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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jul 25, 2024, the Cenk returned 16.31% Year-To-Date and 9.57% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Cenk | 17.13% | 4.37% | 15.57% | 17.66% | 10.59% | 9.70% |
| Portfolio components: | ||||||
MO Altria Group, Inc. | 28.96% | 7.42% | 29.41% | 19.40% | 8.25% | 8.21% |
VT Vanguard Total World Stock ETF | 10.09% | -0.31% | 9.27% | 15.40% | 10.07% | 8.28% |
MAIN Main Street Capital Corporation | 22.82% | 2.19% | 15.24% | 31.01% | 11.76% | 12.99% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.66% | 11.02% |
BATS.L British American Tobacco plc | 25.27% | 12.66% | 23.51% | 13.58% | 6.48% | 0.66% |
O Realty Income Corporation | 2.84% | 9.43% | 7.43% | -2.29% | 1.41% | 7.50% |
PG The Procter & Gamble Company | 16.05% | 0.27% | 8.23% | 12.50% | 10.26% | 10.68% |
PM Philip Morris International Inc. | 23.58% | 11.02% | 27.97% | 21.25% | 11.45% | 8.20% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.03% | 11.81% |
MDLZ Mondelez International, Inc. | -7.19% | 0.26% | -10.53% | -5.98% | 6.15% | 7.79% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 3.03% | 1.53% | 7.75% | 4.81% | 8.22% | -1.88% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.71% | 2.00% | 5.24% | -0.80% | 3.03% | 1.42% | 17.13% | ||||||
| 2023 | 3.49% | 0.14% | -1.32% | 2.76% | -4.43% | 4.42% | 3.41% | -2.90% | -2.96% | -4.07% | 7.41% | 3.10% | 8.56% |
| 2022 | 1.02% | -0.86% | 1.58% | -2.12% | -0.44% | -8.81% | 6.64% | -2.43% | -10.78% | 10.10% | 4.95% | -2.21% | -5.19% |
| 2021 | -0.71% | 5.87% | 9.45% | 1.96% | 1.43% | -0.05% | 0.78% | 2.49% | -4.63% | 3.22% | -1.82% | 6.85% | 26.85% |
| 2020 | -1.19% | -10.82% | -17.08% | 11.66% | 5.97% | 1.53% | 2.49% | 4.61% | -3.69% | -4.29% | 11.80% | 4.57% | 1.42% |
| 2019 | 6.46% | 4.49% | 3.88% | 0.69% | -5.77% | 3.73% | 1.31% | -1.74% | 0.84% | 3.30% | 4.56% | 2.79% | 26.74% |
| 2018 | 0.96% | -7.02% | 0.04% | -2.58% | 0.57% | 0.78% | 4.08% | 0.22% | 0.24% | -1.72% | -3.37% | -7.99% | -15.28% |
| 2017 | 2.27% | 3.82% | 0.68% | 1.51% | 1.40% | 0.01% | -2.05% | 0.07% | 1.59% | 1.60% | 2.70% | 2.97% | 17.73% |
| 2016 | -0.39% | 0.59% | 6.35% | 0.50% | 1.35% | 4.52% | 1.64% | -0.36% | -0.10% | -1.35% | 0.94% | 3.47% | 18.26% |
| 2015 | 1.34% | 5.23% | -3.90% | 1.65% | 0.25% | -1.51% | 3.11% | -5.37% | -0.69% | 9.60% | -0.28% | -1.86% | 6.90% |
| 2014 | -3.68% | 5.01% | 0.34% | 2.24% | 1.93% | 2.55% | -2.94% | 4.35% | -0.94% | 3.27% | 2.67% | -2.92% | 12.01% |
| 2013 | 5.56% | 0.49% | 2.86% | 2.39% | -1.38% | -3.02% | 4.86% | -3.48% | 3.65% | 4.83% | 1.47% | 2.22% | 21.89% |
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
The current rank of Cenk is 62, 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.
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. | 1.30 | 1.73 | 1.27 | 1.03 | 5.03 |
VT Vanguard Total World Stock ETF | 1.50 | 2.18 | 1.27 | 1.11 | 6.28 |
MAIN Main Street Capital Corporation | 2.34 | 3.28 | 1.41 | 3.28 | 10.11 |
SCHD Schwab US Dividend Equity ETF | 1.18 | 1.76 | 1.21 | 0.99 | 4.14 |
BATS.L British American Tobacco plc | 0.78 | 1.19 | 1.17 | 0.42 | 2.70 |
O Realty Income Corporation | 0.01 | 0.16 | 1.02 | 0.01 | 0.02 |
PG The Procter & Gamble Company | 0.69 | 1.07 | 1.13 | 0.97 | 2.68 |
PM Philip Morris International Inc. | 1.38 | 2.08 | 1.25 | 1.55 | 5.86 |
VTI Vanguard Total Stock Market ETF | 1.75 | 2.47 | 1.31 | 1.46 | 8.04 |
MDLZ Mondelez International, Inc. | -0.57 | -0.68 | 0.92 | -0.46 | -1.13 |
FTRI First Trust Indxx Global Natural Resources Income ETF | 0.39 | 0.65 | 1.08 | 0.14 | 1.48 |
Dividends
Dividend yield
Cenk granted a 4.71% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cenk | 4.71% | 5.26% | 4.83% | 4.03% | 4.46% | 4.17% | 4.43% | 3.40% | 3.54% | 3.92% | 3.90% | 3.88% |
| Portfolio components: | ||||||||||||
MO Altria Group, Inc. | 7.87% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
VT Vanguard Total World Stock ETF | 1.96% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
MAIN Main Street Capital Corporation | 7.91% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
BATS.L British American Tobacco plc | 0.09% | 0.10% | 0.07% | 0.08% | 0.08% | 0.06% | 0.08% | 0.04% | 0.03% | 0.04% | 0.04% | 0.04% |
O Realty Income Corporation | 5.38% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
PG The Procter & Gamble Company | 2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
PM Philip Morris International Inc. | 4.59% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
MDLZ Mondelez International, Inc. | 2.56% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
FTRI First Trust Indxx Global Natural Resources Income ETF | 5.09% | 6.56% | 8.37% | 6.58% | 3.64% | 6.25% | 4.24% | 3.60% | 2.96% | 1.21% | 3.29% | 2.19% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 40.93%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.
The current Cenk drawdown is 0.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.93% | Jan 20, 2020 | 46 | Mar 23, 2020 | 205 | Jan 8, 2021 | 251 |
| -21.18% | Jan 29, 2018 | 234 | Dec 24, 2018 | 231 | Nov 18, 2019 | 465 |
| -19.61% | Apr 21, 2022 | 117 | Sep 30, 2022 | 325 | Jan 8, 2024 | 442 |
| -9.8% | Oct 29, 2015 | 58 | Jan 20, 2016 | 35 | Mar 9, 2016 | 93 |
| -9.63% | Jul 17, 2015 | 28 | Aug 25, 2015 | 38 | Oct 16, 2015 | 66 |
Volatility
Volatility Chart
The current Cenk volatility is 1.94%, 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 | 0.18 | 0.16 | 0.31 | 0.22 | 0.35 | 0.27 | 0.37 | 0.29 | 0.35 | 0.33 |
| O | 0.18 | 1.00 | 0.32 | 0.22 | 0.36 | 0.33 | 0.35 | 0.35 | 0.39 | 0.38 | 0.43 |
| MAIN | 0.16 | 0.32 | 1.00 | 0.37 | 0.22 | 0.25 | 0.28 | 0.25 | 0.52 | 0.51 | 0.48 |
| FTRI | 0.31 | 0.22 | 0.37 | 1.00 | 0.23 | 0.28 | 0.30 | 0.31 | 0.57 | 0.66 | 0.58 |
| PG | 0.22 | 0.36 | 0.22 | 0.23 | 1.00 | 0.44 | 0.56 | 0.46 | 0.43 | 0.42 | 0.54 |
| MO | 0.35 | 0.33 | 0.25 | 0.28 | 0.44 | 1.00 | 0.43 | 0.65 | 0.38 | 0.38 | 0.53 |
| MDLZ | 0.27 | 0.35 | 0.28 | 0.30 | 0.56 | 0.43 | 1.00 | 0.46 | 0.50 | 0.49 | 0.56 |
| PM | 0.37 | 0.35 | 0.25 | 0.31 | 0.46 | 0.65 | 0.46 | 1.00 | 0.43 | 0.44 | 0.53 |
| VTI | 0.29 | 0.39 | 0.52 | 0.57 | 0.43 | 0.38 | 0.50 | 0.43 | 1.00 | 0.95 | 0.86 |
| VT | 0.35 | 0.38 | 0.51 | 0.66 | 0.42 | 0.38 | 0.49 | 0.44 | 0.95 | 1.00 | 0.84 |
| SCHD | 0.33 | 0.43 | 0.48 | 0.58 | 0.54 | 0.53 | 0.56 | 0.53 | 0.86 | 0.84 | 1.00 |