Overlooked
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Overlooked, 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 Jan 2, 2001, corresponding to the inception date of SPGI
Returns By Period
As of Nov 13, 2024, the Overlooked returned 29.73% Year-To-Date and 23.75% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Overlooked | 29.53% | 4.97% | 17.91% | 42.61% | 24.64% | 23.73% |
| Portfolio components: | ||||||
AZO AutoZone, Inc. | 22.29% | 0.28% | 7.91% | 17.78% | 21.58% | 18.43% |
SPGI S&P Global Inc. | 16.54% | -3.27% | 17.58% | 27.37% | 14.91% | 19.68% |
HSY The Hershey Company | 1.01% | -0.83% | -8.97% | -4.22% | 6.94% | 9.05% |
WINA Winmark Corporation | -2.18% | 10.56% | 9.16% | -7.77% | 19.58% | 17.89% |
NVR NVR, Inc. | 30.07% | -6.44% | 16.46% | 44.75% | 20.08% | 21.68% |
JPM JPMorgan Chase & Co. | 45.16% | 8.89% | 20.72% | 66.34% | 16.28% | 17.78% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 45.62% | 41.06% |
RJF Raymond James Financial, Inc. | 45.65% | 23.42% | 27.12% | 57.96% | 23.46% | 17.04% |
GSY.TO goeasy Ltd. | 7.42% | -8.11% | -2.60% | 44.91% | 23.69% | 23.34% |
AGM Federal Agricultural Mortgage Corporation | 12.53% | 13.18% | 17.11% | 30.61% | 24.46% | 24.78% |
RSG Republic Services, Inc. | 31.29% | 4.33% | 15.47% | 36.56% | 21.28% | 20.28% |
Monthly Returns
The table below presents the monthly returns of Overlooked, 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 | 0.67% | 4.20% | 3.52% | -3.21% | 1.92% | 3.37% | 6.49% | 1.94% | 0.84% | -0.47% | 29.53% | ||
| 2023 | 8.85% | 0.69% | -2.55% | 3.56% | -0.04% | 6.91% | 4.02% | -0.64% | -5.28% | -3.02% | 13.40% | 8.17% | 37.66% |
| 2022 | -4.20% | -2.11% | -0.20% | -8.20% | 1.68% | -5.55% | 9.34% | -1.09% | -6.32% | 12.29% | 7.74% | -5.17% | -4.11% |
| 2021 | -1.84% | 9.13% | 8.39% | 6.74% | 0.67% | 1.24% | 3.73% | 1.49% | -0.24% | 5.82% | -2.28% | 7.27% | 47.14% |
| 2020 | -0.34% | -6.21% | -21.63% | 14.27% | 7.69% | 1.19% | 5.24% | 5.51% | -1.63% | -1.85% | 12.12% | 5.83% | 16.03% |
| 2019 | 9.83% | 6.37% | 1.03% | 8.44% | -2.36% | 5.90% | 4.51% | 1.02% | 0.33% | 1.86% | 5.82% | 2.23% | 54.48% |
| 2018 | 4.22% | -4.29% | 0.02% | -0.42% | 4.42% | -0.26% | 3.47% | 3.54% | -1.42% | -7.54% | 2.21% | -4.71% | -1.58% |
| 2017 | 4.20% | 4.52% | 0.58% | 0.76% | 0.34% | 2.58% | 2.61% | -0.35% | 4.67% | 2.61% | 6.34% | 2.59% | 36.11% |
| 2016 | -4.12% | 2.67% | 5.64% | 2.57% | 1.25% | 0.61% | 4.27% | 1.54% | 1.71% | 0.29% | 6.74% | 2.84% | 28.82% |
| 2015 | -5.84% | 11.08% | -0.95% | 1.89% | -0.32% | -0.39% | 0.83% | -4.54% | -1.25% | 7.10% | 4.03% | -1.32% | 9.53% |
| 2014 | -3.76% | 4.98% | 1.26% | -2.54% | 1.13% | 3.19% | -2.11% | 5.09% | -1.97% | 5.50% | 2.06% | 0.68% | 13.76% |
| 2013 | 9.33% | -2.53% | 3.31% | 0.45% | 0.25% | -0.23% | 6.94% | -1.15% | 4.05% | 3.92% | 5.27% | 4.26% | 38.75% |
Expense Ratio
Overlooked 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 risk-adjusted rank of Overlooked is 87, placing it in the top 13% 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 | |
|---|---|---|---|---|---|
AZO AutoZone, Inc. | 0.94 | 1.42 | 1.18 | 1.25 | 2.94 |
SPGI S&P Global Inc. | 1.59 | 2.06 | 1.29 | 1.94 | 5.22 |
HSY The Hershey Company | -0.12 | -0.03 | 1.00 | -0.07 | -0.36 |
WINA Winmark Corporation | -0.23 | -0.13 | 0.99 | -0.30 | -0.44 |
NVR NVR, Inc. | 1.94 | 2.67 | 1.34 | 4.70 | 10.90 |
JPM JPMorgan Chase & Co. | 2.67 | 3.47 | 1.55 | 6.03 | 18.29 |
FICO Fair Isaac Corporation | 4.12 | 4.32 | 1.63 | 7.35 | 24.59 |
RJF Raymond James Financial, Inc. | 2.34 | 3.25 | 1.44 | 3.19 | 9.30 |
GSY.TO goeasy Ltd. | 1.05 | 1.54 | 1.21 | 0.88 | 4.58 |
AGM Federal Agricultural Mortgage Corporation | 0.93 | 1.43 | 1.19 | 1.57 | 3.30 |
RSG Republic Services, Inc. | 2.54 | 3.12 | 1.49 | 4.62 | 16.18 |
Dividends
Dividend yield
Overlooked provided a 1.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.35% | 1.28% | 1.54% | 1.26% | 1.49% | 1.34% | 1.53% | 1.08% | 1.21% | 1.34% | 1.50% | 1.18% |
| Portfolio components: | ||||||||||||
AZO AutoZone, 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% |
SPGI S&P Global Inc. | 0.71% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
HSY The Hershey Company | 2.87% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
WINA Winmark Corporation | 2.54% | 0.74% | 1.08% | 3.67% | 1.91% | 0.45% | 0.35% | 0.33% | 0.29% | 0.29% | 6.02% | 0.21% |
NVR NVR, 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% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
RJF Raymond James Financial, Inc. | 1.12% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% | 1.15% | 1.11% |
GSY.TO goeasy Ltd. | 2.54% | 2.43% | 3.42% | 1.47% | 1.86% | 1.78% | 2.52% | 1.94% | 2.05% | 2.11% | 1.69% | 1.97% |
AGM Federal Agricultural Mortgage Corporation | 2.52% | 2.30% | 3.37% | 2.84% | 4.31% | 3.35% | 3.84% | 1.84% | 1.82% | 2.03% | 1.85% | 1.40% |
RSG Republic Services, Inc. | 1.02% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
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 Overlooked. 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 Overlooked was 54.40%, occurring on Nov 20, 2008. Recovery took 343 trading sessions.
The current Overlooked drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.4% | Jul 9, 2007 | 351 | Nov 20, 2008 | 343 | Apr 5, 2010 | 694 |
| -42.89% | Feb 19, 2020 | 24 | Mar 23, 2020 | 161 | Nov 5, 2020 | 185 |
| -24.67% | Apr 11, 2002 | 73 | Jul 23, 2002 | 206 | May 15, 2003 | 279 |
| -22.9% | Jan 5, 2022 | 115 | Jun 16, 2022 | 119 | Dec 1, 2022 | 234 |
| -17.89% | Sep 21, 2018 | 67 | Dec 24, 2018 | 38 | Feb 19, 2019 | 105 |
Volatility
Volatility Chart
The current Overlooked volatility is 5.37%, 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
| GSY.TO | WINA | HSY | AZO | AGM | NVR | RSG | FICO | SPGI | JPM | RJF | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GSY.TO | 1.00 | 0.11 | 0.05 | 0.10 | 0.16 | 0.14 | 0.12 | 0.18 | 0.18 | 0.20 | 0.21 |
| WINA | 0.11 | 1.00 | 0.10 | 0.14 | 0.18 | 0.14 | 0.15 | 0.18 | 0.18 | 0.18 | 0.20 |
| HSY | 0.05 | 0.10 | 1.00 | 0.27 | 0.18 | 0.24 | 0.35 | 0.24 | 0.30 | 0.26 | 0.26 |
| AZO | 0.10 | 0.14 | 0.27 | 1.00 | 0.22 | 0.31 | 0.33 | 0.30 | 0.35 | 0.33 | 0.34 |
| AGM | 0.16 | 0.18 | 0.18 | 0.22 | 1.00 | 0.26 | 0.27 | 0.31 | 0.30 | 0.43 | 0.42 |
| NVR | 0.14 | 0.14 | 0.24 | 0.31 | 0.26 | 1.00 | 0.30 | 0.34 | 0.35 | 0.35 | 0.37 |
| RSG | 0.12 | 0.15 | 0.35 | 0.33 | 0.27 | 0.30 | 1.00 | 0.36 | 0.41 | 0.37 | 0.39 |
| FICO | 0.18 | 0.18 | 0.24 | 0.30 | 0.31 | 0.34 | 0.36 | 1.00 | 0.45 | 0.38 | 0.43 |
| SPGI | 0.18 | 0.18 | 0.30 | 0.35 | 0.30 | 0.35 | 0.41 | 0.45 | 1.00 | 0.44 | 0.45 |
| JPM | 0.20 | 0.18 | 0.26 | 0.33 | 0.43 | 0.35 | 0.37 | 0.38 | 0.44 | 1.00 | 0.66 |
| RJF | 0.21 | 0.20 | 0.26 | 0.34 | 0.42 | 0.37 | 0.39 | 0.43 | 0.45 | 0.66 | 1.00 |