1 Caraba 6 TIME
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 4% |
AMD Advanced Micro Devices, Inc. | Technology | 2.71% |
AXP American Express Company | Financial Services | 2.38% |
CB Chubb Limited | Financial Services | 5.63% |
COST Costco Wholesale Corporation | Consumer Defensive | 5.40% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 1.55% |
ETN Eaton Corporation plc | Industrials | 4.96% |
GLD SPDR Gold Trust | Precious Metals, Gold | 4.62% |
GOOGL Alphabet Inc. | Communication Services | 2.35% |
NVDA NVIDIA Corporation | Technology | 4.80% |
TOL Toll Brothers, Inc. | Consumer Cyclical | 3.14% |
UNH UnitedHealth Group Incorporated | Healthcare | 6.10% |
VOT Vanguard Mid-Cap Growth ETF | Mid Cap Blend Equities | 2.51% |
WELL Welltower Inc. | Real Estate | 39.20% |
WM Waste Management, Inc. | Industrials | 6.80% |
XOM Exxon Mobil Corporation | Energy | 3.85% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1 Caraba 6 TIME, 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 Aug 24, 2006, corresponding to the inception date of VOT
Returns By Period
As of Oct 22, 2024, the 1 Caraba 6 TIME returned 42.42% Year-To-Date and 21.15% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| 1 Caraba 6 TIME | 42.42% | 3.89% | 29.61% | 60.25% | 24.04% | 21.15% |
| Portfolio components: | ||||||
UNH UnitedHealth Group Incorporated | 9.83% | -0.61% | 17.24% | 10.08% | 20.01% | 21.99% |
TOL Toll Brothers, Inc. | 50.39% | 2.15% | 35.31% | 125.12% | 31.99% | 17.90% |
DPZ Domino's Pizza, Inc. | 5.67% | 4.07% | -7.88% | 25.66% | 12.26% | 18.57% |
NVDA NVIDIA Corporation | 190.26% | 23.89% | 80.76% | 247.34% | 97.34% | 78.62% |
COST Costco Wholesale Corporation | 34.95% | -2.23% | 24.32% | 65.06% | 26.66% | 23.79% |
XOM Exxon Mobil Corporation | 23.19% | 4.17% | 1.22% | 11.89% | 17.17% | 7.00% |
GOOGL Alphabet Inc. | 17.74% | 0.29% | 5.24% | 21.30% | 21.28% | 19.67% |
CB Chubb Limited | 33.11% | 2.47% | 19.22% | 45.19% | 16.84% | 13.07% |
AAPL Apple Inc | 23.29% | 3.63% | 42.95% | 37.49% | 32.20% | 26.13% |
ETN Eaton Corporation plc | 45.49% | 4.98% | 13.37% | 81.34% | 35.66% | 22.04% |
VOT Vanguard Mid-Cap Growth ETF | 14.53% | 4.03% | 13.70% | 34.04% | 11.68% | 10.87% |
AXP American Express Company | 46.25% | 0.91% | 16.85% | 93.53% | 20.08% | 13.80% |
WM Waste Management, Inc. | 19.56% | 3.78% | 2.82% | 37.33% | 15.29% | 18.47% |
AMD Advanced Micro Devices, Inc. | 7.12% | 1.25% | 6.23% | 55.09% | 38.31% | 50.49% |
GLD SPDR Gold Trust | 31.41% | 3.72% | 16.54% | 36.84% | 12.36% | 7.84% |
WELL Welltower Inc. | 46.92% | 3.82% | 43.67% | 59.06% | 11.10% | 11.14% |
Monthly Returns
The table below presents the monthly returns of 1 Caraba 6 TIME, 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 | 0.89% | 7.78% | 3.79% | -0.10% | 7.61% | 1.13% | 3.93% | 5.17% | 3.95% | 42.42% | |||
| 2023 | 10.78% | -0.47% | 2.18% | 5.01% | 0.02% | 7.09% | 2.52% | 0.30% | -1.97% | 0.58% | 8.17% | 3.72% | 44.14% |
| 2022 | -3.22% | -0.93% | 8.40% | -6.37% | -0.76% | -6.89% | 7.89% | -6.84% | -11.03% | 2.80% | 11.18% | -6.77% | -14.33% |
| 2021 | -3.45% | 7.26% | 4.89% | 6.25% | 1.56% | 6.27% | 4.44% | 3.42% | -5.44% | 5.54% | 2.25% | 5.25% | 44.53% |
| 2020 | 2.31% | -7.67% | -22.05% | 11.49% | 5.10% | 1.90% | 6.24% | 8.29% | -2.99% | -2.18% | 14.23% | 2.22% | 12.11% |
| 2019 | 9.76% | -0.39% | 4.84% | -0.23% | 0.87% | 4.55% | 1.82% | 3.54% | 0.88% | 2.80% | 0.49% | 1.51% | 34.49% |
| 2018 | 2.23% | -6.54% | -0.83% | -0.19% | 6.12% | 3.60% | 2.99% | 6.82% | -0.27% | -3.62% | 5.27% | -6.31% | 8.45% |
| 2017 | 0.43% | 6.23% | 0.71% | 1.06% | 3.94% | 1.42% | 0.53% | 0.81% | -0.23% | 0.76% | 2.55% | -2.29% | 16.85% |
| 2016 | -6.70% | 4.10% | 8.16% | 0.02% | 3.74% | 5.99% | 5.18% | -0.14% | -0.57% | -3.24% | 1.50% | 5.86% | 25.43% |
| 2015 | 2.85% | 2.08% | -0.70% | -4.34% | 0.50% | -4.09% | 2.58% | -4.48% | 2.40% | 3.39% | 0.59% | 2.63% | 2.92% |
| 2014 | 0.37% | 4.59% | 0.54% | 2.78% | 1.88% | 0.77% | -1.23% | 6.03% | -4.99% | 7.75% | 3.80% | 1.21% | 25.45% |
| 2013 | 3.24% | 1.47% | 4.29% | 5.35% | -0.61% | -1.54% | 1.48% | -2.83% | 2.67% | 2.82% | -2.19% | -0.32% | 14.35% |
Expense Ratio
1 Caraba 6 TIME has an expense ratio of 0.02%, 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 1 Caraba 6 TIME 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 | |
|---|---|---|---|---|---|
UNH UnitedHealth Group Incorporated | 0.39 | 0.68 | 1.10 | 0.46 | 1.23 |
TOL Toll Brothers, Inc. | 3.44 | 4.04 | 1.52 | 6.48 | 18.99 |
DPZ Domino's Pizza, Inc. | 0.97 | 1.39 | 1.21 | 0.70 | 2.43 |
NVDA NVIDIA Corporation | 4.65 | 4.31 | 1.56 | 8.93 | 28.11 |
COST Costco Wholesale Corporation | 3.11 | 3.73 | 1.55 | 5.97 | 15.68 |
XOM Exxon Mobil Corporation | 0.51 | 0.85 | 1.10 | 0.53 | 1.79 |
GOOGL Alphabet Inc. | 0.70 | 1.06 | 1.15 | 0.88 | 2.25 |
CB Chubb Limited | 2.45 | 3.33 | 1.45 | 4.59 | 15.90 |
AAPL Apple Inc | 1.57 | 2.28 | 1.29 | 2.14 | 5.07 |
ETN Eaton Corporation plc | 2.78 | 3.27 | 1.48 | 3.84 | 12.44 |
VOT Vanguard Mid-Cap Growth ETF | 2.15 | 2.93 | 1.37 | 1.04 | 12.77 |
AXP American Express Company | 3.54 | 4.20 | 1.61 | 3.08 | 30.35 |
WM Waste Management, Inc. | 2.06 | 2.69 | 1.46 | 3.11 | 9.26 |
AMD Advanced Micro Devices, Inc. | 1.12 | 1.71 | 1.22 | 1.29 | 2.70 |
GLD SPDR Gold Trust | 2.65 | 3.58 | 1.46 | 5.02 | 16.87 |
WELL Welltower Inc. | 3.26 | 4.55 | 1.56 | 4.44 | 27.01 |
Dividends
Dividend yield
1 Caraba 6 TIME granted a 1.40% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Caraba 6 TIME | 1.40% | 1.82% | 2.15% | 1.80% | 2.71% | 2.52% | 2.95% | 3.17% | 2.91% | 3.10% | 2.61% | 3.12% |
| Portfolio components: | ||||||||||||
UNH UnitedHealth Group Incorporated | 1.39% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
TOL Toll Brothers, Inc. | 0.59% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
DPZ Domino's Pizza, Inc. | 1.33% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
XOM Exxon Mobil Corporation | 3.16% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CB Chubb Limited | 1.19% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ETN Eaton Corporation plc | 1.06% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
VOT Vanguard Mid-Cap Growth ETF | 0.70% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
AXP American Express Company | 1.00% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
WM Waste Management, Inc. | 1.39% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
AMD Advanced Micro Devices, 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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WELL Welltower Inc. | 1.92% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% | 5.71% |
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 1 Caraba 6 TIME. 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 1 Caraba 6 TIME was 43.53%, occurring on Mar 9, 2009. Recovery took 190 trading sessions.
The current 1 Caraba 6 TIME drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.53% | Jun 6, 2008 | 190 | Mar 9, 2009 | 190 | Dec 7, 2009 | 380 |
| -41.84% | Feb 19, 2020 | 21 | Mar 18, 2020 | 164 | Nov 9, 2020 | 185 |
| -27.43% | Mar 30, 2022 | 138 | Oct 14, 2022 | 163 | Jun 9, 2023 | 301 |
| -18.72% | Jul 25, 2011 | 11 | Aug 8, 2011 | 102 | Jan 3, 2012 | 113 |
| -15.48% | Mar 24, 2015 | 225 | Feb 11, 2016 | 31 | Mar 29, 2016 | 256 |
Volatility
Volatility Chart
The current 1 Caraba 6 TIME volatility is 3.05%, 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
| GLD | UNH | DPZ | WELL | AMD | XOM | COST | CB | WM | TOL | AAPL | NVDA | GOOGL | AXP | ETN | VOT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.00 | 0.00 | 0.09 | 0.04 | 0.12 | 0.01 | -0.01 | 0.04 | 0.05 | 0.03 | 0.04 | 0.03 | 0.01 | 0.05 | 0.09 |
| UNH | 0.00 | 1.00 | 0.27 | 0.28 | 0.22 | 0.31 | 0.32 | 0.38 | 0.38 | 0.26 | 0.29 | 0.24 | 0.33 | 0.36 | 0.36 | 0.43 |
| DPZ | 0.00 | 0.27 | 1.00 | 0.27 | 0.29 | 0.21 | 0.35 | 0.27 | 0.30 | 0.34 | 0.31 | 0.33 | 0.34 | 0.34 | 0.35 | 0.48 |
| WELL | 0.09 | 0.28 | 0.27 | 1.00 | 0.22 | 0.29 | 0.33 | 0.38 | 0.39 | 0.37 | 0.25 | 0.22 | 0.28 | 0.40 | 0.34 | 0.45 |
| AMD | 0.04 | 0.22 | 0.29 | 0.22 | 1.00 | 0.24 | 0.30 | 0.23 | 0.25 | 0.33 | 0.40 | 0.57 | 0.40 | 0.36 | 0.38 | 0.55 |
| XOM | 0.12 | 0.31 | 0.21 | 0.29 | 0.24 | 1.00 | 0.27 | 0.41 | 0.36 | 0.31 | 0.29 | 0.26 | 0.33 | 0.46 | 0.48 | 0.50 |
| COST | 0.01 | 0.32 | 0.35 | 0.33 | 0.30 | 0.27 | 1.00 | 0.37 | 0.41 | 0.36 | 0.37 | 0.36 | 0.41 | 0.39 | 0.39 | 0.52 |
| CB | -0.01 | 0.38 | 0.27 | 0.38 | 0.23 | 0.41 | 0.37 | 1.00 | 0.46 | 0.37 | 0.28 | 0.25 | 0.33 | 0.51 | 0.46 | 0.48 |
| WM | 0.04 | 0.38 | 0.30 | 0.39 | 0.25 | 0.36 | 0.41 | 0.46 | 1.00 | 0.32 | 0.31 | 0.27 | 0.33 | 0.43 | 0.46 | 0.51 |
| TOL | 0.05 | 0.26 | 0.34 | 0.37 | 0.33 | 0.31 | 0.36 | 0.37 | 0.32 | 1.00 | 0.34 | 0.36 | 0.35 | 0.44 | 0.46 | 0.58 |
| AAPL | 0.03 | 0.29 | 0.31 | 0.25 | 0.40 | 0.29 | 0.37 | 0.28 | 0.31 | 0.34 | 1.00 | 0.47 | 0.55 | 0.38 | 0.40 | 0.57 |
| NVDA | 0.04 | 0.24 | 0.33 | 0.22 | 0.57 | 0.26 | 0.36 | 0.25 | 0.27 | 0.36 | 0.47 | 1.00 | 0.49 | 0.39 | 0.42 | 0.63 |
| GOOGL | 0.03 | 0.33 | 0.34 | 0.28 | 0.40 | 0.33 | 0.41 | 0.33 | 0.33 | 0.35 | 0.55 | 0.49 | 1.00 | 0.45 | 0.44 | 0.62 |
| AXP | 0.01 | 0.36 | 0.34 | 0.40 | 0.36 | 0.46 | 0.39 | 0.51 | 0.43 | 0.44 | 0.38 | 0.39 | 0.45 | 1.00 | 0.55 | 0.63 |
| ETN | 0.05 | 0.36 | 0.35 | 0.34 | 0.38 | 0.48 | 0.39 | 0.46 | 0.46 | 0.46 | 0.40 | 0.42 | 0.44 | 0.55 | 1.00 | 0.68 |
| VOT | 0.09 | 0.43 | 0.48 | 0.45 | 0.55 | 0.50 | 0.52 | 0.48 | 0.51 | 0.58 | 0.57 | 0.63 | 0.62 | 0.63 | 0.68 | 1.00 |