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IND

Last updated Feb 21, 2024

Asset Allocation


UNP 6.67%CAT 6.67%BA 6.67%GE 6.67%HON 6.67%RTX 6.67%UBER 6.67%UPS 6.67%DE 6.67%LMT 6.67%ETN 6.67%ADP 6.67%ITW 6.67%CTAS 6.67%GWW 6.67%EquityEquity
PositionCategory/SectorWeight
UNP
Union Pacific Corporation
Industrials

6.67%

CAT
Caterpillar Inc.
Industrials

6.67%

BA
The Boeing Company
Industrials

6.67%

GE
General Electric Company
Industrials

6.67%

HON
Honeywell International Inc
Industrials

6.67%

RTX
Raytheon Technologies Corporation
Industrials

6.67%

UBER
Uber Technologies, Inc.
Technology

6.67%

UPS
United Parcel Service, Inc.
Industrials

6.67%

DE
Deere & Company
Industrials

6.67%

LMT
Lockheed Martin Corporation
Industrials

6.67%

ETN
Eaton Corporation plc
Industrials

6.67%

ADP
Automatic Data Processing, Inc.
Industrials

6.67%

ITW
Illinois Tool Works Inc.
Industrials

6.67%

CTAS
Cintas Corporation
Industrials

6.67%

GWW
W.W. Grainger, Inc.
Industrials

6.67%

Performance

The chart shows the growth of an initial investment of $10,000 in IND, 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%SeptemberOctoberNovemberDecember2024February
14.22%
13.40%
IND
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 9, 2019, corresponding to the inception date of UBER

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
IND2.76%3.93%14.22%22.04%N/AN/A
UNP
Union Pacific Corporation
0.62%3.29%12.40%25.68%10.16%13.17%
CAT
Caterpillar Inc.
6.60%9.98%17.25%29.19%20.62%15.57%
BA
The Boeing Company
-21.98%-5.42%-11.61%-3.92%-13.02%6.33%
GE
General Electric Company
16.45%14.49%33.28%79.51%20.34%1.66%
HON
Honeywell International Inc
-5.14%-0.92%7.58%0.95%7.53%10.25%
RTX
Raytheon Technologies Corporation
8.13%6.37%7.41%-8.02%5.19%4.72%
UBER
Uber Technologies, Inc.
24.41%17.65%72.72%120.30%N/AN/A
UPS
United Parcel Service, Inc.
-4.40%-4.20%-8.87%-15.44%9.58%7.78%
DE
Deere & Company
-10.63%-6.62%-6.56%-16.41%18.77%17.78%
LMT
Lockheed Martin Corporation
-6.39%-7.32%-5.03%-8.38%9.77%13.04%
ETN
Eaton Corporation plc
14.65%12.87%27.57%60.41%31.57%17.56%
ADP
Automatic Data Processing, Inc.
8.57%6.17%2.49%13.11%13.25%16.80%
ITW
Illinois Tool Works Inc.
-2.42%0.04%9.55%8.73%15.05%14.76%
CTAS
Cintas Corporation
2.22%2.83%27.17%39.78%25.97%27.36%
GWW
W.W. Grainger, Inc.
13.07%8.45%34.39%39.41%26.66%16.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.19%
20233.91%-1.22%-6.56%-1.17%9.28%7.36%

Sharpe Ratio

The current IND Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.58

The Sharpe ratio of IND lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.58
1.75
IND
Benchmark (^GSPC)
Portfolio components

Dividend yield

IND granted a 1.62% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IND1.62%1.62%1.60%1.43%1.63%1.90%2.45%2.02%2.22%2.51%2.13%1.85%
UNP
Union Pacific Corporation
2.10%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
CAT
Caterpillar Inc.
1.63%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%
GE
General Electric Company
0.22%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
HON
Honeywell International Inc
2.10%1.99%1.85%1.81%1.71%1.90%1.69%1.07%1.24%1.17%1.06%1.04%
RTX
Raytheon Technologies Corporation
2.55%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
UBER
Uber Technologies, 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%
UPS
United Parcel Service, Inc.
4.37%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
DE
Deere & Company
1.49%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
LMT
Lockheed Martin Corporation
2.86%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
ETN
Eaton Corporation plc
1.25%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
ADP
Automatic Data Processing, Inc.
2.04%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
ITW
Illinois Tool Works Inc.
2.12%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
CTAS
Cintas Corporation
0.85%0.83%0.93%0.77%0.20%0.95%1.22%1.04%1.15%1.15%2.17%1.28%
GWW
W.W. Grainger, Inc.
0.80%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%

Expense Ratio

The IND 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
UNP
Union Pacific Corporation
1.16
CAT
Caterpillar Inc.
1.04
BA
The Boeing Company
-0.14
GE
General Electric Company
3.44
HON
Honeywell International Inc
0.11
RTX
Raytheon Technologies Corporation
-0.32
UBER
Uber Technologies, Inc.
2.96
UPS
United Parcel Service, Inc.
-0.65
DE
Deere & Company
-0.38
LMT
Lockheed Martin Corporation
-0.42
ETN
Eaton Corporation plc
2.31
ADP
Automatic Data Processing, Inc.
0.71
ITW
Illinois Tool Works Inc.
0.53
CTAS
Cintas Corporation
2.20
GWW
W.W. Grainger, Inc.
1.83

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

UBERLMTBAUPSGEADPCTASGWWDEUNPRTXCATITWETNHON
UBER1.000.110.380.300.350.300.350.260.280.300.310.300.290.340.34
LMT0.111.000.320.290.310.410.390.380.390.340.600.360.380.340.46
BA0.380.321.000.330.560.390.410.320.460.380.550.470.410.460.52
UPS0.300.290.331.000.390.460.480.490.430.520.400.470.550.510.52
GE0.350.310.560.391.000.420.380.440.490.450.540.590.520.560.59
ADP0.300.410.390.460.421.000.630.500.420.500.500.410.550.540.60
CTAS0.350.390.410.480.380.631.000.550.450.520.470.420.580.580.59
GWW0.260.380.320.490.440.500.551.000.490.530.490.530.670.630.57
DE0.280.390.460.430.490.420.450.491.000.560.550.740.580.600.58
UNP0.300.340.380.520.450.500.520.530.561.000.490.590.640.600.62
RTX0.310.600.550.400.540.500.470.490.550.491.000.570.530.560.63
CAT0.300.360.470.470.590.410.420.530.740.590.571.000.640.690.64
ITW0.290.380.410.550.520.550.580.670.580.640.530.641.000.740.70
ETN0.340.340.460.510.560.540.580.630.600.600.560.690.741.000.68
HON0.340.460.520.520.590.600.590.570.580.620.630.640.700.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.91%
-1.08%
IND
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IND. 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 IND was 41.83%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current IND drawdown is 0.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.83%Feb 13, 202027Mar 23, 2020159Nov 5, 2020186
-19.87%Mar 31, 202272Jul 14, 202284Nov 10, 2022156
-11.22%Aug 2, 202362Oct 27, 202324Dec 1, 202386
-10%Jan 14, 202227Feb 23, 202225Mar 30, 202252
-8.84%Jul 29, 201914Aug 15, 201951Oct 28, 201965

Volatility Chart

The current IND volatility is 3.22%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
3.22%
3.37%
IND
Benchmark (^GSPC)
Portfolio components
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