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Election
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TGNA 20%NXST 20%VSAT 20%SBGI 20%WBD 20%EquityEquity
PositionCategory/SectorWeight
NXST
Nexstar Media Group, Inc.
Communication Services

20%

SBGI
Sinclair Broadcast Group, Inc.
Communication Services

20%

TGNA
TEGNA Inc.
Communication Services

20%

VSAT
Viasat, Inc.
Technology

20%

WBD
Warner Bros. Discovery, Inc.
Communication Services

20%

S&P 500

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
2.61%
18.82%
Election
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 6, 2005, corresponding to the inception date of WBD

Returns By Period

As of Apr 23, 2024, the Election returned -15.95% Year-To-Date and 0.10% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
Election-15.95%-1.03%2.61%-26.22%-9.68%0.10%
TGNA
TEGNA Inc.
-8.74%-1.42%2.18%-13.82%-0.53%2.12%
NXST
Nexstar Media Group, Inc.
3.82%-2.28%18.01%-3.36%9.50%17.33%
VSAT
Viasat, Inc.
-44.51%-9.40%-22.91%-56.63%-29.55%-13.38%
SBGI
Sinclair Broadcast Group, Inc.
-3.48%6.93%27.17%-31.57%-19.42%-4.69%
WBD
Warner Bros. Discovery, Inc.
-25.57%0.36%-16.47%-37.63%-22.59%-14.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.65%-8.63%-0.79%
2023-15.89%-2.89%8.43%12.22%

Expense Ratio

The Election 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Election
Sharpe ratio
The chart of Sharpe ratio for Election, currently valued at -0.68, compared to the broader market-1.000.001.002.003.004.005.00-0.68
Sortino ratio
The chart of Sortino ratio for Election, currently valued at -0.86, compared to the broader market0.002.004.006.00-0.86
Omega ratio
The chart of Omega ratio for Election, currently valued at 0.91, compared to the broader market0.801.001.201.401.601.800.91
Calmar ratio
The chart of Calmar ratio for Election, currently valued at -0.47, compared to the broader market0.002.004.006.008.00-0.47
Martin ratio
The chart of Martin ratio for Election, currently valued at -1.43, compared to the broader market0.0010.0020.0030.0040.00-1.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TGNA
TEGNA Inc.
-0.64-0.770.91-0.40-1.52
NXST
Nexstar Media Group, Inc.
-0.130.081.01-0.14-0.35
VSAT
Viasat, Inc.
-0.82-1.080.86-0.66-1.17
SBGI
Sinclair Broadcast Group, Inc.
-0.45-0.330.96-0.41-1.07
WBD
Warner Bros. Discovery, Inc.
-0.76-0.930.89-0.43-1.54

Sharpe Ratio

The current Election Sharpe ratio is -0.68. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.005.00-0.68

The Sharpe ratio of Election is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.68
1.81
Election
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Election granted a 2.96% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Election2.96%2.77%2.06%1.36%1.31%1.12%1.46%1.11%1.25%1.12%1.16%1.02%
TGNA
TEGNA Inc.
3.15%2.73%1.79%1.91%2.01%1.68%2.58%2.13%2.62%2.28%2.36%2.54%
NXST
Nexstar Media Group, Inc.
3.56%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%
VSAT
Viasat, 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%
SBGI
Sinclair Broadcast Group, Inc.
8.10%7.67%6.45%3.03%2.51%2.40%2.81%1.90%2.11%2.03%2.30%1.68%
WBD
Warner Bros. Discovery, 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-54.40%
-4.64%
Election
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Election. 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 Election was 81.45%, occurring on Mar 9, 2009. Recovery took 252 trading sessions.

The current Election drawdown is 54.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.45%May 23, 2007452Mar 9, 2009252Mar 9, 2010704
-58.4%Mar 18, 2021643Oct 5, 2023
-56.59%May 7, 2019231Apr 3, 2020215Feb 10, 2021446
-27.99%Jul 25, 201150Oct 3, 201158Dec 23, 2011108
-24.69%Jan 23, 201871May 3, 2018205Feb 27, 2019276

Volatility

Volatility Chart

The current Election volatility is 9.51%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
9.51%
3.30%
Election
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.

VSATNXSTWBDTGNASBGI
VSAT1.000.320.380.370.37
NXST0.321.000.390.420.50
WBD0.380.391.000.440.43
TGNA0.370.420.441.000.47
SBGI0.370.500.430.471.00