Hypothetical - 7/12/24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMGN Amgen Inc. | Healthcare | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
CAT Caterpillar Inc. | Industrials | 6.67% |
CLS Celestica Inc. | Technology | 6.67% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 6.67% |
COST Costco Wholesale Corporation | Consumer Defensive | 6.67% |
IIPR Innovative Industrial Properties, Inc. | Real Estate | 6.67% |
IRM Iron Mountain Incorporated | Real Estate | 6.67% |
LLY Eli Lilly and Company | Healthcare | 6.67% |
MAIN Main Street Capital Corporation | Financial Services | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
PRU Prudential Financial, Inc. | Financial Services | 6.67% |
SPG Simon Property Group, Inc. | Real Estate | 6.67% |
WM Waste Management, Inc. | Industrials | 6.67% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hypothetical - 7/12/24, 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
The earliest data available for this chart is Dec 1, 2016, corresponding to the inception date of IIPR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Hypothetical - 7/12/24 | 52.33% | -0.11% | 15.57% | 70.31% | 36.17% | N/A |
| Portfolio components: | ||||||
CAT Caterpillar Inc. | 33.01% | -1.39% | 8.33% | 58.67% | 24.43% | 17.47% |
WM Waste Management, Inc. | 27.39% | 5.70% | 8.77% | 33.09% | 17.02% | 18.93% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
IRM Iron Mountain Incorporated | 69.37% | -4.31% | 42.78% | 93.39% | 35.51% | 18.85% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
AMGN Amgen Inc. | 6.97% | -7.14% | -4.18% | 14.99% | 9.58% | 9.71% |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 27.42% | 23.65% |
CMG Chipotle Mexican Grill, Inc. | 29.58% | -0.02% | -6.46% | 36.82% | 31.58% | 16.07% |
PRU Prudential Financial, Inc. | 24.96% | 0.07% | 7.07% | 39.28% | 11.53% | 8.59% |
MAIN Main Street Capital Corporation | 30.12% | 2.65% | 10.43% | 39.67% | 12.47% | 13.48% |
IIPR Innovative Industrial Properties, Inc. | 7.38% | -22.03% | -5.92% | 38.30% | 9.84% | N/A |
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
SPG Simon Property Group, Inc. | 30.54% | 4.36% | 22.34% | 56.41% | 8.91% | 5.00% |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
Monthly Returns
The table below presents the monthly returns of Hypothetical - 7/12/24, 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 | 4.85% | 11.27% | 7.83% | -2.67% | 7.65% | 4.71% | 0.75% | 2.68% | 2.88% | 1.43% | 52.33% | ||
| 2023 | 8.05% | -1.96% | 2.03% | 1.38% | 3.00% | 8.86% | 7.87% | 3.19% | -1.78% | -2.19% | 11.16% | 10.16% | 60.86% |
| 2022 | -7.47% | -1.50% | 7.22% | -8.92% | -0.72% | -8.60% | 9.84% | -3.43% | -10.66% | 14.28% | 7.85% | -5.96% | -11.30% |
| 2021 | 5.24% | 4.86% | 5.69% | 3.64% | 2.90% | 2.78% | 3.69% | 6.64% | -4.80% | 8.13% | 2.39% | 5.25% | 56.84% |
| 2020 | 0.44% | -8.23% | -17.81% | 20.33% | 8.08% | 3.87% | 5.55% | 7.49% | -1.43% | -4.56% | 15.07% | 5.23% | 32.26% |
| 2019 | 10.50% | 5.65% | 3.45% | -0.29% | -7.04% | 11.16% | 0.47% | -1.32% | 1.70% | 1.28% | 4.04% | 2.94% | 36.09% |
| 2018 | 1.33% | -3.47% | -0.82% | 4.84% | 4.42% | 0.25% | 2.59% | 7.05% | 0.28% | -7.31% | 3.86% | -7.65% | 4.24% |
| 2017 | 4.94% | 2.19% | 1.19% | 1.40% | 1.52% | -0.55% | 0.95% | -0.17% | 3.79% | 0.75% | 3.18% | 4.48% | 26.22% |
| 2016 | 2.24% | 2.24% |
Expense Ratio
Hypothetical - 7/12/24 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Hypothetical - 7/12/24 is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CAT Caterpillar Inc. | 2.36 | 3.11 | 1.41 | 3.96 | 9.17 |
WM Waste Management, Inc. | 1.88 | 2.44 | 1.41 | 2.82 | 8.15 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
IRM Iron Mountain Incorporated | 3.98 | 4.36 | 1.64 | 9.59 | 33.12 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
AMGN Amgen Inc. | 0.66 | 1.10 | 1.15 | 0.89 | 2.17 |
COST Costco Wholesale Corporation | 3.37 | 3.99 | 1.60 | 6.44 | 16.64 |
CMG Chipotle Mexican Grill, Inc. | 1.32 | 1.80 | 1.26 | 1.38 | 3.31 |
PRU Prudential Financial, Inc. | 1.95 | 2.41 | 1.37 | 2.54 | 9.79 |
MAIN Main Street Capital Corporation | 2.92 | 3.72 | 1.56 | 4.24 | 16.27 |
IIPR Innovative Industrial Properties, Inc. | 1.55 | 2.07 | 1.29 | 0.70 | 8.04 |
CLS Celestica Inc. | 4.06 | 3.92 | 1.52 | 6.27 | 19.45 |
SPG Simon Property Group, Inc. | 2.88 | 3.87 | 1.48 | 3.10 | 17.36 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
Dividends
Dividend yield
Hypothetical - 7/12/24 provided a 2.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.85% | 2.99% | 2.18% | 3.18% | 2.93% | 2.99% | 2.70% | 2.47% | 2.84% | 2.38% | 2.32% |
| Portfolio components: | ||||||||||||
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AMGN Amgen Inc. | 2.95% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
CMG Chipotle Mexican Grill, 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% |
PRU Prudential Financial, Inc. | 4.11% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
MAIN Main Street Capital Corporation | 7.87% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
IIPR Innovative Industrial Properties, Inc. | 7.22% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
CLS Celestica 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% |
SPG Simon Property Group, Inc. | 4.41% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Hypothetical - 7/12/24. 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 Hypothetical - 7/12/24 was 38.78%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Hypothetical - 7/12/24 drawdown is 1.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.78% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -23.78% | Dec 30, 2021 | 190 | Sep 30, 2022 | 164 | May 26, 2023 | 354 |
| -17.36% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -11.09% | Jan 24, 2018 | 12 | Feb 8, 2018 | 72 | May 23, 2018 | 84 |
| -11.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The current Hypothetical - 7/12/24 volatility is 3.64%, 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.
Diversification
Asset Correlations Table
| LLY | AMGN | CMG | IIPR | WM | WSM | CLS | IRM | COST | NVDA | MAIN | SPG | CAT | AVGO | PRU | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.42 | 0.18 | 0.12 | 0.33 | 0.14 | 0.16 | 0.20 | 0.28 | 0.20 | 0.19 | 0.17 | 0.18 | 0.23 | 0.18 |
| AMGN | 0.42 | 1.00 | 0.13 | 0.17 | 0.30 | 0.21 | 0.21 | 0.24 | 0.32 | 0.22 | 0.24 | 0.22 | 0.31 | 0.27 | 0.30 |
| CMG | 0.18 | 0.13 | 1.00 | 0.26 | 0.25 | 0.31 | 0.26 | 0.20 | 0.36 | 0.38 | 0.27 | 0.24 | 0.20 | 0.34 | 0.21 |
| IIPR | 0.12 | 0.17 | 0.26 | 1.00 | 0.20 | 0.31 | 0.25 | 0.31 | 0.27 | 0.29 | 0.32 | 0.35 | 0.26 | 0.30 | 0.28 |
| WM | 0.33 | 0.30 | 0.25 | 0.20 | 1.00 | 0.20 | 0.16 | 0.36 | 0.39 | 0.16 | 0.28 | 0.29 | 0.31 | 0.23 | 0.33 |
| WSM | 0.14 | 0.21 | 0.31 | 0.31 | 0.20 | 1.00 | 0.30 | 0.28 | 0.33 | 0.33 | 0.32 | 0.38 | 0.35 | 0.32 | 0.36 |
| CLS | 0.16 | 0.21 | 0.26 | 0.25 | 0.16 | 0.30 | 1.00 | 0.27 | 0.25 | 0.40 | 0.34 | 0.34 | 0.43 | 0.46 | 0.42 |
| IRM | 0.20 | 0.24 | 0.20 | 0.31 | 0.36 | 0.28 | 0.27 | 1.00 | 0.32 | 0.22 | 0.36 | 0.52 | 0.34 | 0.31 | 0.35 |
| COST | 0.28 | 0.32 | 0.36 | 0.27 | 0.39 | 0.33 | 0.25 | 0.32 | 1.00 | 0.39 | 0.27 | 0.26 | 0.27 | 0.39 | 0.26 |
| NVDA | 0.20 | 0.22 | 0.38 | 0.29 | 0.16 | 0.33 | 0.40 | 0.22 | 0.39 | 1.00 | 0.31 | 0.21 | 0.34 | 0.63 | 0.28 |
| MAIN | 0.19 | 0.24 | 0.27 | 0.32 | 0.28 | 0.32 | 0.34 | 0.36 | 0.27 | 0.31 | 1.00 | 0.42 | 0.39 | 0.32 | 0.46 |
| SPG | 0.17 | 0.22 | 0.24 | 0.35 | 0.29 | 0.38 | 0.34 | 0.52 | 0.26 | 0.21 | 0.42 | 1.00 | 0.39 | 0.26 | 0.47 |
| CAT | 0.18 | 0.31 | 0.20 | 0.26 | 0.31 | 0.35 | 0.43 | 0.34 | 0.27 | 0.34 | 0.39 | 0.39 | 1.00 | 0.41 | 0.63 |
| AVGO | 0.23 | 0.27 | 0.34 | 0.30 | 0.23 | 0.32 | 0.46 | 0.31 | 0.39 | 0.63 | 0.32 | 0.26 | 0.41 | 1.00 | 0.34 |
| PRU | 0.18 | 0.30 | 0.21 | 0.28 | 0.33 | 0.36 | 0.42 | 0.35 | 0.26 | 0.28 | 0.46 | 0.47 | 0.63 | 0.34 | 1.00 |