MS PORTFOLIO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Oct 21, 2014, corresponding to the inception date of AVNS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| MS PORTFOLIO | 4.19% | 8.02% | 6.55% | 0.86% | -1.66% | N/A |
| Portfolio components: | ||||||
T AT&T Inc. | 19.89% | 3.82% | 14.49% | 41.30% | 0.67% | 2.66% |
AVNS Avanos Medical, Inc. | 2.18% | 19.50% | 19.62% | -5.80% | -11.43% | N/A |
ED Consolidated Edison, Inc. | 7.34% | 6.97% | 8.47% | 3.87% | 5.97% | 9.21% |
DNP DNP Select Income Fund Inc. | 7.52% | 6.79% | 3.14% | -6.76% | 0.57% | 5.80% |
KMB Kimberly-Clark Corporation | 18.30% | 1.37% | 18.63% | 12.42% | 4.05% | 6.59% |
WBD Warner Bros. Discovery, Inc. | -29.79% | 10.21% | -24.76% | -34.99% | -24.03% | -15.41% |
Monthly Returns
The table below presents the monthly returns of MS 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 | -2.25% | -3.58% | 4.42% | -3.50% | 4.54% | -1.60% | 4.19% | ||||||
| 2023 | 13.56% | -2.65% | 1.97% | -1.21% | -10.30% | 3.20% | -1.83% | -2.97% | -5.86% | -2.71% | 6.26% | 1.53% | -2.97% |
| 2022 | 1.91% | 0.71% | -0.98% | -3.66% | 2.30% | -5.10% | 2.09% | -5.69% | -11.42% | 8.72% | 6.86% | -3.40% | -9.02% |
| 2021 | 5.83% | 4.62% | -1.54% | -0.92% | -4.27% | -2.95% | 0.75% | -1.43% | -4.33% | -1.22% | -1.57% | 7.54% | -0.30% |
| 2020 | -3.80% | -6.84% | -11.92% | 9.71% | -1.18% | -1.48% | 3.05% | 0.87% | -0.51% | -2.21% | 11.17% | 2.61% | -2.73% |
| 2019 | 4.96% | 3.88% | -0.55% | 3.26% | -4.14% | 7.94% | -0.57% | -1.47% | 4.29% | 2.15% | -1.27% | 1.25% | 20.86% |
| 2018 | 0.72% | -3.17% | -2.57% | 1.59% | -0.05% | 6.58% | 0.96% | 6.29% | 1.60% | -5.40% | 0.21% | -7.11% | -1.28% |
| 2017 | 3.15% | 2.95% | 0.14% | 0.36% | -2.17% | 0.37% | 0.69% | 0.46% | -0.98% | -4.98% | 5.96% | 1.53% | 7.30% |
| 2016 | -0.36% | 0.65% | 7.86% | -2.46% | 2.70% | 4.82% | 0.24% | -0.77% | -0.56% | -4.69% | 2.93% | 2.99% | 13.50% |
| 2015 | -3.25% | 2.08% | -1.37% | 2.81% | -1.18% | -2.53% | 3.12% | -9.43% | -1.51% | 6.53% | 1.12% | -0.33% | -4.73% |
| 2014 | -0.22% | 2.07% | 2.24% | 4.12% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MS PORTFOLIO is 2, indicating that it is in the bottom 2% 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 | |
|---|---|---|---|---|---|
T AT&T Inc. | 1.81 | 2.73 | 1.32 | 0.96 | 10.06 |
AVNS Avanos Medical, Inc. | -0.16 | 0.03 | 1.00 | -0.08 | -0.33 |
ED Consolidated Edison, Inc. | 0.10 | 0.26 | 1.03 | 0.10 | 0.28 |
DNP DNP Select Income Fund Inc. | -0.42 | -0.52 | 0.94 | -0.29 | -0.78 |
KMB Kimberly-Clark Corporation | 0.59 | 0.90 | 1.13 | 0.55 | 2.05 |
WBD Warner Bros. Discovery, Inc. | -0.73 | -0.84 | 0.89 | -0.40 | -1.07 |
Dividends
Dividend yield
MS PORTFOLIO granted a 3.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MS PORTFOLIO | 3.59% | 3.88% | 3.39% | 3.74% | 3.71% | 2.88% | 3.63% | 3.12% | 3.17% | 3.50% | 3.24% | 3.47% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 5.78% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
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. | 3.42% | 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. | 8.94% | 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 | 3.40% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 2.73% | 2.97% |
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.
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 38.66%, occurring on Oct 12, 2022. The portfolio has not yet recovered.
The current MS PORTFOLIO drawdown is 27.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.66% | Mar 17, 2021 | 398 | Oct 12, 2022 | — | — | — |
| -33.45% | Nov 5, 2019 | 95 | Mar 23, 2020 | 206 | Jan 14, 2021 | 301 |
| -17.58% | Sep 14, 2018 | 70 | Dec 24, 2018 | 130 | Jul 2, 2019 | 200 |
| -13.69% | Apr 24, 2015 | 86 | Aug 25, 2015 | 140 | Mar 16, 2016 | 226 |
| -9.62% | Jan 29, 2018 | 39 | Mar 23, 2018 | 58 | Jun 15, 2018 | 97 |
Volatility
Volatility Chart
The current MS PORTFOLIO volatility is 4.94%, 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
| AVNS | WBD | KMB | DNP | ED | T | |
|---|---|---|---|---|---|---|
| AVNS | 1.00 | 0.31 | 0.17 | 0.23 | 0.14 | 0.28 |
| WBD | 0.31 | 1.00 | 0.13 | 0.19 | 0.13 | 0.38 |
| KMB | 0.17 | 0.13 | 1.00 | 0.26 | 0.45 | 0.35 |
| DNP | 0.23 | 0.19 | 0.26 | 1.00 | 0.41 | 0.29 |
| ED | 0.14 | 0.13 | 0.45 | 0.41 | 1.00 | 0.33 |
| T | 0.28 | 0.38 | 0.35 | 0.29 | 0.33 | 1.00 |