Kate D
Dec 2023 Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ANWPX American Funds New Perspective Fund Class A | Large Cap Growth Equities, Global Equities | 15.49% |
CRBN iShares MSCI ACWI Low Carbon Target ETF | Large Cap Growth Equities | 22.18% |
JMF.L JPMorgan Mid Cap Investment Trust | Financial Services | 14.96% |
PPSIX Principal Spectrum Preferred and Capital Securities Income Fund | Preferred Stock/Convertible Bonds | 26.72% |
USD=X USD Cash | 7.32% | |
VNQ Vanguard Real Estate ETF | REIT | 13.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Kate D, 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 Dec 9, 2014, corresponding to the inception date of CRBN
Returns By Period
As of May 9, 2025, the Kate D returned 0.99% Year-To-Date and 4.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Kate D | 0.99% | 7.48% | -1.12% | 7.29% | 6.96% | 4.92% |
| Portfolio components: | ||||||
CRBN iShares MSCI ACWI Low Carbon Target ETF | 1.11% | 15.01% | -1.14% | 12.14% | 12.99% | 8.71% |
ANWPX American Funds New Perspective Fund Class A | 2.09% | 16.63% | -4.17% | 5.73% | 7.89% | 5.43% |
PPSIX Principal Spectrum Preferred and Capital Securities Income Fund | 1.23% | 1.78% | 1.20% | 6.93% | 3.92% | 3.77% |
JMF.L JPMorgan Mid Cap Investment Trust | 0.00% | 0.00% | 0.00% | 0.00% | 2.50% | -0.42% |
VNQ Vanguard Real Estate ETF | 0.45% | 11.00% | -4.37% | 13.24% | 7.15% | 5.09% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Kate D, 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 | 1.80% | 0.43% | -2.05% | -0.04% | 0.89% | 0.99% | |||||||
| 2024 | -0.21% | 0.26% | 1.74% | -2.68% | 2.69% | 1.27% | 1.89% | 2.23% | 1.75% | -1.34% | 2.12% | -2.65% | 7.08% |
| 2023 | 7.10% | -2.27% | -0.62% | 1.41% | -1.56% | 3.44% | 2.65% | -2.27% | -3.36% | -3.07% | 8.13% | 4.82% | 14.42% |
| 2022 | -5.54% | -3.80% | 0.99% | -6.03% | -1.47% | -7.39% | 6.75% | -4.88% | -8.42% | 4.12% | 7.48% | -3.24% | -20.77% |
| 2021 | -0.51% | 2.12% | 2.21% | 4.66% | 1.48% | 0.42% | 1.70% | 2.16% | -3.56% | 3.40% | -2.36% | 2.66% | 15.02% |
| 2020 | -0.15% | -5.84% | -15.38% | 9.42% | 3.56% | 1.67% | 4.54% | 4.86% | -2.45% | -1.23% | 8.93% | 3.65% | 9.32% |
| 2019 | 7.55% | 1.81% | 1.47% | 2.79% | -3.26% | 3.60% | 0.17% | -0.28% | 1.87% | 2.70% | 1.92% | 2.78% | 25.31% |
| 2018 | 2.31% | -3.39% | -0.28% | 0.62% | 0.58% | 0.42% | 1.03% | 0.56% | -0.81% | -5.26% | 0.07% | -5.28% | -9.37% |
| 2017 | 2.43% | 2.16% | 1.33% | 2.56% | 1.55% | 0.33% | 2.16% | 0.17% | 1.32% | 1.73% | 0.68% | 0.34% | 18.04% |
| 2016 | -4.68% | -1.37% | 5.31% | 0.20% | 1.47% | -2.34% | 3.67% | 0.20% | 0.07% | -2.40% | -0.13% | 0.67% | 0.29% |
| 2015 | 0.21% | 2.95% | -0.59% | 1.70% | 0.44% | -1.39% | 1.72% | -3.79% | -1.19% | 5.28% | 0.04% | -1.14% | 4.01% |
| 2014 | 0.20% | 0.20% |
Expense Ratio
Kate D has an expense ratio of 0.38%, placing it in the medium range. 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 Kate D is 53, 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 | |
|---|---|---|---|---|---|
CRBN iShares MSCI ACWI Low Carbon Target ETF | 0.67 | 0.85 | 1.12 | 0.55 | 2.35 |
ANWPX American Funds New Perspective Fund Class A | 0.30 | 0.34 | 1.05 | 0.12 | 0.52 |
PPSIX Principal Spectrum Preferred and Capital Securities Income Fund | 2.60 | 3.21 | 1.64 | 2.15 | 10.45 |
JMF.L JPMorgan Mid Cap Investment Trust | — | — | — | 0.00 | — |
VNQ Vanguard Real Estate ETF | 0.72 | 0.83 | 1.11 | 0.39 | 1.65 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Kate D provided a 2.51% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.51% | 2.69% | 2.99% | 3.02% | 2.21% | 2.41% | 2.74% | 3.33% | 2.69% | 2.97% | 2.82% | 3.38% |
| Portfolio components: | ||||||||||||
CRBN iShares MSCI ACWI Low Carbon Target ETF | 1.92% | 1.94% | 2.01% | 1.95% | 1.57% | 1.41% | 2.26% | 2.51% | 2.05% | 2.27% | 2.01% | 0.00% |
ANWPX American Funds New Perspective Fund Class A | 0.58% | 0.59% | 0.94% | 0.84% | 0.33% | 0.13% | 1.01% | 1.18% | 0.45% | 0.82% | 0.72% | 7.58% |
PPSIX Principal Spectrum Preferred and Capital Securities Income Fund | 5.42% | 5.33% | 5.35% | 5.54% | 4.39% | 4.46% | 4.88% | 5.79% | 4.87% | 4.92% | 5.23% | 5.33% |
JMF.L JPMorgan Mid Cap Investment Trust | 0.00% | 1.54% | 2.94% | 3.02% | 1.97% | 2.40% | 2.14% | 2.75% | 2.02% | 2.52% | 2.28% | 2.03% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Kate D. 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 Kate D was 32.28%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current Kate D drawdown is 2.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.28% | Feb 17, 2020 | 26 | Mar 23, 2020 | 165 | Nov 9, 2020 | 191 |
| -28.55% | Sep 7, 2021 | 287 | Oct 12, 2022 | — | — | — |
| -14.55% | Jan 29, 2018 | 236 | Dec 24, 2018 | 89 | Apr 26, 2019 | 325 |
| -11.78% | May 18, 2015 | 195 | Feb 11, 2016 | 95 | Jun 23, 2016 | 290 |
| -7.55% | Jun 24, 2016 | 2 | Jun 27, 2016 | 32 | Aug 10, 2016 | 34 |
Volatility
Volatility Chart
The current Kate D volatility is 2.58%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.26, 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 | USD=X | PPSIX | JMF.L | VNQ | ANWPX | CRBN | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.33 | 0.41 | 0.60 | 0.91 | 0.91 | 0.85 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| PPSIX | 0.33 | 0.00 | 1.00 | 0.37 | 0.32 | 0.38 | 0.39 | 0.49 |
| JMF.L | 0.41 | 0.00 | 0.37 | 1.00 | 0.29 | 0.49 | 0.50 | 0.70 |
| VNQ | 0.60 | 0.00 | 0.32 | 0.29 | 1.00 | 0.53 | 0.56 | 0.68 |
| ANWPX | 0.91 | 0.00 | 0.38 | 0.49 | 0.53 | 1.00 | 0.92 | 0.89 |
| CRBN | 0.91 | 0.00 | 0.39 | 0.50 | 0.56 | 0.92 | 1.00 | 0.91 |
| Portfolio | 0.85 | 0.00 | 0.49 | 0.70 | 0.68 | 0.89 | 0.91 | 1.00 |