Five-Spot Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CAT Caterpillar Inc. | Industrials | 20% |
CSWI CSW Industrials, Inc. | Industrials | 20% |
DLR Digital Realty Trust, Inc. | Real Estate | 20% |
FICO Fair Isaac Corporation | Technology | 20% |
WM Waste Management, Inc. | Industrials | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Five-Spot Portfolio, 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 1, 2015, corresponding to the inception date of CSWI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Five-Spot Portfolio | 58.81% | 6.69% | 35.54% | 75.14% | 30.62% | N/A |
| Portfolio components: | ||||||
CAT Caterpillar Inc. | 33.01% | -1.39% | 8.33% | 58.67% | 24.43% | 17.47% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
CSWI CSW Industrials, Inc. | 100.51% | 5.28% | 68.53% | 131.39% | 41.58% | N/A |
WM Waste Management, Inc. | 27.39% | 5.70% | 8.77% | 33.09% | 17.02% | 18.93% |
DLR Digital Realty Trust, Inc. | 35.62% | 9.97% | 25.12% | 37.13% | 12.40% | 14.35% |
Monthly Returns
The table below presents the monthly returns of Five-Spot Portfolio, 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 | 3.03% | 8.26% | 2.66% | -4.46% | 5.55% | 5.22% | 5.47% | 4.26% | 7.62% | 1.95% | 58.81% | ||
| 2023 | 9.36% | -2.10% | 0.41% | -0.12% | 1.74% | 11.62% | 4.88% | 3.11% | -3.87% | -1.48% | 10.87% | 8.26% | 49.91% |
| 2022 | -4.34% | -3.37% | 5.88% | -5.63% | 0.47% | -6.47% | 10.50% | -1.35% | -9.20% | 11.25% | 10.33% | -4.16% | 1.06% |
| 2021 | -1.84% | 4.24% | 8.62% | 4.61% | -1.44% | -2.53% | 1.58% | 2.56% | -7.88% | 6.41% | -4.57% | 7.83% | 17.38% |
| 2020 | 1.04% | -7.30% | -5.02% | 6.72% | 5.69% | 1.09% | 4.84% | 2.21% | 1.47% | 0.51% | 12.30% | 4.30% | 29.86% |
| 2019 | 8.40% | 6.79% | 3.86% | 2.69% | 0.06% | 6.52% | 2.12% | -0.26% | -1.32% | 1.19% | 5.77% | 2.00% | 44.41% |
| 2018 | 4.29% | -4.57% | -0.74% | -1.23% | 5.38% | 1.45% | 6.60% | 3.50% | -0.99% | -11.80% | 9.22% | -6.49% | 2.63% |
| 2017 | 2.83% | 2.72% | -1.31% | 4.09% | 0.83% | 2.58% | 2.95% | 2.83% | 3.06% | 5.67% | 1.85% | 1.73% | 34.05% |
| 2016 | -2.09% | 1.33% | 8.63% | 1.11% | 2.47% | 5.74% | 4.43% | -2.52% | 1.10% | -2.71% | 6.41% | 2.19% | 28.55% |
| 2015 | 12.36% | 0.39% | 0.45% | 13.30% |
Expense Ratio
Five-Spot Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. 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 Five-Spot Portfolio is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
CAT Caterpillar Inc. | 2.36 | 3.11 | 1.41 | 3.96 | 9.17 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
CSWI CSW Industrials, Inc. | 4.63 | 5.20 | 1.70 | 9.29 | 46.22 |
WM Waste Management, Inc. | 1.88 | 2.44 | 1.41 | 2.82 | 8.15 |
DLR Digital Realty Trust, Inc. | 1.67 | 2.38 | 1.31 | 2.24 | 8.80 |
Dividends
Dividend yield
Five-Spot Portfolio provided a 1.13% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.13% | 1.45% | 1.80% | 1.31% | 1.56% | 1.70% | 1.69% | 1.44% | 1.86% | 2.58% | 2.18% | 2.33% |
| Portfolio components: | ||||||||||||
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
CSWI CSW Industrials, Inc. | 0.21% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
DLR Digital Realty Trust, Inc. | 2.74% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
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 Five-Spot Portfolio. 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 Five-Spot Portfolio was 29.77%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Five-Spot Portfolio drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.77% | Feb 19, 2020 | 24 | Mar 23, 2020 | 52 | Jun 5, 2020 | 76 |
| -17.73% | Aug 17, 2022 | 38 | Oct 10, 2022 | 24 | Nov 11, 2022 | 62 |
| -17.61% | Sep 17, 2018 | 69 | Dec 24, 2018 | 36 | Feb 15, 2019 | 105 |
| -16.76% | Jan 5, 2022 | 114 | Jun 17, 2022 | 38 | Aug 12, 2022 | 152 |
| -11.59% | Jan 29, 2018 | 9 | Feb 8, 2018 | 81 | Jun 6, 2018 | 90 |
Volatility
Volatility Chart
The current Five-Spot Portfolio volatility is 5.33%, 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
| DLR | CAT | CSWI | WM | FICO | |
|---|---|---|---|---|---|
| DLR | 1.00 | 0.18 | 0.18 | 0.35 | 0.33 |
| CAT | 0.18 | 1.00 | 0.43 | 0.30 | 0.31 |
| CSWI | 0.18 | 0.43 | 1.00 | 0.27 | 0.34 |
| WM | 0.35 | 0.30 | 0.27 | 1.00 | 0.33 |
| FICO | 0.33 | 0.31 | 0.34 | 0.33 | 1.00 |