Education & Publishing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GHC Graham Holdings Company | Consumer Defensive | 15% |
NWSA News Corporation | Communication Services | 15% |
PSO Pearson plc | Communication Services | 25% |
SCHL Scholastic Corporation | Communication Services | 20% |
WLY John Wiley & Sons | Communication Services | 25% |
Performance
Performance Chart
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
The earliest data available for this chart is Jun 19, 2013, corresponding to the inception date of NWSA
Returns By Period
As of Jul 25, 2024, the Education & Publishing returned 13.42% Year-To-Date and 3.88% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Education & Publishing | 13.42% | 4.70% | 9.80% | 21.68% | 7.22% | 3.88% |
| Portfolio components: | ||||||
PSO Pearson plc | 8.58% | 6.74% | 10.10% | 21.97% | 5.72% | -0.34% |
WLY John Wiley & Sons | 49.60% | 15.75% | 39.45% | 43.66% | 3.89% | 0.22% |
SCHL Scholastic Corporation | -17.65% | -12.65% | -21.67% | -26.62% | 0.03% | 0.25% |
NWSA News Corporation | 11.66% | -0.73% | 11.30% | 42.79% | 16.64% | 5.43% |
GHC Graham Holdings Company | 12.72% | 11.26% | 7.40% | 36.45% | 2.25% | 7.63% |
Monthly Returns
The table below presents the monthly returns of Education & Publishing, 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 | 2.61% | 1.02% | 6.04% | -5.64% | 2.48% | 2.42% | 13.42% | ||||||
| 2023 | 9.09% | -3.69% | -10.12% | 3.98% | -1.75% | -0.66% | 4.62% | 2.65% | -3.64% | -2.20% | 3.62% | 5.74% | 6.28% |
| 2022 | -2.87% | 1.63% | 4.42% | -5.13% | 0.02% | -6.93% | 11.07% | -2.18% | -15.39% | 16.61% | 9.07% | -7.61% | -1.66% |
| 2021 | 7.93% | 8.46% | 3.06% | 5.99% | 6.44% | -0.25% | -1.44% | -6.05% | -3.40% | -2.59% | -2.17% | 7.38% | 24.29% |
| 2020 | -10.96% | -8.00% | -12.75% | 2.96% | 4.33% | 3.08% | -4.30% | 4.11% | -4.52% | -4.66% | 21.74% | 13.87% | -0.48% |
| 2019 | 5.76% | -0.02% | -6.41% | 2.83% | -10.36% | 6.64% | 1.80% | -1.01% | -1.83% | 0.25% | -2.12% | 3.38% | -2.38% |
| 2018 | 0.01% | -1.36% | 2.83% | 5.15% | 2.33% | -2.64% | -0.77% | -1.45% | 0.59% | -4.02% | 5.53% | -8.77% | -3.40% |
| 2017 | -4.72% | 1.12% | 2.53% | 0.09% | 2.06% | 1.71% | -0.31% | -4.67% | -0.35% | 3.89% | 8.23% | 2.74% | 12.27% |
| 2016 | -3.29% | 0.43% | 8.27% | -1.03% | 4.62% | 0.15% | 3.68% | 0.69% | -6.48% | -4.05% | 6.34% | 2.53% | 11.39% |
| 2015 | 4.47% | 6.33% | 0.24% | -3.27% | 2.41% | -3.50% | -0.21% | -3.65% | -6.10% | -0.58% | -2.47% | -10.51% | -16.62% |
| 2014 | -8.10% | 6.34% | -0.88% | 0.52% | -0.33% | 5.77% | -1.05% | -0.16% | -2.52% | 2.13% | 3.93% | -0.81% | 4.07% |
| 2013 | -1.35% | 9.97% | -1.57% | 4.43% | 4.51% | 3.91% | 4.66% | 26.75% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Education & Publishing is 42, 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.
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 | |
|---|---|---|---|---|---|
PSO Pearson plc | 1.30 | 1.93 | 1.23 | 0.61 | 5.22 |
WLY John Wiley & Sons | 1.45 | 2.25 | 1.30 | 0.87 | 4.46 |
SCHL Scholastic Corporation | -0.74 | -0.79 | 0.87 | -0.77 | -1.66 |
NWSA News Corporation | 1.97 | 2.88 | 1.35 | 1.46 | 9.84 |
GHC Graham Holdings Company | 1.54 | 2.26 | 1.27 | 1.70 | 8.21 |
Dividends
Dividend yield
Education & Publishing granted a 2.05% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Education & Publishing | 2.05% | 2.35% | 2.13% | 2.00% | 2.22% | 2.07% | 1.87% | 2.36% | 3.02% | 3.19% | 2.10% | 1.64% |
| Portfolio components: | ||||||||||||
PSO Pearson plc | 2.16% | 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 | 3.00% | 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 | 2.60% | 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 | 0.73% | 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 | 0.87% | 0.95% | 1.05% | 0.96% | 1.09% | 0.87% | 0.83% | 0.91% | 0.95% | 1.77% | 1.18% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 5.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.56% | Jun 13, 2018 | 447 | Mar 23, 2020 | 232 | Feb 23, 2021 | 679 |
| -33.54% | Mar 25, 2015 | 224 | Feb 11, 2016 | 561 | May 4, 2018 | 785 |
| -28.62% | Jun 9, 2021 | 329 | Sep 27, 2022 | 444 | Jul 5, 2024 | 773 |
| -11.59% | Jul 7, 2014 | 70 | Oct 13, 2014 | 30 | Nov 24, 2014 | 100 |
| -10.96% | Jan 2, 2014 | 22 | Feb 3, 2014 | 94 | Jun 18, 2014 | 116 |
Volatility
Volatility Chart
The current Education & Publishing volatility is 6.89%, 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
| PSO | GHC | SCHL | NWSA | WLY | |
|---|---|---|---|---|---|
| PSO | 1.00 | 0.26 | 0.26 | 0.33 | 0.31 |
| GHC | 0.26 | 1.00 | 0.33 | 0.38 | 0.40 |
| SCHL | 0.26 | 0.33 | 1.00 | 0.38 | 0.51 |
| NWSA | 0.33 | 0.38 | 0.38 | 1.00 | 0.44 |
| WLY | 0.31 | 0.40 | 0.51 | 0.44 | 1.00 |