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MS PORTFOLIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


T 16.67%AVNS 16.67%ED 16.67%DNP 16.67%KMB 16.67%WBD 16.67%EquityEquity
PositionCategory/SectorWeight
AVNS
Avanos Medical, Inc.
Healthcare

16.67%

DNP
DNP Select Income Fund Inc.
Financial Services

16.67%

ED
Consolidated Edison, Inc.
Utilities

16.67%

KMB
Kimberly-Clark Corporation
Consumer Defensive

16.67%

T
AT&T Inc.
Communication Services

16.67%

WBD
Warner Bros. Discovery, Inc.
Communication Services

16.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MS 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.85%
19.37%
MS PORTFOLIO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 21, 2014, corresponding to the inception date of AVNS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
MS PORTFOLIO-3.05%1.20%3.84%-15.40%-1.59%N/A
T
AT&T Inc.
1.57%-1.24%9.74%0.84%1.25%2.97%
AVNS
Avanos Medical, Inc.
-16.36%-3.79%2.74%-39.44%-14.67%N/A
ED
Consolidated Edison, Inc.
3.01%4.79%7.51%-3.61%5.73%8.88%
DNP
DNP Select Income Fund Inc.
6.42%-1.40%-0.07%-9.67%1.80%6.30%
KMB
Kimberly-Clark Corporation
13.06%8.89%15.12%-0.82%5.38%6.10%
WBD
Warner Bros. Discovery, Inc.
-25.83%0.00%-16.27%-36.83%-22.64%-14.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.25%-3.58%4.42%
2023-5.86%-2.71%6.26%1.53%

Expense Ratio

The MS 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


MS PORTFOLIO
Sharpe ratio
The chart of Sharpe ratio for MS PORTFOLIO, currently valued at -0.93, compared to the broader market-1.000.001.002.003.004.005.00-0.93
Sortino ratio
The chart of Sortino ratio for MS PORTFOLIO, currently valued at -1.24, compared to the broader market0.002.004.006.00-1.24
Omega ratio
The chart of Omega ratio for MS PORTFOLIO, currently valued at 0.86, compared to the broader market0.801.001.201.401.601.800.86
Calmar ratio
The chart of Calmar ratio for MS PORTFOLIO, currently valued at -0.43, compared to the broader market0.002.004.006.008.00-0.43
Martin ratio
The chart of Martin ratio for MS PORTFOLIO, currently valued at -1.16, compared to the broader market0.0010.0020.0030.0040.0050.00-1.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
T
AT&T Inc.
-0.120.001.00-0.08-0.29
AVNS
Avanos Medical, Inc.
-1.00-1.340.81-0.52-1.25
ED
Consolidated Edison, Inc.
-0.16-0.110.99-0.16-0.35
DNP
DNP Select Income Fund Inc.
-0.55-0.740.91-0.38-0.85
KMB
Kimberly-Clark Corporation
-0.010.091.01-0.01-0.02
WBD
Warner Bros. Discovery, Inc.
-0.74-0.900.89-0.42-1.50

Sharpe Ratio

The current MS PORTFOLIO Sharpe ratio is -0.93. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.005.00-0.93

The Sharpe ratio of MS PORTFOLIO is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.93
1.92
MS PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MS PORTFOLIO granted a 3.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MS PORTFOLIO3.76%3.88%3.50%4.20%4.10%3.16%4.01%3.39%3.41%3.79%3.55%3.77%
T
AT&T Inc.
6.73%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%
AVNS
Avanos Medical, 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%
ED
Consolidated Edison, Inc.
3.51%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
DNP
DNP Select Income Fund Inc.
8.83%9.20%6.93%7.18%7.60%5.79%7.50%7.22%7.62%8.71%7.39%8.28%
KMB
Kimberly-Clark Corporation
3.50%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.82%3.10%
WBD
Warner Bros. Discovery, 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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-32.68%
-3.50%
MS PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MS 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 MS PORTFOLIO was 38.41%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current MS PORTFOLIO drawdown is 32.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.41%Mar 17, 2021398Oct 12, 2022
-33.4%Nov 5, 201995Mar 23, 2020206Jan 14, 2021301
-17.51%Sep 14, 201870Dec 24, 2018121Jun 19, 2019191
-13.62%Apr 24, 201586Aug 25, 2015138Mar 14, 2016224
-9.61%Jan 29, 201839Mar 23, 201858Jun 15, 201897

Volatility

Volatility Chart

The current MS PORTFOLIO volatility is 4.37%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.37%
3.58%
MS PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AVNSWBDKMBDNPEDT
AVNS1.000.310.180.230.140.28
WBD0.311.000.140.190.120.39
KMB0.180.141.000.260.450.34
DNP0.230.190.261.000.410.29
ED0.140.120.450.411.000.33
T0.280.390.340.290.331.00