DML Equity 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12.88% |
AMGN Amgen Inc. | Healthcare | 2.21% |
BG Bunge Limited | Consumer Defensive | 12.01% |
GE General Electric Company | Industrials | 14.03% |
GS The Goldman Sachs Group, Inc. | Financial Services | 3.01% |
HL Hecla Mining Company | Basic Materials | 7.50% |
NVDA NVIDIA Corporation | Technology | 16.68% |
QQQ Invesco QQQ | Large Cap Blend Equities | 8.76% |
ROKU Roku, Inc. | Communication Services | 2.09% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 2.29% |
VIST Vista Oil & Gas, S.A.B. de C.V. | Energy | 2.06% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 16.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DML Equity 1, 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 Jul 26, 2019, corresponding to the inception date of VIST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| DML Equity 1 | 44.26% | 2.72% | 30.73% | 52.57% | 42.61% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
AMGN Amgen Inc. | 15.96% | -1.73% | 19.00% | 31.21% | 12.99% | 12.03% |
BG Bunge Limited | 1.80% | -11.34% | 9.55% | -8.94% | 17.27% | 4.60% |
GE General Electric Company | 68.68% | 0.83% | 39.80% | 89.17% | 34.19% | 4.98% |
GS The Goldman Sachs Group, Inc. | 33.39% | 1.77% | 31.67% | 60.48% | 23.03% | 13.15% |
HL Hecla Mining Company | 30.15% | 10.51% | 74.86% | 40.86% | 29.54% | 7.13% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
ROKU Roku, Inc. | -24.07% | 17.89% | 9.04% | -9.29% | -14.27% | N/A |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.77% | 12.85% |
VIST Vista Oil & Gas, S.A.B. de C.V. | 73.97% | 15.14% | 44.17% | 87.99% | 66.61% | N/A |
XLE Energy Select Sector SPDR Fund | 10.54% | -1.07% | 7.90% | 6.89% | 15.19% | 3.14% |
Monthly Returns
The table below presents the monthly returns of DML Equity 1, 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 | 1.44% | 9.33% | 9.93% | 0.31% | 10.25% | 1.73% | 2.79% | 44.26% | |||||
| 2023 | 13.55% | 2.47% | 10.26% | 0.75% | 4.90% | 7.01% | 8.54% | -0.87% | -5.05% | -3.28% | 11.26% | 1.39% | 61.74% |
| 2022 | -0.81% | 2.85% | 6.18% | -13.08% | 3.69% | -15.89% | 12.65% | -3.41% | -12.62% | 16.88% | 9.21% | -6.71% | -7.01% |
| 2021 | -0.12% | 9.96% | 0.86% | 5.23% | 7.91% | 4.22% | -1.92% | 2.42% | -2.10% | 10.29% | 2.37% | 0.13% | 45.79% |
| 2020 | -1.53% | -7.06% | -16.54% | 13.96% | 7.70% | 4.44% | 9.67% | 10.75% | -5.97% | 1.27% | 17.11% | 7.68% | 42.78% |
| 2019 | -0.13% | -6.43% | 3.21% | 8.50% | 6.50% | 8.15% | 20.55% |
Expense Ratio
DML Equity 1 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 risk-adjusted rank of DML Equity 1 is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
AMGN Amgen Inc. | 1.27 | 2.00 | 1.25 | 1.69 | 4.07 |
BG Bunge Limited | -0.33 | -0.29 | 0.96 | -0.27 | -0.67 |
GE General Electric Company | 3.39 | 4.35 | 1.56 | 10.02 | 28.35 |
GS The Goldman Sachs Group, Inc. | 2.84 | 3.75 | 1.48 | 2.29 | 14.83 |
HL Hecla Mining Company | 0.82 | 1.54 | 1.17 | 0.70 | 2.95 |
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
ROKU Roku, Inc. | -0.14 | 0.22 | 1.03 | -0.10 | -0.26 |
SPY SPDR S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.58 | 11.47 |
VIST Vista Oil & Gas, S.A.B. de C.V. | 2.29 | 3.05 | 1.36 | 4.48 | 13.36 |
XLE Energy Select Sector SPDR Fund | 0.48 | 0.78 | 1.09 | 0.67 | 1.26 |
Dividends
Dividend yield
DML Equity 1 granted a 1.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DML Equity 1 | 1.21% | 1.27% | 1.33% | 1.32% | 1.67% | 1.83% | 2.28% | 1.95% | 1.63% | 1.93% | 1.81% | 1.69% |
| Portfolio components: | ||||||||||||
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% |
AMGN Amgen Inc. | 2.72% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
BG Bunge Limited | 2.67% | 2.55% | 2.31% | 2.20% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% | 1.41% | 1.39% |
GE General Electric Company | 0.40% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
GS The Goldman Sachs Group, Inc. | 2.17% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
HL Hecla Mining Company | 0.52% | 0.52% | 0.40% | 0.72% | 0.25% | 0.29% | 0.42% | 0.25% | 0.24% | 0.53% | 0.36% | 0.65% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
ROKU Roku, 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% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
VIST Vista Oil & Gas, S.A.B. de C.V. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.21% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
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 DML Equity 1. 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 DML Equity 1 was 40.16%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current DML Equity 1 drawdown is 1.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -29.6% | Mar 28, 2022 | 130 | Sep 30, 2022 | 105 | Mar 3, 2023 | 235 |
| -12.66% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -12.37% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -11.57% | Jul 31, 2019 | 12 | Aug 15, 2019 | 18 | Sep 11, 2019 | 30 |
Volatility
Volatility Chart
The current DML Equity 1 volatility is 8.46%, 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
| AMGN | HL | VIST | ROKU | BG | GE | XLE | NVDA | AAPL | GS | QQQ | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMGN | 1.00 | 0.19 | 0.09 | 0.15 | 0.19 | 0.21 | 0.21 | 0.20 | 0.31 | 0.27 | 0.36 | 0.42 |
| HL | 0.19 | 1.00 | 0.24 | 0.23 | 0.24 | 0.20 | 0.32 | 0.22 | 0.21 | 0.24 | 0.27 | 0.32 |
| VIST | 0.09 | 0.24 | 1.00 | 0.13 | 0.28 | 0.28 | 0.49 | 0.20 | 0.19 | 0.27 | 0.23 | 0.30 |
| ROKU | 0.15 | 0.23 | 0.13 | 1.00 | 0.12 | 0.24 | 0.14 | 0.42 | 0.39 | 0.30 | 0.53 | 0.47 |
| BG | 0.19 | 0.24 | 0.28 | 0.12 | 1.00 | 0.38 | 0.53 | 0.17 | 0.20 | 0.45 | 0.25 | 0.41 |
| GE | 0.21 | 0.20 | 0.28 | 0.24 | 0.38 | 1.00 | 0.49 | 0.30 | 0.30 | 0.55 | 0.38 | 0.53 |
| XLE | 0.21 | 0.32 | 0.49 | 0.14 | 0.53 | 0.49 | 1.00 | 0.19 | 0.22 | 0.55 | 0.26 | 0.47 |
| NVDA | 0.20 | 0.22 | 0.20 | 0.42 | 0.17 | 0.30 | 0.19 | 1.00 | 0.59 | 0.37 | 0.80 | 0.68 |
| AAPL | 0.31 | 0.21 | 0.19 | 0.39 | 0.20 | 0.30 | 0.22 | 0.59 | 1.00 | 0.39 | 0.81 | 0.74 |
| GS | 0.27 | 0.24 | 0.27 | 0.30 | 0.45 | 0.55 | 0.55 | 0.37 | 0.39 | 1.00 | 0.48 | 0.66 |
| QQQ | 0.36 | 0.27 | 0.23 | 0.53 | 0.25 | 0.38 | 0.26 | 0.80 | 0.81 | 0.48 | 1.00 | 0.91 |
| SPY | 0.42 | 0.32 | 0.30 | 0.47 | 0.41 | 0.53 | 0.47 | 0.68 | 0.74 | 0.66 | 0.91 | 1.00 |