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LT
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Risk-Adjusted Performance
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LT

Last updated Aug 27, 2024

Asset Allocation

AAPL 7.69%KR 7.69%MDV 7.69%CVX 7.69%MSFT 7.69%BAC 7.69%NU 7.69%CSV 7.69%TMUS 7.69%VOO 7.69%V 7.69%LVMUY 7.69%META 7.69%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
7.69%
BAC
Bank of America Corporation		Financial Services
7.69%
CSV
Carriage Services, Inc.		Consumer Cyclical
7.69%
CVX
Chevron Corporation		Energy
7.69%
KR
The Kroger Co.		Consumer Defensive
7.69%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		Consumer Cyclical
7.69%
MDV
Modiv Inc		Real Estate
7.69%
META
Meta Platforms, Inc.		Communication Services
7.69%
MSFT
Microsoft Corporation		Technology
7.69%
NU
Nu Holdings Ltd.		Financial Services
7.69%
TMUS
T-Mobile US, Inc.		Communication Services
7.69%
V
Visa Inc.		Financial Services
7.69%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
7.69%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LT, 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

15.00%20.00%25.00%30.00%MarchAprilMayJuneJulyAugust
32.53%
27.12%
LT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 11, 2022, corresponding to the inception date of MDV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
LT23.20%4.76%12.20%33.67%N/AN/A
Portfolio components:
AAPL
Apple Inc		18.44%4.35%24.71%26.72%35.64%25.95%
KR
The Kroger Co.		17.51%-2.17%10.34%15.95%24.54%11.60%
MDV
Modiv Inc		27.38%14.06%17.10%50.71%N/AN/A
CVX
Chevron Corporation		2.80%-4.86%-0.32%-3.29%9.71%5.81%
MSFT
Microsoft Corporation		10.56%-2.59%1.84%28.70%26.23%26.77%
BAC
Bank of America Corporation		20.12%-4.20%17.99%42.94%11.02%11.79%
NU
Nu Holdings Ltd.		75.63%17.89%31.33%110.20%N/AN/A
CSV
Carriage Services, Inc.		31.66%3.32%30.71%6.78%10.59%6.98%
TMUS
T-Mobile US, Inc.		25.99%14.19%22.71%50.08%21.48%21.12%
VOO
Vanguard S&P 500 ETF		18.79%3.01%11.37%28.55%16.13%12.93%
V
Visa Inc.		3.61%3.58%-4.92%10.86%9.26%18.46%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-5.48%5.42%-16.66%-10.65%16.01%19.42%
META
Meta Platforms, Inc.		47.53%11.90%7.10%79.90%23.58%21.51%

Monthly Returns

The table below presents the monthly returns of LT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.61%7.52%4.10%-4.83%4.73%1.40%1.81%23.20%
20239.63%0.35%3.36%3.33%3.42%7.58%1.55%-4.61%-0.33%-2.19%6.36%4.30%36.94%
2022-7.98%4.76%-9.03%-1.53%-8.19%5.54%-0.74%-9.63%4.68%6.19%-5.83%-21.44%

Expense Ratio

LT 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.

VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of LT is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of LT is 9393
LT
The Sharpe Ratio Rank of LT is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of LT is 9494Sortino Ratio Rank
The Omega Ratio Rank of LT is 9292Omega Ratio Rank
The Calmar Ratio Rank of LT is 9191Calmar Ratio Rank
The Martin Ratio Rank of LT is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

LT
Sharpe ratio
The chart of Sharpe ratio for LT, currently valued at 2.94, compared to the broader market-1.000.001.002.003.004.002.94
Sortino ratio
The chart of Sortino ratio for LT, currently valued at 4.11, compared to the broader market-2.000.002.004.004.11
Omega ratio
The chart of Omega ratio for LT, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.801.51
Calmar ratio
The chart of Calmar ratio for LT, currently valued at 3.87, compared to the broader market0.002.004.006.008.003.87
Martin ratio
The chart of Martin ratio for LT, currently valued at 16.78, compared to the broader market0.005.0010.0015.0020.0025.0030.0016.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.311.931.241.773.89
KR
The Kroger Co.		0.791.331.161.122.87
MDV
Modiv Inc		1.602.411.320.815.83
CVX
Chevron Corporation		-0.090.011.00-0.09-0.21
MSFT
Microsoft Corporation		1.522.021.261.956.68
BAC
Bank of America Corporation		1.852.701.330.978.27
NU
Nu Holdings Ltd.		2.893.561.433.2918.69
CSV
Carriage Services, Inc.		0.220.551.070.130.41
TMUS
T-Mobile US, Inc.		3.755.171.694.1725.74
VOO
Vanguard S&P 500 ETF		2.433.291.443.0411.51
V
Visa Inc.		0.861.191.161.032.56
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-0.31-0.280.97-0.27-0.57
META
Meta Platforms, Inc.		2.233.111.414.4613.63

Sharpe Ratio

The current LT Sharpe ratio is 2.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.79 to 2.40, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of LT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50MarchAprilMayJuneJulyAugust
2.94
2.28
LT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LT granted a 1.79% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
LT1.79%1.86%3.05%0.97%1.31%1.17%1.43%1.13%1.21%2.09%1.15%2.06%
Portfolio components:
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
KR
The Kroger Co.		2.26%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%
MDV
Modiv Inc		6.65%7.73%8.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVX
Chevron Corporation		4.31%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
MSFT
Microsoft Corporation		0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
BAC
Bank of America Corporation		2.40%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
NU
Nu Holdings Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSV
Carriage Services, Inc.		1.38%1.80%1.63%0.64%1.08%1.17%1.94%0.88%0.52%0.41%0.48%0.51%
TMUS
T-Mobile US, Inc.		0.97%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
VOO
Vanguard S&P 500 ETF		1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
V
Visa Inc.		0.78%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		1.84%1.65%1.78%0.99%1.64%1.49%2.21%1.59%2.11%12.92%2.38%2.17%
META
Meta Platforms, Inc.		0.19%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.

-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust0
-0.89%
LT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LT. 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 LT was 26.46%, occurring on Oct 14, 2022. Recovery took 176 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.46%Feb 14, 2022169Oct 14, 2022176Jun 29, 2023345
-9.28%Jul 25, 202368Oct 27, 202329Dec 8, 202397
-7.04%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-5.37%Mar 22, 202427Apr 30, 202425Jun 5, 202452
-2.01%Jan 30, 20242Jan 31, 20242Feb 2, 20244

Volatility

Volatility Chart

The current LT volatility is 4.79%, 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.

2.00%3.00%4.00%5.00%6.00%MarchAprilMayJuneJulyAugust
4.79%
5.88%
LT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
MDVKRCVXCSVTMUSNULVMUYMETABACAAPLVMSFTVOO
MDV1.000.060.110.100.030.010.130.050.120.100.090.080.12
KR0.061.000.190.200.180.050.120.080.200.080.170.100.22
CVX0.110.191.000.230.150.100.180.100.390.190.220.120.33
CSV0.100.200.231.000.250.210.310.240.440.290.310.260.44
TMUS0.030.180.150.251.000.250.290.270.320.350.380.370.45
NU0.010.050.100.210.251.000.330.400.340.360.370.390.50
LVMUY0.130.120.180.310.290.331.000.410.430.450.490.470.60
META0.050.080.100.240.270.400.411.000.350.540.470.660.69
BAC0.120.200.390.440.320.340.430.351.000.360.460.350.62
AAPL0.100.080.190.290.350.360.450.540.361.000.530.690.77
V0.090.170.220.310.380.370.490.470.460.531.000.550.67
MSFT0.080.100.120.260.370.390.470.660.350.690.551.000.80
VOO0.120.220.330.440.450.500.600.690.620.770.670.801.00
The correlation results are calculated based on daily price changes starting from Feb 14, 2022