PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min wei...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight

Last updated Jul 25, 2024

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight

Asset Allocation

INTC 3.28%ADBE 3.27%IBM 3.22%ROP 3.14%CSCO 3.09%KLAC 3%AAPL 2.8%MCHP 2.68%HPQ 2.57%META 2.48%GOOGL 2.4%HST 2.15%APTV 2.14%LOW 2.14%DHI 2.08%MET 2.05%MA 2%JPM 2%AMP 2%DIS 2%VZ 2%STZ 1.8%CVX 1.8%VLO 1.8%DRI 1.8%REGN 1.8%LKQ 1.8%URI 1.8%TRV 1.8%PWR 1.7%MCK 1.7%BAC 1.7%TSN 1.7%DHR 1.7%WAB 1.7%MRK 1.7%SYK 1.7%CMI 1.7%TGT 1.7%PFE 1.7%DTE 1.61%UNP 1.6%COP 1.6%TMO 1.6%CVS 1.6%CE 1.6%CF 1.6%WBA 1.6%PEG 1.6%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

2.80%

ADBE
Adobe Inc		Technology

3.27%

AMP
Ameriprise Financial, Inc.		Financial Services

2%

APTV
Aptiv PLC		Consumer Cyclical

2.14%

BAC
Bank of America Corporation		Financial Services

1.70%

CE
Celanese Corporation		Basic Materials

1.60%

CF
CF Industries Holdings, Inc.		Basic Materials

1.60%

CMI
Cummins Inc.		Industrials

1.70%

COP
ConocoPhillips Company		Energy

1.60%

CSCO
Cisco Systems, Inc.		Technology

3.09%

CVS
CVS Health Corporation		Healthcare

1.60%

CVX
Chevron Corporation		Energy

1.80%

DHI
D.R. Horton, Inc.		Consumer Cyclical

2.08%

DHR
Danaher Corporation		Healthcare

1.70%

DIS
The Walt Disney Company		Communication Services

2%

DRI
Darden Restaurants, Inc.		Consumer Cyclical

1.80%

DTE
DTE Energy Company		Utilities

1.61%

GOOGL
Alphabet Inc.		Communication Services

2.40%

HPQ
HP Inc.		Technology

2.57%

HST
Host Hotels & Resorts, Inc.		Real Estate

2.15%

IBM

3.22%

INTC

3.28%

JPM

2%

KLAC

3%

LKQ

1.80%

LOW

2.14%

MA

2%

MCHP

2.68%

MCK

1.70%

MET

2.05%

META

2.48%

MRK

1.70%

PEG

1.60%

PFE

1.70%

PWR

1.70%

REGN

1.80%

ROP

3.14%

STZ

1.80%

SYK

1.70%

TGT

1.70%

TMO

1.60%

TRV

1.80%

TSN

1.70%

UNP

1.60%

URI

1.80%

VLO

1.80%

VZ

2%

WAB

1.70%

WBA

1.60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, 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

300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
652.64%
316.86%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 17, 2011, corresponding to the inception date of APTV

Returns By Period

As of Jul 25, 2024, the APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight returned 6.26% Year-To-Date and 14.93% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight6.51%0.43%5.08%14.02%15.50%15.01%
Portfolio components:
INTC
-37.68%1.83%-28.25%-8.73%-7.23%1.79%
ADBE
Adobe Inc		-10.80%0.66%-13.32%3.54%11.34%22.15%
IBM
19.63%11.70%4.39%39.99%11.02%4.70%
ROP
-0.37%-2.86%-1.33%10.73%8.74%14.63%
CSCO
Cisco Systems, Inc.		-4.18%1.67%-7.88%-8.00%-0.48%9.67%
KLAC
31.78%-6.21%27.81%59.69%42.51%32.37%
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.18%25.95%
MCHP
-4.75%-5.57%-1.18%-4.03%13.43%16.20%
HPQ
HP Inc.		22.49%3.31%22.85%14.13%14.71%11.80%
META
28.36%-11.64%15.27%45.76%17.89%19.99%
GOOGL
Alphabet Inc.		19.89%-9.03%10.05%29.42%21.92%18.92%
HST
Host Hotels & Resorts, Inc.		-9.83%-2.67%-10.88%3.58%2.47%0.88%
APTV
Aptiv PLC		-24.40%0.43%-21.16%-37.91%-3.68%2.53%
LOW
7.04%7.83%11.82%2.01%19.98%19.35%
DHI
D.R. Horton, Inc.		14.11%23.08%23.43%37.10%32.59%24.90%
MET
15.70%5.82%7.94%24.86%12.15%7.64%
MA
1.17%-4.89%-1.76%9.54%9.40%19.71%
JPM
24.84%6.28%22.50%37.11%15.79%16.76%
AMP
Ameriprise Financial, Inc.		17.10%1.80%13.64%28.64%26.61%16.44%
DIS
The Walt Disney Company		-0.74%-12.29%-6.02%5.33%-8.98%1.26%
VZ
11.29%-1.01%-2.69%27.73%-1.71%2.39%
STZ
3.94%-4.48%0.71%-6.47%5.65%12.61%
CVX
Chevron Corporation		7.85%1.02%7.86%2.79%9.71%6.16%
VLO
22.53%2.23%15.50%29.01%18.36%16.69%
DRI
Darden Restaurants, Inc.		-11.32%-5.78%-10.22%-13.63%5.28%16.30%
REGN
21.17%-0.46%13.21%42.91%28.10%13.36%
LKQ
-17.46%-6.46%-17.22%-27.64%8.31%4.99%
URI
32.18%19.76%20.16%72.93%43.29%21.46%
TRV
10.88%1.70%-0.10%22.21%9.38%11.20%
PWR
15.38%-6.63%26.84%23.59%46.27%22.12%
MCK
28.97%-0.64%23.04%47.66%34.92%12.95%
BAC
Bank of America Corporation		25.42%6.87%26.32%34.34%8.95%12.80%
TSN
14.18%5.96%11.60%12.92%-3.05%6.67%
DHR
Danaher Corporation		17.00%6.62%16.17%19.90%16.98%24.58%
WAB
25.73%-0.14%22.75%36.29%18.01%7.42%
UNP
-3.14%5.25%-1.03%3.68%8.57%11.44%
COP
ConocoPhillips Company		-3.72%-2.27%-0.42%-2.08%17.55%5.98%
TMO
12.15%6.51%8.76%6.44%15.96%17.41%
MRK
16.86%-4.30%5.45%22.74%13.54%11.84%
SYK
9.85%-3.61%5.65%17.29%10.06%16.54%
CMI
Cummins Inc.		19.66%0.53%19.13%12.52%13.17%10.07%
TGT
4.19%-0.60%4.11%12.42%13.52%12.29%
PFE
6.51%8.53%9.97%-14.15%-2.23%4.48%
CVS
CVS Health Corporation		-23.47%-2.17%-17.96%-19.24%4.14%-0.20%
CE
Celanese Corporation		-11.08%-1.13%-5.46%11.05%6.47%10.86%
CF
CF Industries Holdings, Inc.		-6.30%-3.56%-3.87%-7.65%11.58%6.71%
WBA
-54.80%-26.50%-48.35%-59.83%-23.34%-13.66%
PEG
23.54%1.55%30.99%21.60%8.22%11.12%
DTE
DTE Energy Company		9.19%7.01%16.23%7.22%4.90%9.75%

Monthly Returns

The table below presents the monthly returns of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.57%4.32%4.44%-6.27%3.25%-0.21%6.51%
20236.44%-2.51%2.18%-0.12%-2.09%7.59%5.15%-2.50%-3.75%-2.70%8.80%6.49%24.10%
2022-3.43%-2.72%3.95%-5.65%2.48%-10.18%8.00%-3.48%-9.10%10.73%7.24%-5.18%-9.52%
20210.07%6.65%6.22%3.78%1.25%0.66%1.04%3.18%-2.96%5.46%-1.02%6.15%34.44%
2020-2.54%-8.77%-14.98%15.28%6.83%0.63%4.01%6.23%-3.01%-2.31%15.61%3.13%16.94%
20199.91%4.09%1.21%4.77%-8.12%8.23%2.12%-2.32%3.67%1.13%5.37%2.51%36.26%
20185.15%-3.74%-1.39%0.64%3.23%-0.60%3.61%3.23%0.17%-8.14%2.77%-9.23%-5.37%
20173.01%4.26%0.88%0.81%1.04%0.53%2.23%0.59%4.37%3.84%2.85%1.96%29.65%
2016-7.27%0.41%8.59%0.34%1.50%-1.51%5.97%1.33%0.47%-2.02%5.38%1.73%14.93%
2015-3.17%6.43%-1.36%0.64%2.36%-1.42%1.37%-5.60%-2.36%8.13%1.10%-1.86%3.50%
2014-1.67%5.71%1.00%0.20%2.58%2.07%-0.77%4.24%-1.28%2.50%4.16%0.09%20.18%
20136.60%2.32%4.06%2.25%3.02%-1.98%6.60%-2.39%5.21%4.82%3.24%3.98%44.35%

Expense Ratio

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 33, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 3333
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
The Sharpe Ratio Rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 3030Sortino Ratio Rank
The Omega Ratio Rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 2828Omega Ratio Rank
The Calmar Ratio Rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 4949Calmar Ratio Rank
The Martin Ratio Rank of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Sharpe ratio
The chart of Sharpe ratio for APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.21
Sortino ratio
The chart of Sortino ratio for APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, currently valued at 1.75, compared to the broader market-2.000.002.004.006.001.75
Omega ratio
The chart of Omega ratio for APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, currently valued at 1.31, compared to the broader market0.002.004.006.008.001.31
Martin ratio
The chart of Martin ratio for APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight, currently valued at 3.75, compared to the broader market0.0010.0020.0030.0040.003.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INTC
-0.22-0.040.99-0.16-0.38
ADBE
Adobe Inc		0.100.381.050.090.24
IBM
2.012.891.422.486.07
ROP
0.620.861.131.143.34
CSCO
Cisco Systems, Inc.		-0.45-0.470.93-0.36-0.66
KLAC
1.952.471.334.4612.06
AAPL
Apple Inc		0.550.941.110.751.48
MCHP
-0.050.151.02-0.07-0.16
HPQ
HP Inc.		0.480.991.120.411.22
META
1.412.201.282.027.91
GOOGL
Alphabet Inc.		1.071.521.221.606.22
HST
Host Hotels & Resorts, Inc.		0.170.411.050.170.44
APTV
Aptiv PLC		-1.06-1.520.82-0.62-1.53
LOW
0.110.321.040.090.22
DHI
D.R. Horton, Inc.		1.051.611.211.543.60
MET
1.281.751.231.075.56
MA
0.480.711.100.591.44
JPM
2.052.541.382.217.80
AMP
Ameriprise Financial, Inc.		1.442.021.251.946.85
DIS
The Walt Disney Company		0.180.461.060.080.45
VZ
1.121.811.230.605.67
STZ
-0.39-0.420.95-0.44-0.86
CVX
Chevron Corporation		0.090.251.030.080.20
VLO
1.031.551.181.382.57
DRI
Darden Restaurants, Inc.		-0.68-0.840.90-0.61-1.18
REGN
2.583.811.443.8512.99
LKQ
-1.08-1.320.79-0.94-2.07
URI
1.972.791.333.819.66
TRV
1.141.531.241.324.15
PWR
0.721.251.160.932.56
MCK
2.693.361.486.5719.39
BAC
Bank of America Corporation		1.402.201.250.704.47
TSN
0.611.001.120.261.67
DHR
Danaher Corporation		0.661.151.130.422.40
WAB
1.972.931.392.447.29
UNP
0.060.231.030.040.16
COP
ConocoPhillips Company		-0.14-0.050.99-0.17-0.32
TMO
0.180.401.050.110.44
MRK
1.161.831.231.455.03
SYK
0.671.071.140.852.60
CMI
Cummins Inc.		0.600.971.120.741.43
TGT
0.380.921.110.211.12
PFE
-0.63-0.790.91-0.28-0.80
CVS
CVS Health Corporation		-0.62-0.640.90-0.39-1.25
CE
Celanese Corporation		0.450.811.090.361.28
CF
CF Industries Holdings, Inc.		-0.28-0.220.97-0.20-0.85
WBA
-1.34-2.230.71-0.71-1.82
PEG
1.011.461.180.814.13
DTE
DTE Energy Company		0.290.561.070.200.83

Sharpe Ratio

The current APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight Sharpe ratio is 1.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.21
1.58
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight granted a 2.14% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight2.14%2.06%2.07%1.61%1.94%1.89%2.17%1.81%2.60%2.05%2.38%1.62%
Portfolio components:
INTC
1.61%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ADBE
Adobe 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%
IBM
3.46%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
ROP
0.54%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
CSCO
Cisco Systems, Inc.		3.34%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
KLAC
0.74%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MCHP
2.06%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
HPQ
HP Inc.		3.00%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
META
0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc.		0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HST
Host Hotels & Resorts, Inc.		5.98%4.59%3.24%0.00%1.33%4.46%4.95%4.15%4.36%5.03%3.04%2.28%
APTV
Aptiv PLC		0.00%0.00%0.00%0.00%0.17%0.93%1.43%1.15%1.72%1.17%1.38%1.13%
LOW
1.90%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
DHI
D.R. Horton, Inc.		0.67%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
MET
2.79%3.12%2.74%3.04%3.88%3.41%4.04%2.91%2.92%3.06%2.45%1.87%
MA
0.59%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
JPM
2.11%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
AMP
Ameriprise Financial, Inc.		1.25%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%1.75%
DIS
The Walt Disney Company		0.84%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
VZ
6.66%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
STZ
1.48%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%0.00%
CVX
Chevron Corporation		3.99%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
VLO
2.66%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.62%
DRI
Darden Restaurants, Inc.		3.76%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%2.77%3.35%3.45%
REGN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LKQ
3.02%2.35%1.92%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URI
0.82%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRV
1.94%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%2.16%
PWR
0.14%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
MCK
0.42%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
BAC
Bank of America Corporation		2.30%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
TSN
3.23%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%
DHR
Danaher Corporation		0.39%0.43%0.38%0.29%0.37%0.50%0.70%0.68%36.54%0.87%0.47%0.13%
WAB
0.47%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%0.18%
UNP
2.21%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
COP
ConocoPhillips Company		2.40%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
TMO
0.25%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
MRK
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
SYK
0.96%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
CMI
Cummins Inc.		2.37%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%1.60%
TGT
3.01%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
PFE
5.61%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
CVS
CVS Health Corporation		4.43%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
CE
Celanese Corporation		2.05%1.80%2.68%1.62%1.91%1.95%2.31%1.62%1.75%1.71%1.55%0.95%
CF
CF Industries Holdings, Inc.		2.45%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%
WBA
12.68%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%1.71%2.05%
PEG
3.15%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%4.49%
DTE
DTE Energy Company		3.39%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%3.89%

Drawdowns

Drawdowns Chart

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

-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.17%
-4.73%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight. 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 APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight was 36.94%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight drawdown is 3.40%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.94%Feb 13, 202027Mar 23, 2020108Aug 25, 2020135
-20.58%Jan 5, 2022186Sep 30, 2022188Jul 3, 2023374
-20.28%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-15.88%Dec 2, 201549Feb 11, 201645Apr 18, 201694
-12.25%Jun 24, 201544Aug 25, 201549Nov 3, 201593

Volatility

Volatility Chart

The current APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight volatility is 3.25%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.25%
3.80%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
DTEPEGREGNVZMRKCFTSNMETAPFETGTMCKVLODRIDHISTZAAPLCOPCVSWBAADBEGOOGLCVXTRVINTCLOWKLACTMOHSTDISDHRSYKHPQPWRLKQMCHPAPTVIBMCSCOROPCMIWABMAUNPCEURIBACJPMMETAMP
DTE1.000.740.150.390.280.140.330.120.300.230.220.190.240.240.320.140.200.290.280.160.190.260.380.180.240.130.240.270.250.270.350.190.220.250.150.180.300.250.300.220.240.260.310.230.190.170.220.240.25
PEG0.741.000.140.370.290.130.300.120.270.250.230.180.240.230.310.160.200.280.270.170.200.250.350.210.260.150.250.280.260.290.350.210.250.260.180.190.300.270.300.250.260.260.300.230.200.190.240.250.27
REGN0.150.141.000.180.360.180.170.310.360.200.330.170.160.240.240.290.170.270.270.360.330.180.230.250.280.290.400.210.240.360.310.240.240.250.280.230.270.320.300.230.230.310.250.240.260.240.220.230.30
VZ0.390.370.181.000.360.170.320.130.340.270.250.200.240.230.280.170.230.360.330.170.200.300.370.250.270.160.280.260.310.300.310.260.230.260.200.220.400.320.290.270.250.260.300.280.240.280.320.310.31
MRK0.280.290.360.361.000.180.230.190.530.220.400.210.190.200.270.200.240.370.300.260.250.290.360.230.250.200.420.220.240.380.380.230.220.230.190.190.340.330.350.260.250.320.290.240.210.250.310.290.32
CF0.140.130.180.170.181.000.220.170.200.200.240.390.240.210.240.200.450.260.250.190.210.420.270.240.240.240.210.330.280.230.230.330.360.310.300.330.320.310.260.360.360.250.360.410.400.380.350.400.39
TSN0.330.300.170.320.230.221.000.150.260.280.230.260.270.250.330.180.250.320.320.210.200.300.330.260.300.230.260.330.300.260.290.280.260.310.260.290.330.300.280.310.290.270.280.350.280.310.320.350.35
META0.120.120.310.130.190.170.151.000.200.200.210.190.230.300.260.450.170.170.220.520.600.190.190.390.300.420.360.280.350.350.350.310.280.290.390.340.260.350.340.260.280.430.250.290.310.290.300.260.35
PFE0.300.270.360.340.530.200.260.201.000.240.360.220.210.210.290.240.240.430.370.280.290.280.340.280.270.230.430.250.280.430.370.280.240.240.250.250.370.370.340.290.280.330.320.290.250.310.340.330.34
TGT0.230.250.200.270.220.200.280.200.241.000.260.220.330.320.290.250.240.330.370.290.270.280.300.310.460.290.320.310.330.320.280.320.330.390.310.350.320.330.330.340.330.310.340.310.340.350.340.360.38
MCK0.220.230.330.250.400.240.230.210.360.261.000.270.250.250.310.220.280.500.390.250.280.300.350.250.290.250.350.280.290.330.380.300.310.320.230.260.370.320.340.300.350.320.330.300.320.330.350.370.41
VLO0.190.180.170.200.210.390.260.190.220.220.271.000.280.240.280.210.530.280.280.220.280.560.330.300.260.290.220.370.320.210.270.350.370.340.320.370.360.320.290.390.390.330.370.410.420.430.430.450.45
DRI0.240.240.160.240.190.240.270.230.210.330.250.281.000.330.320.260.240.290.290.290.300.260.350.300.370.300.260.410.400.270.370.350.330.420.350.380.350.340.330.340.390.370.360.350.360.380.390.400.43
DHI0.240.230.240.230.200.210.250.300.210.320.250.240.331.000.310.320.220.250.280.350.340.250.320.330.510.370.370.350.350.370.360.330.420.400.380.390.320.320.390.360.360.370.350.380.420.310.320.340.41
STZ0.320.310.240.280.270.240.330.260.290.290.310.280.320.311.000.300.250.360.340.330.330.290.370.300.350.300.320.330.350.340.380.300.330.370.310.350.350.340.370.320.350.400.340.340.340.330.350.360.40
AAPL0.140.160.290.170.200.200.180.450.240.250.220.210.260.320.301.000.230.240.280.500.540.240.250.460.350.490.400.300.360.400.370.400.330.330.480.370.350.460.390.320.300.460.340.330.350.310.340.310.39
COP0.200.200.170.230.240.450.250.170.240.240.280.530.240.220.250.231.000.290.290.230.250.780.350.310.260.270.230.390.320.240.260.370.420.350.320.370.370.330.320.430.420.320.420.460.460.450.450.480.47
CVS0.290.280.270.360.370.260.320.170.430.330.500.280.290.250.360.240.291.000.550.210.270.330.410.260.360.230.340.340.350.350.370.320.300.350.260.310.390.360.330.340.360.330.360.330.310.400.410.420.41
WBA0.280.270.270.330.300.250.320.220.370.370.390.280.290.280.340.280.290.551.000.270.290.340.360.330.360.300.340.360.360.320.340.350.320.380.340.360.400.380.340.380.390.330.380.370.360.380.390.410.42
ADBE0.160.170.360.170.260.190.210.520.280.290.250.220.290.350.330.500.230.210.271.000.600.240.260.470.400.540.500.310.400.480.460.400.340.340.510.400.380.500.490.310.340.570.360.350.370.320.320.310.42
GOOGL0.190.200.330.200.250.210.200.600.290.270.280.280.300.340.330.540.250.270.290.601.000.280.270.450.380.480.450.330.420.440.440.370.340.380.480.420.390.460.450.320.340.550.350.350.360.360.380.350.43
CVX0.260.250.180.300.290.420.300.190.280.280.300.560.260.250.290.240.780.330.340.240.281.000.420.350.290.310.270.400.340.280.310.400.440.380.350.390.440.380.360.450.430.360.450.470.470.470.490.510.50
TRV0.380.350.230.370.360.270.330.190.340.300.350.330.350.320.370.250.350.410.360.260.270.421.000.300.370.270.340.380.390.350.400.350.370.410.280.350.460.380.430.430.410.390.440.410.380.500.550.570.54
INTC0.180.210.250.250.230.240.260.390.280.310.250.300.300.330.300.460.310.260.330.470.450.350.301.000.360.590.420.380.400.390.420.490.370.370.640.430.450.520.420.390.380.450.390.430.400.400.420.400.45
LOW0.240.260.280.270.250.240.300.300.270.460.290.260.370.510.350.350.260.360.360.400.380.290.370.361.000.400.410.370.400.420.380.380.430.470.410.440.390.420.440.410.420.430.440.410.450.410.400.410.48
KLAC0.130.150.290.160.200.240.230.420.230.290.250.290.300.370.300.490.270.230.300.540.480.310.270.590.401.000.440.390.390.440.410.480.440.400.720.470.410.480.450.430.420.500.400.430.460.390.400.390.50
TMO0.240.250.400.280.420.210.260.360.430.320.350.220.260.370.320.400.230.340.340.500.450.270.340.420.410.441.000.310.370.720.530.370.370.360.450.400.390.470.530.380.360.490.410.390.370.360.380.390.45
HST0.270.280.210.260.220.330.330.280.250.310.280.370.410.350.330.300.390.340.360.310.330.400.380.380.370.390.311.000.460.320.380.430.440.490.420.470.400.390.380.460.490.410.450.480.500.490.490.500.54
DIS0.250.260.240.310.240.280.300.350.280.330.290.320.400.350.350.360.320.350.360.400.420.340.390.400.400.390.370.461.000.390.420.390.380.450.410.470.400.440.420.410.430.480.410.430.440.460.470.460.52
DHR0.270.290.360.300.380.230.260.350.430.320.330.210.270.370.340.400.240.350.320.480.440.280.350.390.420.440.720.320.391.000.520.370.390.370.460.400.390.460.560.400.390.500.430.400.380.360.380.390.45
SYK0.350.350.310.310.380.230.290.350.370.280.380.270.370.360.380.370.260.370.340.460.440.310.400.420.380.410.530.380.420.521.000.390.380.380.430.380.410.450.480.350.400.520.420.370.370.360.400.390.46
HPQ0.190.210.240.260.230.330.280.310.280.320.300.350.350.330.300.400.370.320.350.400.370.400.350.490.380.480.370.430.390.370.391.000.440.410.530.470.510.510.410.470.440.440.420.480.470.470.460.480.53
PWR0.220.250.240.230.220.360.260.280.240.330.310.370.330.420.330.330.420.300.320.340.340.440.370.370.430.440.370.440.380.390.380.441.000.490.470.490.420.400.460.530.550.400.500.510.600.480.490.510.56
LKQ0.250.260.250.260.230.310.310.290.240.390.320.340.420.400.370.330.350.350.380.340.380.380.410.370.470.400.360.490.450.370.380.410.491.000.450.540.430.410.450.500.520.430.480.510.530.500.500.540.56
MCHP0.150.180.280.200.190.300.260.390.250.310.230.320.350.380.310.480.320.260.340.510.480.350.280.640.410.720.450.420.410.460.430.530.470.451.000.530.440.510.460.460.450.490.440.500.510.440.450.440.53
APTV0.180.190.230.220.190.330.290.340.250.350.260.370.380.390.350.370.370.310.360.400.420.390.350.430.440.470.400.470.470.400.380.470.490.540.531.000.420.430.420.520.500.450.480.530.550.510.500.520.57
IBM0.300.300.270.400.340.320.330.260.370.320.370.360.350.320.350.350.370.390.400.380.390.440.460.450.390.410.390.400.400.390.410.510.420.430.440.421.000.530.470.480.450.470.470.470.450.460.490.510.53
CSCO0.250.270.320.320.330.310.300.350.370.330.320.320.340.320.340.460.330.360.380.500.460.380.380.520.420.480.470.390.440.460.450.510.400.410.510.430.531.000.500.420.410.500.460.430.410.440.460.460.51
ROP0.300.300.300.290.350.260.280.340.340.330.340.290.330.390.370.390.320.330.340.490.450.360.430.420.440.450.530.380.420.560.480.410.460.450.460.420.470.501.000.480.490.530.520.460.460.410.460.450.52
CMI0.220.250.230.270.260.360.310.260.290.340.300.390.340.360.320.320.430.340.380.310.320.450.430.390.410.430.380.460.410.400.350.470.530.500.460.520.480.420.481.000.590.420.530.590.620.530.540.590.59
WAB0.240.260.230.250.250.360.290.280.280.330.350.390.390.360.350.300.420.360.390.340.340.430.410.380.420.420.360.490.430.390.400.440.550.520.450.500.450.410.490.591.000.440.550.550.610.530.540.550.58
MA0.260.260.310.260.320.250.270.430.330.310.320.330.370.370.400.460.320.330.330.570.550.360.390.450.430.500.490.410.480.500.520.440.400.430.490.450.470.500.530.420.441.000.470.440.430.440.470.460.54
UNP0.310.300.250.300.290.360.280.250.320.340.330.370.360.350.340.340.420.360.380.360.350.450.440.390.440.400.410.450.410.430.420.420.500.480.440.480.470.460.520.530.550.471.000.540.540.510.520.530.57
CE0.230.230.240.280.240.410.350.290.290.310.300.410.350.380.340.330.460.330.370.350.350.470.410.430.410.430.390.480.430.400.370.480.510.510.500.530.470.430.460.590.550.440.541.000.590.550.540.580.60
URI0.190.200.260.240.210.400.280.310.250.340.320.420.360.420.340.350.460.310.360.370.360.470.380.400.450.460.370.500.440.380.370.470.600.530.510.550.450.410.460.620.610.430.540.591.000.550.540.570.61
BAC0.170.190.240.280.250.380.310.290.310.350.330.430.380.310.330.310.450.400.380.320.360.470.500.400.410.390.360.490.460.360.360.470.480.500.440.510.460.440.410.530.530.440.510.550.551.000.840.750.72
JPM0.220.240.220.320.310.350.320.300.340.340.350.430.390.320.350.340.450.410.390.320.380.490.550.420.400.400.380.490.470.380.400.460.490.500.450.500.490.460.460.540.540.470.520.540.540.841.000.740.72
MET0.240.250.230.310.290.400.350.260.330.360.370.450.400.340.360.310.480.420.410.310.350.510.570.400.410.390.390.500.460.390.390.480.510.540.440.520.510.460.450.590.550.460.530.580.570.750.741.000.76
AMP0.250.270.300.310.320.390.350.350.340.380.410.450.430.410.400.390.470.410.420.420.430.500.540.450.480.500.450.540.520.450.460.530.560.560.530.570.530.510.520.590.580.540.570.600.610.720.720.761.00
The correlation results are calculated based on daily price changes starting from May 21, 2012