Macro Real Transactional
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification
Macro Real Transactional
Last updated Sep 14, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AR Antero Resources Corporation | Energy | 15.55% |
ARCH Arch Resources, Inc. | Energy | 11.34% |
BTU Peabody Energy Corporation | Energy | 12.65% |
CNX CNX Resources Corporation | Energy | 14.28% |
CRESY Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria | Industrials | 9.89% |
EQT EQT Corporation | Energy | 12.23% |
FCX Freeport-McMoRan Inc. | Basic Materials | 10.69% |
FTI TechnipFMC plc | Energy | 37.42% |
GDX VanEck Vectors Gold Miners ETF | Materials | 15.57% |
GORO Gold Resource Corporation | Basic Materials | 0% |
ICL ICL Group Ltd | Basic Materials | 6.74% |
PAM Pampa Energía S.A. | Utilities | 16.77% |
RRC Range Resources Corporation | Energy | 9.98% |
STNG Scorpio Tankers Inc. | Energy | 35.02% |
SWN Southwestern Energy Company | Energy | 7.39% |
TDW Tidewater Inc. | Energy | 43.27% |
UUUU Energy Fuels Inc. | Energy | 4.64% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | -154.28% |
VSTO Vista Outdoor Inc. | Consumer Cyclical | 0% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | -9.13% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jan 26, 2023 | Buy | Antero Resources Corporation | 0.35 | $28.55 |
| Jan 26, 2023 | Buy | Arch Resources, Inc. | 0.066 | $150.83 |
| Jan 26, 2023 | Buy | Peabody Energy Corporation | 0.379 | $26.36 |
| Jan 26, 2023 | Buy | Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria | 1 | $7.15 |
| Jan 26, 2023 | Buy | Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria | 0.399 | $7.13 |
| Jan 26, 2023 | Buy | EQT Corporation | 0.309 | $32.32 |
| Jan 26, 2023 | Buy | Freeport-McMoRan Inc. | 0.222 | $45.00 |
| Jan 26, 2023 | Buy | TechnipFMC plc | 0.742 | $13.47 |
| Jan 26, 2023 | Buy | VanEck Vectors Gold Miners ETF | 0.306 | $32.61 |
| Jan 26, 2023 | Buy | ICL Group Ltd | 1 | $7.91 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Macro Real Transactional, 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
Macro Real Transactional
Benchmark (^GSPC)
Portfolio components
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.13% | 9.95% | 24.88% | 13.37% | 10.92% |
| Macro Real Transactional | -12.83% | -14.75% | -17.16% | -15.13% | N/A | N/A |
| Portfolio components: | ||||||
TDW Tidewater Inc. | -0.87% | -19.90% | -17.87% | 5.74% | 32.25% | -25.51% |
AR Antero Resources Corporation | 16.80% | -5.02% | 2.63% | -0.04% | 49.07% | -7.17% |
CNX CNX Resources Corporation | 36.70% | 2.21% | 28.06% | 25.93% | 27.44% | -1.40% |
FTI TechnipFMC plc | 24.05% | -9.98% | 1.77% | 20.06% | 7.12% | N/A |
GORO Gold Resource Corporation | -6.89% | -9.25% | -8.83% | -20.97% | -35.37% | -22.84% |
ICL ICL Group Ltd | -13.76% | -1.23% | -10.85% | -22.73% | 4.19% | -0.36% |
VTI Vanguard Total Stock Market ETF | 17.69% | 1.48% | 10.04% | 27.32% | 14.39% | 12.33% |
VOO Vanguard S&P 500 ETF | 19.06% | 1.40% | 10.65% | 28.25% | 15.18% | 12.95% |
STNG Scorpio Tankers Inc. | 13.73% | -7.38% | -3.67% | 32.68% | 18.86% | 0.16% |
GDX VanEck Vectors Gold Miners ETF | 29.28% | 4.16% | 34.13% | 37.11% | 9.90% | 6.27% |
VSTO Vista Outdoor Inc. | 34.83% | 1.71% | 24.75% | 35.15% | 43.11% | N/A |
BTU Peabody Energy Corporation | -8.35% | -1.65% | -6.52% | -6.85% | 4.47% | N/A |
ARCH Arch Resources, Inc. | -21.37% | 1.56% | -19.74% | -17.89% | 15.99% | N/A |
EQT EQT Corporation | -12.98% | 3.23% | 0.18% | -18.69% | 23.63% | -3.77% |
FCX Freeport-McMoRan Inc. | 1.17% | -1.80% | -3.81% | 7.12% | 33.28% | 3.24% |
RRC Range Resources Corporation | -3.92% | -4.59% | -8.94% | -8.44% | 45.34% | -8.37% |
UUUU Energy Fuels Inc. | -34.35% | 1.94% | -21.85% | -43.94% | 18.07% | -4.28% |
SWN Southwestern Energy Company | -4.43% | 0.32% | -11.21% | -3.10% | 22.97% | -16.49% |
PAM Pampa Energía S.A. | 19.43% | 12.60% | 49.19% | 46.24% | 31.91% | 18.73% |
CRESY Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria | 0.93% | 13.42% | 19.90% | 37.67% | 13.71% | -0.46% |
Monthly Returns
The table below presents the monthly returns of Macro Real Transactional, 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 | -3.27% | -5.17% | 25.37% | 6.90% | 12.73% | -16.73% | -0.22% | -11.90% | -12.83% | ||||
| 2023 | 1.05% | 9.74% | -16.91% | -5.77% | -16.21% | 28.74% | 15.22% | 6.94% | 11.60% | 3.28% | -12.49% | 3.18% | 20.09% |
| 2022 | 7.10% | 32.94% | 15.33% | 73.69% | 57.36% | -46.41% | 24.05% | 23.46% | -12.68% | 34.85% | 6.48% | -2.28% | 351.30% |
| 2021 | 3.78% | -6.48% | -1.16% | -4.07% |
Expense Ratio
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 Macro Real Transactional is 1, indicating that it is in the bottom 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.
Macro Real Transactional
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TDW Tidewater Inc. | 0.10 | 0.51 | 1.08 | 0.14 | 0.40 |
AR Antero Resources Corporation | -0.06 | 0.19 | 1.03 | -0.04 | -0.13 |
CNX CNX Resources Corporation | 0.83 | 1.33 | 1.12 | 1.16 | 2.53 |
FTI TechnipFMC plc | 0.63 | 1.06 | 1.11 | 1.01 | 2.44 |
GORO Gold Resource Corporation | -0.27 | 0.22 | 1.08 | -0.27 | -0.78 |
ICL ICL Group Ltd | -0.73 | -0.95 | 0.90 | -0.38 | -1.43 |
VTI Vanguard Total Stock Market ETF | 2.06 | 2.77 | 1.12 | 1.91 | 9.79 |
VOO Vanguard S&P 500 ETF | 2.18 | 2.93 | 1.12 | 2.39 | 10.59 |
STNG Scorpio Tankers Inc. | 1.14 | 1.75 | 1.16 | 1.69 | 5.46 |
GDX VanEck Vectors Gold Miners ETF | 1.31 | 1.88 | 1.17 | 1.18 | 5.57 |
VSTO Vista Outdoor Inc. | 1.03 | 1.45 | 1.18 | 0.76 | 3.72 |
BTU Peabody Energy Corporation | -0.11 | 0.08 | 0.99 | -0.10 | -0.30 |
ARCH Arch Resources, Inc. | -0.34 | -0.25 | 0.94 | -0.38 | -0.87 |
EQT EQT Corporation | -0.68 | -0.87 | 0.93 | -0.55 | -1.29 |
FCX Freeport-McMoRan Inc. | 0.25 | 0.61 | 1.06 | 0.26 | 0.75 |
RRC Range Resources Corporation | -0.33 | -0.26 | 0.98 | -0.37 | -0.71 |
UUUU Energy Fuels Inc. | -0.74 | -0.94 | 0.79 | -0.65 | -1.37 |
SWN Southwestern Energy Company | -0.20 | -0.09 | 1.01 | -0.16 | -0.51 |
PAM Pampa Energía S.A. | 1.01 | 1.77 | 1.23 | 1.70 | 4.35 |
CRESY Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria | 0.80 | 1.51 | 1.20 | 1.29 | 2.68 |
Macro Real Transactional
Benchmark (^GSPC)
Portfolio components
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.
Macro Real Transactional
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Macro Real Transactional. 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 Macro Real Transactional was 91.81%, occurring on Mar 16, 2022. Recovery took 5 trading sessions.
The current Macro Real Transactional drawdown is 38.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -91.81% | Mar 11, 2022 | 4 | Mar 16, 2022 | 5 | Mar 23, 2022 | 9 |
| -84.14% | Jun 13, 2022 | 16 | Jul 6, 2022 | 435 | Mar 28, 2024 | 451 |
| -56.54% | Apr 19, 2022 | 5 | Apr 25, 2022 | 20 | May 23, 2022 | 25 |
| -49.03% | Feb 28, 2022 | 5 | Mar 4, 2022 | 4 | Mar 10, 2022 | 9 |
| -42.77% | Mar 28, 2022 | 2 | Mar 29, 2022 | 3 | Apr 1, 2022 | 5 |
Volatility
Volatility Chart
The current Macro Real Transactional volatility is 15.10%, 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.
Macro Real Transactional
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.
| GORO | STNG | VSTO | PAM | GDX | ICL | CRESY | TDW | ARCH | UUUU | BTU | FTI | VOO | VTI | FCX | EQT | CNX | RRC | AR | SWN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GORO | 1.00 | 0.13 | 0.13 | 0.24 | 0.64 | 0.21 | 0.25 | 0.27 | 0.26 | 0.33 | 0.25 | 0.28 | 0.22 | 0.23 | 0.39 | 0.20 | 0.24 | 0.22 | 0.24 | 0.23 |
| STNG | 0.13 | 1.00 | 0.12 | 0.21 | 0.13 | 0.23 | 0.24 | 0.37 | 0.34 | 0.26 | 0.35 | 0.38 | 0.18 | 0.20 | 0.25 | 0.32 | 0.35 | 0.33 | 0.36 | 0.33 |
| VSTO | 0.13 | 0.12 | 1.00 | 0.23 | 0.22 | 0.28 | 0.26 | 0.20 | 0.26 | 0.33 | 0.15 | 0.26 | 0.51 | 0.54 | 0.33 | 0.27 | 0.31 | 0.28 | 0.29 | 0.29 |
| PAM | 0.24 | 0.21 | 0.23 | 1.00 | 0.29 | 0.26 | 0.66 | 0.32 | 0.27 | 0.31 | 0.29 | 0.33 | 0.33 | 0.33 | 0.34 | 0.26 | 0.24 | 0.28 | 0.28 | 0.27 |
| GDX | 0.64 | 0.13 | 0.22 | 0.29 | 1.00 | 0.28 | 0.33 | 0.28 | 0.30 | 0.42 | 0.30 | 0.26 | 0.32 | 0.33 | 0.55 | 0.28 | 0.29 | 0.25 | 0.27 | 0.27 |
| ICL | 0.21 | 0.23 | 0.28 | 0.26 | 0.28 | 1.00 | 0.31 | 0.28 | 0.34 | 0.29 | 0.35 | 0.31 | 0.42 | 0.44 | 0.42 | 0.36 | 0.34 | 0.33 | 0.35 | 0.36 |
| CRESY | 0.25 | 0.24 | 0.26 | 0.66 | 0.33 | 0.31 | 1.00 | 0.34 | 0.28 | 0.38 | 0.30 | 0.35 | 0.36 | 0.37 | 0.41 | 0.32 | 0.33 | 0.30 | 0.31 | 0.32 |
| TDW | 0.27 | 0.37 | 0.20 | 0.32 | 0.28 | 0.28 | 0.34 | 1.00 | 0.41 | 0.36 | 0.38 | 0.63 | 0.25 | 0.27 | 0.36 | 0.40 | 0.44 | 0.44 | 0.43 | 0.40 |
| ARCH | 0.26 | 0.34 | 0.26 | 0.27 | 0.30 | 0.34 | 0.28 | 0.41 | 1.00 | 0.33 | 0.73 | 0.36 | 0.26 | 0.28 | 0.41 | 0.42 | 0.43 | 0.45 | 0.45 | 0.43 |
| UUUU | 0.33 | 0.26 | 0.33 | 0.31 | 0.42 | 0.29 | 0.38 | 0.36 | 0.33 | 1.00 | 0.32 | 0.41 | 0.50 | 0.52 | 0.51 | 0.34 | 0.37 | 0.36 | 0.36 | 0.38 |
| BTU | 0.25 | 0.35 | 0.15 | 0.29 | 0.30 | 0.35 | 0.30 | 0.38 | 0.73 | 0.32 | 1.00 | 0.38 | 0.25 | 0.26 | 0.41 | 0.46 | 0.47 | 0.50 | 0.48 | 0.46 |
| FTI | 0.28 | 0.38 | 0.26 | 0.33 | 0.26 | 0.31 | 0.35 | 0.63 | 0.36 | 0.41 | 0.38 | 1.00 | 0.35 | 0.36 | 0.43 | 0.42 | 0.46 | 0.45 | 0.45 | 0.45 |
| VOO | 0.22 | 0.18 | 0.51 | 0.33 | 0.32 | 0.42 | 0.36 | 0.25 | 0.26 | 0.50 | 0.25 | 0.35 | 1.00 | 0.99 | 0.55 | 0.37 | 0.39 | 0.38 | 0.37 | 0.42 |
| VTI | 0.23 | 0.20 | 0.54 | 0.33 | 0.33 | 0.44 | 0.37 | 0.27 | 0.28 | 0.52 | 0.26 | 0.36 | 0.99 | 1.00 | 0.57 | 0.38 | 0.40 | 0.39 | 0.38 | 0.44 |
| FCX | 0.39 | 0.25 | 0.33 | 0.34 | 0.55 | 0.42 | 0.41 | 0.36 | 0.41 | 0.51 | 0.41 | 0.43 | 0.55 | 0.57 | 1.00 | 0.43 | 0.42 | 0.41 | 0.44 | 0.45 |
| EQT | 0.20 | 0.32 | 0.27 | 0.26 | 0.28 | 0.36 | 0.32 | 0.40 | 0.42 | 0.34 | 0.46 | 0.42 | 0.37 | 0.38 | 0.43 | 1.00 | 0.74 | 0.81 | 0.82 | 0.82 |
| CNX | 0.24 | 0.35 | 0.31 | 0.24 | 0.29 | 0.34 | 0.33 | 0.44 | 0.43 | 0.37 | 0.47 | 0.46 | 0.39 | 0.40 | 0.42 | 0.74 | 1.00 | 0.75 | 0.74 | 0.74 |
| RRC | 0.22 | 0.33 | 0.28 | 0.28 | 0.25 | 0.33 | 0.30 | 0.44 | 0.45 | 0.36 | 0.50 | 0.45 | 0.38 | 0.39 | 0.41 | 0.81 | 0.75 | 1.00 | 0.86 | 0.82 |
| AR | 0.24 | 0.36 | 0.29 | 0.28 | 0.27 | 0.35 | 0.31 | 0.43 | 0.45 | 0.36 | 0.48 | 0.45 | 0.37 | 0.38 | 0.44 | 0.82 | 0.74 | 0.86 | 1.00 | 0.81 |
| SWN | 0.23 | 0.33 | 0.29 | 0.27 | 0.27 | 0.36 | 0.32 | 0.40 | 0.43 | 0.38 | 0.46 | 0.45 | 0.42 | 0.44 | 0.45 | 0.82 | 0.74 | 0.82 | 0.81 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 18, 2021