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Cenk

Last updated Mar 2, 2024

Asset Allocation


VT 25.5%MO 22.8%MAIN 17.4%SCHD 16.4%BATS.L 7.4%O 4.9%FTRI 1.7%PG 1.3%PM 1.2%EquityEquity
PositionCategory/SectorWeight
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

25.50%

MO
Altria Group, Inc.
Consumer Defensive

22.80%

MAIN
Main Street Capital Corporation
Financial Services

17.40%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

16.40%

BATS.L
British American Tobacco plc
Consumer Defensive

7.40%

O
Realty Income Corporation
Real Estate

4.90%

FTRI
First Trust Indxx Global Natural Resources Income ETF
Commodity Producers Equities

1.70%

PG
The Procter & Gamble Company
Consumer Defensive

1.30%

PM
Philip Morris International Inc.
Consumer Defensive

1.20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

0.90%

MDLZ
Mondelez International, Inc.
Consumer Defensive

0.50%

S&P 500

Performance

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


240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
290.86%
322.67%
Cenk
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the Cenk returned 2.94% Year-To-Date and 8.97% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Cenk2.94%0.82%6.04%6.86%8.88%9.05%
MO
Altria Group, Inc.
1.29%-1.21%-3.06%-4.17%2.00%7.20%
VT
Vanguard Total World Stock ETF
5.42%3.82%11.94%20.82%10.52%8.35%
MAIN
Main Street Capital Corporation
6.26%0.76%17.11%17.73%12.00%11.00%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.22%11.10%
BATS.L
British American Tobacco plc
0.84%-1.33%-5.16%-14.87%1.31%-0.25%
O
Realty Income Corporation
-8.14%-3.12%-4.26%-14.42%-0.55%7.22%
PG
The Procter & Gamble Company
9.08%0.48%4.11%15.56%12.45%10.23%
PM
Philip Morris International Inc.
-4.52%-3.40%-3.48%-4.39%6.30%6.27%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.91%11.72%
MDLZ
Mondelez International, Inc.
-0.08%-5.85%5.10%12.67%11.24%9.52%
FTRI
First Trust Indxx Global Natural Resources Income ETF
-3.39%1.20%-0.75%-5.03%6.84%-1.07%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.71%2.03%
2023-2.90%-2.96%-4.07%7.41%3.10%

Sharpe Ratio

The current Cenk Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.96

The Sharpe ratio of Cenk is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.96
2.44
Cenk
Benchmark (^GSPC)
Portfolio components

Dividend yield

Cenk granted a 5.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Cenk5.16%5.26%4.83%4.03%4.46%4.17%4.43%3.40%3.54%3.92%3.90%3.88%
MO
Altria Group, Inc.
9.40%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
1.97%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
8.20%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
3.40%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
0.10%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
5.87%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
2.37%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.
5.72%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
1.34%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.
2.24%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
6.79%6.56%8.37%6.58%3.64%6.25%4.24%3.60%2.96%1.21%3.29%2.19%

Expense Ratio

The Cenk has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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
^GSPC
S&P 500
2.44
Cenk
0.96
MO
Altria Group, Inc.
-0.28
VT
Vanguard Total World Stock ETF
2.07
MAIN
Main Street Capital Corporation
1.88
SCHD
Schwab US Dividend Equity ETF
0.95
BATS.L
British American Tobacco plc
-0.64
O
Realty Income Corporation
-0.66
PG
The Procter & Gamble Company
1.34
PM
Philip Morris International Inc.
-0.26
VTI
Vanguard Total Stock Market ETF
2.56
MDLZ
Mondelez International, Inc.
0.84
FTRI
First Trust Indxx Global Natural Resources Income ETF
-0.02

Asset Correlations Table

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

BATS.LOMAINFTRIPGMOMDLZPMVTIVTSCHD
BATS.L1.000.180.170.310.210.340.260.370.290.360.33
O0.181.000.320.210.360.330.350.350.390.380.42
MAIN0.170.321.000.370.230.250.290.250.520.510.49
FTRI0.310.210.371.000.230.280.310.310.570.660.58
PG0.210.360.230.231.000.450.560.460.430.430.55
MO0.340.330.250.280.451.000.430.660.390.390.53
MDLZ0.260.350.290.310.560.431.000.470.510.500.56
PM0.370.350.250.310.460.660.471.000.440.450.53
VTI0.290.390.520.570.430.390.510.441.000.950.87
VT0.360.380.510.660.430.390.500.450.951.000.85
SCHD0.330.420.490.580.550.530.560.530.870.851.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.09%
0
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 40.93%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.

The current Cenk drawdown is 0.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.93%Jan 20, 202046Mar 23, 2020205Jan 8, 2021251
-21.18%Jan 29, 2018234Dec 24, 2018231Nov 18, 2019465
-19.61%Apr 21, 2022117Sep 30, 2022325Jan 8, 2024442
-9.8%Oct 29, 201558Jan 20, 201635Mar 9, 201693
-9.63%Jul 17, 201528Aug 25, 201538Oct 16, 201566

Volatility Chart

The current Cenk volatility is 2.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.45%
3.47%
Cenk
Benchmark (^GSPC)
Portfolio components
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