MS PORTFOLIO
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Oct 21, 2014, corresponding to the inception date of AVNS
Returns By Period
As of May 17, 2025, the MS PORTFOLIO returned 5.29% Year-To-Date and 3.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| MS PORTFOLIO | 5.29% | 3.89% | 4.19% | 13.30% | 3.98% | 3.24% |
| Portfolio components: | ||||||
T AT&T Inc. | 24.62% | 2.59% | 25.12% | 68.62% | 13.28% | 8.28% |
AVNS Avanos Medical, Inc. | -17.65% | 8.71% | -29.82% | -35.80% | -12.99% | -11.21% |
ED Consolidated Edison, Inc. | 18.93% | -5.62% | 10.04% | 11.36% | 12.24% | 9.42% |
DNP DNP Select Income Fund Inc. | 14.63% | 6.18% | 10.97% | 22.04% | 6.94% | 6.78% |
KMB Kimberly-Clark Corporation | 7.08% | -0.45% | 5.58% | 6.94% | 3.61% | 5.62% |
WBD Warner Bros. Discovery, Inc. | -13.34% | 15.66% | -0.65% | 11.30% | -14.89% | -12.14% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.15% | 5.29% | 1.31% | -6.78% | 1.67% | 5.29% | |||||||
| 2024 | -2.25% | -3.58% | 4.42% | -3.50% | 4.54% | -1.60% | 9.21% | 2.09% | 3.77% | -5.42% | 6.63% | -6.17% | 6.96% |
| 2023 | 13.56% | -2.65% | 1.97% | -1.21% | -10.30% | 3.19% | -1.83% | -2.97% | -5.86% | -2.71% | 6.26% | 1.53% | -2.97% |
| 2022 | 2.03% | 0.70% | -0.98% | -3.66% | 2.30% | -5.10% | 2.09% | -5.69% | -11.42% | 8.72% | 6.86% | -3.40% | -8.92% |
| 2021 | 5.92% | 4.61% | -1.53% | -0.82% | -4.27% | -2.95% | 0.85% | -1.43% | -4.33% | -1.12% | -1.58% | 7.54% | 0.09% |
| 2020 | -3.73% | -6.84% | -11.92% | 9.81% | -1.17% | -1.48% | 3.15% | 0.87% | -0.51% | -2.12% | 11.16% | 2.61% | -2.40% |
| 2019 | 5.05% | 3.87% | -0.55% | 3.35% | -4.13% | 7.94% | -0.46% | -1.44% | 4.31% | 2.23% | -1.28% | 1.25% | 21.35% |
| 2018 | 0.79% | -3.17% | -2.57% | 1.66% | -0.05% | 6.57% | 1.05% | 6.28% | 1.61% | -5.33% | 0.21% | -7.11% | -0.99% |
| 2017 | 3.22% | 2.95% | 0.14% | 0.43% | -2.17% | 0.37% | 0.76% | 0.46% | -0.98% | -4.92% | 5.96% | 1.53% | 7.58% |
| 2016 | -0.28% | 0.65% | 7.86% | -2.39% | 2.70% | 4.82% | 0.30% | -0.77% | -0.56% | -4.63% | 2.93% | 2.99% | 13.82% |
| 2015 | -3.17% | 2.08% | -1.37% | 2.90% | -1.18% | -2.52% | 3.20% | -9.42% | -1.51% | 6.61% | 1.11% | -0.33% | -4.43% |
| 2014 | -0.22% | 2.07% | 2.24% | 4.12% |
Expense Ratio
MS PORTFOLIO 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 MS PORTFOLIO is 35, 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 | |
|---|---|---|---|---|---|
T AT&T Inc. | 2.93 | 3.52 | 1.51 | 3.64 | 23.53 |
AVNS Avanos Medical, Inc. | -0.95 | -1.22 | 0.84 | -0.42 | -1.26 |
ED Consolidated Edison, Inc. | 0.57 | 0.96 | 1.11 | 0.67 | 1.59 |
DNP DNP Select Income Fund Inc. | 1.35 | 1.87 | 1.25 | 0.96 | 4.98 |
KMB Kimberly-Clark Corporation | 0.36 | 0.57 | 1.08 | 0.45 | 0.98 |
WBD Warner Bros. Discovery, Inc. | 0.20 | 0.60 | 1.08 | 0.08 | 0.43 |
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Dividends
Dividend yield
MS PORTFOLIO provided a 3.12% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.12% | 3.53% | 3.88% | 3.50% | 4.20% | 4.10% | 3.16% | 4.00% | 3.39% | 3.41% | 3.79% | 3.20% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 4.01% | 4.88% | 6.63% | 7.35% | 11.19% | 9.58% | 6.91% | 9.28% | 6.67% | 5.98% | 7.23% | 7.25% |
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. | 3.22% | 3.72% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% |
DNP DNP Select Income Fund Inc. | 7.93% | 8.84% | 9.20% | 6.93% | 7.18% | 7.60% | 5.79% | 7.50% | 7.22% | 7.62% | 8.71% | 7.39% |
KMB Kimberly-Clark Corporation | 3.54% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
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. 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 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 21.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.41% | Mar 17, 2021 | 398 | Oct 12, 2022 | — | — | — |
| -33.4% | Nov 5, 2019 | 95 | Mar 23, 2020 | 206 | Jan 14, 2021 | 301 |
| -17.51% | Sep 14, 2018 | 70 | Dec 24, 2018 | 121 | Jun 19, 2019 | 191 |
| -13.62% | Apr 24, 2015 | 86 | Aug 25, 2015 | 138 | Mar 14, 2016 | 224 |
| -9.61% | Jan 29, 2018 | 39 | Mar 23, 2018 | 58 | Jun 15, 2018 | 97 |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | ED | KMB | DNP | AVNS | WBD | T | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.21 | 0.31 | 0.32 | 0.47 | 0.42 | 0.40 | 0.56 |
| ED | 0.21 | 1.00 | 0.46 | 0.41 | 0.13 | 0.11 | 0.35 | 0.49 |
| KMB | 0.31 | 0.46 | 1.00 | 0.26 | 0.18 | 0.13 | 0.35 | 0.49 |
| DNP | 0.32 | 0.41 | 0.26 | 1.00 | 0.23 | 0.20 | 0.29 | 0.48 |
| AVNS | 0.47 | 0.13 | 0.18 | 0.23 | 1.00 | 0.31 | 0.27 | 0.63 |
| WBD | 0.42 | 0.11 | 0.13 | 0.20 | 0.31 | 1.00 | 0.36 | 0.70 |
| T | 0.40 | 0.35 | 0.35 | 0.29 | 0.27 | 0.36 | 1.00 | 0.64 |
| Portfolio | 0.56 | 0.49 | 0.49 | 0.48 | 0.63 | 0.70 | 0.64 | 1.00 |