Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for Communications Sector 7-24-2026
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Communications Sector 7-24-2026, 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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Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 18.15% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Communications Sector 7-24-2026 | -0.66% | — | — | — | — | — | — | — | — |
| Portfolio components: | |||||||||
0008.HK PCCW Limited | 2.46% | 10.33% | 5.37% | 13.31% | 11.58% | 23.02% | 16.95% | 8.56% | 11.15% |
AMC AMC Entertainment Holdings, Inc. | 1.81% | 46.11% | 102.88% | 80.77% | -2.76% | -61.47% | -62.30% | -35.14% | -26.53% |
AMCX AMC Networks Inc. | 15.35% | 6.57% | 45.27% | 17.65% | 86.98% | -3.80% | -25.87% | -14.67% | -8.06% |
AMX América Móvil, S.A.B. de C.V. | 0.12% | 0.18% | 23.94% | 24.12% | 43.76% | 10.61% | 12.17% | 11.14% | 10.71% |
ATHM Autohome Inc. | 1.53% | 25.99% | 9.13% | 8.05% | -4.38% | -2.85% | -7.93% | 3.35% | 0.18% |
ATNI ATN International, Inc. | 1.32% | -9.95% | 0.47% | 6.60% | 46.02% | -9.75% | -8.15% | -8.11% | 5.77% |
BAND Bandwidth Inc. | 0.80% | -38.64% | 180.17% | 153.33% | 181.38% | 37.70% | -21.30% | — | 7.37% |
BCE BCE Inc. | -0.09% | 3.14% | -14.01% | -6.65% | -2.14% | -14.14% | -9.45% | -1.78% | 10.61% |
BIDU Baidu, Inc. | 3.38% | -5.79% | -27.46% | -14.96% | 26.45% | -10.15% | -7.49% | -3.63% | 14.40% |
BMBL Bumble Inc. | -2.06% | -11.76% | -14.93% | -20.17% | -63.37% | -46.44% | -43.81% | — | -45.16% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 29, 2026, Communications Sector 7-24-2026's average daily return is -0.23%, while the average monthly return is -0.69%.
Historically, 0% of months were positive and 100% were negative. The best month was Jul 2026 with a return of -0.7%, while the worst month was Jul 2026 at -0.7%. The longest winning streak lasted 0 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Communications Sector 7-24-2026 closed higher 33% of trading days. The best single day was Jul 29, 2026 with a return of +0.3%, while the worst single day was Jul 31, 2026 at -0.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.69% | -0.69% |
Expense Ratio
Communications Sector 7-24-2026 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 Metrics
The table below presents risk-adjusted performance metrics for Communications Sector 7-24-2026 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.42 | — |
| Sortino ratioReturn per unit of downside risk | — | 1.98 | — |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.00 | — |
| Martin ratioReturn relative to average drawdown | — | 8.49 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
0008.HK PCCW Limited | 63 | 0.60 | 0.93 | 1.12 | 0.99 | 2.51 |
AMC AMC Entertainment Holdings, Inc. | 45 | -0.03 | 0.59 | 1.07 | -0.04 | -0.07 |
AMCX AMC Networks Inc. | 85 | 1.77 | 2.46 | 1.29 | 2.51 | 6.14 |
AMX América Móvil, S.A.B. de C.V. | 86 | 1.62 | 2.50 | 1.31 | 2.86 | 7.26 |
ATHM Autohome Inc. | 38 | -0.14 | 0.03 | 1.00 | -0.11 | -0.18 |
ATNI ATN International, Inc. | 75 | 0.95 | 1.54 | 1.21 | 2.10 | 4.90 |
BAND Bandwidth Inc. | 92 | 2.05 | 2.84 | 1.43 | 3.45 | 11.01 |
BCE BCE Inc. | 37 | -0.11 | -0.02 | 1.00 | -0.11 | -0.27 |
BIDU Baidu, Inc. | 61 | 0.52 | 1.14 | 1.13 | 0.74 | 1.35 |
BMBL Bumble Inc. | 7 | -0.88 | -1.43 | 0.82 | -0.98 | -1.29 |
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Dividends
Dividend yield
Communications Sector 7-24-2026 provided a 2.37% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.37% | 4.49% | 2.57% | 2.05% | 2.68% | 6.09% | 2.21% | 2.00% | 2.30% | 2.07% | 3.10% | 4.39% |
| Portfolio components: | ||||||||||||
0008.HK PCCW Limited | 6.51% | 7.08% | 8.46% | 9.19% | 10.58% | 8.19% | 6.92% | 7.11% | 6.95% | 6.59% | 6.24% | 4.84% |
AMC AMC Entertainment Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 1.42% | 11.05% | 19.14% | 5.30% | 2.38% | 3.33% |
AMCX AMC Networks 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% |
AMX América Móvil, S.A.B. de C.V. | 2.33% | 2.68% | 3.59% | 2.83% | 4.41% | 1.88% | 2.49% | 2.29% | 2.24% | 1.91% | 2.27% | 8.55% |
ATHM Autohome Inc. | 10.55% | 8.04% | 6.63% | 6.17% | 1.73% | 2.95% | 0.77% | 0.00% | 0.97% | 0.00% | 0.00% | 0.00% |
ATNI ATN International, Inc. | 4.68% | 4.67% | 5.71% | 2.23% | 1.59% | 1.70% | 1.63% | 1.23% | 0.95% | 1.85% | 1.65% | 1.56% |
BAND Bandwidth 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% |
BCE BCE Inc. | 5.80% | 6.98% | 12.47% | 7.29% | 6.39% | 5.37% | 5.82% | 5.16% | 5.84% | 4.63% | 5.15% | 6.00% |
BIDU Baidu, 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% |
BMBL Bumble 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% |
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 Communications Sector 7-24-2026. 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 Communications Sector 7-24-2026 was 1.02%, occurring on Jul 31, 2026. The portfolio has not yet recovered.
The current Communications Sector 7-24-2026 drawdown is 1.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-1.02%Jul 2026 | 1d | — | 2dJul 2026 - now | — |
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 101 assets, with an effective number of assets of 101.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 4.81 |
The portfolio has a diversification ratio of 4.81, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
Communications Sector 7-24-2026 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2026 | -0.50 |
Benchmark Correlations
Correlation vs. S&P 500 Index. TEO has the highest benchmark correlation at 1.00, while CRTO has the lowest at -1.00.
Asset Correlations Table
Find what Communications Sector 7-24-2026 is missing
See which holdings overlap, where Communications Sector 7-24-2026 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification