Investments3
Step 3 BONDS 50% STOCKS 30% ETF 20%
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Investments3, 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 Jun 29, 2012, corresponding to the inception date of 1258.HK
Returns By Period
As of Sep 19, 2024, the Investments3 returned 15.12% Year-To-Date and 12.54% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Investments3 | 15.12% | -0.34% | 6.80% | 29.38% | 14.40% | 12.64% |
| Portfolio components: | ||||||
DMLP Dorchester Minerals, L.P. | 4.17% | 0.72% | -2.40% | 18.77% | 22.46% | 10.16% |
SIGA SIGA Technologies, Inc. | 52.79% | -9.89% | -4.08% | 82.04% | 11.78% | 21.38% |
1258.HK China Nonferrous Mining Corp Ltd | -1.21% | -9.36% | -24.69% | 0.19% | 32.47% | 13.18% |
COKE Coca-Cola Consolidated, Inc. | 39.09% | -0.19% | 43.29% | 95.67% | 33.74% | 32.10% |
PFC.NS Power Finance Corporation Limited | 32.07% | -4.80% | 29.59% | 121.44% | 48.18% | 20.38% |
CAT Caterpillar Inc. | 21.60% | 3.44% | -1.84% | 29.71% | 24.59% | 16.01% |
AGG iShares Core U.S. Aggregate Bond ETF | 5.19% | 1.66% | 6.43% | 10.81% | 0.46% | 1.86% |
VONG Vanguard Russell 1000 Growth ETF | 20.71% | -0.82% | 7.87% | 34.94% | 18.15% | 15.50% |
Monthly Returns
The table below presents the monthly returns of Investments3, 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 | 0.84% | 0.79% | 6.16% | -1.42% | 3.27% | 1.42% | 3.02% | 1.40% | 15.12% | ||||
| 2023 | 3.95% | -1.60% | 1.48% | 1.96% | 0.82% | 3.02% | 3.65% | -1.15% | -0.05% | -2.48% | 8.23% | 6.87% | 26.99% |
| 2022 | -3.05% | -1.44% | 2.02% | -4.76% | 6.07% | -5.07% | 7.33% | -3.59% | -9.03% | 3.52% | 6.27% | -1.88% | -4.99% |
| 2021 | -1.03% | 2.79% | -0.27% | 7.19% | 2.00% | 0.94% | 2.02% | 0.48% | -0.45% | 1.16% | 1.20% | 1.87% | 19.17% |
| 2020 | 0.16% | -2.16% | -5.96% | 7.75% | 0.28% | 2.59% | 3.30% | 4.28% | -2.75% | -1.45% | 7.20% | 2.43% | 15.81% |
| 2019 | 3.65% | 2.68% | 2.53% | 0.95% | -2.56% | 3.52% | -0.18% | -0.11% | 0.05% | 1.19% | 0.53% | 2.71% | 15.83% |
| 2018 | 1.34% | -0.79% | -1.89% | -0.09% | 1.80% | -1.28% | 2.32% | 2.72% | -0.97% | -4.66% | 3.01% | 0.31% | 1.54% |
| 2017 | 0.55% | 2.39% | 2.04% | 2.51% | -0.38% | -1.52% | 3.91% | 0.72% | 1.01% | 5.02% | 0.21% | 1.56% | 19.38% |
| 2016 | -1.58% | 2.34% | 1.47% | 6.57% | -4.38% | 4.33% | 10.36% | 1.54% | 2.96% | -2.24% | 3.90% | 1.13% | 28.77% |
| 2015 | 0.42% | 4.13% | -1.49% | 0.57% | 0.04% | -1.40% | -1.26% | -2.21% | -0.77% | 1.64% | -2.05% | -2.68% | -5.13% |
| 2014 | -1.13% | 2.81% | 1.42% | 0.11% | 3.15% | 2.13% | -1.94% | -0.16% | -2.21% | 3.08% | 2.46% | -1.77% | 8.00% |
| 2013 | 3.40% | 2.75% | -2.15% | 1.78% | -0.62% | -3.34% | 0.43% | -0.41% | 2.82% | 1.31% | 1.92% | 0.68% | 8.65% |
Expense Ratio
Investments3 has an expense ratio of 0.04%, which is considered low compared to other funds. 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 Investments3 is 96, placing it in the top 4% 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 | |
|---|---|---|---|---|---|
DMLP Dorchester Minerals, L.P. | 0.80 | 1.20 | 1.16 | 1.15 | 2.56 |
SIGA SIGA Technologies, Inc. | 0.86 | 1.48 | 1.24 | 0.79 | 3.44 |
1258.HK China Nonferrous Mining Corp Ltd | 0.02 | 0.37 | 1.04 | 0.02 | 0.06 |
COKE Coca-Cola Consolidated, Inc. | 3.25 | 4.51 | 1.61 | 6.37 | 17.16 |
PFC.NS Power Finance Corporation Limited | 2.10 | 2.42 | 1.39 | 4.48 | 11.53 |
CAT Caterpillar Inc. | 1.29 | 1.75 | 1.24 | 1.55 | 4.20 |
AGG iShares Core U.S. Aggregate Bond ETF | 2.06 | 3.03 | 1.38 | 0.74 | 8.89 |
VONG Vanguard Russell 1000 Growth ETF | 2.20 | 2.88 | 1.40 | 2.34 | 10.74 |
Dividends
Dividend yield
Investments3 granted a 3.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Investments3 | 3.31% | 3.11% | 3.20% | 2.30% | 2.55% | 2.40% | 2.67% | 2.35% | 2.03% | 2.86% | 2.24% | 2.12% |
| Portfolio components: | ||||||||||||
DMLP Dorchester Minerals, L.P. | 10.86% | 10.67% | 11.68% | 7.75% | 12.75% | 10.32% | 11.87% | 7.60% | 4.88% | 11.67% | 7.46% | 6.67% |
SIGA SIGA Technologies, Inc. | 7.53% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
1258.HK China Nonferrous Mining Corp Ltd | 4.75% | 4.31% | 7.48% | 3.59% | 2.73% | 3.61% | 2.45% | 0.00% | 0.00% | 1.30% | 0.74% | 0.00% |
COKE Coca-Cola Consolidated, Inc. | 1.42% | 0.54% | 0.19% | 0.16% | 0.37% | 0.34% | 0.55% | 0.45% | 0.55% | 0.53% | 1.11% | 1.33% |
PFC.NS Power Finance Corporation Limited | 3.40% | 2.85% | 8.86% | 12.32% | 8.31% | 0.00% | 1.68% | 9.03% | 2.09% | 8.89% | 2.99% | 4.19% |
CAT Caterpillar Inc. | 1.50% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.42% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
VONG Vanguard Russell 1000 Growth ETF | 0.63% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
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 Investments3. 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 Investments3 was 16.85%, occurring on Mar 18, 2020. Recovery took 57 trading sessions.
The current Investments3 drawdown is 1.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.85% | Jan 17, 2020 | 44 | Mar 18, 2020 | 57 | Jun 8, 2020 | 101 |
| -16.48% | Aug 16, 2022 | 44 | Oct 14, 2022 | 192 | Jul 12, 2023 | 236 |
| -14.33% | Mar 3, 2015 | 246 | Feb 11, 2016 | 102 | Jul 5, 2016 | 348 |
| -8.73% | Jan 4, 2022 | 91 | May 11, 2022 | 12 | May 27, 2022 | 103 |
| -8.45% | Jun 3, 2022 | 12 | Jun 20, 2022 | 28 | Jul 28, 2022 | 40 |
Volatility
Volatility Chart
The current Investments3 volatility is 2.34%, 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
| AGG | 1258.HK | PFC.NS | SIGA | DMLP | COKE | VONG | CAT | |
|---|---|---|---|---|---|---|---|---|
| AGG | 1.00 | -0.07 | -0.01 | 0.02 | -0.04 | 0.02 | 0.01 | -0.12 |
| 1258.HK | -0.07 | 1.00 | 0.07 | 0.01 | 0.03 | -0.03 | 0.05 | 0.07 |
| PFC.NS | -0.01 | 0.07 | 1.00 | 0.04 | 0.05 | 0.02 | 0.10 | 0.13 |
| SIGA | 0.02 | 0.01 | 0.04 | 1.00 | 0.10 | 0.13 | 0.25 | 0.17 |
| DMLP | -0.04 | 0.03 | 0.05 | 0.10 | 1.00 | 0.10 | 0.20 | 0.31 |
| COKE | 0.02 | -0.03 | 0.02 | 0.13 | 0.10 | 1.00 | 0.33 | 0.22 |
| VONG | 0.01 | 0.05 | 0.10 | 0.25 | 0.20 | 0.33 | 1.00 | 0.50 |
| CAT | -0.12 | 0.07 | 0.13 | 0.17 | 0.31 | 0.22 | 0.50 | 1.00 |