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Basic

Last updated Feb 24, 2024

Asset Allocation


RIO 20.34%PBR 19.52%ACRE 9.2%GOOD 8.77%GGB 7.96%VALE 7.66%O 7.22%MPW 7.11%SPY 5.1%VZ 3.61%T 2.39%ENGI.PA 1.12%EquityEquity
PositionCategory/SectorWeight
RIO
Rio Tinto Group
Basic Materials

20.34%

PBR
Petróleo Brasileiro S.A. - Petrobras
Energy

19.52%

ACRE
Ares Commercial Real Estate Corporation
Real Estate

9.20%

GOOD
Gladstone Commercial Corporation
Real Estate

8.77%

GGB
Gerdau S.A.
Basic Materials

7.96%

VALE
Vale S.A.
Basic Materials

7.66%

O
Realty Income Corporation
Real Estate

7.22%

MPW
Medical Properties Trust, Inc.
Real Estate

7.11%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

5.10%

VZ
Verizon Communications Inc.
Communication Services

3.61%

T
AT&T Inc.
Communication Services

2.39%

ENGI.PA
ENGIE SA
Utilities

1.12%

S&P 500

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
2.87%
14.79%
Basic
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 26, 2012, corresponding to the inception date of ACRE

Returns

As of Feb 24, 2024, the Basic returned -6.39% Year-To-Date and 11.53% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Basic-6.39%-3.55%2.87%8.12%11.47%11.49%
ACRE
Ares Commercial Real Estate Corporation
-26.74%-27.16%-19.52%-24.77%-3.18%3.55%
ENGI.PA
ENGIE SA
-8.55%1.00%0.11%19.52%5.09%0.82%
GGB
Gerdau S.A.
-11.75%-3.60%-15.30%-11.59%8.35%0.80%
GOOD
Gladstone Commercial Corporation
-3.97%-5.47%-0.81%-4.64%-1.87%4.85%
MPW
Medical Properties Trust, Inc.
-21.79%17.43%-42.66%-59.00%-20.92%-5.07%
O
Realty Income Corporation
-7.37%-3.24%-3.48%-14.01%-0.13%6.59%
RIO
Rio Tinto Group
-11.39%-6.77%6.90%1.70%12.19%8.77%
VALE
Vale S.A.
-15.07%-4.94%7.43%-10.35%9.85%5.35%
VZ
Verizon Communications Inc.
9.67%-4.10%25.87%12.79%-1.43%3.28%
T
AT&T Inc.
1.75%-2.83%22.44%-6.66%1.21%3.87%
PBR
Petróleo Brasileiro S.A. - Petrobras
8.70%1.82%24.01%92.66%22.02%15.18%
SPY
SPDR S&P 500 ETF
6.85%4.19%15.57%30.07%14.21%12.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.38%
20235.89%-5.56%-2.34%-1.54%7.55%5.71%

Sharpe Ratio

The current Basic Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.31

The Sharpe ratio of Basic is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.31
2.23
Basic
Benchmark (^GSPC)
Portfolio components

Dividend yield

Basic granted a 10.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Basic10.86%9.98%18.87%11.45%4.69%5.17%4.81%3.87%3.55%5.69%5.73%4.36%
ACRE
Ares Commercial Real Estate Corporation
17.39%12.74%9.82%9.08%10.91%8.20%8.75%8.24%7.45%8.60%8.57%7.51%
ENGI.PA
ENGIE SA
9.43%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.
7.44%6.57%12.68%11.01%1.14%1.30%2.37%0.37%0.43%4.79%2.66%1.12%
GOOD
Gladstone Commercial Corporation
9.15%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.
22.92%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
5.79%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
6.09%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.
9.12%7.75%8.60%19.68%2.73%2.63%4.12%3.36%0.59%8.56%6.69%5.73%
VZ
Verizon Communications Inc.
6.48%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.
6.61%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%
PBR
Petróleo Brasileiro S.A. - Petrobras
16.99%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
1.31%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Expense Ratio

The 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.


0.09%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Basic
0.31
ACRE
Ares Commercial Real Estate Corporation
-0.71
ENGI.PA
ENGIE SA
1.09
GGB
Gerdau S.A.
-0.47
GOOD
Gladstone Commercial Corporation
-0.02
MPW
Medical Properties Trust, Inc.
-0.90
O
Realty Income Corporation
-0.69
RIO
Rio Tinto Group
-0.26
VALE
Vale S.A.
-0.46
VZ
Verizon Communications Inc.
0.60
T
AT&T Inc.
-0.17
PBR
Petróleo Brasileiro S.A. - Petrobras
2.95
SPY
SPDR S&P 500 ETF
2.27

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ENGI.PAVZOPBRACREMPWTGGBGOODVALERIOSPY
ENGI.PA1.000.210.190.260.220.220.260.230.210.240.280.35
VZ0.211.000.330.190.260.310.680.180.330.190.210.40
O0.190.331.000.150.360.600.330.150.530.130.160.38
PBR0.260.190.151.000.240.210.230.580.200.590.450.38
ACRE0.220.260.360.241.000.420.320.250.490.230.260.45
MPW0.220.310.600.210.421.000.320.200.550.200.230.44
T0.260.680.330.230.320.321.000.240.360.230.280.46
GGB0.230.180.150.580.250.200.241.000.210.710.550.42
GOOD0.210.330.530.200.490.550.360.211.000.190.260.46
VALE0.240.190.130.590.230.200.230.710.191.000.740.42
RIO0.280.210.160.450.260.230.280.550.260.741.000.50
SPY0.350.400.380.380.450.440.460.420.460.420.501.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-7.35%
0
Basic
Benchmark (^GSPC)
Portfolio components

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 52.00%, occurring on Jan 20, 2016. Recovery took 218 trading sessions.

The current Basic drawdown is 7.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52%Sep 3, 2014356Jan 20, 2016218Nov 22, 2016574
-50.92%Jan 21, 202045Mar 23, 2020180Dec 1, 2020225
-22.32%Apr 14, 202265Jul 14, 2022265Jul 24, 2023330
-20.48%May 9, 201342Jul 5, 2013269Jul 22, 2014311
-15.03%Feb 22, 201785Jun 21, 201752Sep 1, 2017137

Volatility Chart

The current Basic volatility is 5.49%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
5.49%
3.90%
Basic
Benchmark (^GSPC)
Portfolio components
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