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
The chart shows the growth of an initial investment of $10,000 in Entertainment, 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 every 3 months.
The earliest data available for this chart is Jan 5, 2010, corresponding to the inception date of TCEHY
Returns By Period
As of Apr 18, 2025, the Entertainment returned 11.31% Year-To-Date and 20.51% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Entertainment | 9.09% | 1.97% | 34.84% | 54.67% | 15.40% | 23.17% |
| Portfolio components: | ||||||
SONY Sony Group Corporation | 13.47% | -2.08% | 29.71% | 47.67% | 15.09% | 16.63% |
TCEHY Tencent Holdings Limited | 9.06% | -16.53% | 9.97% | 53.08% | 4.26% | 12.67% |
NTDOY Nintendo Co ADR | 23.44% | 4.70% | 34.78% | 48.84% | 13.34% | 17.60% |
NFLX Netflix, Inc. | 9.17% | 4.63% | 41.50% | 58.55% | 18.18% | 28.28% |
EA Electronic Arts Inc. | -0.33% | 2.64% | 1.24% | 15.89% | 5.34% | 10.07% |
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 | 7.20% | 2.62% | -3.22% | 2.46% | 9.09% | ||||||||
| 2024 | 11.22% | 4.87% | 1.22% | -6.83% | 13.91% | 4.55% | -4.88% | 9.78% | 1.87% | 4.40% | 14.63% | 0.21% | 67.13% |
| 2023 | 17.93% | -9.56% | 8.14% | -3.82% | 11.51% | 9.08% | 1.39% | -3.92% | -10.21% | 6.01% | 13.88% | 1.57% | 44.73% |
| 2022 | -20.78% | -7.96% | -5.74% | -34.71% | 4.14% | -8.95% | 12.69% | -0.44% | -2.60% | 12.79% | 9.84% | -1.86% | -43.47% |
| 2021 | 2.20% | 0.47% | -3.83% | -0.95% | -1.42% | 2.47% | -4.55% | 7.05% | 5.03% | 9.92% | -6.31% | -4.05% | 4.79% |
| 2020 | 4.37% | 4.12% | 1.18% | 11.01% | 1.09% | 9.78% | 7.31% | 6.18% | -4.51% | -1.75% | 2.34% | 8.35% | 60.52% |
| 2019 | 22.48% | 3.25% | 1.02% | 4.26% | -7.86% | 7.33% | -8.63% | -7.97% | -5.35% | 4.37% | 7.80% | 5.06% | 23.92% |
| 2018 | 29.82% | 2.96% | -0.13% | 1.56% | 10.15% | 7.90% | -11.67% | 4.32% | 1.31% | -18.93% | -2.22% | -5.86% | 12.26% |
| 2017 | 10.63% | 1.64% | 5.31% | 4.66% | 9.88% | -4.38% | 16.17% | -0.54% | 2.69% | 6.19% | -0.61% | 0.86% | 64.45% |
| 2016 | -13.86% | -0.03% | 9.08% | -8.45% | 14.57% | -5.49% | 3.10% | 6.16% | 4.24% | 10.13% | -4.93% | 1.84% | 13.27% |
| 2015 | 21.67% | 6.85% | -3.13% | 19.00% | 7.08% | 3.44% | 12.13% | -2.21% | -6.84% | 6.49% | 7.73% | -5.11% | 84.58% |
| 2014 | 8.54% | 10.39% | -14.81% | -8.25% | 22.19% | 5.44% | -1.49% | 8.86% | -6.19% | -3.25% | -4.34% | -2.71% | 9.29% |
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 | 1.44 | 2.07 | 1.27 | 1.19 | 7.69 |
TCEHY Tencent Holdings Limited | 1.37 | 1.98 | 1.26 | 0.91 | 4.75 |
NTDOY Nintendo Co ADR | 1.51 | 2.09 | 1.27 | 2.26 | 8.46 |
NFLX Netflix, Inc. | 1.71 | 2.34 | 1.32 | 2.82 | 9.42 |
EA Electronic Arts Inc. | 0.56 | 0.84 | 1.15 | 0.51 | 1.42 |
Dividends
Dividend yield
Entertainment provided a 0.42% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.42% | 0.70% | 1.96% | 1.68% | 0.89% | 0.54% | 0.48% | 0.50% | 0.39% | 0.29% | 0.53% | 0.30% |
| Portfolio components: | ||||||||||||
SONY Sony Group Corporation | 0.28% | 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 | 0.75% | 0.82% | 6.80% | 4.27% | 0.35% | 0.22% | 0.26% | 0.29% | 0.15% | 0.25% | 0.23% | 0.04% |
NTDOY Nintendo Co ADR | 0.53% | 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. | 0.52% | 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.
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 63.62%, occurring on May 11, 2022. Recovery took 595 trading sessions.
The current Entertainment drawdown is 4.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.62% | Nov 18, 2021 | 120 | May 11, 2022 | 595 | Sep 24, 2024 | 715 |
| -61.98% | Jul 11, 2011 | 270 | Aug 2, 2012 | 262 | Aug 20, 2013 | 532 |
| -40.3% | Jul 10, 2018 | 117 | Dec 24, 2018 | 328 | Apr 15, 2020 | 445 |
| -28.43% | Dec 7, 2015 | 43 | Feb 8, 2016 | 167 | Oct 5, 2016 | 210 |
| -23.48% | Mar 7, 2014 | 36 | Apr 28, 2014 | 36 | Jun 18, 2014 | 72 |
Volatility
Volatility Chart
The current Entertainment volatility is 12.96%, 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
| NTDOY | NFLX | TCEHY | EA | SONY | |
|---|---|---|---|---|---|
| NTDOY | 1.00 | 0.19 | 0.25 | 0.22 | 0.36 |
| NFLX | 0.19 | 1.00 | 0.28 | 0.33 | 0.27 |
| TCEHY | 0.25 | 0.28 | 1.00 | 0.29 | 0.33 |
| EA | 0.22 | 0.33 | 0.29 | 1.00 | 0.32 |
| SONY | 0.36 | 0.27 | 0.33 | 0.32 | 1.00 |