strong - 9 aug 2024
Total non-financial tickers selected for analysis: 432 CL: Current Price = $102.09, Intrinsic Value = $163.70, Sharpe Ratio = 2.14, Implied Growth Rate = -0.48%, P/E Ratio = 29.76, Forward P/E Ratio = 26.24, P/B Ratio = 136.97, EV/EBITDA Ratio = 18.77, Debt/Equity Ratio = 11027319960.17, Decision = Buy GDDY: Current Price = $157.12, Intrinsic Value = $302.82, Sharpe Ratio = 3.25, Implied Growth Rate = -2.59%, P/E Ratio = 13.08, Forward P/E Ratio = 24.21, P/B Ratio = 356.12, EV/EBITDA Ratio = 26.99, Debt/Equity Ratio = 8609098233.31, Decision = Buy LDOS: Current Price = $144.06, Intrinsic Value = $312.90, Sharpe Ratio = 2.16, Implied Growth Rate = -3.96%, P/E Ratio = 45.16, Forward P/E Ratio = 15.23, P/B Ratio = 4.62, EV/EBITDA Ratio = 12.25, Debt/Equity Ratio = 149561079.74, Decision = Buy MSI: Current Price = $408.29, Intrinsic Value = $472.33, Sharpe Ratio = 2.23, Implied Growth Rate = 3.30%, P/E Ratio = 47.86, Forward P/E Ratio = 28.16, P/B Ratio = 94.09, EV/EBITDA Ratio = 23.17, Debt/Equity Ratio = 1084236004.64, Decision = Buy REGN: Current Price = $1115.43, Intrinsic Value = $1488.46, Sharpe Ratio = 2.06, Implied Growth Rate = 1.64%, P/E Ratio = 29.56, Forward P/E Ratio = 22.88, P/B Ratio = 4.66, EV/EBITDA Ratio = 27.04, Debt/Equity Ratio = 8277027.74, Decision = Buy RSG: Current Price = $200.29, Intrinsic Value = $278.33, Sharpe Ratio = 2.22, Implied Growth Rate = 1.18%, P/E Ratio = 33.61, Forward P/E Ratio = 29.07, P/B Ratio = 5.97, EV/EBITDA Ratio = 16.06, Debt/Equity Ratio = 354131235.39, Decision = Buy TMUS: Current Price = $193.74, Intrinsic Value = $292.18, Sharpe Ratio = 2.44, Implied Growth Rate = 0.23%, P/E Ratio = 24.31, Forward P/E Ratio = 17.19, P/B Ratio = 3.49, EV/EBITDA Ratio = 9.75, Debt/Equity Ratio = 1287289307.03, Decision = Buy TRGP: Current Price = $136.00, Intrinsic Value = $165.93, Sharpe Ratio = 2.23, Implied Growth Rate = 2.68%, P/E Ratio = 28.69, Forward P/E Ratio = 17.87, P/B Ratio = 10.88, EV/EBITDA Ratio = 11.06, Debt/Equity Ratio = 966704393.91, Decision = Buy UHS: Current Price = $217.58, Intrinsic Value = $386.89, Sharpe Ratio = 2.07, Implied Growth Rate = -1.66%, P/E Ratio = 15.99, Forward P/E Ratio = 12.40, P/B Ratio = 2.11, EV/EBITDA Ratio = 9.53, Debt/Equity Ratio = 46447226.72, Decision = Buy VST: Current Price = $76.62, Intrinsic Value = $478.29, Sharpe Ratio = 2.30, Implied Growth Rate = -16.29%, P/E Ratio = 46.44, Forward P/E Ratio = 11.75, P/B Ratio = 5.02, EV/EBITDA Ratio = 8.75, Debt/Equity Ratio = 793258971.17, Decision = Buy
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MSI Motorola Solutions, Inc. | Technology | 20% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 20% |
RSG Republic Services, Inc. | Industrials | 20% |
TMUS T-Mobile US, Inc. | Communication Services | 20% |
TRGP Targa Resources Corp. | Energy | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of May 19, 2025, the strong - 9 aug 2024 returned 0.62% Year-To-Date and 22.52% 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% |
| strong - 9 aug 2024 | 0.62% | -0.80% | -5.38% | 18.75% | 29.79% | 22.52% |
| Portfolio components: | ||||||
MSI Motorola Solutions, Inc. | -7.99% | 0.77% | -12.82% | 16.46% | 27.14% | 23.74% |
REGN Regeneron Pharmaceuticals, Inc. | -16.46% | 5.53% | -21.37% | -39.42% | 1.31% | 1.44% |
RSG Republic Services, Inc. | 23.82% | 1.85% | 19.74% | 33.14% | 26.97% | 22.07% |
TMUS T-Mobile US, Inc. | 10.30% | -7.40% | 3.71% | 50.05% | 20.41% | 21.31% |
TRGP Targa Resources Corp. | -6.31% | -4.55% | -14.69% | 43.57% | 61.66% | 10.79% |
Monthly Returns
The table below presents the monthly returns of strong - 9 aug 2024, 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 | 4.04% | 5.25% | -1.68% | -4.57% | -2.07% | 0.62% | |||||||
| 2024 | 2.41% | 6.01% | 5.23% | -1.67% | 4.86% | 5.55% | 3.08% | 9.15% | -1.61% | 0.00% | 10.05% | -9.11% | 37.66% |
| 2023 | 2.18% | -0.14% | 4.60% | 1.99% | -5.60% | 4.87% | 1.44% | 2.11% | -0.49% | 0.43% | 8.80% | 1.61% | 23.34% |
| 2022 | -3.90% | 3.56% | 10.94% | -4.51% | 1.90% | -6.58% | 8.18% | 0.84% | -2.95% | 8.91% | 4.65% | -4.87% | 15.20% |
| 2021 | -1.12% | 0.23% | 6.20% | 4.76% | 7.07% | 7.12% | 1.62% | 6.25% | -2.79% | 5.21% | -2.21% | 3.99% | 42.04% |
| 2020 | -0.34% | 3.94% | -18.23% | 23.60% | 17.93% | 4.51% | 0.32% | 3.44% | -4.88% | 0.55% | 17.08% | 2.68% | 53.95% |
| 2019 | 10.91% | 3.92% | -0.91% | -1.19% | -1.60% | 4.35% | 1.65% | -0.91% | -0.18% | 2.64% | 2.60% | 2.19% | 25.35% |
| 2018 | 2.60% | -4.14% | 0.87% | -0.40% | -0.64% | 6.65% | 4.48% | 7.07% | 1.84% | -6.13% | 1.46% | -8.19% | 4.30% |
| 2017 | 1.69% | 1.61% | 4.87% | -0.43% | 0.17% | 0.72% | 2.39% | 0.09% | -1.82% | -3.63% | 0.18% | 3.80% | 9.75% |
| 2016 | -7.43% | 3.80% | 3.99% | 8.96% | 3.32% | -1.96% | 4.91% | 3.08% | 3.18% | -3.36% | 11.02% | 3.27% | 36.36% |
| 2015 | -2.41% | 6.82% | -0.11% | 1.74% | 2.28% | -1.51% | 5.40% | -6.04% | -3.19% | 7.36% | -7.79% | -3.53% | -2.29% |
| 2014 | -2.08% | 6.68% | -0.50% | -0.26% | 6.54% | 4.20% | -0.52% | 1.97% | 0.65% | 1.17% | 0.15% | -2.04% | 16.60% |
Expense Ratio
strong - 9 aug 2024 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 77, strong - 9 aug 2024 is among the top 23% 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 | |
|---|---|---|---|---|---|
MSI Motorola Solutions, Inc. | 0.76 | 1.19 | 1.19 | 0.87 | 2.15 |
REGN Regeneron Pharmaceuticals, Inc. | -1.21 | -1.80 | 0.78 | -0.71 | -1.22 |
RSG Republic Services, Inc. | 1.86 | 2.43 | 1.35 | 3.94 | 11.42 |
TMUS T-Mobile US, Inc. | 1.90 | 2.28 | 1.38 | 3.51 | 9.47 |
TRGP Targa Resources Corp. | 1.30 | 1.70 | 1.25 | 1.77 | 4.88 |
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Dividends
Dividend yield
strong - 9 aug 2024 provided a 1.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.05% | 0.90% | 0.99% | 0.93% | 0.62% | 1.57% | 2.42% | 2.79% | 2.32% | 2.14% | 3.45% | 1.43% |
| Portfolio components: | ||||||||||||
MSI Motorola Solutions, Inc. | 0.98% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
REGN Regeneron Pharmaceuticals, Inc. | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSG Republic Services, Inc. | 0.92% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
TMUS T-Mobile US, Inc. | 1.26% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRGP Targa Resources Corp. | 1.96% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
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 strong - 9 aug 2024. 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 strong - 9 aug 2024 was 31.04%, occurring on Feb 11, 2016. Recovery took 118 trading sessions.
The current strong - 9 aug 2024 drawdown is 8.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.04% | Aug 6, 2015 | 131 | Feb 11, 2016 | 118 | Aug 1, 2016 | 249 |
| -30.69% | Feb 21, 2020 | 22 | Mar 23, 2020 | 38 | May 15, 2020 | 60 |
| -27.67% | Apr 29, 2011 | 70 | Aug 8, 2011 | 120 | Jan 30, 2012 | 190 |
| -17.6% | Oct 1, 2018 | 59 | Dec 24, 2018 | 34 | Feb 13, 2019 | 93 |
| -17.56% | Jun 9, 2020 | 24 | Jul 13, 2020 | 89 | Nov 16, 2020 | 113 |
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 5 assets, with an effective number of assets of 5.00, 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 | REGN | TRGP | TMUS | RSG | MSI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.41 | 0.46 | 0.46 | 0.53 | 0.60 | 0.70 |
| REGN | 0.41 | 1.00 | 0.17 | 0.26 | 0.23 | 0.26 | 0.61 |
| TRGP | 0.46 | 0.17 | 1.00 | 0.22 | 0.22 | 0.28 | 0.64 |
| TMUS | 0.46 | 0.26 | 0.22 | 1.00 | 0.32 | 0.34 | 0.62 |
| RSG | 0.53 | 0.23 | 0.22 | 0.32 | 1.00 | 0.45 | 0.53 |
| MSI | 0.60 | 0.26 | 0.28 | 0.34 | 0.45 | 1.00 | 0.62 |
| Portfolio | 0.70 | 0.61 | 0.64 | 0.62 | 0.53 | 0.62 | 1.00 |