Stocks 16-30
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DOW Dow Inc. | Basic Materials | 6.67% |
ECL Ecolab Inc. | Basic Materials | 6.67% |
EPD Enterprise Products Partners L.P. | Energy | 6.67% |
FAF First American Financial Corporation | Financial Services | 6.67% |
FNF Fidelity National Financial, Inc. | Financial Services | 6.67% |
GD General Dynamics Corporation | 6.67% | |
GILD Gilead Sciences, Inc. | Healthcare | 6.67% |
GOOG Alphabet Inc. | Communication Services | 6.67% |
HD The Home Depot, Inc. | Consumer Cyclical | 6.67% |
HII Huntington Ingalls Industries, Inc. | Industrials | 6.67% |
HPQ HP Inc. | Technology | 6.67% |
ITW Illinois Tool Works Inc. | Industrials | 6.67% |
JNJ Johnson & Johnson | Healthcare | 6.67% |
JPM JPMorgan Chase & Co. | Financial Services | 6.67% |
KO The Coca-Cola Company | Consumer Defensive | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks 16-30, 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 Mar 20, 2019, corresponding to the inception date of DOW
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Stocks 16-30 | 14.41% | 3.13% | 8.66% | 25.45% | 13.36% | N/A |
| Portfolio components: | ||||||
DOW Dow Inc. | -2.20% | -2.48% | -8.95% | 2.78% | 6.80% | N/A |
ECL Ecolab Inc. | 26.19% | 2.84% | 9.21% | 42.38% | 6.01% | 8.98% |
EPD Enterprise Products Partners L.P. | 18.21% | 0.17% | 5.43% | 17.58% | 8.48% | 3.58% |
FAF First American Financial Corporation | 6.01% | 8.25% | 19.82% | 14.44% | 6.07% | 12.53% |
FNF Fidelity National Financial, Inc. | 22.84% | 7.05% | 21.74% | 47.12% | 12.51% | 16.13% |
GD General Dynamics Corporation | 18.23% | 2.29% | 8.08% | 38.60% | 12.79% | 11.35% |
GILD Gilead Sciences, Inc. | 6.89% | 13.73% | 15.86% | 15.32% | 9.20% | 0.95% |
GOOG Alphabet Inc. | 14.39% | -4.38% | 7.70% | 16.12% | 21.33% | 18.46% |
HD The Home Depot, Inc. | 12.93% | 6.41% | 1.20% | 25.23% | 14.10% | 18.08% |
HII Huntington Ingalls Industries, Inc. | 5.11% | -0.24% | -7.03% | 31.34% | 6.95% | 11.77% |
HPQ HP Inc. | 17.64% | 0.63% | 18.20% | 29.57% | 17.16% | 11.04% |
ITW Illinois Tool Works Inc. | -2.34% | 4.25% | -4.81% | 8.94% | 12.95% | 13.69% |
JNJ Johnson & Johnson | 8.49% | 4.87% | 8.35% | 5.68% | 7.71% | 7.32% |
JPM JPMorgan Chase & Co. | 24.16% | -3.68% | 6.91% | 42.85% | 15.16% | 16.21% |
KO The Coca-Cola Company | 24.53% | 4.73% | 19.84% | 27.14% | 9.25% | 8.91% |
Monthly Returns
The table below presents the monthly returns of Stocks 16-30, 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 | -0.34% | 2.96% | 3.93% | -4.74% | 3.54% | 0.01% | 5.41% | 3.21% | 14.41% | ||||
| 2023 | 5.33% | -3.38% | 0.38% | 1.63% | -3.37% | 6.68% | 4.92% | -1.78% | -4.55% | -1.38% | 8.09% | 6.24% | 19.22% |
| 2022 | -2.84% | -2.73% | 1.64% | -3.24% | 2.60% | -8.14% | 4.98% | -2.96% | -7.83% | 11.50% | 4.76% | -3.07% | -6.88% |
| 2021 | -0.89% | 5.85% | 7.92% | 5.28% | 0.99% | -1.41% | 1.88% | 2.95% | -5.06% | 5.71% | -0.60% | 6.01% | 31.62% |
| 2020 | 0.65% | -8.34% | -16.47% | 11.67% | 6.05% | -1.39% | 1.67% | 3.91% | -3.33% | -1.98% | 12.31% | 3.58% | 4.81% |
| 2019 | 1.07% | 5.82% | -6.71% | 6.93% | 2.81% | -2.01% | 1.95% | 1.38% | 3.95% | 1.32% | 17.02% |
Expense Ratio
Stocks 16-30 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 rank of Stocks 16-30 is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
DOW Dow Inc. | 0.10 | 0.28 | 1.03 | 0.07 | 0.29 |
ECL Ecolab Inc. | 2.12 | 3.02 | 1.45 | 1.35 | 13.49 |
EPD Enterprise Products Partners L.P. | 1.50 | 2.21 | 1.27 | 3.16 | 7.54 |
FAF First American Financial Corporation | 0.57 | 0.94 | 1.12 | 0.42 | 1.37 |
FNF Fidelity National Financial, Inc. | 2.00 | 2.46 | 1.34 | 1.95 | 10.08 |
GD General Dynamics Corporation | 2.11 | 3.40 | 1.42 | 2.84 | 19.13 |
GILD Gilead Sciences, Inc. | 0.65 | 1.02 | 1.14 | 0.58 | 1.07 |
GOOG Alphabet Inc. | 0.57 | 0.91 | 1.13 | 0.72 | 2.10 |
HD The Home Depot, Inc. | 1.18 | 1.76 | 1.21 | 0.79 | 2.82 |
HII Huntington Ingalls Industries, Inc. | 1.22 | 1.73 | 1.27 | 1.35 | 3.49 |
HPQ HP Inc. | 1.06 | 1.85 | 1.23 | 0.92 | 5.10 |
ITW Illinois Tool Works Inc. | 0.57 | 0.86 | 1.11 | 0.59 | 1.41 |
JNJ Johnson & Johnson | 0.36 | 0.63 | 1.08 | 0.30 | 0.96 |
JPM JPMorgan Chase & Co. | 2.21 | 2.61 | 1.40 | 2.65 | 13.49 |
KO The Coca-Cola Company | 2.00 | 2.75 | 1.38 | 1.56 | 10.01 |
Dividends
Dividend yield
Stocks 16-30 granted a 2.79% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks 16-30 | 2.79% | 2.98% | 3.17% | 2.76% | 3.18% | 2.72% | 2.65% | 2.09% | 2.35% | 2.18% | 1.69% | 1.65% |
| Portfolio components: | ||||||||||||
DOW Dow Inc. | 5.42% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ECL Ecolab Inc. | 0.92% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.51% | 1.17% | 1.11% | 0.93% |
EPD Enterprise Products Partners L.P. | 6.97% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
FAF First American Financial Corporation | 2.37% | 3.26% | 3.94% | 2.48% | 3.45% | 2.88% | 3.58% | 2.57% | 3.28% | 2.79% | 2.48% | 1.70% |
FNF Fidelity National Financial, Inc. | 3.15% | 3.59% | 4.57% | 2.99% | 3.45% | 3.54% | 3.82% | 2.07% | 2.59% | 2.31% | 1.93% | 2.04% |
GD General Dynamics Corporation | 1.81% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
GILD Gilead Sciences, Inc. | 3.65% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.30% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
HII Huntington Ingalls Industries, Inc. | 1.93% | 1.93% | 2.07% | 2.46% | 2.48% | 1.44% | 1.59% | 1.07% | 1.14% | 1.34% | 0.89% | 0.56% |
HPQ HP Inc. | 3.19% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
ITW Illinois Tool Works Inc. | 2.21% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
JNJ Johnson & Johnson | 2.93% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
JPM JPMorgan Chase & Co. | 2.12% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
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 Stocks 16-30. 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 Stocks 16-30 was 36.56%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current Stocks 16-30 drawdown is 0.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.56% | Feb 13, 2020 | 27 | Mar 23, 2020 | 179 | Dec 4, 2020 | 206 |
| -19.35% | Jan 13, 2022 | 180 | Sep 30, 2022 | 200 | Jul 20, 2023 | 380 |
| -9.41% | Aug 8, 2023 | 58 | Oct 27, 2023 | 24 | Dec 1, 2023 | 82 |
| -6.91% | Apr 24, 2019 | 27 | May 31, 2019 | 14 | Jun 20, 2019 | 41 |
| -6.24% | Apr 1, 2024 | 13 | Apr 17, 2024 | 46 | Jun 24, 2024 | 59 |
Volatility
Volatility Chart
The current Stocks 16-30 volatility is 2.85%, 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
| GILD | JNJ | EPD | GOOG | KO | HII | HD | HPQ | FAF | FNF | DOW | GD | ECL | JPM | ITW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GILD | 1.00 | 0.44 | 0.16 | 0.23 | 0.35 | 0.27 | 0.29 | 0.24 | 0.24 | 0.21 | 0.21 | 0.28 | 0.26 | 0.27 | 0.33 |
| JNJ | 0.44 | 1.00 | 0.16 | 0.22 | 0.47 | 0.29 | 0.31 | 0.23 | 0.23 | 0.20 | 0.22 | 0.33 | 0.36 | 0.27 | 0.37 |
| EPD | 0.16 | 0.16 | 1.00 | 0.28 | 0.23 | 0.36 | 0.24 | 0.35 | 0.31 | 0.32 | 0.48 | 0.38 | 0.31 | 0.44 | 0.39 |
| GOOG | 0.23 | 0.22 | 0.28 | 1.00 | 0.29 | 0.20 | 0.41 | 0.42 | 0.31 | 0.33 | 0.33 | 0.29 | 0.45 | 0.35 | 0.39 |
| KO | 0.35 | 0.47 | 0.23 | 0.29 | 1.00 | 0.38 | 0.37 | 0.29 | 0.34 | 0.35 | 0.34 | 0.44 | 0.50 | 0.38 | 0.46 |
| HII | 0.27 | 0.29 | 0.36 | 0.20 | 0.38 | 1.00 | 0.34 | 0.36 | 0.38 | 0.39 | 0.45 | 0.70 | 0.36 | 0.47 | 0.49 |
| HD | 0.29 | 0.31 | 0.24 | 0.41 | 0.37 | 0.34 | 1.00 | 0.46 | 0.51 | 0.45 | 0.39 | 0.39 | 0.51 | 0.41 | 0.56 |
| HPQ | 0.24 | 0.23 | 0.35 | 0.42 | 0.29 | 0.36 | 0.46 | 1.00 | 0.45 | 0.47 | 0.51 | 0.42 | 0.45 | 0.51 | 0.52 |
| FAF | 0.24 | 0.23 | 0.31 | 0.31 | 0.34 | 0.38 | 0.51 | 0.45 | 1.00 | 0.78 | 0.46 | 0.41 | 0.48 | 0.46 | 0.49 |
| FNF | 0.21 | 0.20 | 0.32 | 0.33 | 0.35 | 0.39 | 0.45 | 0.47 | 0.78 | 1.00 | 0.48 | 0.44 | 0.47 | 0.51 | 0.49 |
| DOW | 0.21 | 0.22 | 0.48 | 0.33 | 0.34 | 0.45 | 0.39 | 0.51 | 0.46 | 0.48 | 1.00 | 0.49 | 0.47 | 0.59 | 0.59 |
| GD | 0.28 | 0.33 | 0.38 | 0.29 | 0.44 | 0.70 | 0.39 | 0.42 | 0.41 | 0.44 | 0.49 | 1.00 | 0.46 | 0.53 | 0.54 |
| ECL | 0.26 | 0.36 | 0.31 | 0.45 | 0.50 | 0.36 | 0.51 | 0.45 | 0.48 | 0.47 | 0.47 | 0.46 | 1.00 | 0.45 | 0.60 |
| JPM | 0.27 | 0.27 | 0.44 | 0.35 | 0.38 | 0.47 | 0.41 | 0.51 | 0.46 | 0.51 | 0.59 | 0.53 | 0.45 | 1.00 | 0.59 |
| ITW | 0.33 | 0.37 | 0.39 | 0.39 | 0.46 | 0.49 | 0.56 | 0.52 | 0.49 | 0.49 | 0.59 | 0.54 | 0.60 | 0.59 | 1.00 |