.33% | 5.10% | -1.71% | 1.08% | -1.56% | 8.37% | 1.00% | 21.03% |
| 2022 | -0.42% | 1.93% | 12.73% | 0.18% | 3.46% | -3.90% | 15.38% | 0.31% | -0.58% | 7.97% | 9.37% | -3.23% | 49.85% |
| 2021 | 6.08% | 15.58% | 1.88% | 7.28% | 1.69% | 0.42% | -4.37% | 7.81% | 0.45% | 8.88% | -1.29% | 0.91% | 53.69% |
| 2020 | -6.97% | -10.13% | -17.93% | 23.58% | 3.92% | 5.06% | -3.69% | 0.83% | -8.23% | 7.66% | 12.85% | 5.41% | 5.66% |
| 2019 | 6.81% | 3.29% | -1.07% | -2.89% | -14.12% | 7.20% | 0.69% | -2.47% | 6.89% | 9.48% | 1.38% | 2.58% | 16.62% |
| 2018 | -2.96% | -6.94% | 6.68% | 3.81% | 8.91% | -2.03% | 4.56% | 5.13% | -0.44% | -9.39% | 5.97% | -6.07% | 5.32% |
| 2017 | 2.15% | -2.44% | -3.25% | -3.20% | -2.00% | 6.72% | -0.46% | -0.48% | 7.62% | 2.58% | 7.06% | 5.34% | 20.40% |
| 2016 | -7.44% | 2.12% | 1.96% | 0.09% | -3.14% | 2.35% | 3.53% | -1.11% | -3.73% | -5.12% | 7.27% | 6.87% | 2.52% |
| 2015 | -0.75% | 9.10% | 4.67% | -0.93% | 8.50% | -3.66% | 0.34% | -5.57% | -8.90% | 5.14% | 4.78% | -10.13% | 0.33% |
| 2014 | -6.52% | 3.68% | 4.67% | 1.69% | 5.95% | -1.49% | -0.31% | 9.74% | -2.38% | 1.61% | 1.62% | -1.31% | 17.16% |
| 2013 | 5.83% | 5.31% | 3.64% | 0.47% | 3.30% | -4.10% | 1.25% | -3.50% | 7.59% | 8.26% | 5.73% | 10.22% | 52.47% |
Expense Ratio
composti portfolio 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 composti portfolio is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
LNG Cheniere Energy, Inc. | 1.35 | 2.03 | 1.24 | 1.68 | 3.01 |
CALM Cal-Maine Foods, Inc. | 3.55 | 4.82 | 1.61 | 4.38 | 26.04 |
MLI Mueller Industries, Inc. | 4.35 | 5.59 | 1.69 | 12.97 | 45.11 |
UTHR United Therapeutics Corporation | 2.81 | 3.58 | 1.51 | 3.14 | 10.35 |
PBF PBF Energy Inc. | -0.77 | -0.99 | 0.89 | -0.57 | -1.05 |
NEU NewMarket Corporation | 0.53 | 0.94 | 1.12 | 0.59 | 1.05 |
CROX Crocs, Inc. | 0.67 | 1.29 | 1.16 | 0.61 | 2.51 |
Dividends
Dividend yield
composti portfolio provided a 1.54% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.54% | 1.90% | 1.40% | 0.52% | 1.04% | 1.08% | 1.16% | 2.11% | 1.35% | 1.43% | 1.26% | 0.98% |
| Portfolio components: | ||||||||||||
LNG Cheniere Energy, Inc. | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALM Cal-Maine Foods, Inc. | 3.13% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% | 1.15% |
MLI Mueller Industries, Inc. | 0.80% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% | 0.88% | 0.79% |
UTHR United Therapeutics Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBF PBF Energy Inc. | 4.23% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% | 4.50% | 3.81% |
NEU NewMarket Corporation | 1.76% | 1.62% | 2.70% | 2.33% | 1.91% | 1.50% | 1.70% | 1.76% | 1.51% | 1.52% | 1.16% | 1.14% |
CROX Crocs, 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% |
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 composti portfolio. 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 composti portfolio was 41.13%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current composti portfolio drawdown is 0.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.13% | Jan 17, 2020 | 45 | Mar 23, 2020 | 53 | Jun 8, 2020 | 98 |
| -32.56% | May 19, 2015 | 186 | Feb 11, 2016 | 476 | Jan 2, 2018 | 662 |
| -19.61% | Feb 21, 2019 | 70 | May 31, 2019 | 106 | Oct 30, 2019 | 176 |
| -19.27% | Jun 9, 2020 | 80 | Sep 30, 2020 | 38 | Nov 23, 2020 | 118 |
| -17.02% | Aug 30, 2018 | 80 | Dec 24, 2018 | 34 | Feb 13, 2019 | 114 |
Volatility
Volatility Chart
The current composti portfolio volatility is 6.97%, 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
| CALM | UTHR | PBF | CROX | LNG | NEU | MLI | |
|---|---|---|---|---|---|---|---|
| CALM | 1.00 | 0.14 | 0.16 | 0.17 | 0.16 | 0.21 | 0.27 |
| UTHR | 0.14 | 1.00 | 0.19 | 0.19 | 0.22 | 0.25 | 0.26 |
| PBF | 0.16 | 0.19 | 1.00 | 0.23 | 0.36 | 0.23 | 0.33 |
| CROX | 0.17 | 0.19 | 0.23 | 1.00 | 0.26 | 0.27 | 0.42 |
| LNG | 0.16 | 0.22 | 0.36 | 0.26 | 1.00 | 0.27 | 0.34 |
| NEU | 0.21 | 0.25 | 0.23 | 0.27 | 0.27 | 1.00 | 0.46 |
| MLI | 0.27 | 0.26 | 0.33 | 0.42 | 0.34 | 0.46 | 1.00 |