ckbest2-2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ET Energy Transfer LP | Energy | 14.29% |
MO Altria Group, Inc. | Consumer Defensive | 14.29% |
MPLX MPLX LP | Energy | 14.29% |
PAA Plains All American Pipeline, L.P. | Energy | 14.29% |
T AT&T Inc. | Communication Services | 14.29% |
TCEHY Tencent Holdings Limited | Communication Services | 14.29% |
VTR Ventas, Inc. | Real Estate | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ckbest2-2, 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 Oct 26, 2012, corresponding to the inception date of MPLX
Returns By Period
As of Apr 18, 2025, the ckbest2-2 returned 9.10% Year-To-Date and 9.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| ckbest2-2 | 9.10% | -5.60% | 14.91% | 45.69% | 24.99% | 9.52% |
| Portfolio components: | ||||||
T AT&T Inc. | 22.06% | 3.11% | 27.90% | 77.24% | 9.69% | 7.12% |
TCEHY Tencent Holdings Limited | 9.06% | -16.53% | 9.97% | 53.08% | 4.26% | 12.67% |
MO Altria Group, Inc. | 13.23% | 1.49% | 21.35% | 53.02% | 16.30% | 7.78% |
ET Energy Transfer LP | -10.41% | -7.55% | 8.44% | 22.16% | 34.58% | 1.95% |
MPLX MPLX LP | 7.64% | -7.13% | 18.65% | 37.01% | 43.31% | 4.74% |
PAA Plains All American Pipeline, L.P. | 5.78% | -11.03% | 6.15% | 9.86% | 30.01% | -2.68% |
VTR Ventas, Inc. | 16.16% | -0.38% | 7.13% | 65.85% | 21.17% | 5.24% |
Monthly Returns
The table below presents the monthly returns of ckbest2-2, 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 | 5.59% | 8.01% | 1.47% | -5.73% | 9.10% | ||||||||
| 2024 | 0.64% | 0.43% | 7.34% | 1.74% | 4.88% | 3.16% | 2.67% | 5.00% | 3.46% | 0.84% | 8.82% | -4.53% | 39.53% |
| 2023 | 10.45% | -2.33% | -1.00% | 1.66% | -5.82% | 5.31% | 2.93% | -2.05% | -0.39% | -0.80% | 6.67% | -0.55% | 13.81% |
| 2022 | 10.25% | -1.38% | 3.03% | -0.04% | 4.38% | -10.17% | 3.60% | 1.06% | -10.82% | 7.71% | 9.16% | -1.35% | 13.72% |
| 2021 | 4.50% | 6.43% | 4.91% | 3.09% | 5.47% | 2.47% | -5.08% | -1.83% | 0.05% | -0.40% | -6.43% | 3.99% | 17.45% |
| 2020 | -3.17% | -9.27% | -31.31% | 35.90% | 5.60% | -3.29% | 0.26% | 2.02% | -7.86% | 1.30% | 15.59% | 2.09% | -5.65% |
| 2019 | 10.34% | 0.51% | 4.29% | -1.39% | -4.98% | 5.67% | -0.55% | -3.10% | -0.19% | -3.01% | -1.60% | 6.21% | 11.67% |
| 2018 | 2.46% | -7.59% | -1.38% | 0.76% | 3.54% | 0.26% | 1.79% | 0.40% | -1.55% | -4.89% | 1.59% | -7.83% | -12.48% |
| 2017 | 1.94% | 2.74% | 0.80% | -1.38% | -0.49% | 2.04% | 1.41% | -2.97% | 0.84% | -2.03% | 3.33% | 2.88% | 9.24% |
| 2016 | -8.76% | -2.96% | 7.45% | 13.97% | 3.27% | 10.99% | 3.78% | 1.15% | 1.37% | -3.54% | 0.93% | 5.18% | 35.42% |
| 2015 | 6.44% | 2.82% | -3.09% | 3.77% | -1.83% | -3.02% | -2.71% | -7.21% | -6.49% | 5.20% | -3.38% | -4.58% | -14.21% |
| 2014 | 1.27% | 4.94% | 0.55% | 3.17% | 4.83% | 6.07% | -2.57% | 4.30% | -1.17% | 4.29% | 0.40% | -0.92% | 27.73% |
Expense Ratio
ckbest2-2 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
With an overall rank of 98, ckbest2-2 is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is 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. | 3.46 | 4.09 | 1.61 | 2.84 | 28.67 |
TCEHY Tencent Holdings Limited | 1.37 | 1.98 | 1.26 | 0.91 | 4.75 |
MO Altria Group, Inc. | 2.94 | 4.04 | 1.54 | 3.87 | 12.69 |
ET Energy Transfer LP | 0.91 | 1.32 | 1.19 | 0.95 | 3.89 |
MPLX MPLX LP | 2.00 | 2.65 | 1.37 | 2.62 | 10.53 |
PAA Plains All American Pipeline, L.P. | 0.39 | 0.69 | 1.09 | 0.25 | 1.69 |
VTR Ventas, Inc. | 3.07 | 4.05 | 1.55 | 2.18 | 13.70 |
Dividends
Dividend yield
ckbest2-2 provided a 5.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.23% | 5.38% | 7.32% | 6.60% | 6.60% | 9.03% | 6.43% | 6.03% | 5.18% | 4.71% | 5.45% | 3.30% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 4.09% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
TCEHY Tencent Holdings Limited | 0.75% | 0.82% | 6.80% | 4.27% | 0.35% | 0.22% | 0.26% | 0.29% | 0.15% | 0.25% | 0.23% | 0.04% |
MO Altria Group, Inc. | 6.95% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
ET Energy Transfer LP | 7.45% | 6.51% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% |
MPLX MPLX LP | 7.15% | 7.33% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.23% | 5.86% | 4.33% | 1.83% |
PAA Plains All American Pipeline, L.P. | 7.51% | 7.44% | 7.06% | 7.08% | 7.71% | 13.11% | 7.50% | 5.99% | 9.45% | 8.21% | 11.93% | 4.97% |
VTR Ventas, Inc. | 2.69% | 3.06% | 3.61% | 4.00% | 3.52% | 4.37% | 5.49% | 5.40% | 5.19% | 4.74% | 5.04% | 4.14% |
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 ckbest2-2. 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 ckbest2-2 was 51.47%, occurring on Mar 18, 2020. Recovery took 236 trading sessions.
The current ckbest2-2 drawdown is 6.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.47% | Jan 24, 2018 | 541 | Mar 18, 2020 | 236 | Feb 24, 2021 | 777 |
| -41.42% | Apr 29, 2015 | 200 | Feb 11, 2016 | 127 | Aug 12, 2016 | 327 |
| -19.15% | Jun 8, 2022 | 77 | Sep 27, 2022 | 72 | Jan 10, 2023 | 149 |
| -17.48% | Jun 15, 2021 | 119 | Dec 1, 2021 | 85 | Apr 4, 2022 | 204 |
| -12.66% | Mar 18, 2025 | 16 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current ckbest2-2 volatility is 9.60%, 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
| TCEHY | VTR | MO | T | MPLX | ET | PAA | |
|---|---|---|---|---|---|---|---|
| TCEHY | 1.00 | 0.09 | 0.13 | 0.17 | 0.19 | 0.20 | 0.20 |
| VTR | 0.09 | 1.00 | 0.32 | 0.32 | 0.20 | 0.19 | 0.22 |
| MO | 0.13 | 0.32 | 1.00 | 0.41 | 0.16 | 0.20 | 0.20 |
| T | 0.17 | 0.32 | 0.41 | 1.00 | 0.23 | 0.23 | 0.26 |
| MPLX | 0.19 | 0.20 | 0.16 | 0.23 | 1.00 | 0.55 | 0.58 |
| ET | 0.20 | 0.19 | 0.20 | 0.23 | 0.55 | 1.00 | 0.61 |
| PAA | 0.20 | 0.22 | 0.20 | 0.26 | 0.58 | 0.61 | 1.00 |