Basic
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACRE Ares Commercial Real Estate Corporation | Real Estate | 9.20% |
ENGI.PA ENGIE SA | Utilities | 1.12% |
GGB Gerdau S.A. | Basic Materials | 7.96% |
GOOD Gladstone Commercial Corporation | Real Estate | 8.77% |
MPW Medical Properties Trust, Inc. | Real Estate | 7.11% |
O Realty Income Corporation | Real Estate | 7.22% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 19.52% |
RIO Rio Tinto Group | Basic Materials | 20.34% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 5.10% |
T AT&T Inc. | Communication Services | 2.39% |
VALE Vale S.A. | Basic Materials | 7.66% |
VZ Verizon Communications Inc. | Communication Services | 3.61% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Basic, 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 Apr 26, 2012, corresponding to the inception date of ACRE
Returns By Period
As of Jul 25, 2024, the Basic returned -4.64% Year-To-Date and 10.20% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Basic | -3.84% | 2.41% | -0.92% | 0.71% | 11.36% | 10.32% |
| Portfolio components: | ||||||
ACRE Ares Commercial Real Estate Corporation | -21.47% | 10.77% | -21.92% | -17.11% | -3.15% | 4.59% |
ENGI.PA ENGIE SA | -2.84% | 6.12% | 7.30% | 1.57% | 5.97% | 0.70% |
GGB Gerdau S.A. | -18.36% | -1.82% | -10.82% | -31.21% | 9.62% | 0.04% |
GOOD Gladstone Commercial Corporation | 16.65% | 6.59% | 14.83% | 21.65% | 0.76% | 6.40% |
MPW Medical Properties Trust, Inc. | 12.33% | 11.83% | 68.66% | -43.22% | -15.16% | -2.07% |
O Realty Income Corporation | 2.84% | 9.43% | 7.43% | -2.29% | 1.40% | 7.46% |
RIO Rio Tinto Group | -10.03% | -3.70% | -5.33% | 2.77% | 9.53% | 7.57% |
VALE Vale S.A. | -29.55% | -3.95% | -21.15% | -19.70% | 4.59% | 2.73% |
VZ Verizon Communications Inc. | 11.29% | -1.01% | -2.69% | 27.73% | -1.67% | 2.32% |
T AT&T Inc. | 19.89% | 3.82% | 14.49% | 41.30% | 0.65% | 2.33% |
PBR Petróleo Brasileiro S.A. - Petrobras | -0.43% | 1.76% | -6.74% | 24.60% | 21.85% | 9.51% |
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 13.67% | 12.25% |
Monthly Returns
The table below presents the monthly returns of Basic, 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 | -5.33% | -2.84% | 1.58% | 2.29% | 2.30% | -4.22% | -3.84% | ||||||
| 2023 | 9.89% | -10.25% | -4.35% | 0.28% | -1.61% | 13.14% | 5.89% | -5.56% | -2.34% | -1.54% | 7.55% | 5.71% | 15.12% |
| 2022 | 5.52% | 2.95% | 7.53% | -6.77% | 4.68% | -14.08% | 8.34% | 0.14% | -10.05% | 4.98% | 13.38% | -4.18% | 9.03% |
| 2021 | -4.05% | 3.15% | 2.37% | 7.86% | 5.43% | 3.54% | -1.14% | -1.79% | -6.86% | -0.88% | 0.54% | 9.54% | 17.75% |
| 2020 | -4.57% | -11.23% | -26.47% | 10.58% | 9.89% | 8.27% | 6.11% | 1.13% | -4.46% | -3.07% | 20.21% | 11.52% | 9.18% |
| 2019 | 13.24% | 0.70% | 3.40% | -1.74% | -2.63% | 5.76% | -2.87% | -3.77% | 4.56% | 4.27% | 0.29% | 7.14% | 30.62% |
| 2018 | 7.82% | -0.48% | -0.56% | 1.79% | -1.11% | -2.96% | 7.81% | -3.92% | 4.53% | 6.83% | -2.60% | -4.87% | 11.70% |
| 2017 | 7.86% | 0.74% | -3.42% | -2.42% | -2.88% | 1.50% | 7.05% | 3.84% | 1.07% | -0.01% | 0.85% | 5.34% | 20.49% |
| 2016 | -11.15% | 4.33% | 27.44% | 15.68% | -14.05% | 13.80% | 10.30% | -0.41% | 3.09% | 8.20% | 3.41% | -2.28% | 65.48% |
| 2015 | -3.47% | 5.18% | -7.53% | 16.05% | -6.87% | -1.35% | -7.33% | -7.15% | -6.91% | 7.70% | -3.11% | -7.17% | -22.32% |
| 2014 | -5.01% | 1.61% | 2.40% | 1.30% | -0.50% | 2.38% | 3.21% | 4.30% | -12.97% | -1.99% | -4.43% | -5.83% | -15.71% |
| 2013 | 0.60% | -4.03% | 0.44% | 4.85% | -7.73% | -9.93% | 4.53% | -1.21% | 6.46% | 6.36% | -1.61% | -1.56% | -4.32% |
Expense Ratio
Basic has an expense ratio of 0.00%, indicating no management fees are charged. 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 rank of Basic is 3, indicating that it is in the bottom 3% 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 | |
|---|---|---|---|---|---|
ACRE Ares Commercial Real Estate Corporation | -0.54 | -0.56 | 0.93 | -0.36 | -0.80 |
ENGI.PA ENGIE SA | 0.48 | 0.76 | 1.10 | 0.46 | 1.09 |
GGB Gerdau S.A. | -0.94 | -1.28 | 0.86 | -0.69 | -1.41 |
GOOD Gladstone Commercial Corporation | 0.84 | 1.37 | 1.16 | 0.43 | 3.22 |
MPW Medical Properties Trust, Inc. | -0.54 | -0.45 | 0.94 | -0.49 | -0.82 |
O Realty Income Corporation | 0.15 | 0.34 | 1.04 | 0.08 | 0.29 |
RIO Rio Tinto Group | 0.35 | 0.66 | 1.08 | 0.30 | 1.06 |
VALE Vale S.A. | -0.52 | -0.64 | 0.93 | -0.35 | -0.88 |
VZ Verizon Communications Inc. | 1.35 | 2.15 | 1.28 | 0.72 | 6.85 |
T AT&T Inc. | 2.17 | 3.23 | 1.39 | 1.14 | 12.65 |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.71 | 1.13 | 1.15 | 1.12 | 2.57 |
SPY SPDR S&P 500 ETF | 1.91 | 2.67 | 1.34 | 1.85 | 9.26 |
Dividends
Dividend yield
Basic granted a 10.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Basic | 10.25% | 9.98% | 18.57% | 11.39% | 4.63% | 5.13% | 4.76% | 3.83% | 3.51% | 5.68% | 5.69% | 4.32% |
| Portfolio components: | ||||||||||||
ACRE Ares Commercial Real Estate Corporation | 15.32% | 12.74% | 6.80% | 9.08% | 10.91% | 8.20% | 8.75% | 8.24% | 7.45% | 8.60% | 8.57% | 7.51% |
ENGI.PA ENGIE SA | 10.03% | 8.80% | 6.35% | 4.07% | 0.00% | 2.64% | 5.75% | 5.93% | 8.25% | 6.13% | 6.02% | 8.77% |
GGB Gerdau S.A. | 6.89% | 6.56% | 12.67% | 11.01% | 1.14% | 1.30% | 2.37% | 0.37% | 0.43% | 4.80% | 2.65% | 1.12% |
GOOD Gladstone Commercial Corporation | 8.00% | 8.57% | 8.13% | 5.83% | 8.34% | 6.86% | 8.37% | 7.12% | 7.46% | 10.28% | 8.74% | 8.35% |
MPW Medical Properties Trust, Inc. | 11.54% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
O Realty Income Corporation | 5.38% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
RIO Rio Tinto Group | 6.76% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
VALE Vale S.A. | 13.26% | 7.75% | 8.59% | 19.70% | 2.73% | 2.63% | 4.16% | 3.32% | 0.56% | 8.84% | 6.69% | 5.73% |
VZ Verizon Communications Inc. | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
T AT&T Inc. | 5.78% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
PBR Petróleo Brasileiro S.A. - Petrobras | 17.57% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Basic. 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 Basic was 52.03%, occurring on Jan 20, 2016. Recovery took 218 trading sessions.
The current Basic drawdown is 5.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.03% | Sep 3, 2014 | 356 | Jan 20, 2016 | 218 | Nov 22, 2016 | 574 |
| -50.92% | Jan 21, 2020 | 45 | Mar 23, 2020 | 180 | Dec 1, 2020 | 225 |
| -22.32% | Apr 14, 2022 | 65 | Jul 14, 2022 | 265 | Jul 24, 2023 | 330 |
| -20.49% | May 9, 2013 | 42 | Jul 5, 2013 | 269 | Jul 22, 2014 | 311 |
| -15.04% | Feb 22, 2017 | 85 | Jun 21, 2017 | 52 | Sep 1, 2017 | 137 |
Volatility
Volatility Chart
The current Basic volatility is 3.02%, 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
| ENGI.PA | VZ | O | PBR | ACRE | MPW | T | GGB | GOOD | VALE | RIO | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ENGI.PA | 1.00 | 0.21 | 0.19 | 0.26 | 0.22 | 0.22 | 0.26 | 0.22 | 0.21 | 0.23 | 0.28 | 0.34 |
| VZ | 0.21 | 1.00 | 0.32 | 0.19 | 0.25 | 0.30 | 0.68 | 0.18 | 0.32 | 0.18 | 0.21 | 0.38 |
| O | 0.19 | 0.32 | 1.00 | 0.15 | 0.36 | 0.58 | 0.33 | 0.15 | 0.53 | 0.13 | 0.16 | 0.38 |
| PBR | 0.26 | 0.19 | 0.15 | 1.00 | 0.23 | 0.20 | 0.23 | 0.57 | 0.20 | 0.58 | 0.45 | 0.38 |
| ACRE | 0.22 | 0.25 | 0.36 | 0.23 | 1.00 | 0.41 | 0.31 | 0.25 | 0.49 | 0.23 | 0.26 | 0.44 |
| MPW | 0.22 | 0.30 | 0.58 | 0.20 | 0.41 | 1.00 | 0.31 | 0.20 | 0.53 | 0.20 | 0.22 | 0.43 |
| T | 0.26 | 0.68 | 0.33 | 0.23 | 0.31 | 0.31 | 1.00 | 0.24 | 0.36 | 0.23 | 0.27 | 0.44 |
| GGB | 0.22 | 0.18 | 0.15 | 0.57 | 0.25 | 0.20 | 0.24 | 1.00 | 0.22 | 0.71 | 0.55 | 0.41 |
| GOOD | 0.21 | 0.32 | 0.53 | 0.20 | 0.49 | 0.53 | 0.36 | 0.22 | 1.00 | 0.19 | 0.26 | 0.46 |
| VALE | 0.23 | 0.18 | 0.13 | 0.58 | 0.23 | 0.20 | 0.23 | 0.71 | 0.19 | 1.00 | 0.74 | 0.41 |
| RIO | 0.28 | 0.21 | 0.16 | 0.45 | 0.26 | 0.22 | 0.27 | 0.55 | 0.26 | 0.74 | 1.00 | 0.50 |
| SPY | 0.34 | 0.38 | 0.38 | 0.38 | 0.44 | 0.43 | 0.44 | 0.41 | 0.46 | 0.41 | 0.50 | 1.00 |