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
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The earliest data available for this chart is Oct 26, 2012, corresponding to the inception date of MPLX
Returns By Period
As of May 19, 2025, the ckbest2-2 returned 12.43% Year-To-Date and 9.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| ckbest2-2 | 12.43% | 2.95% | 13.75% | 34.59% | 21.99% | 9.98% |
| Portfolio components: | ||||||
T AT&T Inc. | 24.62% | 2.10% | 25.12% | 67.65% | 12.78% | 8.06% |
TCEHY Tencent Holdings Limited | 21.96% | 10.98% | 27.11% | 29.29% | 5.54% | 13.82% |
MO Altria Group, Inc. | 14.65% | 1.26% | 9.27% | 38.20% | 18.87% | 8.12% |
ET Energy Transfer LP | -5.09% | 5.94% | 7.53% | 21.08% | 28.41% | 1.81% |
MPLX MPLX LP | 13.07% | 5.05% | 15.09% | 39.38% | 34.65% | 5.36% |
PAA Plains All American Pipeline, L.P. | 5.15% | -0.60% | 4.54% | 7.22% | 23.24% | -2.20% |
VTR Ventas, Inc. | 12.23% | -3.39% | 4.72% | 38.35% | 19.49% | 5.60% |
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 | 5.06% | 8.39% | 1.49% | -4.75% | 2.12% | 12.43% | |||||||
| 2024 | 0.63% | 0.69% | 7.07% | 2.07% | 4.45% | 3.47% | 2.67% | 5.03% | 3.78% | 0.31% | 8.73% | -4.31% | 39.80% |
| 2023 | 10.31% | -2.40% | -0.89% | 1.42% | -5.66% | 5.19% | 2.82% | -1.87% | -0.22% | -0.98% | 6.79% | -0.72% | 13.50% |
| 2022 | 9.75% | -0.97% | 3.33% | -0.14% | 4.26% | -10.41% | 3.81% | 1.05% | -10.89% | 7.65% | 8.80% | -0.88% | 13.67% |
| 2021 | 4.11% | 6.38% | 5.02% | 3.52% | 5.19% | 2.61% | -4.91% | -1.87% | -0.20% | 0.05% | -6.56% | 3.93% | 17.59% |
| 2020 | -3.13% | -9.36% | -31.50% | 36.25% | 5.05% | -2.90% | 0.36% | 1.95% | -8.21% | 1.73% | 15.51% | 2.32% | -5.63% |
| 2019 | 9.99% | 0.67% | 4.30% | -1.25% | -5.10% | 5.70% | -0.26% | -3.21% | -0.09% | -2.96% | -1.69% | 6.17% | 11.76% |
| 2018 | 2.53% | -7.52% | -1.77% | 1.31% | 3.30% | 0.32% | 1.73% | 0.56% | -1.45% | -5.06% | 1.61% | -7.55% | -12.07% |
| 2017 | 1.94% | 2.70% | 0.64% | -1.26% | -0.51% | 2.07% | 1.60% | -3.16% | 0.66% | -1.76% | 3.33% | 2.97% | 9.38% |
| 2016 | -8.82% | -2.94% | 7.52% | 14.17% | 3.16% | 10.82% | 3.90% | 1.33% | 1.11% | -3.28% | 0.95% | 5.35% | 36.00% |
| 2015 | 6.74% | 2.73% | -3.20% | 3.94% | -1.84% | -3.16% | -2.54% | -7.12% | -6.78% | 5.48% | -3.44% | -4.50% | -13.92% |
| 2014 | 1.67% | 4.78% | 0.61% | 3.15% | 4.79% | 6.07% | -2.18% | 4.06% | -1.22% | 4.19% | 0.51% | -0.92% | 28.19% |
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 96, ckbest2-2 is among the top 4% 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. | 2.89 | 3.51 | 1.51 | 3.62 | 23.40 |
TCEHY Tencent Holdings Limited | 0.84 | 1.52 | 1.21 | 0.71 | 3.30 |
MO Altria Group, Inc. | 1.99 | 2.87 | 1.38 | 3.78 | 8.84 |
ET Energy Transfer LP | 0.77 | 1.21 | 1.17 | 0.88 | 2.79 |
MPLX MPLX LP | 1.96 | 2.61 | 1.35 | 2.71 | 9.84 |
PAA Plains All American Pipeline, L.P. | 0.26 | 0.55 | 1.07 | 0.18 | 1.01 |
VTR Ventas, Inc. | 1.70 | 2.34 | 1.32 | 1.68 | 7.52 |
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Dividends
Dividend yield
ckbest2-2 provided a 5.28% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.28% | 5.38% | 7.32% | 6.69% | 6.99% | 9.36% | 6.67% | 6.36% | 5.42% | 4.92% | 5.70% | 3.56% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 4.00% | 4.87% | 6.62% | 7.35% | 11.19% | 9.58% | 6.91% | 9.28% | 6.67% | 5.98% | 7.23% | 7.25% |
TCEHY Tencent Holdings Limited | 0.89% | 0.81% | 6.83% | 4.22% | 0.35% | 0.21% | 0.26% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% |
MO Altria Group, Inc. | 6.86% | 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 | 7.22% | 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 | 7.14% | 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. | 8.09% | 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. | 2.79% | 3.06% | 3.61% | 4.00% | 3.52% | 4.37% | 5.49% | 5.40% | 5.19% | 4.74% | 5.04% | 4.15% |
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 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 51.05%, occurring on Mar 18, 2020. Recovery took 235 trading sessions.
The current ckbest2-2 drawdown is 3.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.05% | Jan 24, 2018 | 541 | Mar 18, 2020 | 235 | Feb 23, 2021 | 776 |
| -41.14% | Apr 29, 2015 | 200 | Feb 11, 2016 | 126 | Aug 11, 2016 | 326 |
| -18.8% | Jun 8, 2022 | 77 | Sep 27, 2022 | 72 | Jan 10, 2023 | 149 |
| -17.18% | Jun 15, 2021 | 119 | Dec 1, 2021 | 91 | Apr 12, 2022 | 210 |
| -11.93% | Apr 2, 2025 | 5 | Apr 8, 2025 | — | — | — |
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 7 assets, with an effective number of assets of 7.00, 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 | TCEHY | VTR | MO | T | MPLX | ET | PAA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.15 | 0.34 | 0.37 | 0.42 | 0.35 | 0.42 | 0.41 | 0.54 |
| TCEHY | 0.15 | 1.00 | -0.02 | 0.01 | 0.04 | 0.11 | 0.10 | 0.09 | 0.36 |
| VTR | 0.34 | -0.02 | 1.00 | 0.33 | 0.33 | 0.20 | 0.19 | 0.22 | 0.45 |
| MO | 0.37 | 0.01 | 0.33 | 1.00 | 0.41 | 0.16 | 0.20 | 0.20 | 0.43 |
| T | 0.42 | 0.04 | 0.33 | 0.41 | 1.00 | 0.23 | 0.23 | 0.25 | 0.48 |
| MPLX | 0.35 | 0.11 | 0.20 | 0.16 | 0.23 | 1.00 | 0.55 | 0.58 | 0.70 |
| ET | 0.42 | 0.10 | 0.19 | 0.20 | 0.23 | 0.55 | 1.00 | 0.61 | 0.73 |
| PAA | 0.41 | 0.09 | 0.22 | 0.20 | 0.25 | 0.58 | 0.61 | 1.00 | 0.74 |
| Portfolio | 0.54 | 0.36 | 0.45 | 0.43 | 0.48 | 0.70 | 0.73 | 0.74 | 1.00 |