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Gabelli Financial Services Opportunities Q3 Holdings (GABF)

Last updated Feb 21, 2024

Gabelli Financial Services Opportunities Q3 Holdings excluding BRK.B, Markel Group

Asset Allocation


FTAI 11.5%BX 6.28%WRB 6.16%WFC 5.78%IBKR 5.21%BAC 5.17%STNE 4.55%AXP 4.31%OWL 4%JPM 4%MCO 3.8%SPGI 3.77%FDS 3.43%SAMG 3%FHI 2.6%MS 2.5%APO 2.4%OBDC 2.4%SCHW 2.4%QABA 2.4%COF 2.34%CODI 2%CNS 2%PSFE 2%BK 2%KKR 2%STT 2%EquityEquity
PositionCategory/SectorWeight
FTAI
Fortress Transportation and Infrastructure Investors LLC
Industrials

11.50%

BX
The Blackstone Group Inc.
Financial Services

6.28%

WRB

6.16%

WFC

5.78%

IBKR
Interactive Brokers Group, Inc.
Financial Services

5.21%

BAC
Bank of America Corporation
Financial Services

5.17%

STNE

4.55%

AXP
American Express Company
Financial Services

4.31%

OWL
Blue Owl Capital Inc.
Financial Services

4%

JPM
JPMorgan Chase & Co.
Financial Services

4%

MCO
Moody's Corporation
Financial Services

3.80%

SPGI

3.77%

FDS
FactSet Research Systems Inc.
Financial Services

3.43%

SAMG

3%

FHI
Federated Hermes, Inc.
Financial Services

2.60%

MS
Morgan Stanley
Financial Services

2.50%

APO
Apollo Global Management, Inc.
Financial Services

2.40%

OBDC
Blue Owl Capital Corporation
Financial Services

2.40%

SCHW

2.40%

QABA
First Trust NASDAQ ABA Community Bank Index Fund
Financials Equities

2.40%

COF
Capital One Financial Corporation
Financial Services

2.34%

CODI
Compass Diversified
Industrials

2%

CNS
Cohen & Steers, Inc.
Financial Services

2%

PSFE
Paysafe Limited
Technology

2%

BK
The Bank of New York Mellon Corporation
Financial Services

2%

KKR
KKR & Co. Inc.
Financial Services

2%

STT

2%

Performance

The chart shows the growth of an initial investment of $10,000 in Gabelli Financial Services Opportunities Q3 Holdings (GABF), 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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
27.34%
13.40%
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 14, 2020, corresponding to the inception date of OWL

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Gabelli Financial Services Opportunities Q3 Holdings (GABF)5.20%4.84%27.33%29.55%N/AN/A
BX
The Blackstone Group Inc.
-2.77%6.90%30.68%39.68%35.04%21.25%
WRB
N/AN/AN/AN/AN/AN/A
WFC
N/AN/AN/AN/AN/AN/A
IBKR
Interactive Brokers Group, Inc.
24.66%15.09%13.40%19.74%14.00%17.82%
BAC
Bank of America Corporation
0.86%5.40%21.37%-0.94%5.55%9.71%
STNE
N/AN/AN/AN/AN/AN/A
AXP
American Express Company
13.79%16.01%34.56%21.59%16.46%10.75%
OWL
Blue Owl Capital Inc.
19.40%15.22%64.91%37.98%N/AN/A
JPM
JPMorgan Chase & Co.
6.31%5.53%24.45%29.97%14.67%15.25%
MCO
Moody's Corporation
-3.90%-2.98%15.02%25.70%18.18%18.17%
SPGI
N/AN/AN/AN/AN/AN/A
FDS
FactSet Research Systems Inc.
-4.23%-1.42%6.71%6.91%16.04%17.14%
SAMG
N/AN/AN/AN/AN/AN/A
MS
Morgan Stanley
-7.58%0.99%5.13%-10.75%18.99%14.06%
CODI
Compass Diversified
2.61%5.56%13.29%8.92%14.25%10.07%
CNS
Cohen & Steers, Inc.
-5.63%6.01%17.30%0.05%15.64%11.41%
PSFE
Paysafe Limited
6.88%-3.87%7.98%-35.58%N/AN/A
BK
The Bank of New York Mellon Corporation
6.23%-0.31%30.47%10.44%3.85%8.39%
KKR
KKR & Co. Inc.
12.61%10.82%58.42%64.57%33.34%18.27%
STT
N/AN/AN/AN/AN/AN/A
APO
Apollo Global Management, Inc.
18.05%11.19%35.61%56.65%35.32%20.12%
OBDC
Blue Owl Capital Corporation
1.36%-0.66%17.63%27.34%N/AN/A
FHI
Federated Hermes, Inc.
4.17%-0.36%5.51%-9.52%8.50%7.14%
SCHW
N/AN/AN/AN/AN/AN/A
QABA
First Trust NASDAQ ABA Community Bank Index Fund
-8.39%-4.62%11.75%-13.73%0.31%4.92%
COF
Capital One Financial Corporation
5.25%7.83%38.38%26.39%12.93%8.85%
FTAI
Fortress Transportation and Infrastructure Investors LLC
13.99%5.44%50.15%123.56%40.57%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.65%
20236.23%-1.36%-3.18%-3.33%13.73%10.45%

Sharpe Ratio

The current Gabelli Financial Services Opportunities Q3 Holdings (GABF) Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.53

The Sharpe ratio of Gabelli Financial Services Opportunities Q3 Holdings (GABF) lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.53
1.75
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Gabelli Financial Services Opportunities Q3 Holdings (GABF) granted a 2.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gabelli Financial Services Opportunities Q3 Holdings (GABF)2.26%2.37%3.12%2.20%2.76%2.63%3.63%2.66%3.37%2.95%2.14%1.73%
BX
The Blackstone Group Inc.
2.65%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
WRB
1.74%2.71%1.21%2.43%0.67%2.41%2.80%2.13%2.21%0.76%2.68%0.78%
WFC
2.61%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
IBKR
Interactive Brokers Group, Inc.
0.39%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%
BAC
Bank of America Corporation
2.71%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
STNE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AXP
American Express Company
1.13%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
OWL
Blue Owl Capital Inc.
3.09%3.69%4.06%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.28%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
MCO
Moody's Corporation
0.82%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
SPGI
0.85%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
FDS
FactSet Research Systems Inc.
0.84%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%
SAMG
4.51%4.35%3.73%3.84%4.61%4.77%4.23%2.99%3.65%4.04%3.07%0.70%
MS
Morgan Stanley
3.90%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
CODI
Compass Diversified
4.39%4.45%5.49%7.59%7.40%5.79%11.57%8.50%8.04%9.06%8.86%7.34%
CNS
Cohen & Steers, Inc.
3.19%3.01%3.41%1.93%2.10%2.29%11.13%4.48%4.58%4.92%4.47%4.49%
PSFE
Paysafe Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BK
The Bank of New York Mellon Corporation
2.97%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
KKR
KKR & Co. Inc.
0.71%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%6.66%
STT
3.69%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%1.42%
APO
Apollo Global Management, Inc.
1.57%1.81%2.51%2.88%4.72%4.23%7.86%5.53%6.46%12.91%13.19%12.50%
OBDC
Blue Owl Capital Corporation
10.55%10.69%10.95%8.58%12.26%3.80%0.00%0.00%0.00%0.00%0.00%0.00%
FHI
Federated Hermes, Inc.
3.30%3.38%2.97%2.87%7.20%3.31%3.99%2.77%7.07%3.49%3.04%3.40%
SCHW
1.57%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
QABA
First Trust NASDAQ ABA Community Bank Index Fund
2.96%2.71%2.10%1.68%2.55%1.95%1.90%1.42%1.13%1.39%1.28%1.01%
COF
Capital One Financial Corporation
1.75%1.83%2.58%1.79%1.01%1.55%2.11%1.60%1.83%2.07%1.45%1.24%
FTAI
Fortress Transportation and Infrastructure Investors LLC
2.27%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%0.00%

Expense Ratio

The Gabelli Financial Services Opportunities Q3 Holdings (GABF) has an expense ratio of 0.01% 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.


0.60%
0.00%2.15%

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
BX
The Blackstone Group Inc.
1.15
WRB
N/A
WFC
N/A
IBKR
Interactive Brokers Group, Inc.
0.66
BAC
Bank of America Corporation
-0.03
STNE
N/A
AXP
American Express Company
0.88
OWL
Blue Owl Capital Inc.
1.10
JPM
JPMorgan Chase & Co.
1.50
MCO
Moody's Corporation
1.21
SPGI
N/A
FDS
FactSet Research Systems Inc.
0.40
SAMG
N/A
MS
Morgan Stanley
-0.42
CODI
Compass Diversified
0.37
CNS
Cohen & Steers, Inc.
0.04
PSFE
Paysafe Limited
-0.56
BK
The Bank of New York Mellon Corporation
0.45
KKR
KKR & Co. Inc.
2.10
STT
N/A
APO
Apollo Global Management, Inc.
1.82
OBDC
Blue Owl Capital Corporation
1.55
FHI
Federated Hermes, Inc.
-0.40
SCHW
N/A
QABA
First Trust NASDAQ ABA Community Bank Index Fund
-0.39
COF
Capital One Financial Corporation
0.89
FTAI
Fortress Transportation and Infrastructure Investors LLC
3.79

Asset Correlations Table

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

SAMGFDSFTAIPSFESTNEWRBCODIIBKRSPGIOWLOBDCFHIMCOAPOBXCNSSCHWWFCKKRCOFJPMQABAAXPMSBACBKSTT
SAMG1.000.190.260.260.220.310.300.340.240.320.330.360.240.350.350.400.390.370.350.420.380.460.420.400.420.420.41
FDS0.191.000.310.260.300.340.280.300.640.320.360.320.630.390.440.460.290.270.460.280.310.330.350.340.290.360.35
FTAI0.260.311.000.290.310.280.320.310.290.360.370.340.330.380.400.400.370.350.410.410.350.420.440.390.360.420.43
PSFE0.260.260.291.000.480.180.330.340.350.430.340.320.380.400.440.400.350.340.440.370.340.350.410.400.380.380.38
STNE0.220.300.310.481.000.180.310.350.390.400.330.280.430.470.480.360.360.320.490.380.340.320.420.400.350.340.37
WRB0.310.340.280.180.181.000.280.400.310.240.360.400.340.330.290.350.460.490.350.430.550.510.470.450.510.510.47
CODI0.300.280.320.330.310.281.000.310.340.350.420.330.330.370.400.440.420.400.430.450.420.490.420.480.460.430.44
IBKR0.340.300.310.340.350.400.311.000.300.340.350.420.330.500.360.370.560.460.480.440.480.460.480.490.460.500.52
SPGI0.240.640.290.350.390.310.340.301.000.400.380.310.860.460.550.540.330.310.550.350.360.340.460.410.350.420.43
OWL0.320.320.360.430.400.240.350.340.401.000.410.340.430.550.560.450.370.390.560.450.410.440.450.460.420.440.45
OBDC0.330.360.370.340.330.360.420.350.380.411.000.370.410.520.480.470.420.460.500.500.450.490.490.490.470.470.47
FHI0.360.320.340.320.280.400.330.420.310.340.371.000.360.430.390.540.490.540.440.510.560.580.510.530.560.590.58
MCO0.240.630.330.380.430.340.330.330.860.430.410.361.000.520.600.550.350.340.610.400.400.360.500.460.380.440.46
APO0.350.390.380.400.470.330.370.500.460.550.520.430.521.000.640.520.470.480.720.510.500.490.560.550.500.530.55
BX0.350.440.400.440.480.290.400.360.550.560.480.390.600.641.000.590.470.460.750.530.480.480.550.570.480.500.55
CNS0.400.460.400.400.360.350.440.370.540.450.470.540.550.520.591.000.520.510.590.550.510.640.530.580.570.590.58
SCHW0.390.290.370.350.360.460.420.560.330.370.420.490.350.470.470.521.000.660.530.590.640.690.600.670.720.700.68
WFC0.370.270.350.340.320.490.400.460.310.390.460.540.340.480.460.510.661.000.500.690.790.720.650.700.830.710.71
KKR0.350.460.410.440.490.350.430.480.550.560.500.440.610.720.750.590.530.501.000.570.510.520.580.610.530.560.57
COF0.420.280.410.370.380.430.450.440.350.450.500.510.400.510.530.550.590.690.571.000.700.720.760.710.760.710.71
JPM0.380.310.350.340.340.550.420.480.360.410.450.560.400.500.480.510.640.790.510.701.000.670.680.740.850.750.74
QABA0.460.330.420.350.320.510.490.460.340.440.490.580.360.490.480.640.690.720.520.720.671.000.650.660.770.710.70
AXP0.420.350.440.410.420.470.420.480.460.450.490.510.500.560.550.530.600.650.580.760.680.651.000.670.690.660.68
MS0.400.340.390.400.400.450.480.490.410.460.490.530.460.550.570.580.670.700.610.710.740.660.671.000.780.730.72
BAC0.420.290.360.380.350.510.460.460.350.420.470.560.380.500.480.570.720.830.530.760.850.770.690.781.000.780.77
BK0.420.360.420.380.340.510.430.500.420.440.470.590.440.530.500.590.700.710.560.710.750.710.660.730.781.000.87
STT0.410.350.430.380.370.470.440.520.430.450.470.580.460.550.550.580.680.710.570.710.740.700.680.720.770.871.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.22%
-1.08%
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Gabelli Financial Services Opportunities Q3 Holdings (GABF). 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 Gabelli Financial Services Opportunities Q3 Holdings (GABF) was 29.17%, occurring on Jun 16, 2022. Recovery took 358 trading sessions.

The current Gabelli Financial Services Opportunities Q3 Holdings (GABF) drawdown is 1.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.17%Oct 27, 2021161Jun 16, 2022358Nov 17, 2023519
-6.91%Jan 15, 202110Jan 29, 20215Feb 5, 202115
-6.46%Jun 28, 202115Jul 19, 202116Aug 10, 202131
-5.78%Aug 30, 202116Sep 21, 202118Oct 15, 202134
-4.77%Mar 15, 20217Mar 23, 202115Apr 14, 202122

Volatility Chart

The current Gabelli Financial Services Opportunities Q3 Holdings (GABF) volatility is 4.78%, 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%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
4.78%
3.37%
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components
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