T212 Ethan

Performance

Risk-Adjusted Performance

Drawdowns

Volatility

Diversification

T212 Ethan

Last updated Sep 20, 2024

Beat the S&P500

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	7.16%
AI.PA L'Air Liquide S.A.	Basic Materials	-0.10%
ASML.AS ASML Holding NV	Technology	3.65%
AZO AutoZone, Inc.	Consumer Cyclical	5.27%
BLK BlackRock, Inc.	Financial Services	0%
CNI Canadian National Railway Company	Industrials	0%
FTNT Fortinet, Inc.	Technology	5.68%
GOOGL Alphabet Inc.	Communication Services	11.22%
HD The Home Depot, Inc.	Consumer Cyclical	5.63%
IDVY.L iShares EURO Dividend UCITS	Europe Equities	0%
JNJ Johnson & Johnson	Healthcare	-0.06%
JPM JPMorgan Chase & Co.	Financial Services	0%
MA Mastercard Inc	Financial Services	4.28%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	7.11%
MSCI MSCI Inc.	Financial Services	2.58%
MSFT Microsoft Corporation	Technology	6.36%
NESN.SW Nestlé S.A.	Consumer Defensive	0%
O Realty Income Corporation	Real Estate	9.90%
PG The Procter & Gamble Company	Consumer Defensive	-0.07%
SBUX Starbucks Corporation	Consumer Cyclical	-0.05%
SPGI		3.39%
STM		-0.05%
TTE.PA		0%
TXN		0%
UNH		13.16%
UNP		0%
V		5.84%
VEEV		9.17%
VHYG.L		0%
VUSA.L		-0.06%
WM		0%

Benchmark

Transactions

Date	Type	Symbol	Quantity	Price
Mar 15, 2024	Buy	MSCI Inc.	0.410976	$550.39
Feb 23, 2024	Buy	Fortinet, Inc.	3.355078	$67.62
Feb 16, 2024	Buy	Fortinet, Inc.	3.28732	$68.93
Feb 9, 2024	Buy	Alphabet Inc.	1.3406616	$149.18
Feb 2, 2024	Buy	VEEV	0.96553	207.14
Jan 26, 2024	Buy	UNH	0.4001918	499.76
Jan 19, 2024	Buy	LVMH Moët Hennessy - Louis Vuitton, Société Européenne	0.1508561	€660.90
Jan 12, 2024	Buy	AutoZone, Inc.	0.07760295	$2,577.22
Dec 22, 2023	Buy	UNH	0.3850298	519.44
Dec 15, 2023	Buy	Alphabet Inc.	1.5151507	$132.00

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T212 Ethan, 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

T212 Ethan

Benchmark (^GSPC)

Portfolio components

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	19.79%	2.08%	9.01%	29.79%	13.85%	11.12%
T212 Ethan	10.36%	0.03%	3.30%	22.41%	N/A	N/A
Portfolio components:
AAPL Apple Inc	19.33%	1.09%	33.18%	32.26%	34.25%	26.20%
IDVY.L iShares EURO Dividend UCITS	12.94%	2.82%	10.99%	19.10%	1.40%	6.73%
VHYG.L	12.77%	1.21%	6.78%	20.12%	N/A	N/A
TTE.PA	6.67%	0.94%	4.29%	9.95%	N/A	N/A
O Realty Income Corporation	9.80%	0.04%	19.90%	23.53%	0.87%	9.03%
NESN.SW Nestlé S.A.	-10.22%	-4.07%	-1.04%	-12.82%	-1.72%	4.85%
JPM JPMorgan Chase & Co.	25.92%	-1.92%	8.27%	46.65%	15.47%	16.41%
JNJ Johnson & Johnson	7.62%	2.87%	7.85%	5.18%	7.53%	7.25%
STM	-41.96%	-7.97%	-32.90%	-31.73%	N/A	N/A
AI.PA L'Air Liquide S.A.	9.95%	3.42%	3.84%	24.86%	13.63%	12.22%
MSFT Microsoft Corporation	17.30%	3.43%	2.69%	38.32%	27.00%	27.05%
VUSA.L	19.68%	0.93%	8.46%	31.89%	N/A	N/A
GOOGL Alphabet Inc.	16.36%	-2.11%	7.81%	24.61%	21.52%	18.50%
BLK BlackRock, Inc.	17.33%	8.96%	14.76%	43.36%	19.07%	13.95%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-14.54%	-9.46%	-22.72%	-10.28%	12.00%	19.51%
HD The Home Depot, Inc.	14.79%	6.01%	1.32%	30.55%	14.47%	18.33%
TXN	24.44%	-0.37%	22.02%	33.46%	N/A	N/A
ASML.AS ASML Holding NV	11.60%	-11.23%	-14.39%	43.08%	27.68%	26.11%
WM	15.51%	-1.91%	-2.66%	31.90%	N/A	N/A
UNH	10.90%	0.18%	18.67%	16.90%	N/A	N/A
UNP	2.79%	1.64%	2.54%	20.10%	N/A	N/A
MA Mastercard Inc	16.11%	5.34%	2.65%	22.95%	13.36%	21.33%
PG The Procter & Gamble Company	19.27%	0.81%	7.44%	15.61%	9.72%	10.40%
SBUX Starbucks Corporation	2.92%	4.44%	8.28%	6.72%	3.65%	12.09%
AZO AutoZone, Inc.	17.58%	-5.06%	-6.15%	20.13%	21.32%	19.70%
SPGI	19.72%	5.25%	25.57%	41.96%	N/A	N/A
CNI Canadian National Railway Company	-3.87%	4.75%	-8.83%	10.18%	8.08%	7.00%
V	10.19%	6.35%	1.09%	21.50%	N/A	N/A
VEEV	11.36%	6.43%	-6.96%	5.51%	N/A	N/A
FTNT Fortinet, Inc.	29.27%	0.32%	10.78%	28.72%	37.16%	30.73%
MSCI MSCI Inc.	-0.95%	-1.13%	1.01%	9.01%	20.91%	29.33%

Monthly Returns

The table below presents the monthly returns of T212 Ethan, 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	2.52%	2.61%	1.64%	-4.96%	0.28%	3.16%	1.97%	4.18%					10.36%
2023	6.31%	-2.43%	4.42%	1.76%	0.95%	3.52%	3.64%	-3.93%	-5.38%	-1.01%	9.33%	3.96%	22.12%
2022					-9.98%	-8.14%	18.86%	-94.52%	-7.39%	7.10%	-181.72%	-5.11%	-104.14%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IDVY.L

iShares EURO Dividend UCITS

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of T212 Ethan is 34, 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.

T212 Ethan

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

T212 Ethan

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	1.57	2.31	1.29	2.09	4.93
IDVY.L iShares EURO Dividend UCITS	1.82	2.58	1.32	1.53	8.68
VHYG.L	0.69	1.25	1.34	1.18	2.19
TTE.PA	0.41	0.68	1.08	0.68	1.51
O Realty Income Corporation	1.54	2.17	1.29	0.86	4.41
NESN.SW Nestlé S.A.	-0.43	-0.48	0.94	-0.32	-1.03
JPM JPMorgan Chase & Co.	2.40	2.80	1.44	3.43	14.69
JNJ Johnson & Johnson	0.55	0.90	1.11	0.48	1.58
STM	-0.83	-1.03	0.87	-0.66	-1.55
AI.PA L'Air Liquide S.A.	1.38	2.06	1.26	2.22	5.61
MSFT Microsoft Corporation	2.08	2.67	1.35	2.64	8.03
VUSA.L	2.70	3.71	1.50	3.52	15.20
GOOGL Alphabet Inc.	0.82	1.21	1.17	1.03	2.95
BLK BlackRock, Inc.	2.50	3.40	1.43	2.35	10.82
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-0.24	-0.16	0.98	-0.20	-0.47
HD The Home Depot, Inc.	1.57	2.25	1.27	1.80	3.82
TXN	1.34	1.94	1.24	1.49	7.66
ASML.AS ASML Holding NV	1.22	1.74	1.24	1.39	4.23
WM	1.92	2.53	1.43	2.78	9.62
UNH	0.67	1.10	1.15	0.74	1.99
UNP	1.40	2.15	1.25	1.60	4.45
MA Mastercard Inc	1.48	1.94	1.29	1.92	4.84
PG The Procter & Gamble Company	1.34	1.87	1.26	2.25	9.62
SBUX Starbucks Corporation	0.24	0.72	1.11	0.26	0.52
AZO AutoZone, Inc.	0.92	1.34	1.18	1.22	2.86
SPGI	2.53	3.33	1.48	2.18	9.36
CNI Canadian National Railway Company	0.59	0.91	1.11	0.63	1.59
V	1.64	2.16	1.29	1.94	5.04
VEEV	0.18	0.45	1.07	0.20	0.40
FTNT Fortinet, Inc.	0.75	1.43	1.20	0.76	2.52
MSCI MSCI Inc.	0.28	0.57	1.08	0.30	0.69

Sharpe Ratio

The current T212 Ethan Sharpe ratio is 2.16. 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 1.88 to 2.55, 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 T212 Ethan 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.

T212 Ethan

Benchmark (^GSPC)

Portfolio components

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.

T212 Ethan

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the T212 Ethan. 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 T212 Ethan was 105.63%, occurring on Sep 2, 2024. The portfolio has not yet recovered.

The current T212 Ethan drawdown is 105.56%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-105.63%	Aug 4, 2022	538	Sep 2, 2024	—	—	—
-21.66%	May 5, 2022	31	Jun 16, 2022	34	Aug 3, 2022	65

Volatility

Volatility Chart

The current T212 Ethan volatility is 2.67%, 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.

T212 Ethan

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.

	UNH	TTE.PA	NESN.SW	JNJ	AZO	PG	O	WM	ASML.AS	GOOGL	VEEV	FTNT	SBUX	AI.PA	JPM	MC.PA	AAPL	IDVY.L	HD	MSFT	STM	UNP	TXN	V	VUSA.L	VHYG.L	CNI	MSCI	MA	SPGI	BLK
UNH	1.00	0.09	0.20	0.37	0.34	0.39	0.27	0.40	0.00	0.12	0.17	0.19	0.26	0.16	0.28	0.11	0.22	0.14	0.22	0.19	0.08	0.25	0.16	0.28	0.14	0.21	0.29	0.27	0.28	0.30	0.21
TTE.PA	0.09	1.00	0.18	-0.00	0.12	0.08	0.07	0.13	0.30	0.15	0.15	0.16	0.17	0.39	0.31	0.38	0.17	0.50	0.16	0.17	0.27	0.27	0.21	0.23	0.32	0.51	0.32	0.21	0.28	0.16	0.23
NESN.SW	0.20	0.18	1.00	0.24	0.12	0.30	0.27	0.24	0.20	0.11	0.19	0.11	0.19	0.43	0.20	0.40	0.12	0.34	0.19	0.11	0.17	0.26	0.13	0.23	0.29	0.39	0.30	0.22	0.23	0.24	0.22
JNJ	0.37	-0.00	0.24	1.00	0.25	0.48	0.38	0.37	-0.02	0.15	0.19	0.16	0.27	0.18	0.29	0.13	0.17	0.17	0.29	0.17	0.11	0.34	0.18	0.30	0.12	0.23	0.32	0.28	0.28	0.34	0.29
AZO	0.34	0.12	0.12	0.25	1.00	0.35	0.22	0.40	0.12	0.15	0.23	0.24	0.32	0.21	0.29	0.16	0.23	0.18	0.39	0.23	0.18	0.32	0.23	0.34	0.23	0.25	0.30	0.31	0.35	0.30	0.29
PG	0.39	0.08	0.30	0.48	0.35	1.00	0.37	0.51	0.06	0.19	0.18	0.18	0.32	0.22	0.26	0.19	0.23	0.14	0.35	0.27	0.13	0.36	0.22	0.35	0.18	0.25	0.40	0.31	0.34	0.37	0.30
O	0.27	0.07	0.27	0.38	0.22	0.37	1.00	0.37	0.12	0.19	0.31	0.25	0.30	0.25	0.32	0.20	0.26	0.28	0.43	0.25	0.29	0.45	0.33	0.32	0.23	0.33	0.42	0.43	0.32	0.50	0.44
WM	0.40	0.13	0.24	0.37	0.40	0.51	0.37	1.00	0.15	0.18	0.22	0.23	0.34	0.25	0.30	0.21	0.30	0.19	0.34	0.28	0.21	0.42	0.25	0.37	0.24	0.28	0.49	0.36	0.39	0.42	0.32
ASML.AS	0.00	0.30	0.20	-0.02	0.12	0.06	0.12	0.15	1.00	0.40	0.38	0.42	0.27	0.53	0.25	0.60	0.41	0.51	0.33	0.46	0.59	0.29	0.52	0.36	0.69	0.53	0.39	0.42	0.42	0.40	0.44
GOOGL	0.12	0.15	0.11	0.15	0.15	0.19	0.19	0.18	0.40	1.00	0.41	0.46	0.36	0.29	0.30	0.33	0.62	0.28	0.34	0.72	0.48	0.30	0.48	0.45	0.46	0.31	0.38	0.50	0.48	0.48	0.48
VEEV	0.17	0.15	0.19	0.19	0.23	0.18	0.31	0.22	0.38	0.41	1.00	0.46	0.35	0.33	0.31	0.34	0.41	0.32	0.45	0.46	0.46	0.33	0.47	0.41	0.44	0.37	0.38	0.54	0.45	0.53	0.50
FTNT	0.19	0.16	0.11	0.16	0.24	0.18	0.25	0.23	0.42	0.46	0.46	1.00	0.38	0.33	0.31	0.34	0.48	0.31	0.35	0.54	0.49	0.34	0.48	0.43	0.43	0.32	0.36	0.55	0.47	0.49	0.48
SBUX	0.26	0.17	0.19	0.27	0.32	0.32	0.30	0.34	0.27	0.36	0.35	0.38	1.00	0.28	0.42	0.36	0.42	0.30	0.44	0.39	0.42	0.42	0.42	0.45	0.35	0.37	0.43	0.48	0.48	0.42	0.49
AI.PA	0.16	0.39	0.43	0.18	0.21	0.22	0.25	0.25	0.53	0.29	0.33	0.33	0.28	1.00	0.32	0.63	0.30	0.63	0.29	0.33	0.41	0.33	0.33	0.37	0.52	0.60	0.42	0.40	0.42	0.40	0.45
JPM	0.28	0.31	0.20	0.29	0.29	0.26	0.32	0.30	0.25	0.30	0.31	0.31	0.42	0.32	1.00	0.33	0.35	0.42	0.42	0.33	0.36	0.54	0.43	0.48	0.40	0.48	0.48	0.44	0.51	0.44	0.61
MC.PA	0.11	0.38	0.40	0.13	0.16	0.19	0.20	0.21	0.60	0.33	0.34	0.34	0.36	0.63	0.33	1.00	0.33	0.64	0.34	0.34	0.50	0.35	0.37	0.36	0.59	0.59	0.43	0.41	0.41	0.37	0.45
AAPL	0.22	0.17	0.12	0.17	0.23	0.23	0.26	0.30	0.41	0.62	0.41	0.48	0.42	0.30	0.35	0.33	1.00	0.29	0.39	0.65	0.55	0.33	0.55	0.49	0.49	0.32	0.40	0.52	0.49	0.50	0.48
IDVY.L	0.14	0.50	0.34	0.17	0.18	0.14	0.28	0.19	0.51	0.28	0.32	0.31	0.30	0.63	0.42	0.64	0.29	1.00	0.34	0.30	0.47	0.42	0.38	0.32	0.64	0.81	0.47	0.41	0.39	0.40	0.50
HD	0.22	0.16	0.19	0.29	0.39	0.35	0.43	0.34	0.33	0.34	0.45	0.35	0.44	0.29	0.42	0.34	0.39	0.34	1.00	0.42	0.43	0.52	0.52	0.45	0.43	0.41	0.50	0.51	0.51	0.54	0.61
MSFT	0.19	0.17	0.11	0.17	0.23	0.27	0.25	0.28	0.46	0.72	0.46	0.54	0.39	0.33	0.33	0.34	0.65	0.30	0.42	1.00	0.52	0.37	0.55	0.51	0.50	0.33	0.43	0.55	0.53	0.56	0.53
STM	0.08	0.27	0.17	0.11	0.18	0.13	0.29	0.21	0.59	0.48	0.46	0.49	0.42	0.41	0.36	0.50	0.55	0.47	0.43	0.52	1.00	0.38	0.77	0.43	0.50	0.48	0.45	0.50	0.45	0.47	0.54
UNP	0.25	0.27	0.26	0.34	0.32	0.36	0.45	0.42	0.29	0.30	0.33	0.34	0.42	0.33	0.54	0.35	0.33	0.42	0.52	0.37	0.38	1.00	0.44	0.47	0.41	0.49	0.64	0.47	0.51	0.52	0.61
TXN	0.16	0.21	0.13	0.18	0.23	0.22	0.33	0.25	0.52	0.48	0.47	0.48	0.42	0.33	0.43	0.37	0.55	0.38	0.52	0.55	0.77	0.44	1.00	0.44	0.46	0.44	0.48	0.51	0.47	0.50	0.60
V	0.28	0.23	0.23	0.30	0.34	0.35	0.32	0.37	0.36	0.45	0.41	0.43	0.45	0.37	0.48	0.36	0.49	0.32	0.45	0.51	0.43	0.47	0.44	1.00	0.46	0.39	0.48	0.54	0.85	0.55	0.54
VUSA.L	0.14	0.32	0.29	0.12	0.23	0.18	0.23	0.24	0.69	0.46	0.44	0.43	0.35	0.52	0.40	0.59	0.49	0.64	0.43	0.50	0.50	0.41	0.46	0.46	1.00	0.79	0.46	0.52	0.52	0.52	0.55
VHYG.L	0.21	0.51	0.39	0.23	0.25	0.25	0.33	0.28	0.53	0.31	0.37	0.32	0.37	0.60	0.48	0.59	0.32	0.81	0.41	0.33	0.48	0.49	0.44	0.39	0.79	1.00	0.54	0.46	0.46	0.45	0.56
CNI	0.29	0.32	0.30	0.32	0.30	0.40	0.42	0.49	0.39	0.38	0.38	0.36	0.43	0.42	0.48	0.43	0.40	0.47	0.50	0.43	0.45	0.64	0.48	0.48	0.46	0.54	1.00	0.50	0.53	0.52	0.53
MSCI	0.27	0.21	0.22	0.28	0.31	0.31	0.43	0.36	0.42	0.50	0.54	0.55	0.48	0.40	0.44	0.41	0.52	0.41	0.51	0.55	0.50	0.47	0.51	0.54	0.52	0.46	0.50	1.00	0.59	0.72	0.63
MA	0.28	0.28	0.23	0.28	0.35	0.34	0.32	0.39	0.42	0.48	0.45	0.47	0.48	0.42	0.51	0.41	0.49	0.39	0.51	0.53	0.45	0.51	0.47	0.85	0.52	0.46	0.53	0.59	1.00	0.57	0.60
SPGI	0.30	0.16	0.24	0.34	0.30	0.37	0.50	0.42	0.40	0.48	0.53	0.49	0.42	0.40	0.44	0.37	0.50	0.40	0.54	0.56	0.47	0.52	0.50	0.55	0.52	0.45	0.52	0.72	0.57	1.00	0.67
BLK	0.21	0.23	0.22	0.29	0.29	0.30	0.44	0.32	0.44	0.48	0.50	0.48	0.49	0.45	0.61	0.45	0.48	0.50	0.61	0.53	0.54	0.61	0.60	0.54	0.55	0.56	0.53	0.63	0.60	0.67	1.00

The correlation results are calculated based on daily price changes starting from May 4, 2022

Performance Analysis

Risk Analysis

Optimization

Factor Model

T212 Ethan

Asset Allocation

Transactions

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community