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Ken
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHI 8.33%AVGO 8.33%GD 8.33%IBM 8.33%MRK 8.33%AMZN 8.33%SUN 8.33%HDEF 8.33%SCHD 8.33%RS 8.33%ABBV 8.33%DLN 8.33%BondBondEquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.
Healthcare

8.33%

AMZN
Amazon.com, Inc.
Consumer Cyclical

8.33%

AVGO
Broadcom Inc.
Technology

8.33%

DLN
WisdomTree US LargeCap Dividend ETF
Large Cap Growth Equities, Dividend

8.33%

GD
General Dynamics Corporation

8.33%

HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
Foreign Large Cap Equities, Dividend

8.33%

IBM
International Business Machines Corporation
Technology

8.33%

MRK
Merck & Co., Inc.
Healthcare

8.33%

RS
Reliance Steel & Aluminum Co.
Basic Materials

8.33%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

8.33%

SCHI
Schwab 5-10 Year Corporate Bond ETF
Corporate Bonds

8.33%

SUN
Sunoco LP
Energy

8.33%

S&P 500

Performance

Performance Chart

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


60.00%80.00%100.00%120.00%140.00%FebruaryMarchAprilMayJuneJuly
134.81%
87.36%
Ken
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Ken13.58%1.25%11.31%27.51%N/AN/A
AVGO
Broadcom Inc.
42.01%-4.83%30.88%78.55%44.74%39.84%
GD
General Dynamics Corporation
12.69%-2.88%16.74%36.63%12.12%11.80%
IBM
International Business Machines Corporation
14.19%6.26%8.91%37.50%10.24%4.24%
MRK
Merck & Co., Inc.
16.79%-3.79%7.09%16.97%13.54%11.86%
AMZN
Amazon.com, Inc.
20.53%-3.15%17.89%40.87%13.29%26.14%
SUN
Sunoco LP
-0.77%2.85%0.01%37.54%21.87%11.09%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
5.27%2.98%8.79%10.66%7.00%N/A
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.86%12.32%12.46%11.15%
SCHI
Schwab 5-10 Year Corporate Bond ETF
1.72%0.90%2.77%6.49%N/AN/A
RS
Reliance Steel & Aluminum Co.
9.51%7.88%9.84%7.85%29.08%17.54%
ABBV
AbbVie Inc.
14.35%2.06%6.53%24.51%25.73%17.07%
DLN
WisdomTree US LargeCap Dividend ETF
13.42%2.31%12.73%16.93%11.56%10.48%

Monthly Returns

The table below presents the monthly returns of Ken, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.42%5.23%2.94%-5.06%1.32%3.50%13.58%
20233.83%-1.46%2.74%0.07%0.28%5.24%3.99%0.17%-3.31%0.42%6.44%6.79%27.62%
2022-0.96%1.88%2.95%-3.60%1.31%-5.85%5.20%-3.40%-6.22%9.58%6.48%-2.07%4.02%
2021-1.00%2.84%5.78%3.93%1.48%1.07%1.06%0.89%-3.38%4.55%-1.99%8.14%25.33%
2020-0.68%-7.20%-12.50%13.70%5.18%0.99%3.43%5.10%-3.53%-2.33%11.59%3.00%14.67%
20194.45%2.37%1.34%8.36%

Expense Ratio

Ken has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for HDEF: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHI: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for DLN: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Ken is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Ken is 9393
Ken
The Sharpe Ratio Rank of Ken is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of Ken is 9393Sortino Ratio Rank
The Omega Ratio Rank of Ken is 9494Omega Ratio Rank
The Calmar Ratio Rank of Ken is 9595Calmar Ratio Rank
The Martin Ratio Rank of Ken is 8989Martin 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.


Ken
Sharpe ratio
The chart of Sharpe ratio for Ken, currently valued at 2.88, compared to the broader market-1.000.001.002.003.004.002.88
Sortino ratio
The chart of Sortino ratio for Ken, currently valued at 4.12, compared to the broader market-2.000.002.004.006.004.12
Omega ratio
The chart of Omega ratio for Ken, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.801.52
Calmar ratio
The chart of Calmar ratio for Ken, currently valued at 5.20, compared to the broader market0.002.004.006.008.0010.005.20
Martin ratio
The chart of Martin ratio for Ken, currently valued at 14.63, compared to the broader market0.0010.0020.0030.0040.0014.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVGO
Broadcom Inc.
2.012.791.345.3812.54
GD
General Dynamics Corporation
2.223.661.452.6519.20
IBM
International Business Machines Corporation
1.992.831.412.435.97
MRK
Merck & Co., Inc.
1.211.911.241.545.30
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
SUN
Sunoco LP
1.462.131.261.784.59
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
0.961.401.171.283.27
SCHD
Schwab US Dividend Equity ETF
1.171.741.200.993.63
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.901.371.150.352.93
RS
Reliance Steel & Aluminum Co.
0.330.681.090.450.90
ABBV
AbbVie Inc.
1.592.151.301.895.32
DLN
WisdomTree US LargeCap Dividend ETF
1.902.711.341.866.03

Sharpe Ratio

The current Ken Sharpe ratio is 2.88. 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 1.31 to 2.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Ken 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 Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
2.88
1.82
Ken
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Ken granted a 2.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Ken2.92%2.99%3.29%3.14%3.68%3.40%3.60%3.01%3.59%2.69%1.99%2.19%
AVGO
Broadcom Inc.
1.29%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
GD
General Dynamics Corporation
1.90%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
IBM
International Business Machines Corporation
3.63%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
MRK
Merck & Co., Inc.
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
AMZN
Amazon.com, 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%
SUN
Sunoco LP
5.89%5.59%7.66%8.09%11.47%10.79%12.14%11.63%12.16%6.78%4.12%5.43%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
4.35%4.38%5.41%4.76%3.93%4.20%3.55%3.38%9.13%1.72%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHI
Schwab 5-10 Year Corporate Bond ETF
4.98%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%0.00%0.00%
RS
Reliance Steel & Aluminum Co.
1.38%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%2.06%
ABBV
AbbVie Inc.
3.56%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
DLN
WisdomTree US LargeCap Dividend ETF
2.14%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%3.01%2.34%2.40%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.48%
-2.86%
Ken
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ken. 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 Ken was 33.18%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Ken drawdown is 1.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.18%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-13.55%Apr 21, 2022113Sep 30, 202242Nov 30, 2022155
-8.57%Sep 3, 202039Oct 28, 202010Nov 11, 202049
-5.48%Apr 2, 202422May 1, 202432Jun 17, 202454
-5.05%Jan 13, 20227Jan 24, 202237Mar 17, 202244

Volatility

Volatility Chart

The current Ken volatility is 1.74%, 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
1.74%
2.76%
Ken
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.

SCHIMRKAMZNSUNABBVAVGORSGDIBMHDEFSCHDDLN
SCHI1.000.080.260.120.100.180.090.100.120.250.200.24
MRK0.081.000.090.190.450.110.210.270.300.310.380.40
AMZN0.260.091.000.150.130.530.230.130.230.370.350.45
SUN0.120.190.151.000.220.220.330.310.280.390.420.41
ABBV0.100.450.130.221.000.220.230.310.350.340.440.47
AVGO0.180.110.530.220.221.000.370.300.390.460.530.61
RS0.090.210.230.330.230.371.000.490.450.530.650.59
GD0.100.270.130.310.310.300.491.000.500.480.660.64
IBM0.120.300.230.280.350.390.450.501.000.500.690.66
HDEF0.250.310.370.390.340.460.530.480.501.000.740.76
SCHD0.200.380.350.420.440.530.650.660.690.741.000.93
DLN0.240.400.450.410.470.610.590.640.660.760.931.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2019