Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DHL.DE Deutsche Post AG | Industrials | 25% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 25% |
RHM.DE Rheinmetall AG | Industrials | 25% |
XYL Xylem Inc. | Industrials | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025-08 Industrie, 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.
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The earliest data available for this chart is Oct 13, 2011, corresponding to the inception date of XYL
Returns By Period
As of Apr 4, 2026, the 2025-08 Industrie returned 2.99% Year-To-Date and 26.84% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 2025-08 Industrie | -1.10% | -0.25% | 2.99% | 3.64% | 36.09% | 29.95% | 29.59% | 26.84% |
| Portfolio components: | ||||||||
RHM.DE Rheinmetall AG | -1.13% | 0.92% | -1.17% | -21.36% | 30.22% | 84.03% | 79.27% | 39.68% |
ODFL Old Dominion Freight Line, Inc. | -0.82% | -6.02% | 26.45% | 40.57% | 31.12% | 6.42% | 10.74% | 24.57% |
DHL.DE Deutsche Post AG | -1.46% | -0.09% | -3.05% | 16.51% | 45.86% | 9.80% | 3.79% | 10.93% |
XYL Xylem Inc. | -1.00% | -3.91% | -10.65% | -18.58% | 17.35% | 6.37% | 4.21% | 12.88% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 14, 2011, 2025-08 Industrie's average daily return is +0.09%, while the average monthly return is +2.01%. At this rate, your investment would double in approximately 2.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Feb 2024 with a return of +13.8%, while the worst month was Oct 2018 at -16.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025-08 Industrie closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -10.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.25% | 2.53% | -9.58% | 3.59% | 2.99% | ||||||||
| 2025 | 9.11% | 11.63% | 11.00% | 3.06% | 12.44% | 1.19% | -1.32% | -0.12% | 3.43% | -2.61% | -1.87% | 6.23% | 64.07% |
| 2024 | 0.75% | 13.84% | 5.71% | -5.22% | 3.93% | -4.59% | 8.75% | 0.09% | -1.47% | -5.78% | 9.26% | -9.51% | 13.83% |
| 2023 | 10.43% | 2.53% | 7.81% | -1.41% | -5.09% | 12.15% | 5.52% | -4.59% | -8.33% | 0.16% | 10.36% | 6.08% | 38.63% |
| 2022 | -6.32% | 6.82% | 13.03% | -3.87% | -3.10% | -0.48% | 5.44% | -7.61% | -8.11% | 12.26% | 13.63% | -3.36% | 15.70% |
| 2021 | -1.68% | 2.07% | 7.71% | 5.64% | 7.83% | -1.81% | 2.01% | 5.49% | -5.05% | 5.39% | -3.55% | 3.19% | 29.57% |
Benchmark Metrics
2025-08 Industrie has an annualized alpha of 11.90%, beta of 0.86, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 14, 2011.
- This portfolio captured 129.43% of S&P 500 Index gains but only 83.66% of its losses — a favorable profile for investors.
- R² of 0.47 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 11.90%
- Beta
- 0.86
- R²
- 0.47
- Upside Capture
- 129.43%
- Downside Capture
- 83.66%
Expense Ratio
2025-08 Industrie 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.
Return for Risk
Risk / Return Rank
2025-08 Industrie ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.88 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.37 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.39 | +0.75 |
Martin ratioReturn relative to average drawdown | 7.35 | 6.43 | +0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
RHM.DE Rheinmetall AG | 57 | 0.62 | 1.13 | 1.14 | 0.68 | 1.63 |
ODFL Old Dominion Freight Line, Inc. | 53 | 0.41 | 0.89 | 1.11 | 0.69 | 1.45 |
DHL.DE Deutsche Post AG | 74 | 1.14 | 1.70 | 1.22 | 2.17 | 6.05 |
XYL Xylem Inc. | 40 | 0.12 | 0.36 | 1.05 | 0.10 | 0.28 |
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Dividends
Dividend yield
2025-08 Industrie provided a 1.61% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.59% | 2.05% | 1.79% | 2.10% | 1.49% | 2.43% | 1.75% | 2.17% | 1.36% | 1.42% | 1.33% |
| Portfolio components: | ||||||||||||
RHM.DE Rheinmetall AG | 0.52% | 0.52% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% |
ODFL Old Dominion Freight Line, Inc. | 0.57% | 0.71% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.42% | 0.38% | 0.00% | 0.00% |
DHL.DE Deutsche Post AG | 4.01% | 3.96% | 5.44% | 4.12% | 5.12% | 2.39% | 2.84% | 3.38% | 4.81% | 2.64% | 2.72% | 3.27% |
XYL Xylem Inc. | 1.34% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2025-08 Industrie. 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 2025-08 Industrie was 36.49%, occurring on Mar 19, 2020. Recovery took 82 trading sessions.
The current 2025-08 Industrie drawdown is 8.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.49% | Feb 13, 2020 | 26 | Mar 19, 2020 | 82 | Jul 14, 2020 | 108 |
| -29.66% | Apr 19, 2018 | 178 | Dec 24, 2018 | 215 | Oct 24, 2019 | 393 |
| -21.01% | Mar 28, 2022 | 131 | Sep 27, 2022 | 35 | Nov 15, 2022 | 166 |
| -19.86% | Jul 4, 2014 | 72 | Oct 13, 2014 | 367 | Mar 17, 2016 | 439 |
| -19.01% | Apr 3, 2012 | 45 | Jun 5, 2012 | 140 | Dec 18, 2012 | 185 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | RHM.DE | DHL.DE | ODFL | XYL | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.30 | 0.43 | 0.57 | 0.64 | 0.64 |
| RHM.DE | 0.30 | 1.00 | 0.39 | 0.19 | 0.25 | 0.69 |
| DHL.DE | 0.43 | 0.39 | 1.00 | 0.31 | 0.32 | 0.67 |
| ODFL | 0.57 | 0.19 | 0.31 | 1.00 | 0.49 | 0.67 |
| XYL | 0.64 | 0.25 | 0.32 | 0.49 | 1.00 | 0.66 |
| Portfolio | 0.64 | 0.69 | 0.67 | 0.67 | 0.66 | 1.00 |