Entertainment
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EA Electronic Arts Inc. | Communication Services | 20% |
NFLX Netflix, Inc. | Communication Services | 20% |
NTDOY Nintendo Co ADR | Communication Services | 20% |
SONY Sony Group Corporation | Technology | 20% |
TCEHY Tencent Holdings Limited | Communication Services | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 3, 2008, corresponding to the inception date of TCEHY
Returns By Period
As of May 31, 2025, the Entertainment returned 23.53% Year-To-Date and 21.18% 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% |
| Entertainment | 23.53% | 1.75% | 23.27% | 49.93% | 16.52% | 21.18% |
| Portfolio components: | ||||||
SONY Sony Group Corporation | 24.67% | 1.46% | 31.57% | 63.83% | 17.13% | 17.63% |
TCEHY Tencent Holdings Limited | 18.00% | 2.94% | 23.85% | 34.56% | 5.81% | 13.38% |
NTDOY Nintendo Co ADR | 39.71% | -1.92% | 39.52% | 54.89% | 17.39% | 19.17% |
NFLX Netflix, Inc. | 35.44% | 6.67% | 36.13% | 86.40% | 23.53% | 29.77% |
EA Electronic Arts Inc. | -1.45% | -0.77% | -11.91% | 10.13% | 3.73% | 8.89% |
Monthly Returns
The table below presents the monthly returns of Entertainment, 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 | 1.05% | 10.52% | 0.38% | 8.30% | 1.75% | 23.53% | |||||||
| 2024 | 3.73% | -0.17% | 0.99% | -2.65% | 7.15% | 3.06% | 1.24% | 5.28% | 1.87% | -1.43% | 9.99% | -0.21% | 32.07% |
| 2023 | 13.24% | -10.41% | 8.88% | -0.33% | 3.31% | 4.58% | 3.02% | -7.73% | -4.36% | 1.34% | 11.31% | 2.62% | 25.18% |
| 2022 | -5.74% | -4.73% | -3.56% | -16.15% | 4.85% | -8.28% | 6.33% | -2.84% | -6.95% | 2.91% | 13.93% | -1.38% | -22.38% |
| 2021 | 0.70% | 1.44% | -3.44% | 0.31% | 0.46% | -1.24% | -4.85% | 0.94% | 2.10% | 2.80% | -3.75% | 1.66% | -3.17% |
| 2020 | 0.37% | -3.06% | 2.04% | 10.16% | 1.26% | 10.68% | 6.61% | 5.52% | -2.07% | 1.42% | 4.04% | 8.77% | 54.98% |
| 2019 | 14.09% | -0.88% | 1.72% | 8.77% | -5.34% | 7.33% | -1.43% | -3.37% | 0.83% | 1.16% | 5.32% | 6.51% | 38.54% |
| 2018 | 21.83% | 0.92% | -2.29% | -2.38% | 5.41% | 2.22% | -4.52% | 0.77% | 2.37% | -17.19% | -0.22% | -6.43% | -3.77% |
| 2017 | 6.09% | 2.66% | 7.52% | 5.90% | 12.51% | 0.96% | 10.65% | -0.12% | 1.69% | 7.19% | 2.29% | -2.57% | 69.13% |
| 2016 | -6.41% | -2.84% | 9.58% | -5.66% | 13.99% | -1.49% | 12.93% | 4.65% | 8.64% | 0.28% | -3.48% | -2.61% | 27.75% |
| 2015 | 14.02% | 9.24% | 5.00% | 13.71% | 4.20% | 0.36% | 5.65% | -1.39% | -7.14% | 7.40% | -0.20% | -4.30% | 54.30% |
| 2014 | 3.00% | 9.80% | -5.35% | -8.24% | 13.99% | 4.41% | 0.12% | 5.40% | -5.72% | 3.95% | 3.20% | -4.15% | 19.57% |
Expense Ratio
Entertainment 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
With an overall rank of 97, Entertainment is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SONY Sony Group Corporation | 2.08 | 2.77 | 1.36 | 1.86 | 11.35 |
TCEHY Tencent Holdings Limited | 1.00 | 1.37 | 1.19 | 0.61 | 2.84 |
NTDOY Nintendo Co ADR | 1.63 | 2.33 | 1.30 | 2.75 | 9.40 |
NFLX Netflix, Inc. | 2.68 | 3.42 | 1.45 | 4.49 | 14.69 |
EA Electronic Arts Inc. | 0.36 | 0.59 | 1.10 | 0.31 | 0.82 |
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Dividends
Dividend yield
Entertainment provided a 0.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.44% | 0.70% | 1.97% | 1.67% | 0.89% | 0.54% | 0.48% | 0.50% | 0.39% | 0.29% | 0.53% | 0.30% |
| Portfolio components: | ||||||||||||
SONY Sony Group Corporation | 0.25% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.49% | 0.76% | 0.39% | 0.72% |
TCEHY Tencent Holdings Limited | 0.92% | 0.81% | 6.84% | 4.22% | 0.35% | 0.21% | 0.26% | 0.29% | 0.15% | 0.25% | 0.23% | 0.04% |
NTDOY Nintendo Co ADR | 0.47% | 1.60% | 1.88% | 2.85% | 3.14% | 1.90% | 1.61% | 1.65% | 1.31% | 0.43% | 2.02% | 0.74% |
NFLX Netflix, 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% |
EA Electronic Arts Inc. | 0.53% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Entertainment. 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 Entertainment was 49.61%, occurring on Aug 2, 2012. Recovery took 195 trading sessions.
The current Entertainment drawdown is 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.61% | Jun 1, 2011 | 297 | Aug 2, 2012 | 195 | May 15, 2013 | 492 |
| -42.41% | Feb 18, 2021 | 416 | Oct 11, 2022 | 438 | Jul 11, 2024 | 854 |
| -29.79% | Mar 16, 2018 | 196 | Dec 24, 2018 | 245 | Dec 13, 2019 | 441 |
| -22.82% | Aug 18, 2015 | 123 | Feb 11, 2016 | 102 | Jul 8, 2016 | 225 |
| -20.56% | Feb 13, 2020 | 22 | Mar 16, 2020 | 20 | Apr 14, 2020 | 42 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TCEHY | NTDOY | NFLX | EA | SONY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.16 | 0.34 | 0.45 | 0.51 | 0.55 | 0.60 |
| TCEHY | 0.16 | 1.00 | 0.10 | 0.10 | 0.10 | 0.16 | 0.45 |
| NTDOY | 0.34 | 0.10 | 1.00 | 0.20 | 0.24 | 0.37 | 0.58 |
| NFLX | 0.45 | 0.10 | 0.20 | 1.00 | 0.33 | 0.28 | 0.64 |
| EA | 0.51 | 0.10 | 0.24 | 0.33 | 1.00 | 0.34 | 0.59 |
| SONY | 0.55 | 0.16 | 0.37 | 0.28 | 0.34 | 1.00 | 0.64 |
| Portfolio | 0.60 | 0.45 | 0.58 | 0.64 | 0.59 | 0.64 | 1.00 |