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 | 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
The chart shows the growth of an initial investment of $10,000 in strong - 9 aug 2024, 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
The earliest data available for this chart is Dec 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of Nov 13, 2024, the strong - 9 aug 2024 returned 49.29% Year-To-Date and 24.37% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| strong - 9 aug 2024 | 49.29% | 4.71% | 29.52% | 57.42% | 37.41% | 24.37% |
| Portfolio components: | ||||||
MSI Motorola Solutions, Inc. | 60.11% | 6.31% | 38.45% | 62.38% | 27.02% | 24.69% |
REGN Regeneron Pharmaceuticals, Inc. | -6.52% | -19.17% | -16.62% | 3.05% | 19.46% | 7.60% |
RSG Republic Services, Inc. | 29.80% | 3.82% | 13.93% | 35.57% | 21.39% | 20.55% |
TMUS T-Mobile US, Inc. | 50.72% | 12.19% | 48.20% | 64.87% | 26.00% | 23.95% |
TRGP Targa Resources Corp. | 128.74% | 17.75% | 71.53% | 134.02% | 42.15% | 10.84% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.41% | 6.01% | 5.23% | -1.67% | 4.86% | 5.55% | 3.08% | 9.15% | -1.61% | 0.00% | 49.29% | ||
| 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% | 16.61% |
| 2013 | 6.27% | 0.05% | 7.55% | 4.24% | 4.74% | 1.82% | 3.64% | -3.33% | 11.53% | 2.24% | 2.00% | 6.03% | 57.07% |
Expense Ratio
strong - 9 aug 2024 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of strong - 9 aug 2024 is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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. | 3.61 | 5.09 | 1.71 | 10.42 | 29.49 |
REGN Regeneron Pharmaceuticals, Inc. | 0.13 | 0.31 | 1.04 | 0.09 | 0.31 |
RSG Republic Services, Inc. | 2.52 | 3.09 | 1.48 | 4.61 | 16.21 |
TMUS T-Mobile US, Inc. | 4.22 | 5.79 | 1.82 | 12.64 | 30.80 |
TRGP Targa Resources Corp. | 6.01 | 6.51 | 1.91 | 12.31 | 45.95 |
Dividends
Dividend yield
strong - 9 aug 2024 provided a 0.86% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.86% | 0.99% | 0.93% | 0.62% | 1.57% | 2.42% | 2.79% | 2.32% | 2.14% | 3.45% | 1.43% | 3.81% |
| Portfolio components: | ||||||||||||
MSI Motorola Solutions, Inc. | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
REGN Regeneron Pharmaceuticals, Inc. | 0.00% | 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. | 1.03% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
TMUS T-Mobile US, Inc. | 1.09% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
TRGP Targa Resources Corp. | 1.42% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.53% | 2.33% |
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 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 0.04%.
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 current strong - 9 aug 2024 volatility is 4.81%, 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
| TRGP | REGN | TMUS | RSG | MSI | |
|---|---|---|---|---|---|
| TRGP | 1.00 | 0.17 | 0.23 | 0.22 | 0.28 |
| REGN | 0.17 | 1.00 | 0.26 | 0.23 | 0.27 |
| TMUS | 0.23 | 0.26 | 1.00 | 0.32 | 0.34 |
| RSG | 0.22 | 0.23 | 0.32 | 1.00 | 0.45 |
| MSI | 0.28 | 0.27 | 0.34 | 0.45 | 1.00 |