GmbH Depot Nov 24
GmbH Investment portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CAT Caterpillar Inc. | Industrials | 7% |
CSX CSX Corporation | Industrials | 6% |
CVX Chevron Corporation | Energy | 27% |
KO The Coca-Cola Company | Consumer Defensive | 6% |
MMM 3M Company | Industrials | 22% |
MNST Monster Beverage Corporation | Consumer Defensive | 9% |
TMUS T-Mobile US, Inc. | Communication Services | 4% |
WMT Walmart Inc. | Consumer Defensive | 19% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GmbH Depot Nov 24 , 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 Apr 19, 2007, corresponding to the inception date of TMUS
Returns By Period
As of Apr 18, 2025, the GmbH Depot Nov 24 returned 1.25% Year-To-Date and 11.29% 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% |
| GmbH Depot Nov 24 | 1.42% | -2.98% | 1.15% | 14.76% | 13.69% | 9.86% |
| Portfolio components: | ||||||
WMT Walmart Inc. | 3.46% | 9.21% | 15.82% | 58.05% | 17.94% | 15.89% |
CVX Chevron Corporation | -3.76% | -14.27% | -6.86% | -8.03% | 14.61% | 6.74% |
MMM 3M Company | 1.37% | -13.72% | -3.05% | 46.41% | 5.34% | 2.86% |
CSX CSX Corporation | -13.87% | -8.53% | -15.73% | -17.79% | 7.16% | 10.79% |
KO The Coca-Cola Company | 18.12% | 5.22% | 6.00% | 28.50% | 12.14% | 9.46% |
MNST Monster Beverage Corporation | 11.13% | 2.83% | 9.30% | 7.67% | 13.47% | 9.66% |
TMUS T-Mobile US, Inc. | 19.11% | 0.50% | 18.88% | 65.99% | 24.22% | 23.49% |
CAT Caterpillar Inc. | -18.59% | -12.61% | -24.87% | -16.64% | 22.83% | 16.22% |
Monthly Returns
The table below presents the monthly returns of GmbH Depot Nov 24 , 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 | 3.68% | 4.27% | -1.83% | -4.44% | 1.42% | ||||||||
| 2024 | -1.51% | 5.79% | 3.27% | -3.72% | 2.58% | -1.00% | 5.25% | 0.72% | 4.56% | -0.78% | 8.01% | -6.23% | 17.17% |
| 2023 | 0.22% | -3.55% | 2.26% | 2.37% | -2.82% | 4.44% | 2.57% | -0.69% | -3.06% | -5.34% | 4.20% | 5.64% | 5.66% |
| 2022 | -3.71% | -0.96% | 5.41% | -0.35% | 0.83% | -7.42% | 9.51% | -5.78% | -7.15% | 14.30% | 6.48% | -3.00% | 5.76% |
| 2021 | -3.35% | 3.18% | 5.83% | 3.11% | 1.04% | -2.40% | 0.60% | 1.09% | -6.66% | 4.95% | -3.32% | 7.89% | 11.51% |
| 2020 | -3.12% | -6.74% | -9.95% | 11.48% | 6.95% | -2.12% | 4.45% | 6.76% | -2.81% | -1.60% | 12.60% | 2.01% | 16.31% |
| 2019 | 7.22% | 6.12% | -2.78% | 1.48% | -4.54% | 6.79% | -0.64% | -4.21% | 1.50% | -0.54% | 3.12% | 3.15% | 16.94% |
| 2018 | 5.27% | -8.16% | -3.89% | -1.68% | -0.94% | 2.81% | 5.10% | 0.69% | 0.05% | -6.81% | 7.53% | -10.32% | -11.47% |
| 2017 | -0.76% | 2.88% | 2.06% | 2.06% | 5.15% | -0.37% | 1.72% | 2.01% | 2.92% | 4.70% | 6.81% | 1.22% | 34.68% |
| 2016 | -3.24% | -0.78% | 7.75% | 3.48% | 1.91% | 4.34% | 0.69% | -1.29% | -0.42% | -2.12% | 2.46% | 1.86% | 15.08% |
| 2015 | -1.76% | 7.36% | -2.21% | -0.09% | -3.45% | -1.79% | 1.79% | -7.82% | -1.76% | 4.42% | 4.77% | -2.24% | -3.67% |
| 2014 | -6.40% | 4.27% | 1.04% | 2.52% | 0.68% | 2.62% | -3.49% | 7.82% | -1.69% | 4.71% | 4.18% | -0.64% | 15.82% |
Expense Ratio
GmbH Depot Nov 24 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 89, GmbH Depot Nov 24 is among the top 11% 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 | |
|---|---|---|---|---|---|
WMT Walmart Inc. | 2.32 | 3.15 | 1.44 | 2.62 | 9.19 |
CVX Chevron Corporation | -0.32 | -0.26 | 0.96 | -0.37 | -1.04 |
MMM 3M Company | 1.34 | 2.45 | 1.33 | 1.00 | 9.32 |
CSX CSX Corporation | -0.77 | -1.00 | 0.88 | -0.66 | -2.01 |
KO The Coca-Cola Company | 1.80 | 2.53 | 1.33 | 1.90 | 4.21 |
MNST Monster Beverage Corporation | 0.27 | 0.52 | 1.07 | 0.26 | 0.80 |
TMUS T-Mobile US, Inc. | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
CAT Caterpillar Inc. | -0.55 | -0.63 | 0.92 | -0.50 | -1.51 |
Dividends
Dividend yield
GmbH Depot Nov 24 provided a 2.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.39% | 2.40% | 2.97% | 2.63% | 2.62% | 3.08% | 2.56% | 2.63% | 2.18% | 2.64% | 3.14% | 2.37% |
| Portfolio components: | ||||||||||||
WMT Walmart Inc. | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
CVX Chevron Corporation | 4.79% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
MMM 3M Company | 2.17% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
CSX CSX Corporation | 1.77% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% |
KO The Coca-Cola Company | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CAT Caterpillar Inc. | 1.88% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
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 GmbH Depot Nov 24 . 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 GmbH Depot Nov 24 was 37.92%, occurring on Mar 3, 2009. Recovery took 400 trading sessions.
The current GmbH Depot Nov 24 drawdown is 8.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.92% | Jun 6, 2008 | 186 | Mar 3, 2009 | 400 | Oct 1, 2010 | 586 |
| -31.26% | Jan 29, 2018 | 541 | Mar 23, 2020 | 99 | Aug 12, 2020 | 640 |
| -17.78% | Mar 3, 2015 | 123 | Aug 25, 2015 | 195 | Jun 3, 2016 | 318 |
| -17.26% | Jul 8, 2011 | 61 | Oct 3, 2011 | 73 | Jan 18, 2012 | 134 |
| -14.51% | Apr 21, 2022 | 113 | Sep 30, 2022 | 26 | Nov 7, 2022 | 139 |
Volatility
Volatility Chart
The current GmbH Depot Nov 24 volatility is 11.22%, 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
| TMUS | WMT | MNST | KO | CVX | CSX | CAT | MMM | |
|---|---|---|---|---|---|---|---|---|
| TMUS | 1.00 | 0.24 | 0.29 | 0.29 | 0.28 | 0.34 | 0.33 | 0.31 |
| WMT | 0.24 | 1.00 | 0.30 | 0.38 | 0.26 | 0.30 | 0.28 | 0.36 |
| MNST | 0.29 | 0.30 | 1.00 | 0.45 | 0.27 | 0.35 | 0.32 | 0.35 |
| KO | 0.29 | 0.38 | 0.45 | 1.00 | 0.36 | 0.37 | 0.33 | 0.44 |
| CVX | 0.28 | 0.26 | 0.27 | 0.36 | 1.00 | 0.47 | 0.57 | 0.47 |
| CSX | 0.34 | 0.30 | 0.35 | 0.37 | 0.47 | 1.00 | 0.58 | 0.54 |
| CAT | 0.33 | 0.28 | 0.32 | 0.33 | 0.57 | 0.58 | 1.00 | 0.59 |
| MMM | 0.31 | 0.36 | 0.35 | 0.44 | 0.47 | 0.54 | 0.59 | 1.00 |