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APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight

Last updated Mar 2, 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
INTC

3.28%

ADBE
Adobe Inc
Technology

3.27%

IBM

3.22%

ROP

3.14%

CSCO
Cisco Systems, Inc.
Technology

3.09%

KLAC

3%

AAPL
Apple Inc.
Technology

2.80%

MCHP

2.68%

HPQ
HP Inc.
Technology

2.57%

META

2.48%

GOOGL
Alphabet Inc.
Communication Services

2.40%

HST
Host Hotels & Resorts, Inc.
Real Estate

2.15%

APTV
Aptiv PLC
Consumer Cyclical

2.14%

LOW

2.14%

DHI
D.R. Horton, Inc.
Consumer Cyclical

2.08%

MET

2.05%

MA

2%

JPM

2%

AMP
Ameriprise Financial, Inc.
Financial Services

2%

DIS
The Walt Disney Company
Communication Services

2%

VZ

2%

STZ

1.80%

CVX
Chevron Corporation
Energy

1.80%

VLO

1.80%

DRI
Darden Restaurants, Inc.
Consumer Cyclical

1.80%

REGN

1.80%

LKQ

1.80%

URI

1.80%

TRV

1.80%

PWR

1.70%

MCK

1.70%

BAC
Bank of America Corporation
Financial Services

1.70%

TSN

1.70%

DHR
Danaher Corporation
Healthcare

1.70%

WAB

1.70%

MRK

1.70%

SYK

1.70%

CMI
Cummins Inc.
Industrials

1.70%

TGT

1.70%

PFE

1.70%

DTE
DTE Energy Company
Utilities

1.61%

UNP

1.60%

COP
ConocoPhillips Company
Energy

1.60%

TMO

1.60%

CVS
CVS Health Corporation
Healthcare

1.60%

CE
Celanese Corporation
Basic Materials

1.60%

CF
CF Industries Holdings, Inc.
Basic Materials

1.60%

WBA

1.60%

PEG

1.60%

S&P 500

Performance

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


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
642.15%
296.62%
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

As of Mar 2, 2024, the APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight returned 5.89% Year-To-Date and 15.54% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight5.89%3.44%13.98%24.46%17.42%15.51%
INTC
-12.54%3.17%20.44%68.31%-1.39%8.92%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%17.32%23.61%
IBM
16.12%2.22%29.83%51.90%12.72%4.83%
ROP
0.66%-0.30%10.00%28.14%12.01%15.45%
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.89%11.76%
KLAC
23.72%19.00%42.23%90.17%46.45%32.66%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.89%
MCHP
-3.00%3.77%6.85%7.53%16.66%16.41%
HPQ
HP Inc.
-2.26%2.55%-1.40%6.56%12.37%11.27%
META
42.06%5.86%69.66%171.43%24.10%21.71%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.26%
HST
Host Hotels & Resorts, Inc.
7.60%7.93%35.25%27.44%3.53%3.81%
APTV
Aptiv PLC
-11.89%-5.33%-24.35%-33.74%-1.00%4.31%
LOW
10.50%11.48%6.39%25.06%21.12%19.35%
DHI
D.R. Horton, Inc.
0.86%4.35%27.84%66.32%32.84%21.81%
MET
6.28%6.57%10.26%2.62%12.87%7.69%
MA
11.93%3.48%15.04%32.65%16.76%20.70%
JPM
9.60%6.04%27.92%32.66%15.67%15.35%
AMP
Ameriprise Financial, Inc.
8.47%5.46%20.85%20.98%28.47%16.63%
DIS
The Walt Disney Company
23.99%15.26%37.57%11.05%-0.06%3.90%
VZ
8.43%-4.58%19.77%12.91%-1.47%3.28%
STZ
3.78%0.12%-2.94%13.63%9.96%12.90%
CVX
Chevron Corporation
3.56%1.47%-4.99%-3.53%9.12%7.35%
VLO
11.05%3.94%8.95%4.88%17.22%14.92%
DRI
Darden Restaurants, Inc.
5.09%2.86%12.04%20.19%12.09%18.12%
REGN
11.90%3.98%18.18%26.12%17.64%11.28%
LKQ
8.77%9.89%-1.04%-8.93%14.43%7.05%
URI
22.48%7.35%43.47%48.03%40.54%23.25%
TRV
14.87%1.86%36.41%21.92%13.15%12.53%
PWR
11.63%17.79%13.53%47.94%47.07%21.05%
MCK
13.72%4.37%27.86%52.96%36.25%12.07%
BAC
Bank of America Corporation
2.74%3.35%20.32%3.74%5.99%9.22%
TSN
-0.12%-4.74%3.16%-6.73%-0.95%5.01%
DHR
Danaher Corporation
10.60%3.87%8.94%14.58%18.74%18.07%
WAB
12.13%5.98%25.56%33.22%15.00%6.37%
UNP
3.53%2.40%15.69%23.68%11.12%13.02%
COP
ConocoPhillips Company
-1.58%3.26%-5.52%8.53%14.57%9.03%
TMO
8.58%4.44%3.57%3.29%18.09%16.80%
MRK
16.46%0.44%17.22%22.11%13.71%12.23%
SYK
17.95%3.27%24.86%31.48%14.52%17.36%
CMI
Cummins Inc.
13.54%11.18%15.81%7.75%14.95%9.36%
TGT
9.84%7.53%25.92%-3.32%18.13%13.04%
PFE
-6.25%-1.26%-23.55%-32.06%-4.44%2.34%
CVS
CVS Health Corporation
-5.63%1.03%14.44%-6.63%9.24%2.61%
CE
Celanese Corporation
-0.77%4.90%20.33%26.09%10.83%13.49%
CF
CF Industries Holdings, Inc.
4.45%8.52%5.36%-2.07%17.79%7.54%
WBA
-16.76%-4.00%-5.01%-36.27%-15.65%-7.71%
PEG
1.78%6.94%4.82%7.04%4.51%9.56%
DTE
DTE Energy Company
-1.95%2.88%7.73%2.42%4.06%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.57%4.35%
2023-2.50%-3.75%-2.70%8.80%6.46%

Sharpe Ratio

The current APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight Sharpe ratio is 2.09. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.09

The Sharpe ratio of APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.09
2.44
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Portfolio components

Dividend yield

APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight granted a 1.97% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight1.97%2.03%2.04%1.61%1.88%1.84%2.13%1.72%1.86%1.89%2.23%1.46%
INTC
1.14%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
3.53%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
ROP
0.51%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.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
KLAC
0.77%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.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MCHP
1.93%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.
3.61%3.53%3.77%2.21%2.94%3.20%2.83%2.56%3.40%3.01%1.56%2.03%
META
0.10%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.
0.00%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.
3.08%3.31%2.02%0.00%1.33%4.22%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
1.78%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.
0.72%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
MET
2.98%3.12%2.74%3.04%3.88%3.41%4.04%0.86%0.09%0.10%0.08%0.06%
MA
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
JPM
2.21%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.
1.32%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
0.27%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
VZ
6.55%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
STZ
1.42%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
4.03%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
VLO
2.88%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.32%
DRI
Darden Restaurants, Inc.
3.00%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%0.10%0.12%0.12%
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
2.16%2.35%1.92%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URI
0.87%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRV
1.80%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
0.46%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
2.74%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
TSN
3.65%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%0.26%0.32%0.44%0.62%0.60%0.63%0.58%0.47%0.13%
WAB
0.50%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%0.23%0.18%
UNP
2.06%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
3.13%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
TMO
0.24%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
MRK
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
SYK
0.86%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.
2.45%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%1.95%1.60%
TGT
2.82%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
PFE
6.21%5.70%3.12%2.64%0.77%0.72%0.61%0.69%0.72%0.68%0.65%0.61%
CVS
CVS Health Corporation
3.36%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
1.82%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.
2.06%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%0.94%
WBA
7.86%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%1.71%2.05%
PEG
3.66%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
3.59%3.52%3.07%2.98%3.39%2.96%3.26%3.07%3.10%3.54%3.11%3.89%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
2.09
INTC
1.95
ADBE
Adobe Inc
2.45
IBM
2.91
ROP
2.03
CSCO
Cisco Systems, Inc.
0.16
KLAC
2.68
AAPL
Apple Inc.
1.27
MCHP
0.31
HPQ
HP Inc.
0.23
META
5.10
GOOGL
Alphabet Inc.
1.87
HST
Host Hotels & Resorts, Inc.
1.05
APTV
Aptiv PLC
-1.01
LOW
1.30
DHI
D.R. Horton, Inc.
2.41
MET
0.05
MA
2.13
JPM
1.68
AMP
Ameriprise Financial, Inc.
0.88
DIS
The Walt Disney Company
0.50
VZ
0.53
STZ
0.87
CVX
Chevron Corporation
-0.08
VLO
0.21
DRI
Darden Restaurants, Inc.
1.33
REGN
1.25
LKQ
-0.37
URI
1.33
TRV
1.08
PWR
1.79
MCK
2.50
BAC
Bank of America Corporation
0.16
TSN
-0.25
DHR
Danaher Corporation
0.77
WAB
1.76
UNP
1.22
COP
ConocoPhillips Company
0.42
TMO
0.33
MRK
1.24
SYK
1.77
CMI
Cummins Inc.
0.48
TGT
-0.04
PFE
-1.34
CVS
CVS Health Corporation
-0.29
CE
Celanese Corporation
1.03
CF
CF Industries Holdings, Inc.
-0.03
WBA
-0.99
PEG
0.54
DTE
DTE Energy Company
0.25

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

DTEPEGREGNVZTSNCFMRKMETAPFETGTMCKVLODRIDHISTZAAPLCOPCVSWBAADBECVXGOOGLTRVLOWINTCHSTTMOKLACDISDHRSYKHPQPWRLKQAPTVMCHPIBMCSCOROPCMIWABUNPMACEURIBACJPMMETAMP
DTE1.000.740.140.400.320.130.290.120.300.220.230.190.240.240.320.140.210.300.270.170.260.200.380.240.180.270.240.140.250.270.350.190.230.240.170.150.300.250.300.230.250.310.260.220.190.170.220.230.25
PEG0.741.000.140.380.300.130.290.120.270.250.230.180.240.230.310.170.210.290.270.180.250.200.360.260.210.280.250.150.270.290.350.210.250.260.190.180.310.280.300.250.260.310.260.230.200.190.230.250.27
REGN0.140.141.000.180.170.180.370.320.370.200.330.180.160.230.240.290.180.270.270.360.180.340.230.280.250.210.400.300.250.360.320.240.240.240.230.290.270.320.300.230.240.250.310.240.260.240.230.230.30
VZ0.400.380.181.000.320.170.360.140.330.280.260.200.240.230.280.180.230.360.330.180.300.220.370.270.260.260.280.170.310.300.320.270.230.260.220.200.410.310.300.270.260.300.270.280.240.280.320.310.31
TSN0.320.300.170.321.000.220.230.160.260.280.230.260.270.250.330.180.250.320.320.220.300.210.330.300.270.330.260.240.300.260.300.280.270.310.280.270.340.290.280.320.290.280.280.350.280.310.320.350.36
CF0.130.130.180.170.221.000.180.170.200.200.250.390.240.210.240.210.450.260.240.200.430.220.270.250.250.330.210.250.290.230.230.340.370.320.330.300.320.310.260.370.370.360.260.420.410.390.360.400.40
MRK0.290.290.370.360.230.181.000.200.540.220.400.210.200.210.270.210.240.380.310.260.300.250.370.250.240.230.430.220.250.390.390.240.230.230.200.200.350.330.360.260.250.290.320.250.220.260.310.290.32
META0.120.120.320.140.160.170.201.000.220.210.210.200.240.290.270.460.170.190.240.530.200.600.200.310.400.290.370.420.350.360.360.320.280.300.350.400.270.360.350.260.280.260.440.300.320.300.310.270.35
PFE0.300.270.370.330.260.200.540.221.000.250.370.230.210.220.290.250.250.430.380.290.290.300.340.280.290.250.440.240.290.430.380.280.250.240.250.260.370.360.340.300.290.320.340.290.260.310.340.330.35
TGT0.220.250.200.280.280.200.220.210.251.000.270.220.330.320.290.260.240.330.370.300.280.280.290.460.310.320.330.300.330.330.290.320.340.390.340.320.330.340.340.340.330.340.310.310.340.350.350.360.39
MCK0.230.230.330.260.230.250.400.210.370.271.000.280.260.260.310.230.280.510.400.260.300.280.350.300.260.280.350.250.290.330.380.310.310.320.270.240.380.340.340.310.350.340.330.300.320.340.360.380.41
VLO0.190.180.180.200.260.390.210.200.230.220.281.000.280.250.280.220.540.290.280.230.560.280.330.260.310.380.230.300.320.220.280.360.380.350.380.330.360.320.290.390.400.370.330.410.430.440.430.450.46
DRI0.240.240.160.240.270.240.200.240.210.330.260.281.000.330.330.270.250.290.300.290.270.310.360.370.310.420.260.310.410.270.370.360.340.420.380.360.350.340.330.340.400.360.370.350.370.380.400.400.44
DHI0.240.230.230.230.250.210.210.290.220.320.260.250.331.000.320.320.230.260.290.350.250.350.320.500.340.350.370.380.350.370.360.340.410.410.380.380.320.320.390.350.360.350.380.380.410.310.330.340.41
STZ0.320.310.240.280.330.240.270.270.290.290.310.280.330.321.000.310.250.360.340.340.290.340.370.350.310.340.320.320.350.350.390.310.330.370.350.320.360.350.370.320.360.340.400.350.340.330.360.360.40
AAPL0.140.170.290.180.180.210.210.460.250.260.230.220.270.320.311.000.240.240.290.510.250.540.260.360.460.300.420.500.370.410.370.410.340.340.380.490.360.480.400.330.310.350.470.340.350.320.350.310.40
COP0.210.210.180.230.250.450.240.170.250.240.280.540.250.230.250.241.000.290.300.230.780.250.350.260.320.400.240.270.320.250.270.380.430.350.370.330.380.340.330.440.420.430.320.470.470.460.460.490.48
CVS0.300.290.270.360.320.260.380.190.430.330.510.290.290.260.360.240.291.000.560.230.330.280.420.360.270.340.340.250.350.360.380.320.310.350.310.280.390.370.330.350.370.360.330.340.320.400.410.420.42
WBA0.270.270.270.330.320.240.310.240.380.370.400.280.300.290.340.290.300.561.000.280.340.300.360.360.340.370.340.320.370.320.350.360.340.390.360.340.410.390.350.390.400.380.330.370.370.400.400.410.43
ADBE0.170.180.360.180.220.200.260.530.290.300.260.230.290.350.340.510.230.230.281.000.250.610.280.410.480.320.510.550.410.490.470.410.350.340.410.520.380.510.490.320.350.370.580.360.370.320.330.320.43
CVX0.260.250.180.300.300.430.300.200.290.280.300.560.270.250.290.250.780.330.340.251.000.290.420.290.360.410.280.320.350.300.320.410.450.380.390.360.450.380.370.460.440.450.360.480.480.480.500.510.51
GOOGL0.200.200.340.220.210.220.250.600.300.280.280.280.310.350.340.540.250.280.300.610.291.000.290.390.460.340.470.490.430.450.440.380.350.390.430.490.400.470.460.340.350.360.560.360.370.370.390.360.44
TRV0.380.360.230.370.330.270.370.200.340.290.350.330.360.320.370.260.350.420.360.280.420.291.000.370.310.380.340.280.390.350.410.360.380.410.350.290.460.390.430.430.410.440.390.420.380.500.560.570.55
LOW0.240.260.280.270.300.250.250.310.280.460.300.260.370.500.350.360.260.360.360.410.290.390.371.000.370.370.410.400.410.420.380.380.440.470.440.410.400.430.450.410.420.440.430.410.450.410.410.410.48
INTC0.180.210.250.260.270.250.240.400.290.310.260.310.310.340.310.460.320.270.340.480.360.460.310.371.000.380.430.600.400.410.430.500.380.370.440.640.460.530.430.400.390.400.460.430.410.410.430.400.46
HST0.270.280.210.260.330.330.230.290.250.320.280.380.420.350.340.300.400.340.370.320.410.340.380.370.381.000.310.390.460.320.380.430.440.490.460.420.410.390.380.470.500.450.410.490.500.490.500.500.54
TMO0.240.250.400.280.260.210.430.370.440.330.350.230.260.370.320.420.240.340.340.510.280.470.340.410.430.311.000.450.380.720.530.370.370.370.400.450.390.470.530.380.370.420.500.390.370.360.390.390.46
KLAC0.140.150.300.170.240.250.220.420.240.300.250.300.310.380.320.500.270.250.320.550.320.490.280.400.600.390.451.000.400.450.420.480.430.410.480.720.410.500.460.430.420.410.510.440.460.400.410.410.51
DIS0.250.270.250.310.300.290.250.350.290.330.290.320.410.350.350.370.320.350.370.410.350.430.390.410.400.460.380.401.000.400.430.400.380.450.470.410.410.450.430.410.440.420.490.430.450.470.480.460.53
DHR0.270.290.360.300.260.230.390.360.430.330.330.220.270.370.350.410.250.360.320.490.300.450.350.420.410.320.720.450.401.000.520.370.390.370.400.460.390.470.570.410.390.440.510.410.380.370.390.390.46
SYK0.350.350.320.320.300.230.390.360.380.290.380.280.370.360.390.370.270.380.350.470.320.440.410.380.430.380.530.420.430.521.000.400.380.390.390.430.420.460.480.360.400.420.530.380.370.360.410.400.47
HPQ0.190.210.240.270.280.340.240.320.280.320.310.360.360.340.310.410.380.320.360.410.410.380.360.380.500.430.370.480.400.370.401.000.440.420.480.530.520.520.420.480.440.420.440.490.470.480.470.490.54
PWR0.230.250.240.230.270.370.230.280.250.340.310.380.340.410.330.340.430.310.340.350.450.350.380.440.380.440.370.430.380.390.380.441.000.490.500.470.430.410.470.530.550.510.410.520.600.490.500.520.56
LKQ0.240.260.240.260.310.320.230.300.240.390.320.350.420.410.370.340.350.350.390.340.380.390.410.470.370.490.370.410.450.370.390.420.491.000.540.450.440.420.450.510.530.480.430.510.540.500.510.540.57
APTV0.170.190.230.220.280.330.200.350.250.340.270.380.380.380.350.380.370.310.360.410.390.430.350.440.440.460.400.480.470.400.390.480.500.541.000.530.420.440.430.530.510.480.460.530.550.520.500.520.57
MCHP0.150.180.290.200.270.300.200.400.260.320.240.330.360.380.320.490.330.280.340.520.360.490.290.410.640.420.450.720.410.460.430.530.470.450.531.000.440.520.470.470.450.450.500.500.510.450.460.450.54
IBM0.300.310.270.410.340.320.350.270.370.330.380.360.350.320.360.360.380.390.410.380.450.400.460.400.460.410.390.410.410.390.420.520.430.440.420.441.000.540.480.490.460.470.480.470.450.470.500.520.53
CSCO0.250.280.320.310.290.310.330.360.360.340.340.320.340.320.350.480.340.370.390.510.380.470.390.430.530.390.470.500.450.470.460.520.410.420.440.520.541.000.500.430.420.460.500.440.420.440.460.460.52
ROP0.300.300.300.300.280.260.360.350.340.340.340.290.330.390.370.400.330.330.350.490.370.460.430.450.430.380.530.460.430.570.480.420.470.450.430.470.480.501.000.490.490.530.540.470.470.420.470.450.53
CMI0.230.250.230.270.320.370.260.260.300.340.310.390.340.350.320.330.440.350.390.320.460.340.430.410.400.470.380.430.410.410.360.480.530.510.530.470.490.430.491.000.590.540.420.590.630.530.550.590.60
WAB0.250.260.240.260.290.370.250.280.290.330.350.400.400.360.360.310.420.370.400.350.440.350.410.420.390.500.370.420.440.390.400.440.550.530.510.450.460.420.490.591.000.560.440.550.610.540.550.560.59
UNP0.310.310.250.300.280.360.290.260.320.340.340.370.360.350.340.350.430.360.380.370.450.360.440.440.400.450.420.410.420.440.420.420.510.480.480.450.470.460.530.540.561.000.470.540.540.510.530.530.58
MA0.260.260.310.270.280.260.320.440.340.310.330.330.370.380.400.470.320.330.330.580.360.560.390.430.460.410.500.510.490.510.530.440.410.430.460.500.480.500.540.420.440.471.000.450.430.440.480.460.55
CE0.220.230.240.280.350.420.250.300.290.310.300.410.350.380.350.340.470.340.370.360.480.360.420.410.430.490.390.440.430.410.380.490.520.510.530.500.470.440.470.590.550.540.451.000.590.560.550.580.61
URI0.190.200.260.240.280.410.220.320.260.340.320.430.370.410.340.350.470.320.370.370.480.370.380.450.410.500.370.460.450.380.370.470.600.540.550.510.450.420.470.630.610.540.430.591.000.560.540.570.62
BAC0.170.190.240.280.310.390.260.300.310.350.340.440.380.310.330.320.460.400.400.320.480.370.500.410.410.490.360.400.470.370.360.480.490.500.520.450.470.440.420.530.540.510.440.560.561.000.840.750.72
JPM0.220.230.230.320.320.360.310.310.340.350.360.430.400.330.360.350.460.410.400.330.500.390.560.410.430.500.390.410.480.390.410.470.500.510.500.460.500.460.470.550.550.530.480.550.540.841.000.750.73
MET0.230.250.230.310.350.400.290.270.330.360.380.450.400.340.360.310.490.420.410.320.510.360.570.410.400.500.390.410.460.390.400.490.520.540.520.450.520.460.450.590.560.530.460.580.570.750.751.000.77
AMP0.250.270.300.310.360.400.320.350.350.390.410.460.440.410.400.400.480.420.430.430.510.440.550.480.460.540.460.510.530.460.470.540.560.570.570.540.530.520.530.600.590.580.550.610.620.720.730.771.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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
-15.87%Dec 2, 201549Feb 11, 201645Apr 18, 201694
-12.24%Jun 24, 201544Aug 25, 201549Nov 3, 201593

Volatility Chart

The current APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight volatility is 3.01%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.01%
3.47%
APPLIED FINANCE CAPITAL MANAGEMENT 13F. 1% min weight
Benchmark (^GSPC)
Portfolio components
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