New all stock drawdown estimate
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADM Archer-Daniels-Midland Company | Consumer Defensive | 7.67% |
ARE Alexandria Real Estate Equities, Inc. | Real Estate | 6% |
CME CME Group Inc. | Financial Services | 10% |
CNI Canadian National Railway Company | Industrials | 6% |
ENB Enbridge Inc. | Energy | 6.50% |
GOOGL Alphabet Inc. | Communication Services | 5.50% |
HD The Home Depot, Inc. | Consumer Cyclical | 7.50% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 7.67% |
PG The Procter & Gamble Company | Consumer Defensive | 11% |
PSA Public Storage | Real Estate | 11% |
TAP Molson Coors Brewing Company | Consumer Defensive | 7% |
TRP TC Energy Corporation | Energy | 6.50% |
WM Waste Management, Inc. | Industrials | 7.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in New all stock drawdown estimate, 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 every 3 months.
The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT
Returns By Period
As of Apr 15, 2025, the New all stock drawdown estimate returned -0.68% Year-To-Date and 11.17% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| New all stock drawdown estimate | -1.37% | -1.05% | -3.18% | 8.63% | 13.17% | 10.92% |
| Portfolio components: | ||||||
WM Waste Management, Inc. | 15.55% | 3.31% | 9.43% | 14.76% | 21.01% | 18.32% |
CME CME Group Inc. | 14.11% | 1.94% | 21.38% | 33.78% | 11.58% | 15.98% |
PSA Public Storage | -2.61% | -3.15% | -14.67% | 12.93% | 13.02% | 8.43% |
ARE Alexandria Real Estate Equities, Inc. | -17.15% | -18.50% | -32.41% | -29.73% | -8.99% | 1.78% |
ENB Enbridge Inc. | 5.30% | 2.78% | 9.87% | 39.19% | 16.92% | 4.18% |
TRP TC Energy Corporation | 4.51% | 3.20% | 5.23% | 41.01% | 8.49% | 6.53% |
CNI Canadian National Railway Company | -0.70% | 2.55% | -12.34% | -20.47% | 7.44% | 6.26% |
HD The Home Depot, Inc. | -7.59% | 1.68% | -13.05% | 8.33% | 15.11% | 15.00% |
TAP Molson Coors Brewing Company | 6.63% | 1.74% | 12.98% | -3.36% | 9.46% | -0.05% |
ADM Archer-Daniels-Midland Company | -7.07% | -1.59% | -17.82% | -20.38% | 8.40% | 2.54% |
PG The Procter & Gamble Company | 1.50% | 0.69% | -1.39% | 11.48% | 9.55% | 10.52% |
GOOGL Alphabet Inc. | -15.87% | -3.88% | -3.64% | 3.21% | 20.60% | 19.68% |
HLT Hilton Worldwide Holdings Inc. | -14.93% | -8.39% | -10.90% | 3.05% | 24.91% | 13.87% |
Monthly Returns
The table below presents the monthly returns of New all stock drawdown estimate, 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 | 3.35% | 0.42% | -3.16% | -1.86% | -1.37% | ||||||||
| 2024 | -0.73% | 4.32% | 3.76% | -5.41% | 2.18% | 1.61% | -0.08% | 4.66% | 3.14% | -1.67% | 5.73% | -5.20% | 12.17% |
| 2023 | 3.44% | -3.49% | 2.40% | 1.45% | -3.78% | 5.49% | 3.68% | -2.34% | -3.97% | -1.16% | 7.08% | 5.87% | 14.70% |
| 2022 | -4.36% | -1.36% | 4.43% | -3.89% | -4.26% | -6.51% | 6.64% | -2.31% | -8.05% | 5.48% | 5.11% | -5.31% | -14.76% |
| 2021 | -2.02% | 3.53% | 7.38% | 5.93% | 1.75% | -0.31% | 4.04% | 1.03% | -2.48% | 9.58% | -1.23% | 7.25% | 39.27% |
| 2020 | 3.49% | -7.97% | -12.93% | 7.67% | 4.24% | -1.92% | 5.86% | 5.55% | -2.48% | -2.40% | 8.64% | 1.98% | 7.56% |
| 2019 | 7.16% | 1.75% | 1.18% | 4.18% | -0.43% | 3.61% | 1.95% | 3.23% | 0.48% | -0.91% | -0.08% | 2.28% | 26.99% |
| 2018 | 1.61% | -4.05% | -0.83% | -0.73% | 1.66% | 3.45% | 2.00% | 1.66% | -1.00% | -2.74% | 3.74% | -5.58% | -1.28% |
| 2017 | 1.15% | 3.37% | -0.98% | 0.21% | 1.50% | -0.14% | 0.98% | 1.05% | 2.77% | 0.03% | 3.13% | 2.75% | 16.88% |
| 2016 | -2.35% | 0.80% | 8.52% | -1.75% | 2.25% | 2.82% | 2.63% | -0.73% | 0.92% | -2.46% | 1.92% | 3.51% | 16.73% |
| 2015 | -1.25% | 3.29% | -0.05% | -2.15% | 0.26% | -3.43% | 3.83% | -4.49% | 0.42% | 7.80% | -0.63% | -0.08% | 2.96% |
| 2014 | -2.93% | 3.46% | 1.40% | 1.60% | 1.84% | 1.97% | 0.98% | 5.68% | -0.83% | 2.52% | 2.23% | 1.99% | 21.55% |
Expense Ratio
New all stock drawdown estimate 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 New all stock drawdown estimate is 55, 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 | |
|---|---|---|---|---|---|
WM Waste Management, Inc. | 0.72 | 1.06 | 1.16 | 1.21 | 2.75 |
CME CME Group Inc. | 1.70 | 2.28 | 1.30 | 2.02 | 7.09 |
PSA Public Storage | 0.39 | 0.70 | 1.08 | 0.29 | 0.84 |
ARE Alexandria Real Estate Equities, Inc. | -1.15 | -1.63 | 0.81 | -0.52 | -2.07 |
ENB Enbridge Inc. | 2.14 | 2.80 | 1.38 | 1.66 | 11.60 |
TRP TC Energy Corporation | 1.71 | 2.16 | 1.32 | 1.23 | 8.61 |
CNI Canadian National Railway Company | -0.96 | -1.31 | 0.85 | -0.73 | -1.45 |
HD The Home Depot, Inc. | 0.24 | 0.50 | 1.06 | 0.25 | 0.76 |
TAP Molson Coors Brewing Company | -0.28 | -0.22 | 0.97 | -0.17 | -0.52 |
ADM Archer-Daniels-Midland Company | -0.86 | -1.09 | 0.86 | -0.42 | -1.40 |
PG The Procter & Gamble Company | 0.62 | 0.91 | 1.13 | 0.95 | 2.47 |
GOOGL Alphabet Inc. | 0.01 | 0.24 | 1.03 | 0.01 | 0.02 |
HLT Hilton Worldwide Holdings Inc. | -0.00 | 0.17 | 1.02 | -0.00 | -0.01 |
Dividends
Dividend yield
New all stock drawdown estimate provided a 3.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.27% | 3.22% | 3.16% | 3.61% | 2.40% | 2.70% | 2.68% | 3.08% | 2.70% | 2.84% | 2.94% | 2.36% |
| Portfolio components: | ||||||||||||
WM Waste Management, Inc. | 1.32% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
CME CME Group Inc. | 3.98% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
PSA Public Storage | 4.16% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
ARE Alexandria Real Estate Equities, Inc. | 6.57% | 5.32% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% |
ENB Enbridge Inc. | 6.04% | 6.28% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
TRP TC Energy Corporation | 5.16% | 5.42% | 7.14% | 8.63% | 7.04% | 5.82% | 3.98% | 7.15% | 3.64% | 5.94% | 6.06% | 3.20% |
CNI Canadian National Railway Company | 2.47% | 2.44% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% |
HD The Home Depot, Inc. | 2.53% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
TAP Molson Coors Brewing Company | 2.95% | 3.07% | 2.68% | 2.95% | 1.47% | 1.26% | 3.64% | 2.92% | 2.00% | 1.69% | 1.75% | 1.99% |
ADM Archer-Daniels-Midland Company | 4.33% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
PG The Procter & Gamble Company | 2.38% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
GOOGL Alphabet Inc. | 0.50% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HLT Hilton Worldwide Holdings Inc. | 0.29% | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 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 New all stock drawdown estimate. 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 New all stock drawdown estimate was 33.34%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current New all stock drawdown estimate drawdown is 6.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.34% | Feb 18, 2020 | 25 | Mar 23, 2020 | 179 | Dec 4, 2020 | 204 |
| -20.76% | Apr 21, 2022 | 123 | Oct 14, 2022 | 339 | Feb 22, 2024 | 462 |
| -12.22% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -11.5% | Mar 23, 2015 | 109 | Aug 25, 2015 | 42 | Oct 23, 2015 | 151 |
| -11.17% | Sep 21, 2018 | 65 | Dec 24, 2018 | 25 | Jan 31, 2019 | 90 |
Volatility
Volatility Chart
The current New all stock drawdown estimate volatility is 7.80%, 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
| CME | GOOGL | PSA | TAP | HLT | PG | ADM | TRP | ENB | ARE | WM | HD | CNI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CME | 1.00 | 0.24 | 0.23 | 0.19 | 0.25 | 0.32 | 0.24 | 0.19 | 0.20 | 0.23 | 0.37 | 0.27 | 0.27 |
| GOOGL | 0.24 | 1.00 | 0.22 | 0.22 | 0.38 | 0.24 | 0.24 | 0.27 | 0.29 | 0.30 | 0.28 | 0.39 | 0.38 |
| PSA | 0.23 | 0.22 | 1.00 | 0.24 | 0.17 | 0.36 | 0.24 | 0.21 | 0.22 | 0.57 | 0.40 | 0.36 | 0.26 |
| TAP | 0.19 | 0.22 | 0.24 | 1.00 | 0.28 | 0.34 | 0.38 | 0.29 | 0.32 | 0.33 | 0.30 | 0.30 | 0.30 |
| HLT | 0.25 | 0.38 | 0.17 | 0.28 | 1.00 | 0.20 | 0.33 | 0.29 | 0.32 | 0.28 | 0.29 | 0.39 | 0.38 |
| PG | 0.32 | 0.24 | 0.36 | 0.34 | 0.20 | 1.00 | 0.32 | 0.23 | 0.25 | 0.34 | 0.46 | 0.35 | 0.30 |
| ADM | 0.24 | 0.24 | 0.24 | 0.38 | 0.33 | 0.32 | 1.00 | 0.34 | 0.38 | 0.31 | 0.34 | 0.34 | 0.40 |
| TRP | 0.19 | 0.27 | 0.21 | 0.29 | 0.29 | 0.23 | 0.34 | 1.00 | 0.72 | 0.30 | 0.29 | 0.28 | 0.44 |
| ENB | 0.20 | 0.29 | 0.22 | 0.32 | 0.32 | 0.25 | 0.38 | 0.72 | 1.00 | 0.32 | 0.29 | 0.29 | 0.47 |
| ARE | 0.23 | 0.30 | 0.57 | 0.33 | 0.28 | 0.34 | 0.31 | 0.30 | 0.32 | 1.00 | 0.38 | 0.42 | 0.33 |
| WM | 0.37 | 0.28 | 0.40 | 0.30 | 0.29 | 0.46 | 0.34 | 0.29 | 0.29 | 0.38 | 1.00 | 0.42 | 0.40 |
| HD | 0.27 | 0.39 | 0.36 | 0.30 | 0.39 | 0.35 | 0.34 | 0.28 | 0.29 | 0.42 | 0.42 | 1.00 | 0.41 |
| CNI | 0.27 | 0.38 | 0.26 | 0.30 | 0.38 | 0.30 | 0.40 | 0.44 | 0.47 | 0.33 | 0.40 | 0.41 | 1.00 |