Data
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DLR Digital Realty Trust, Inc. | Real Estate | 33.33% |
EQIX Equinix, Inc. | Real Estate | 33.33% |
IRM Iron Mountain Incorporated | Real Estate | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 29, 2004, corresponding to the inception date of DLR
Returns By Period
As of May 31, 2025, the Data returned -4.07% Year-To-Date and 16.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Data | -4.07% | 6.89% | -12.64% | 24.47% | 17.48% | 16.74% |
| Portfolio components: | ||||||
DLR Digital Realty Trust, Inc. | -2.46% | 6.84% | -11.03% | 22.80% | 7.33% | 14.18% |
EQIX Equinix, Inc. | -4.73% | 3.82% | -8.48% | 19.27% | 6.89% | 15.35% |
IRM Iron Mountain Incorporated | -5.23% | 10.08% | -18.93% | 27.60% | 37.76% | 17.82% |
Monthly Returns
The table below presents the monthly returns of Data, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -4.68% | -4.45% | -8.14% | 7.27% | 6.89% | -4.07% | |||||||
| 2024 | 1.29% | 9.38% | -1.39% | -6.97% | 5.49% | 5.65% | 5.69% | 6.20% | 6.38% | 5.51% | 6.14% | -8.93% | 37.92% |
| 2023 | 12.16% | -6.43% | 0.81% | 1.88% | 1.14% | 8.41% | 6.95% | 2.14% | -6.57% | 0.88% | 10.87% | 2.07% | 37.68% |
| 2022 | -14.06% | -1.44% | 8.55% | -1.02% | -2.73% | -6.36% | 2.90% | -1.62% | -15.86% | 4.80% | 14.14% | -7.35% | -21.75% |
| 2021 | 6.98% | -4.78% | 6.36% | 8.00% | 3.11% | 2.39% | 2.69% | 6.21% | -8.44% | 6.75% | 1.14% | 8.88% | 45.02% |
| 2020 | 0.98% | -2.86% | 2.04% | 5.80% | 1.95% | 1.37% | 10.94% | 1.46% | -5.97% | -2.73% | -1.77% | 5.60% | 16.88% |
| 2019 | 9.39% | 2.45% | 5.04% | -3.04% | 0.80% | 2.95% | -3.13% | 9.26% | 4.38% | -0.87% | -2.14% | 1.38% | 28.71% |
| 2018 | -2.81% | -11.25% | 6.23% | 1.41% | -1.79% | 6.67% | 3.77% | 1.67% | -4.23% | -10.68% | 8.31% | -5.92% | -10.49% |
| 2017 | 9.16% | 0.04% | 1.79% | 3.24% | 3.21% | -2.20% | 4.40% | 5.10% | -1.30% | 2.25% | 0.45% | -3.45% | 24.40% |
| 2016 | 3.53% | 1.00% | 13.38% | 2.35% | 6.24% | 10.68% | -1.51% | -4.26% | -1.49% | -4.91% | -2.71% | 4.43% | 28.06% |
| 2015 | 2.91% | -4.74% | 1.97% | 0.21% | 5.11% | -5.61% | 1.07% | -3.25% | 5.50% | 8.30% | -3.26% | 2.61% | 10.22% |
| 2014 | -1.53% | 3.97% | -0.35% | 1.80% | 7.68% | 7.91% | 2.30% | 3.35% | -1.42% | 7.71% | 5.48% | -0.55% | 42.12% |
Expense Ratio
Data has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Data is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 0.80 | 1.24 | 1.17 | 0.78 | 1.92 |
EQIX Equinix, Inc. | 0.80 | 1.14 | 1.15 | 0.74 | 2.26 |
IRM Iron Mountain Incorporated | 0.84 | 1.21 | 1.18 | 0.71 | 1.58 |
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Dividends
Dividend yield
Data provided a 2.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.59% | 2.63% | 3.02% | 3.91% | 2.90% | 4.37% | 4.33% | 4.57% | 3.65% | 3.90% | 6.18% | 4.80% |
| Portfolio components: | ||||||||||||
DLR Digital Realty Trust, Inc. | 2.85% | 2.75% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% |
EQIX Equinix, Inc. | 2.01% | 1.81% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% |
IRM Iron Mountain Incorporated | 2.90% | 3.34% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Data. 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 Data was 55.09%, occurring on Nov 20, 2008. Recovery took 322 trading sessions.
The current Data drawdown is 12.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.09% | Nov 7, 2007 | 263 | Nov 20, 2008 | 322 | Mar 5, 2010 | 585 |
| -33.93% | Jan 3, 2022 | 198 | Oct 14, 2022 | 218 | Aug 29, 2023 | 416 |
| -30.41% | May 9, 2013 | 129 | Nov 8, 2013 | 193 | Aug 18, 2014 | 322 |
| -30.12% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -26.46% | Feb 24, 2020 | 21 | Mar 23, 2020 | 53 | Jun 8, 2020 | 74 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | IRM | DLR | EQIX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.51 | 0.49 | 0.52 | 0.61 |
| IRM | 0.51 | 1.00 | 0.42 | 0.41 | 0.72 |
| DLR | 0.49 | 0.42 | 1.00 | 0.55 | 0.80 |
| EQIX | 0.52 | 0.41 | 0.55 | 1.00 | 0.82 |
| Portfolio | 0.61 | 0.72 | 0.80 | 0.82 | 1.00 |