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Education & Publishing

Last updated Feb 27, 2024

Asset Allocation


PSO 25%WLY 25%SCHL 20%NWSA 15%GHC 15%EquityEquity
PositionCategory/SectorWeight
PSO
Pearson plc
Communication Services

25%

WLY
John Wiley & Sons
Communication Services

25%

SCHL
Scholastic Corporation
Communication Services

20%

NWSA
News Corporation
Communication Services

15%

GHC
Graham Holdings Company
Consumer Defensive

15%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Education & Publishing, 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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
6.69%
12.72%
Education & Publishing
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2013, corresponding to the inception date of NWSA

Returns

As of Feb 27, 2024, the Education & Publishing returned 2.94% Year-To-Date and 3.38% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
Education & Publishing2.94%-1.69%6.69%3.50%4.22%3.38%
PSO
Pearson plc
-0.90%-0.57%15.12%13.45%4.29%0.30%
WLY
John Wiley & Sons
5.42%-4.81%-7.19%-22.09%-5.40%-2.73%
SCHL
Scholastic Corporation
3.47%-2.02%-10.24%-13.92%0.22%2.75%
NWSA
News Corporation
7.37%6.55%24.82%54.35%16.63%4.91%
GHC
Graham Holdings Company
-0.39%-5.87%19.27%11.11%1.35%5.95%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.63%
20234.62%2.65%-3.64%-2.20%3.62%5.74%

Sharpe Ratio

The current Education & Publishing Sharpe ratio is 0.16. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.16

The Sharpe ratio of Education & Publishing is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.16
2.13
Education & Publishing
Benchmark (^GSPC)
Portfolio components

Dividend yield

Education & Publishing granted a 2.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Education & Publishing2.28%2.35%2.13%2.01%2.22%2.07%1.87%2.36%3.02%3.19%2.10%1.64%
PSO
Pearson plc
2.25%2.23%2.35%3.26%2.65%2.89%1.96%5.01%7.18%7.37%4.49%3.16%
WLY
John Wiley & Sons
4.18%4.40%3.46%2.41%2.99%2.78%2.79%1.93%2.26%2.64%1.89%1.79%
SCHL
Scholastic Corporation
2.06%2.12%1.77%1.50%2.40%1.56%1.49%1.50%1.26%1.56%1.65%1.98%
NWSA
News Corporation
0.76%0.81%1.10%0.90%1.11%1.41%1.76%1.23%1.75%0.75%0.00%0.00%
GHC
Graham Holdings Company
0.96%0.95%1.05%1.02%1.09%0.87%0.83%0.91%0.95%1.77%1.18%0.00%

Expense Ratio

The Education & Publishing 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
2.13
Education & Publishing
0.16
PSO
Pearson plc
0.58
WLY
John Wiley & Sons
-0.62
SCHL
Scholastic Corporation
-0.31
NWSA
News Corporation
2.12
GHC
Graham Holdings Company
0.29

Asset Correlations Table

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

PSOGHCSCHLNWSAWLY
PSO1.000.260.270.330.31
GHC0.261.000.330.380.40
SCHL0.270.331.000.380.52
NWSA0.330.380.381.000.44
WLY0.310.400.520.441.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-6.94%
-0.38%
Education & Publishing
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Education & Publishing. 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 Education & Publishing was 48.56%, occurring on Mar 23, 2020. Recovery took 232 trading sessions.

The current Education & Publishing drawdown is 6.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.56%Jun 13, 2018447Mar 23, 2020232Feb 23, 2021679
-33.54%Mar 25, 2015224Feb 11, 2016561May 4, 2018785
-28.62%Jun 9, 2021329Sep 27, 2022
-11.59%Jul 7, 201470Oct 13, 201430Nov 24, 2014100
-10.96%Jan 2, 201422Feb 3, 201494Jun 18, 2014116

Volatility Chart

The current Education & Publishing volatility is 5.92%, 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%6.00%SeptemberOctoberNovemberDecember2024February
5.92%
3.93%
Education & Publishing
Benchmark (^GSPC)
Portfolio components
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