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Cenk
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Cenk

Last updated Apr 19, 2025

Asset Allocation

HYSA 1.24%IAUM 1.24%CHDVD.SW 11.5%VT 7.4%BATS.L 5%MAIN 5%SCHD 5%SPICHA.SW 4.89%MO 3.9%MSTY 3.8%NOVO-B.CO 3.37%EUN1.DE 3.24%IWDA.L 3%VWRL.AS 2.9%JEPI 2.8%SCHG 2.5%O 2.45%JEPQ 2.35%L100.L 2.3%0QNM.L 2.13%DXSA.DE 2.12%JGPI.DE 2%SELD.DE 1.8%ISPA.DE 1.38%EUNY.DE 1.24%PM 1.24%EUDV 1.24%CVX 1.24%ARCC 1.24%IDVY.L 1.24%NDIA 1.24%XDWU.DE 1.24%MRK 1.16%FWRAX 1.88%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
0QNM.L
Adecco Group AG Class N		Industrials
2.13%
ARCC
Ares Capital Corporation		Financial Services
1.24%
BATS.L
British American Tobacco plc		Consumer Defensive
5%
CHDVD.SW
iShares Swiss Dividend ETF (CH)		Europe Equities
11.50%
CVX
Chevron Corporation		Energy
1.24%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		Europe Equities
2.12%
EUDV
ProShares MSCI Europe Dividend Growers ETF		Europe Equities, Dividend
1.24%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		Europe Equities
3.24%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		Emerging Markets Equities
1.24%
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		REIT
1.88%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		High Yield Bonds
1.24%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
1.24%
IDVY.L
iShares EURO Dividend UCITS		Europe Equities
1.24%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		Global Equities, Dividend
1.38%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
3%
JAAA
Janus Henderson AAA CLO ETF		Ultrashort Bond
0.74%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
2.80%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
2.35%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		Large Cap Blend Equities, Actively Managed, Dividend
2%
L100.L
2.30%
MAIN
5%
MO
3.90%
MRK
1.16%
MSTY
3.80%
NDIA
1.24%
NOVO-B.CO
3.37%
O
2.45%
OXLC
0.66%
PFE
0.65%
PM
1.24%
SCHD
5%
SCHG
2.50%
SELD.DE
1.80%
SPICHA.SW
4.89%
VPU
0.73%
VT
7.40%
VWCE.DE
0.98%
VWRL.AS
2.90%
XDWU.DE
1.24%

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 year.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
22.05%
3.85%
Cenk
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 8, 2023, corresponding to the inception date of JGPI.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.71%-9.92%6.35%13.40%9.65%
Cenk3.95%-3.33%2.60%20.14%N/AN/A
Portfolio components:
CHDVD.SW
iShares Swiss Dividend ETF (CH)		16.74%-0.84%6.02%26.29%10.67%7.75%
VT
-5.05%-5.67%-6.79%8.02%N/AN/A
BATS.L
British American Tobacco plc		18.73%4.56%26.71%59.74%9.58%4.82%
MAIN
-6.90%-7.29%5.70%21.09%N/AN/A
SCHD
-6.12%-8.23%-10.14%3.31%N/AN/A
MO
13.23%1.92%21.67%49.42%N/AN/A
MSTY
8.02%6.24%32.08%109.27%N/AN/A
NOVO-B.CO
-24.95%-17.42%-44.39%-46.92%N/AN/A
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		8.23%-5.71%-0.57%6.19%10.69%4.75%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		-6.31%-5.67%-6.65%8.01%13.38%8.85%
VWRL.AS
-5.00%-5.71%-6.52%8.13%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF		-4.83%-5.45%-6.76%4.47%N/AN/A
SCHG
-14.91%-7.15%-10.61%9.33%N/AN/A
O
11.30%3.77%-7.30%16.27%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		-11.18%-6.45%-7.01%6.59%N/AN/A
L100.L
9.06%-2.12%2.66%16.64%N/AN/A
0QNM.L
Adecco Group AG Class N		1.70%-22.93%-22.89%-26.23%-12.62%N/A
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		18.98%-2.08%11.33%19.29%12.26%5.45%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		7.46%-0.61%2.98%15.18%N/AN/A
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		1.45%-0.66%-7.22%10.68%6.11%N/A
SELD.DE
22.57%0.61%15.45%25.53%N/AN/A
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		4.79%-3.07%-0.59%13.41%11.22%4.42%
MRK
-20.91%-17.66%-27.04%-36.15%N/AN/A
VWCE.DE
-5.07%-5.79%-6.58%8.09%N/AN/A
JAAA
Janus Henderson AAA CLO ETF		0.50%0.02%1.91%5.39%N/AN/A
VPU
4.03%-0.95%-2.83%22.91%N/AN/A
OXLC
-6.96%2.25%-5.94%8.43%N/AN/A
PFE
-15.17%-15.46%-21.78%-9.51%N/AN/A
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		2.57%-4.94%-2.19%9.88%5.19%1.44%
PM
36.81%7.04%38.49%81.87%N/AN/A
EUDV
ProShares MSCI Europe Dividend Growers ETF		7.15%-1.34%-2.06%9.62%8.86%N/A
CVX
Chevron Corporation		-3.76%-16.33%-6.59%-10.10%15.60%6.83%
ARCC
Ares Capital Corporation		-4.67%-6.12%-1.47%8.51%22.98%12.00%
IDVY.L
iShares EURO Dividend UCITS		24.66%0.69%15.72%26.67%13.30%7.03%
NDIA
0.24%4.38%-5.71%3.96%N/AN/A
IAUM
iShares Gold Trust Micro ETF of Benef Interest		26.60%9.12%22.12%39.03%N/AN/A
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		0.06%-2.03%-0.19%7.54%0.81%-1.63%
XDWU.DE
9.53%2.66%0.17%23.93%N/AN/A
SPICHA.SW
11.79%-2.52%0.96%16.07%N/AN/A
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.11%1.44%0.46%-2.03%3.95%
20240.16%6.72%-3.89%5.64%0.40%4.40%1.93%1.33%0.13%4.62%-4.60%17.41%

Expense Ratio

Cenk has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CHDVD.SW
iShares Swiss Dividend ETF (CH)
Expense ratio chart for CHDVD.SW: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHDVD.SW: 0.15%
FWRAX
Fidelity Advisor Global Real Estate Fund Class A
Expense ratio chart for FWRAX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FWRAX: 1.20%
EUDV
ProShares MSCI Europe Dividend Growers ETF
Expense ratio chart for EUDV: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUDV: 0.55%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
Expense ratio chart for ISPA.DE: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISPA.DE: 0.46%
IDVY.L
iShares EURO Dividend UCITS
Expense ratio chart for IDVY.L: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDVY.L: 0.40%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
Expense ratio chart for EUN1.DE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUN1.DE: 0.35%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
Expense ratio chart for JGPI.DE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JGPI.DE: 0.35%
JAAA
Janus Henderson AAA CLO ETF
Expense ratio chart for JAAA: current value is 0.21%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JAAA: 0.21%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for IWDA.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWDA.L: 0.20%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
Expense ratio chart for EUNY.DE: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUNY.DE: 0.65%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
Expense ratio chart for DXSA.DE: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DXSA.DE: 0.30%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
Expense ratio chart for HYSA: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYSA: 0.55%
IAUM
iShares Gold Trust Micro ETF of Benef Interest
Expense ratio chart for IAUM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAUM: 0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, Cenk is among the top 9% 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.

The Risk-Adjusted Performance Rank of Cenk is 9191
Overall Rank
The Sharpe Ratio Rank of Cenk is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of Cenk is 8888
Sortino Ratio Rank
The Omega Ratio Rank of Cenk is 9191
Omega Ratio Rank
The Calmar Ratio Rank of Cenk is 9191
Calmar Ratio Rank
The Martin Ratio Rank of Cenk is 9393
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 1.40, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.40
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.77
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.27, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.27
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 1.63, compared to the broader market0.002.004.006.00
Portfolio: 1.63
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 7.87, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 7.87
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CHDVD.SW
iShares Swiss Dividend ETF (CH)		1.452.001.322.085.12
VT
0.300.551.080.321.52
BATS.L
British American Tobacco plc		2.903.471.565.0513.02
MAIN
0.831.231.180.833.49
SCHD
0.140.301.040.140.53
MO
2.463.481.474.3710.28
MSTY
1.191.881.242.255.51
NOVO-B.CO
-1.17-1.720.77-0.82-1.65
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		0.200.381.050.220.59
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.360.581.080.341.61
VWRL.AS
0.350.591.090.341.69
JEPI
JPMorgan Equity Premium Income ETF		0.220.401.070.221.12
SCHG
0.210.461.070.220.82
O
0.811.201.150.771.61
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		0.150.351.050.150.60
L100.L
0.741.041.160.883.02
0QNM.L
Adecco Group AG Class N		-0.79-0.990.87-0.61-1.05
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		0.881.291.181.123.24
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		1.141.571.241.617.10
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		0.600.921.120.511.35
SELD.DE
1.301.771.251.775.09
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		0.711.031.150.813.12
MRK
-1.53-2.120.71-0.94-1.85
VWCE.DE
0.350.581.090.331.66
JAAA
Janus Henderson AAA CLO ETF		3.013.812.193.5825.24
VPU
1.301.791.242.085.25
OXLC
0.360.611.100.561.96
PFE
-0.31-0.290.97-0.25-0.61
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		0.420.711.090.531.39
PM
3.274.481.707.2421.88
EUDV
ProShares MSCI Europe Dividend Growers ETF		0.500.801.110.551.28
CVX
Chevron Corporation		-0.54-0.570.92-0.66-1.73
ARCC
Ares Capital Corporation		0.380.671.100.401.97
IDVY.L
iShares EURO Dividend UCITS		1.411.921.262.014.57
NDIA
0.140.311.040.110.23
IAUM
iShares Gold Trust Micro ETF of Benef Interest		2.623.461.465.1813.96
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		1.161.731.221.527.53
XDWU.DE
1.321.791.262.075.10
SPICHA.SW
0.841.271.191.102.63

The current Cenk Sharpe ratio is 1.40. 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 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Cenk 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 Ratio0.000.501.001.502.00Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
1.40
0.24
Cenk
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Cenk provided a 9.64% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio9.64%7.99%3.90%3.76%3.00%3.22%2.88%3.24%2.68%2.64%2.85%2.41%
Portfolio components:
CHDVD.SW
iShares Swiss Dividend ETF (CH)		3.68%3.88%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%0.34%
VT
2.03%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
BATS.L
British American Tobacco plc		7.48%8.18%10.06%6.64%7.89%7.77%6.28%7.81%4.35%3.37%3.98%4.14%
MAIN
7.79%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%
SCHD
4.09%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
MO
6.95%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
MSTY
143.17%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOVO-B.CO
2.71%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%1.73%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		2.66%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%2.79%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.AS
1.77%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%
JEPI
JPMorgan Equity Premium Income ETF		8.06%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
0.48%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
O
5.42%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.83%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
L100.L
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
0QNM.L
Adecco Group AG Class N		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		4.76%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%4.39%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		6.90%6.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		2.36%2.39%2.33%0.94%1.17%1.29%2.05%1.63%1.35%0.80%0.00%0.00%
SELD.DE
5.75%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%5.78%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		5.21%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%3.36%
MRK
4.05%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
VWCE.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JAAA
Janus Henderson AAA CLO ETF		6.13%6.35%6.10%2.77%1.21%0.26%0.00%0.00%0.00%0.00%0.00%0.00%
VPU
3.00%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%
OXLC
24.20%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%
PFE
7.63%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		8.76%7.72%8.05%9.56%6.35%5.08%5.57%5.65%4.09%4.35%6.38%4.69%
PM
3.28%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
EUDV
ProShares MSCI Europe Dividend Growers ETF		1.88%1.92%1.87%1.77%2.30%1.27%2.20%2.22%2.33%2.53%0.37%0.00%
CVX
Chevron Corporation		4.79%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
ARCC
Ares Capital Corporation		9.41%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%
IDVY.L
iShares EURO Dividend UCITS		6.09%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%9.80%
NDIA
3.65%3.66%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		6.97%7.00%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDWU.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPICHA.SW
3.60%2.70%2.73%2.59%2.01%2.37%2.20%2.62%2.17%2.19%2.87%1.45%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.66%
-14.02%
Cenk
Benchmark (^GSPC)
Portfolio components

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 10.73%, occurring on Apr 7, 2025. The portfolio has not yet recovered.

The current Cenk drawdown is 3.66%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.73%Mar 20, 202513Apr 7, 2025———
-5.89%Dec 9, 202424Jan 13, 202523Feb 13, 202547
-5.36%Apr 1, 202413Apr 17, 202418May 13, 202431
-4.92%Aug 1, 20243Aug 5, 202410Aug 19, 202413
-2.51%Sep 3, 20244Sep 6, 20249Sep 19, 202413

Volatility

Volatility Chart

The current Cenk volatility is 7.56%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.56%
13.60%
Cenk
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.
JAAAMRKNOVO-B.COCVXMOPMIAUMMSTYPFEOXLCOBATS.LNDIAMAINVPU0QNM.LHYSAARCCSCHGXDWU.DEJEPQJGPI.DECHDVD.SWEUNY.DESCHDSPICHA.SWIWDA.LIDVY.LJEPIFWRAXDXSA.DEVWCE.DEVWRL.ASSELD.DEVTEUN1.DEEUDVISPA.DEL100.L
JAAA1.000.050.080.080.110.050.030.060.070.290.150.110.160.140.180.080.160.220.110.100.120.04-0.010.150.160.040.090.040.170.200.080.110.110.070.160.090.060.110.12
MRK0.051.000.090.150.320.21-0.01-0.130.35-0.020.270.120.060.020.210.05-0.070.01-0.100.13-0.090.050.14-0.040.260.10-0.130.070.160.200.02-0.12-0.120.040.000.030.170.040.08
NOVO-B.CO0.080.091.00-0.02-0.000.040.110.010.040.040.030.050.060.140.050.100.210.040.200.000.190.130.190.130.150.270.240.110.230.190.130.260.250.150.220.420.220.130.24
CVX0.080.15-0.021.000.230.110.140.080.180.070.150.080.100.220.260.100.120.290.040.120.080.130.090.150.530.100.060.150.340.170.160.050.050.170.200.120.150.240.20
MO0.110.32-0.000.231.000.56-0.040.000.330.080.410.460.070.050.390.100.050.12-0.140.33-0.100.240.180.090.460.12-0.060.110.260.300.10-0.03-0.030.080.040.040.150.120.12
PM0.050.210.040.110.561.000.060.020.330.080.400.340.070.090.430.070.080.13-0.040.35-0.010.270.180.090.380.160.010.160.300.350.140.050.040.140.100.110.250.140.15
IAUM0.03-0.010.110.14-0.040.061.000.170.090.110.120.050.200.130.190.060.110.200.180.260.160.240.190.350.100.220.190.170.160.250.170.280.280.240.280.260.280.260.27
MSTY0.06-0.130.010.080.000.020.171.000.060.200.040.020.270.260.140.130.320.300.440.080.430.140.020.230.240.090.300.200.330.270.210.330.340.250.460.230.300.270.21
PFE0.070.350.040.180.330.330.090.061.000.180.380.240.150.230.310.150.190.240.040.190.080.170.280.100.500.280.020.190.360.420.170.050.050.180.230.150.350.210.20
OXLC0.29-0.020.040.070.080.080.110.200.181.000.140.140.260.290.160.060.320.340.410.090.400.130.110.190.310.130.290.130.360.320.140.290.290.160.430.190.300.170.23
O0.150.270.030.150.410.400.120.040.380.141.000.220.100.250.510.170.150.26-0.030.370.010.230.250.100.490.210.010.170.370.650.140.020.020.170.180.080.290.210.20
BATS.L0.110.120.050.080.460.340.050.020.240.140.221.000.120.000.250.250.170.01-0.000.460.030.360.390.320.210.310.160.400.170.260.360.210.210.390.160.320.350.390.44
NDIA0.160.060.060.100.070.070.200.270.150.260.100.121.000.300.210.130.320.310.390.170.390.200.150.270.300.170.230.200.370.300.200.300.320.250.460.230.410.260.25
MAIN0.140.020.140.220.050.090.130.260.230.290.250.000.301.000.360.090.270.720.380.150.390.160.050.170.420.090.240.180.460.420.210.290.290.230.510.210.320.240.20
VPU0.180.210.050.260.390.430.190.140.310.160.510.250.210.361.000.050.230.350.110.630.160.230.180.200.530.170.080.140.510.540.130.120.120.170.340.140.340.270.25
0QNM.L0.080.050.100.100.100.070.060.130.150.060.170.250.130.090.051.000.190.140.070.230.100.290.420.450.200.490.430.600.140.230.610.460.460.610.240.530.300.580.52
HYSA0.16-0.070.210.120.050.080.110.320.190.320.150.170.320.270.230.191.000.250.430.140.420.170.190.290.350.230.340.240.410.390.260.360.370.290.500.300.370.310.32
ARCC0.220.010.040.290.120.130.200.300.240.340.260.010.310.720.350.140.251.000.340.160.380.170.120.250.490.160.220.190.480.390.230.290.290.240.500.250.370.270.26
SCHG0.11-0.100.200.04-0.14-0.040.180.440.040.41-0.03-0.000.390.380.110.070.430.341.00-0.010.960.090.040.270.280.120.490.130.580.360.160.520.530.200.860.300.490.220.28
XDWU.DE0.100.130.000.120.330.350.260.080.190.090.370.460.170.150.630.230.140.16-0.011.000.020.550.480.380.320.420.260.390.260.380.390.350.340.440.210.390.360.510.48
JEPQ0.12-0.090.190.08-0.10-0.010.160.430.080.400.010.030.390.390.160.100.420.380.960.021.000.120.080.300.350.160.510.160.650.410.180.530.540.230.880.340.520.260.34
JGPI.DE0.040.050.130.130.240.270.240.140.170.130.230.360.200.160.230.290.170.170.090.550.121.000.580.370.350.540.410.480.350.350.500.520.510.530.300.540.440.560.52
CHDVD.SW-0.010.140.190.090.180.180.190.020.280.110.250.390.150.050.180.420.190.120.040.480.080.581.000.410.300.910.430.610.240.350.600.470.480.620.270.680.610.590.63
EUNY.DE0.15-0.040.130.150.090.090.350.230.100.190.100.320.270.170.200.450.290.250.270.380.300.370.411.000.230.480.530.560.250.300.590.640.640.640.450.620.440.730.65
SCHD0.160.260.150.530.460.380.100.240.500.310.490.210.300.420.530.200.350.490.280.320.350.350.300.231.000.310.270.280.800.660.290.310.320.300.590.310.520.400.38
SPICHA.SW0.040.100.270.100.120.160.220.090.280.130.210.310.170.090.170.490.230.160.120.420.160.540.910.480.311.000.530.660.290.380.680.570.570.700.350.780.630.660.71
IWDA.L0.09-0.130.240.06-0.060.010.190.300.020.290.010.160.230.240.080.430.340.220.490.260.510.410.430.530.270.531.000.510.420.350.550.930.930.580.590.690.470.630.65
IDVY.L0.040.070.110.150.110.160.170.200.190.130.170.400.200.180.140.600.240.190.130.390.160.480.610.560.280.660.511.000.220.360.940.550.550.920.390.780.570.820.75
JEPI0.170.160.230.340.260.300.160.330.360.360.370.170.370.460.510.140.410.480.580.260.650.350.240.250.800.290.420.221.000.690.230.440.450.280.780.360.600.350.41
FWRAX0.200.200.190.170.300.350.250.270.420.320.650.260.300.420.540.230.390.390.360.380.410.350.350.300.660.380.350.360.691.000.360.360.370.400.620.370.600.440.47
DXSA.DE0.080.020.130.160.100.140.170.210.170.140.140.360.200.210.130.610.260.230.160.390.180.500.600.590.290.680.550.940.230.361.000.620.620.930.410.820.550.840.76
VWCE.DE0.11-0.120.260.05-0.030.050.280.330.050.290.020.210.300.290.120.460.360.290.520.350.530.520.470.640.310.570.930.550.440.360.621.000.990.660.650.760.520.730.70
VWRL.AS0.11-0.120.250.05-0.030.040.280.340.050.290.020.210.320.290.120.460.370.290.530.340.540.510.480.640.320.570.930.550.450.370.620.991.000.650.650.750.530.720.70
SELD.DE0.070.040.150.170.080.140.240.250.180.160.170.390.250.230.170.610.290.240.200.440.230.530.620.640.300.700.580.920.280.400.930.660.651.000.460.830.590.900.81
VT0.160.000.220.200.040.100.280.460.230.430.180.160.460.510.340.240.500.500.860.210.880.300.270.450.590.350.590.390.780.620.410.650.650.461.000.540.720.500.55
EUN1.DE0.090.030.420.120.040.110.260.230.150.190.080.320.230.210.140.530.300.250.300.390.340.540.680.620.310.780.690.780.360.370.820.760.750.830.541.000.670.790.85
EUDV0.060.170.220.150.150.250.280.300.350.300.290.350.410.320.340.300.370.370.490.360.520.440.610.440.520.630.470.570.600.600.550.520.530.590.720.671.000.570.69
ISPA.DE0.110.040.130.240.120.140.260.270.210.170.210.390.260.240.270.580.310.270.220.510.260.560.590.730.400.660.630.820.350.440.840.730.720.900.500.790.571.000.81
L100.L0.120.080.240.200.120.150.270.210.200.230.200.440.250.200.250.520.320.260.280.480.340.520.630.650.380.710.650.750.410.470.760.700.700.810.550.850.690.811.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2024
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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