Rannicus
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADBE Adobe Inc | Technology | 8.88% |
ASML ASML Holding N.V. | Technology | 3.94% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 5.02% |
BLK BlackRock, Inc. | Financial Services | 6.84% |
GOOGL Alphabet Inc. | Communication Services | 25.95% |
META Meta Platforms, Inc. | Communication Services | 23.74% |
MKTX MarketAxess Holdings Inc. | Financial Services | 11.56% |
MSCI MSCI Inc. | Financial Services | 4.09% |
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | Industrials | 2.34% |
PAYC Paycom Software, Inc. | Technology | 3.19% |
V Visa Inc. | Financial Services | 3.40% |
WBD Warner Bros. Discovery, Inc. | Communication Services | 1.06% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| May 24, 2024 | Buy | Warner Bros. Discovery, Inc. | 1 | $7.75 |
| May 10, 2024 | Buy | Warner Bros. Discovery, Inc. | 7 | $8.05 |
| May 10, 2024 | Buy | Paycom Software, Inc. | 1.02532957 | $173.75 |
| May 10, 2024 | Buy | MSCI Inc. | 0.49057655 | $484.50 |
| May 10, 2024 | Buy | MarketAxess Holdings Inc. | 1.01405289 | $205.50 |
| May 10, 2024 | Buy | Adobe Inc | 0.20844082 | $484.55 |
| Feb 23, 2024 | Buy | Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | 2.6 | $71.00 |
| Sep 22, 2023 | Buy | MarketAxess Holdings Inc. | 1.07622655 | $216.50 |
| Jun 30, 2023 | Buy | MarketAxess Holdings Inc. | 1.08150015 | $262.00 |
| Dec 28, 2022 | Buy | Alphabet Inc. | 2 | $86.52 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rannicus, 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
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% |
| Rannicus | 24.48% | 0.83% | 11.06% | 33.22% | N/A | N/A |
| Portfolio components: | ||||||
BABA Alibaba Group Holding Limited | 19.71% | -14.66% | 14.56% | 12.10% | -12.74% | -2.01% |
META Meta Platforms, Inc. | 64.35% | -1.76% | 20.68% | 72.98% | 24.51% | 22.80% |
BLK BlackRock, Inc. | 29.39% | 3.96% | 27.98% | 51.63% | 19.04% | 14.38% |
GOOGL Alphabet Inc. | 28.37% | 8.44% | 3.95% | 34.20% | 21.96% | 20.55% |
ADBE Adobe Inc | -10.74% | 4.48% | 9.71% | -11.89% | 12.39% | 22.30% |
ASML ASML Holding N.V. | -10.32% | -22.62% | -27.86% | 0.50% | 20.77% | 22.01% |
V Visa Inc. | 19.78% | 10.47% | 10.58% | 26.29% | 12.31% | 18.27% |
MKTX MarketAxess Holdings Inc. | -7.87% | -6.11% | 23.97% | 18.24% | -6.11% | 16.06% |
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | -19.88% | -4.12% | -22.49% | 11.23% | 8.76% | 10.31% |
MSCI MSCI Inc. | 8.90% | 0.52% | 25.35% | 18.91% | 20.69% | 30.43% |
PAYC Paycom Software, Inc. | 10.93% | 38.33% | 28.96% | 30.36% | -0.20% | 25.60% |
WBD Warner Bros. Discovery, Inc. | -14.59% | 28.91% | 18.54% | -6.90% | -20.09% | -11.67% |
Monthly Returns
The table below presents the monthly returns of Rannicus, 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 | 0.16% | 5.30% | 2.03% | -3.17% | 4.11% | 4.85% | -0.43% | 2.46% | 3.79% | 0.83% | 24.48% | ||
| 2023 | 15.05% | -6.71% | 13.58% | 1.01% | 8.30% | 4.11% | 9.63% | -2.67% | -5.00% | -1.62% | 9.22% | 7.14% | 62.01% |
| 2022 | -1.58% | -24.74% | 3.94% | -13.33% | -0.69% | -1.60% | -8.03% | -0.46% | -14.82% | -4.47% | 15.03% | -5.27% | -47.07% |
| 2021 | -0.67% | 5.99% | -13.93% | -13.23% | -12.18% | 3.72% | -11.31% | -0.96% | -37.09% |
Expense Ratio
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 rank of Rannicus is 22, indicating that it is in the bottom 22% 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 | |
|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.38 | 0.81 | 1.10 | 0.20 | 1.11 |
META Meta Platforms, Inc. | 2.13 | 3.04 | 1.42 | 4.16 | 12.93 |
BLK BlackRock, Inc. | 3.16 | 4.19 | 1.53 | 2.47 | 13.91 |
GOOGL Alphabet Inc. | 1.35 | 1.89 | 1.25 | 1.62 | 4.06 |
ADBE Adobe Inc | -0.29 | -0.18 | 0.97 | -0.27 | -0.58 |
ASML ASML Holding N.V. | 0.08 | 0.41 | 1.06 | 0.09 | 0.22 |
V Visa Inc. | 1.67 | 2.22 | 1.32 | 2.20 | 5.60 |
MKTX MarketAxess Holdings Inc. | 0.63 | 1.04 | 1.16 | 0.37 | 1.01 |
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | 0.38 | 0.83 | 1.10 | 0.38 | 0.82 |
MSCI MSCI Inc. | 0.81 | 1.24 | 1.18 | 0.69 | 2.03 |
PAYC Paycom Software, Inc. | 0.89 | 1.56 | 1.21 | 0.45 | 1.97 |
WBD Warner Bros. Discovery, Inc. | -0.04 | 0.30 | 1.04 | -0.02 | -0.05 |
Dividends
Dividend yield
Rannicus provided a 0.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | |
|---|---|---|---|
| Portfolio | 0.61% | 0.40% | 0.24% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $4.18 | $2.48 | $0.80 | $10.68 | $8.75 | $0.70 | $3.94 | $6.11 | $0.70 | $0.48 | $38.82 | |
| 2023 | $0.00 | $1.00 | $2.43 | $0.00 | $1.15 | $2.43 | $0.00 | $1.82 | $2.43 | $0.00 | $2.63 | $6.43 | $20.33 |
| 2022 | $0.00 | $0.00 | $1.13 | $0.00 | $0.00 | $1.13 | $0.00 | $0.00 | $1.13 | $0.00 | $0.94 | $2.37 | $6.69 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
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 Rannicus. 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 Rannicus was 73.31%, occurring on Nov 3, 2022. The portfolio has not yet recovered.
The current Rannicus drawdown is 36.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.31% | Jun 30, 2021 | 341 | Nov 3, 2022 | — | — | — |
| -4.68% | Jun 3, 2021 | 10 | Jun 16, 2021 | 7 | Jun 25, 2021 | 17 |
| -1.23% | May 27, 2021 | 1 | May 27, 2021 | 2 | Jun 1, 2021 | 3 |
Volatility
Volatility Chart
The current Rannicus volatility is 3.97%, 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
| OMAB | BABA | WBD | MKTX | V | PAYC | META | GOOGL | ASML | ADBE | MSCI | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OMAB | 1.00 | 0.28 | 0.28 | 0.17 | 0.27 | 0.25 | 0.26 | 0.29 | 0.34 | 0.25 | 0.23 | 0.35 |
| BABA | 0.28 | 1.00 | 0.33 | 0.26 | 0.27 | 0.29 | 0.34 | 0.31 | 0.35 | 0.28 | 0.28 | 0.32 |
| WBD | 0.28 | 0.33 | 1.00 | 0.25 | 0.27 | 0.37 | 0.32 | 0.29 | 0.30 | 0.25 | 0.32 | 0.42 |
| MKTX | 0.17 | 0.26 | 0.25 | 1.00 | 0.30 | 0.40 | 0.34 | 0.32 | 0.32 | 0.37 | 0.43 | 0.41 |
| V | 0.27 | 0.27 | 0.27 | 0.30 | 1.00 | 0.41 | 0.42 | 0.46 | 0.43 | 0.50 | 0.53 | 0.52 |
| PAYC | 0.25 | 0.29 | 0.37 | 0.40 | 0.41 | 1.00 | 0.45 | 0.47 | 0.46 | 0.56 | 0.58 | 0.53 |
| META | 0.26 | 0.34 | 0.32 | 0.34 | 0.42 | 0.45 | 1.00 | 0.62 | 0.54 | 0.59 | 0.48 | 0.46 |
| GOOGL | 0.29 | 0.31 | 0.29 | 0.32 | 0.46 | 0.47 | 0.62 | 1.00 | 0.55 | 0.63 | 0.51 | 0.48 |
| ASML | 0.34 | 0.35 | 0.30 | 0.32 | 0.43 | 0.46 | 0.54 | 0.55 | 1.00 | 0.59 | 0.57 | 0.55 |
| ADBE | 0.25 | 0.28 | 0.25 | 0.37 | 0.50 | 0.56 | 0.59 | 0.63 | 0.59 | 1.00 | 0.58 | 0.50 |
| MSCI | 0.23 | 0.28 | 0.32 | 0.43 | 0.53 | 0.58 | 0.48 | 0.51 | 0.57 | 0.58 | 1.00 | 0.61 |
| BLK | 0.35 | 0.32 | 0.42 | 0.41 | 0.52 | 0.53 | 0.46 | 0.48 | 0.55 | 0.50 | 0.61 | 1.00 |