Second Test (DLR) - 10.10.24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 6.67% |
AMGN Amgen Inc. | Healthcare | 6.67% |
CLS Celestica Inc. | Technology | 6.67% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 6.67% |
CSWI CSW Industrials, Inc. | Industrials | 6.67% |
DLR Digital Realty Trust, Inc. | Real Estate | 6.67% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 6.67% |
FICO Fair Isaac Corporation | Technology | 6.67% |
GD General Dynamics Corporation | 6.67% | |
GE General Electric Company | Industrials | 6.67% |
IRM Iron Mountain Incorporated | Real Estate | 6.67% |
KLAC KLA Corporation | Technology | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
WM Waste Management, Inc. | Industrials | 6.67% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Second Test (DLR) - 10.10.24, 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% |
| Second Test (DLR) - 10.10.24 | 47.90% | 1.18% | 15.70% | 61.45% | 31.76% | N/A |
| Portfolio components: | ||||||
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
ABBV AbbVie Inc. | 13.95% | -12.23% | 5.81% | 27.91% | 19.02% | 14.98% |
AMGN Amgen Inc. | 6.97% | -7.14% | -4.18% | 14.99% | 9.58% | 9.71% |
CMG Chipotle Mexican Grill, Inc. | 29.58% | -0.02% | -6.46% | 36.82% | 31.58% | 16.07% |
CSWI CSW Industrials, Inc. | 100.51% | 5.28% | 68.53% | 131.39% | 41.58% | N/A |
DPZ Domino's Pizza, Inc. | 7.69% | 2.68% | -14.53% | 16.44% | 10.57% | 18.28% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
GE General Electric Company | 81.10% | -4.71% | 12.65% | 97.26% | 26.80% | 5.45% |
GD General Dynamics Corporation | 23.38% | 4.03% | 7.65% | 29.26% | 13.66% | 10.69% |
IRM Iron Mountain Incorporated | 69.37% | -4.31% | 42.78% | 93.39% | 35.51% | 18.85% |
KLAC KLA Corporation | 11.56% | -22.31% | -15.00% | 18.89% | 31.06% | 28.48% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
WM Waste Management, Inc. | 27.39% | 5.70% | 8.77% | 33.09% | 17.02% | 18.93% |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
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 Second Test (DLR) - 10.10.24, 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 | 4.16% | 9.58% | 6.35% | -1.33% | 5.98% | 3.72% | 1.89% | 1.64% | 4.03% | 0.20% | 47.90% | ||
| 2023 | 8.06% | -3.15% | 4.88% | 0.51% | 0.98% | 7.71% | 8.50% | 1.62% | -1.36% | 0.35% | 11.41% | 6.09% | 54.78% |
| 2022 | -4.72% | -0.81% | 3.27% | -8.07% | 1.50% | -5.73% | 9.57% | -1.19% | -11.13% | 10.62% | 8.90% | -5.23% | -5.69% |
| 2021 | 3.09% | 2.72% | 8.59% | 3.73% | 0.01% | 0.76% | 4.94% | 3.64% | -6.00% | 5.76% | -1.14% | 7.07% | 37.55% |
| 2020 | 0.97% | -6.99% | -12.46% | 16.42% | 9.08% | 2.51% | 4.12% | 3.38% | -3.20% | -2.49% | 15.61% | 3.35% | 29.90% |
| 2019 | 10.67% | 3.64% | 2.68% | 0.65% | -3.38% | 7.02% | 1.61% | 0.68% | 1.99% | 2.35% | 5.83% | 2.42% | 41.86% |
| 2018 | 5.03% | -1.52% | -1.98% | 2.17% | 4.54% | 1.61% | 3.52% | 4.86% | -3.64% | -9.18% | 4.61% | -7.71% | 0.90% |
| 2017 | 5.09% | 2.98% | 1.66% | 1.43% | 0.61% | -0.08% | -2.09% | 1.49% | 4.53% | -1.27% | 1.62% | -1.10% | 15.64% |
| 2016 | -3.88% | 2.57% | 5.40% | 0.09% | 1.86% | 1.06% | 6.39% | -2.06% | -0.40% | -2.64% | 5.72% | -0.18% | 14.16% |
| 2015 | 7.80% | -1.16% | -0.06% | 6.49% |
Expense Ratio
Second Test (DLR) - 10.10.24 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 Second Test (DLR) - 10.10.24 is 96, placing it in the top 4% 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 | |
|---|---|---|---|---|---|
CLS Celestica Inc. | 4.06 | 3.92 | 1.52 | 6.27 | 19.45 |
ABBV AbbVie Inc. | 1.19 | 1.53 | 1.26 | 1.66 | 5.32 |
AMGN Amgen Inc. | 0.66 | 1.10 | 1.15 | 0.89 | 2.17 |
CMG Chipotle Mexican Grill, Inc. | 1.32 | 1.80 | 1.26 | 1.38 | 3.31 |
CSWI CSW Industrials, Inc. | 4.63 | 5.20 | 1.70 | 9.29 | 46.22 |
DPZ Domino's Pizza, Inc. | 0.68 | 1.05 | 1.16 | 0.57 | 1.55 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
GE General Electric Company | 3.42 | 3.91 | 1.58 | 2.84 | 28.87 |
GD General Dynamics Corporation | 1.88 | 2.70 | 1.35 | 4.65 | 14.54 |
IRM Iron Mountain Incorporated | 3.98 | 4.36 | 1.64 | 9.59 | 33.12 |
KLAC KLA Corporation | 0.54 | 0.96 | 1.13 | 0.84 | 2.19 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
WM Waste Management, Inc. | 1.88 | 2.44 | 1.41 | 2.82 | 8.15 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
DLR Digital Realty Trust, Inc. | 1.67 | 2.38 | 1.31 | 2.24 | 8.80 |
Dividends
Dividend yield
Second Test (DLR) - 10.10.24 provided a 1.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.32% | 1.52% | 1.81% | 1.50% | 1.96% | 1.99% | 2.41% | 2.06% | 2.15% | 2.35% | 3.66% | 2.12% |
| Portfolio components: | ||||||||||||
CLS Celestica 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% |
ABBV AbbVie Inc. | 3.64% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
AMGN Amgen Inc. | 2.95% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
CMG Chipotle Mexican Grill, 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% |
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% |
DPZ Domino's Pizza, Inc. | 1.31% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
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% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
GD General Dynamics Corporation | 1.78% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
KLAC KLA Corporation | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
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 Second Test (DLR) - 10.10.24. 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 Second Test (DLR) - 10.10.24 was 33.65%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.
The current Second Test (DLR) - 10.10.24 drawdown is 2.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.65% | Feb 21, 2020 | 22 | Mar 23, 2020 | 50 | Jun 3, 2020 | 72 |
| -21.42% | Aug 30, 2018 | 80 | Dec 24, 2018 | 67 | Apr 2, 2019 | 147 |
| -18.2% | Aug 17, 2022 | 32 | Sep 30, 2022 | 83 | Jan 31, 2023 | 115 |
| -17.88% | Dec 30, 2021 | 117 | Jun 16, 2022 | 41 | Aug 16, 2022 | 158 |
| -10.55% | Jan 29, 2018 | 9 | Feb 8, 2018 | 70 | May 21, 2018 | 79 |
Volatility
Volatility Chart
The current Second Test (DLR) - 10.10.24 volatility is 4.15%, 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
| DPZ | ABBV | CMG | DLR | GE | WSM | AMGN | CLS | WM | CSWI | IRM | GD | FICO | KLAC | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DPZ | 1.00 | 0.15 | 0.28 | 0.21 | 0.14 | 0.22 | 0.21 | 0.20 | 0.22 | 0.20 | 0.20 | 0.19 | 0.29 | 0.26 | 0.30 |
| ABBV | 0.15 | 1.00 | 0.10 | 0.17 | 0.19 | 0.20 | 0.51 | 0.18 | 0.31 | 0.19 | 0.22 | 0.28 | 0.27 | 0.22 | 0.27 |
| CMG | 0.28 | 0.10 | 1.00 | 0.22 | 0.18 | 0.30 | 0.13 | 0.23 | 0.23 | 0.25 | 0.19 | 0.15 | 0.36 | 0.33 | 0.38 |
| DLR | 0.21 | 0.17 | 0.22 | 1.00 | 0.17 | 0.19 | 0.23 | 0.20 | 0.35 | 0.18 | 0.49 | 0.20 | 0.33 | 0.28 | 0.35 |
| GE | 0.14 | 0.19 | 0.18 | 0.17 | 1.00 | 0.28 | 0.22 | 0.37 | 0.24 | 0.35 | 0.31 | 0.40 | 0.27 | 0.34 | 0.25 |
| WSM | 0.22 | 0.20 | 0.30 | 0.19 | 0.28 | 1.00 | 0.22 | 0.29 | 0.20 | 0.34 | 0.28 | 0.26 | 0.31 | 0.37 | 0.29 |
| AMGN | 0.21 | 0.51 | 0.13 | 0.23 | 0.22 | 0.22 | 1.00 | 0.24 | 0.30 | 0.22 | 0.24 | 0.32 | 0.31 | 0.29 | 0.35 |
| CLS | 0.20 | 0.18 | 0.23 | 0.20 | 0.37 | 0.29 | 0.24 | 1.00 | 0.17 | 0.34 | 0.28 | 0.31 | 0.34 | 0.46 | 0.36 |
| WM | 0.22 | 0.31 | 0.23 | 0.35 | 0.24 | 0.20 | 0.30 | 0.17 | 1.00 | 0.27 | 0.37 | 0.44 | 0.33 | 0.24 | 0.34 |
| CSWI | 0.20 | 0.19 | 0.25 | 0.18 | 0.35 | 0.34 | 0.22 | 0.34 | 0.27 | 1.00 | 0.29 | 0.37 | 0.34 | 0.38 | 0.30 |
| IRM | 0.20 | 0.22 | 0.19 | 0.49 | 0.31 | 0.28 | 0.24 | 0.28 | 0.37 | 0.29 | 1.00 | 0.35 | 0.31 | 0.27 | 0.30 |
| GD | 0.19 | 0.28 | 0.15 | 0.20 | 0.40 | 0.26 | 0.32 | 0.31 | 0.44 | 0.37 | 0.35 | 1.00 | 0.32 | 0.30 | 0.32 |
| FICO | 0.29 | 0.27 | 0.36 | 0.33 | 0.27 | 0.31 | 0.31 | 0.34 | 0.33 | 0.34 | 0.31 | 0.32 | 1.00 | 0.46 | 0.54 |
| KLAC | 0.26 | 0.22 | 0.33 | 0.28 | 0.34 | 0.37 | 0.29 | 0.46 | 0.24 | 0.38 | 0.27 | 0.30 | 0.46 | 1.00 | 0.58 |
| MSFT | 0.30 | 0.27 | 0.38 | 0.35 | 0.25 | 0.29 | 0.35 | 0.36 | 0.34 | 0.30 | 0.30 | 0.32 | 0.54 | 0.58 | 1.00 |