Cenk
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cenk, 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 every 3 months.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Feb 5, 2025, the Cenk returned 3.41% Year-To-Date and 10.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Cenk | 3.51% | 2.10% | 16.13% | 31.38% | 11.29% | 10.14% |
| Portfolio components: | ||||||
MO Altria Group, Inc. | 0.63% | -0.98% | 10.54% | 41.02% | 10.93% | 6.33% |
VT Vanguard Total World Stock ETF | 3.20% | 2.36% | 12.94% | 18.96% | 10.03% | 9.37% |
MAIN Main Street Capital Corporation | 5.90% | 3.65% | 31.14% | 49.05% | 15.40% | 15.59% |
SCHD Schwab US Dividend Equity ETF | 1.61% | 1.17% | 6.84% | 13.09% | 10.75% | 10.93% |
BATS.L British American Tobacco plc | 11.50% | 8.81% | 21.57% | 47.45% | 5.73% | 3.24% |
O Realty Income Corporation | 2.16% | 1.90% | -8.14% | 8.56% | -2.07% | 5.55% |
PG The Procter & Gamble Company | 0.90% | 2.44% | 1.23% | 8.89% | 8.22% | 9.82% |
PM Philip Morris International Inc. | 8.34% | 6.86% | 16.74% | 49.43% | 14.36% | 10.13% |
VTI Vanguard Total Stock Market ETF | 3.02% | 1.88% | 16.56% | 24.00% | 13.39% | 12.54% |
MDLZ Mondelez International, Inc. | -6.04% | -6.25% | -16.85% | -23.48% | 1.52% | 6.68% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 5.49% | 3.68% | 1.72% | 7.45% | 6.66% | 2.24% |
Monthly Returns
The table below presents the monthly returns of Cenk, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.46% | 3.51% | |||||||||||
| 2024 | 1.41% | 2.04% | 5.07% | -0.03% | 2.35% | 1.84% | 4.43% | 2.57% | 0.84% | 1.45% | 5.89% | -1.91% | 28.95% |
| 2023 | 3.85% | 0.99% | -1.84% | 2.65% | -3.77% | 4.11% | 3.70% | -3.03% | -2.43% | -4.24% | 7.60% | 3.84% | 11.13% |
| 2022 | -0.10% | -1.21% | 1.44% | -2.46% | -0.91% | -8.03% | 8.14% | -3.17% | -11.73% | 10.40% | 4.78% | -2.26% | -7.00% |
| 2021 | -0.67% | 6.83% | 9.04% | 2.68% | 0.95% | -0.14% | 0.87% | 2.48% | -4.20% | 3.89% | -1.36% | 6.00% | 28.83% |
| 2020 | -1.05% | -11.28% | -20.43% | 12.12% | 6.51% | 1.59% | 2.55% | 4.31% | -3.69% | -4.08% | 11.90% | 4.27% | -2.29% |
| 2019 | 6.28% | 4.78% | 3.02% | 1.04% | -5.09% | 3.56% | 1.66% | -0.84% | 0.22% | 3.03% | 3.44% | 2.08% | 25.20% |
| 2018 | 0.14% | -7.29% | 0.49% | -2.70% | 0.75% | 0.97% | 3.97% | 0.81% | 0.05% | -1.04% | -3.26% | -8.31% | -15.00% |
| 2017 | 2.02% | 4.22% | 0.26% | 1.70% | 1.25% | 0.17% | -3.29% | -0.08% | 1.58% | 1.52% | 2.87% | 2.90% | 15.98% |
| 2016 | 0.45% | 0.82% | 5.89% | 0.20% | 1.65% | 5.35% | 1.20% | -0.56% | -0.49% | -0.88% | 1.03% | 3.72% | 19.69% |
| 2015 | 1.87% | 5.26% | -4.03% | 1.25% | 0.40% | -1.22% | 3.22% | -5.18% | -0.65% | 9.89% | -0.21% | -1.64% | 8.39% |
| 2014 | -3.14% | 4.82% | -0.11% | 1.76% | 1.72% | 2.94% | -3.32% | 4.71% | -0.93% | 3.50% | 2.78% | -3.18% | 11.63% |
Expense Ratio
Cenk 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
With an overall rank of 95, Cenk is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MO Altria Group, Inc. | 2.33 | 3.38 | 1.45 | 2.19 | 9.75 |
VT Vanguard Total World Stock ETF | 1.40 | 1.94 | 1.26 | 2.07 | 8.19 |
MAIN Main Street Capital Corporation | 3.46 | 4.35 | 1.67 | 5.15 | 19.82 |
SCHD Schwab US Dividend Equity ETF | 1.04 | 1.55 | 1.19 | 1.48 | 3.94 |
BATS.L British American Tobacco plc | 2.66 | 3.73 | 1.49 | 1.15 | 10.75 |
O Realty Income Corporation | 0.50 | 0.79 | 1.10 | 0.33 | 1.12 |
PG The Procter & Gamble Company | 0.64 | 0.95 | 1.13 | 0.82 | 2.45 |
PM Philip Morris International Inc. | 2.59 | 3.71 | 1.52 | 4.54 | 14.70 |
VTI Vanguard Total Stock Market ETF | 1.65 | 2.25 | 1.31 | 2.50 | 9.91 |
MDLZ Mondelez International, Inc. | -1.21 | -1.72 | 0.81 | -0.86 | -1.97 |
FTRI First Trust Indxx Global Natural Resources Income ETF | 0.42 | 0.65 | 1.08 | 0.15 | 1.25 |
Dividends
Dividend yield
Cenk provided a 4.97% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.97% | 5.12% | 6.03% | 5.32% | 4.61% | 5.03% | 4.63% | 5.01% | 3.71% | 3.79% | 4.21% | 4.20% |
| Portfolio components: | ||||||||||||
MO Altria Group, Inc. | 7.60% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
VT Vanguard Total World Stock ETF | 1.89% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
MAIN Main Street Capital Corporation | 6.72% | 7.07% | 8.70% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
SCHD Schwab US Dividend Equity ETF | 3.58% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.07% | 2.63% | 2.89% | 2.97% | 2.62% |
BATS.L British American Tobacco plc | 7.31% | 8.18% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% | 3.37% | 3.98% | 4.14% |
O Realty Income Corporation | 5.82% | 5.38% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
PG The Procter & Gamble Company | 2.40% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
PM Philip Morris International Inc. | 4.06% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
VTI Vanguard Total Stock Market ETF | 1.23% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
MDLZ Mondelez International, Inc. | 3.19% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 4.07% | 4.30% | 6.57% | 8.37% | 6.59% | 3.63% | 6.27% | 4.24% | 3.60% | 2.96% | 1.21% | 3.30% |
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 Cenk. 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 Cenk was 43.98%, occurring on Mar 23, 2020. Recovery took 230 trading sessions.
The current Cenk drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.98% | Jan 23, 2020 | 43 | Mar 23, 2020 | 230 | Feb 12, 2021 | 273 |
| -20.32% | Jan 29, 2018 | 234 | Dec 24, 2018 | 222 | Nov 5, 2019 | 456 |
| -19.95% | Apr 21, 2022 | 117 | Sep 30, 2022 | 310 | Dec 14, 2023 | 427 |
| -9.73% | May 22, 2013 | 23 | Jun 24, 2013 | 84 | Oct 18, 2013 | 107 |
| -9.59% | Jul 17, 2015 | 28 | Aug 25, 2015 | 38 | Oct 16, 2015 | 66 |
Volatility
Volatility Chart
The current Cenk volatility is 2.52%, 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
| BATS.L | O | MAIN | FTRI | PG | MO | MDLZ | PM | VTI | VT | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BATS.L | 1.00 | 0.19 | 0.16 | 0.31 | 0.22 | 0.35 | 0.26 | 0.37 | 0.28 | 0.35 | 0.33 |
| O | 0.19 | 1.00 | 0.31 | 0.21 | 0.36 | 0.34 | 0.35 | 0.35 | 0.38 | 0.37 | 0.42 |
| MAIN | 0.16 | 0.31 | 1.00 | 0.37 | 0.22 | 0.24 | 0.27 | 0.24 | 0.52 | 0.51 | 0.48 |
| FTRI | 0.31 | 0.21 | 0.37 | 1.00 | 0.22 | 0.27 | 0.30 | 0.30 | 0.57 | 0.65 | 0.57 |
| PG | 0.22 | 0.36 | 0.22 | 0.22 | 1.00 | 0.44 | 0.55 | 0.46 | 0.41 | 0.40 | 0.53 |
| MO | 0.35 | 0.34 | 0.24 | 0.27 | 0.44 | 1.00 | 0.43 | 0.65 | 0.37 | 0.37 | 0.53 |
| MDLZ | 0.26 | 0.35 | 0.27 | 0.30 | 0.55 | 0.43 | 1.00 | 0.46 | 0.48 | 0.48 | 0.55 |
| PM | 0.37 | 0.35 | 0.24 | 0.30 | 0.46 | 0.65 | 0.46 | 1.00 | 0.41 | 0.42 | 0.53 |
| VTI | 0.28 | 0.38 | 0.52 | 0.57 | 0.41 | 0.37 | 0.48 | 0.41 | 1.00 | 0.95 | 0.85 |
| VT | 0.35 | 0.37 | 0.51 | 0.65 | 0.40 | 0.37 | 0.48 | 0.42 | 0.95 | 1.00 | 0.83 |
| SCHD | 0.33 | 0.42 | 0.48 | 0.57 | 0.53 | 0.53 | 0.55 | 0.53 | 0.85 | 0.83 | 1.00 |