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TRACK PORTF 3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

TRACK PORTF 3

Last updated Sep 21, 2024

Portfolio component Financial service (insurance) Luxury consumer Consumer staples Auto giant Pharma AI Tech

Asset Allocation

BRK-B 17.6%VOW3.DE 11.8%PEP 11.6%MC.PA 8.7%BCE 6.5%KO 6%ACLLY 5.8%AAPL 5.7%K 5.7%PSX 5%BLK 3.9%GSK 3.5%RMS.PA 3.2%GOOGL 3.2%ORCL 1.8%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
5.70%
ACLLY
Accelleron Industries AG ADR		Industrials
5.80%
BCE
BCE Inc.		Communication Services
6.50%
BLK
BlackRock, Inc.		Financial Services
3.90%
BRK-B
Berkshire Hathaway Inc.		Financial Services
17.60%
GOOGL
Alphabet Inc.		Communication Services
3.20%
GSK
GlaxoSmithKline plc		Healthcare
3.50%
K
Kellogg Company		Consumer Defensive
5.70%
KO
The Coca-Cola Company		Consumer Defensive
6%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		Consumer Cyclical
8.70%
ORCL
Oracle Corporation		Technology
1.80%
PEP
PepsiCo, Inc.		Consumer Defensive
11.60%
PSX
Phillips 66		Energy
5%
RMS.PA
Hermès International Société en commandite par actions		Consumer Cyclical
3.20%
VOW3.DE
Volkswagen AG		Consumer Cyclical
11.80%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TRACK PORTF 3, 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%AprilMayJuneJulyAugustSeptember
6.52%
8.95%
TRACK PORTF 3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 4, 2022, corresponding to the inception date of ACLLY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
TRACK PORTF 313.87%-0.79%6.53%18.86%N/AN/A
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		27.66%1.95%10.62%25.33%16.98%12.64%
PEP
PepsiCo, Inc.		3.14%-1.56%1.06%0.64%7.95%9.44%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-17.64%-12.74%-25.52%-13.54%11.19%19.23%
ACLLY
Accelleron Industries AG ADR		67.40%1.22%47.11%98.81%N/AN/A
KO
The Coca-Cola Company		24.34%3.68%20.17%28.36%9.20%8.93%
BCE
BCE Inc.		-5.20%3.35%8.46%-4.30%-0.15%3.60%
AAPL
Apple Inc		18.98%0.80%32.79%31.87%34.14%25.97%
PSX
Phillips 66		-0.07%-2.92%-17.16%11.95%9.20%8.45%
K
Kellogg Company		48.42%0.99%47.89%47.77%7.30%3.99%
BLK
BlackRock, Inc.		16.57%8.25%14.02%42.43%18.89%13.96%
VOW3.DE
Volkswagen AG		-11.20%-5.80%-14.13%-7.90%-2.97%-1.24%
ORCL
Oracle Corporation		60.93%19.83%32.26%55.62%27.79%17.63%
GSK
GlaxoSmithKline plc		13.16%-2.51%-1.93%12.59%3.82%3.56%
RMS.PA
Hermès International Société en commandite par actions		2.32%-12.01%-16.09%15.08%25.45%23.54%
GOOGL
Alphabet Inc.		17.40%-1.23%8.77%25.72%21.71%18.73%

Monthly Returns

The table below presents the monthly returns of TRACK PORTF 3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.75%3.13%2.73%-3.58%3.76%-2.06%3.82%5.63%13.87%
20235.28%-1.75%3.70%3.84%-2.80%4.82%2.41%-2.66%-4.72%-4.04%8.18%3.15%15.43%
20223.43%8.37%-3.09%8.62%

Expense Ratio

TRACK PORTF 3 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 Rank

The current rank of TRACK PORTF 3 is 46, 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.

The Risk-Adjusted Performance Rank of TRACK PORTF 3 is 4646
TRACK PORTF 3
The Sharpe Ratio Rank of TRACK PORTF 3 is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of TRACK PORTF 3 is 5555Sortino Ratio Rank
The Omega Ratio Rank of TRACK PORTF 3 is 4646Omega Ratio Rank
The Calmar Ratio Rank of TRACK PORTF 3 is 3636Calmar Ratio Rank
The Martin Ratio Rank of TRACK PORTF 3 is 4444Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

TRACK PORTF 3
Sharpe ratio
The chart of Sharpe ratio for TRACK PORTF 3, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.002.16
Sortino ratio
The chart of Sortino ratio for TRACK PORTF 3, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Omega ratio
The chart of Omega ratio for TRACK PORTF 3, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for TRACK PORTF 3, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.001.69
Martin ratio
The chart of Martin ratio for TRACK PORTF 3, currently valued at 12.08, compared to the broader market0.0010.0020.0030.0040.0012.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BRK-B
Berkshire Hathaway Inc.		2.283.051.392.8612.20
PEP
PepsiCo, Inc.		0.250.461.060.230.94
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-0.41-0.440.95-0.34-0.82
ACLLY
Accelleron Industries AG ADR		3.934.721.617.6139.75
KO
The Coca-Cola Company		2.393.241.461.8518.83
BCE
BCE Inc.		-0.030.081.01-0.02-0.04
AAPL
Apple Inc		1.532.261.292.054.81
PSX
Phillips 66		0.470.801.100.440.91
K
Kellogg Company		1.813.311.431.5712.08
BLK
BlackRock, Inc.		2.433.331.422.2910.54
VOW3.DE
Volkswagen AG		-0.21-0.130.98-0.18-0.51
ORCL
Oracle Corporation		1.822.641.402.9610.63
GSK
GlaxoSmithKline plc		0.831.191.171.022.38
RMS.PA
Hermès International Société en commandite par actions		0.761.231.150.852.14
GOOGL
Alphabet Inc.		0.911.311.191.143.25

Sharpe Ratio

The current TRACK PORTF 3 Sharpe ratio is 2.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of TRACK PORTF 3 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.16
2.32
TRACK PORTF 3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TRACK PORTF 3 granted a 3.14% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
TRACK PORTF 33.14%2.80%4.27%1.76%1.93%1.81%2.14%1.65%1.67%2.08%1.95%1.71%
Portfolio components:
BRK-B
Berkshire Hathaway 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%
PEP
PepsiCo, Inc.		3.06%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		2.20%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%
ACLLY
Accelleron Industries AG ADR		1.84%2.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
BCE
BCE Inc.		8.28%7.30%6.37%5.32%5.78%5.15%5.81%4.63%4.81%5.18%4.83%5.20%
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
PSX
Phillips 66		3.39%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%2.64%1.72%
K
Kellogg Company		2.78%2.03%0.04%0.04%0.04%0.04%0.04%0.04%0.03%0.03%0.03%0.03%
BLK
BlackRock, Inc.		2.19%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
VOW3.DE
Volkswagen AG		9.98%7.84%22.87%2.74%3.19%2.76%2.85%1.24%0.13%3.63%2.20%1.74%
ORCL
Oracle Corporation		0.95%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
GSK
GlaxoSmithKline plc		3.71%3.75%4.72%4.93%5.53%4.35%5.53%5.80%6.89%5.94%6.18%4.49%
RMS.PA
Hermès International Société en commandite par actions		0.70%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%0.95%0.92%0.95%
GOOGL
Alphabet Inc.		0.24%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.81%
-0.19%
TRACK PORTF 3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TRACK PORTF 3. 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 TRACK PORTF 3 was 12.99%, occurring on Oct 27, 2023. Recovery took 62 trading sessions.

The current TRACK PORTF 3 drawdown is 2.81%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.99%Jul 26, 202368Oct 27, 202362Jan 25, 2024130
-5.87%Oct 5, 20225Oct 11, 20229Oct 24, 202214
-5.23%Oct 31, 20224Nov 3, 20225Nov 10, 20229
-4.75%Mar 7, 20237Mar 15, 202312Mar 31, 202319
-4.32%Apr 1, 202412Apr 16, 202418May 10, 202430

Volatility

Volatility Chart

The current TRACK PORTF 3 volatility is 2.95%, 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%6.00%AprilMayJuneJulyAugustSeptember
2.95%
4.31%
TRACK PORTF 3
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.
PSXKGSKACLLYGOOGLORCLVOW3.DEAAPLPEPBCERMS.PAKOMC.PABRK-BBLK
PSX1.000.070.130.160.100.120.210.090.050.140.130.130.160.370.30
K0.071.000.190.09-0.050.050.050.030.590.330.070.510.070.250.17
GSK0.130.191.000.190.080.160.130.070.280.320.140.350.150.260.24
ACLLY0.160.090.191.000.190.200.290.200.120.160.320.180.340.290.33
GOOGL0.10-0.050.080.191.000.410.180.560.130.120.250.170.260.340.38
ORCL0.120.050.160.200.411.000.230.410.190.160.310.150.320.320.37
VOW3.DE0.210.050.130.290.180.231.000.210.080.290.470.100.540.270.36
AAPL0.090.030.070.200.560.410.211.000.160.230.280.230.270.380.41
PEP0.050.590.280.120.130.190.080.161.000.360.130.700.150.360.25
BCE0.140.330.320.160.120.160.290.230.361.000.280.440.330.400.41
RMS.PA0.130.070.140.320.250.310.470.280.130.281.000.180.860.260.38
KO0.130.510.350.180.170.150.100.230.700.440.181.000.190.440.35
MC.PA0.160.070.150.340.260.320.540.270.150.330.860.191.000.300.41
BRK-B0.370.250.260.290.340.320.270.380.360.400.260.440.301.000.57
BLK0.300.170.240.330.380.370.360.410.250.410.380.350.410.571.00
The correlation results are calculated based on daily price changes starting from Oct 5, 2022