Industrials
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BA The Boeing Company | Industrials | 5% |
CAT Caterpillar Inc. | Industrials | 15% |
GE General Electric Company | Industrials | 20% |
HON Honeywell International Inc | Industrials | 15% |
LMT Lockheed Martin Corporation | Industrials | 10% |
MMM 3M Company | Industrials | 20% |
RTX Raytheon Technologies Corporation | Industrials | 5% |
SIEGY Siemens Aktiengesellschaft | Industrials | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Industrials, 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 Every 3 months.
The earliest data available for this chart is Mar 12, 2001, corresponding to the inception date of SIEGY
Returns By Period
As of May 9, 2025, the Industrials returned 9.05% Year-To-Date and 11.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Industrials | 9.05% | 17.97% | 4.97% | 22.11% | 23.35% | 11.61% |
| Portfolio components: | ||||||
GE General Electric Company | 28.84% | 26.64% | 20.35% | 27.87% | 47.76% | 6.77% |
MMM 3M Company | 9.86% | 10.98% | 7.14% | 49.80% | 6.76% | 3.98% |
HON Honeywell International Inc | -4.52% | 17.32% | -0.34% | 10.62% | 11.72% | 9.67% |
CAT Caterpillar Inc. | -9.84% | 18.95% | -19.88% | -4.33% | 26.31% | 16.86% |
SIEGY Siemens Aktiengesellschaft | 26.90% | 24.54% | 20.55% | 25.66% | 25.72% | 13.44% |
LMT Lockheed Martin Corporation | -1.63% | 7.03% | -12.83% | 4.47% | 7.52% | 12.57% |
BA The Boeing Company | 8.31% | 37.53% | 26.97% | 6.29% | 7.54% | 4.03% |
RTX Raytheon Technologies Corporation | 11.75% | 6.82% | 8.27% | 26.51% | 20.03% | 8.29% |
Monthly Returns
The table below presents the monthly returns of Industrials, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.37% | 0.07% | -2.46% | -1.09% | 3.26% | 9.05% | |||||||
| 2024 | -3.72% | 6.63% | 8.06% | 2.26% | 3.35% | -0.29% | 8.90% | 3.27% | 3.66% | -4.75% | 5.38% | -4.73% | 30.35% |
| 2023 | 5.69% | -1.51% | 3.04% | 0.96% | -3.83% | 8.14% | 3.45% | -1.49% | -6.69% | -2.63% | 10.85% | 8.63% | 25.56% |
| 2022 | -1.62% | -2.21% | 1.69% | -7.81% | 2.93% | -12.86% | 9.86% | -4.55% | -11.90% | 21.60% | 9.12% | -1.09% | -1.92% |
| 2021 | -2.15% | 8.47% | 8.18% | 1.09% | 4.20% | -4.23% | -1.06% | 0.48% | -5.48% | 1.65% | -5.32% | 4.26% | 9.20% |
| 2020 | -1.22% | -9.41% | -17.25% | 3.06% | 3.61% | 2.46% | -1.44% | 7.74% | -0.46% | 2.26% | 20.83% | 3.66% | 9.70% |
| 2019 | 12.75% | 5.71% | -1.65% | 3.30% | -8.32% | 8.56% | -1.57% | -7.54% | 4.49% | 4.35% | 7.01% | 0.32% | 28.38% |
| 2018 | 4.46% | -5.90% | -5.29% | -2.38% | 2.26% | -3.35% | 6.77% | -2.76% | 1.36% | -11.70% | -0.93% | -6.98% | -23.09% |
| 2017 | 0.89% | 4.34% | 0.48% | 3.42% | 1.37% | 0.46% | 0.96% | 0.63% | 2.96% | 0.65% | 2.05% | 1.25% | 21.20% |
| 2016 | -3.58% | 2.55% | 8.81% | 1.02% | -1.08% | 3.04% | 2.84% | 0.75% | -0.42% | -2.78% | 6.19% | 1.72% | 20.06% |
| 2015 | -3.43% | 6.12% | -2.00% | 0.58% | 0.72% | -2.14% | 0.16% | -5.10% | -3.14% | 11.46% | 1.06% | -1.66% | 1.54% |
| 2014 | -4.05% | 4.36% | 0.63% | 2.31% | 0.46% | 0.22% | -3.36% | 4.11% | -2.18% | 2.67% | 2.97% | -1.71% | 6.16% |
Expense Ratio
Industrials has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, Industrials is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
GE General Electric Company | 0.82 | 1.26 | 1.19 | 1.34 | 4.12 |
MMM 3M Company | 1.41 | 2.54 | 1.34 | 1.13 | 8.77 |
HON Honeywell International Inc | 0.44 | 0.86 | 1.12 | 0.56 | 1.62 |
CAT Caterpillar Inc. | -0.14 | 0.04 | 1.01 | -0.11 | -0.29 |
SIEGY Siemens Aktiengesellschaft | 0.79 | 1.34 | 1.17 | 1.03 | 3.22 |
LMT Lockheed Martin Corporation | 0.20 | 0.44 | 1.07 | 0.17 | 0.33 |
BA The Boeing Company | 0.16 | 0.54 | 1.07 | 0.11 | 0.56 |
RTX Raytheon Technologies Corporation | 1.03 | 1.56 | 1.25 | 1.80 | 6.19 |
Dividends
Dividend yield
Industrials provided a 1.68% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.68% | 1.80% | 2.35% | 2.31% | 1.98% | 2.96% | 2.18% | 2.97% | 2.90% | 2.42% | 2.72% | 2.41% |
| Portfolio components: | ||||||||||||
GE General Electric Company | 0.56% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
MMM 3M Company | 2.01% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
HON Honeywell International Inc | 2.06% | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
CAT Caterpillar Inc. | 1.74% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
SIEGY Siemens Aktiengesellschaft | 2.27% | 2.64% | 2.43% | 3.29% | 2.46% | 11.57% | 3.31% | 3.89% | 8.10% | 3.06% | 3.90% | 3.65% |
LMT Lockheed Martin Corporation | 2.72% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% |
RTX Raytheon Technologies Corporation | 1.96% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
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 Industrials. 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 Industrials was 64.54%, occurring on Mar 5, 2009. Recovery took 525 trading sessions.
The current Industrials drawdown is 1.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.54% | Oct 10, 2007 | 353 | Mar 5, 2009 | 525 | Apr 4, 2011 | 878 |
| -44.49% | Jan 16, 2018 | 550 | Mar 23, 2020 | 172 | Nov 24, 2020 | 722 |
| -37.81% | May 22, 2001 | 346 | Oct 9, 2002 | 296 | Dec 11, 2003 | 642 |
| -33.01% | Jun 7, 2021 | 334 | Sep 30, 2022 | 193 | Jul 11, 2023 | 527 |
| -28.52% | May 2, 2011 | 108 | Oct 3, 2011 | 304 | Dec 18, 2012 | 412 |
Volatility
Volatility Chart
The current Industrials volatility is 10.54%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.67, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | LMT | SIEGY | BA | GE | CAT | MMM | RTX | HON | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.44 | 0.65 | 0.57 | 0.64 | 0.66 | 0.67 | 0.65 | 0.70 | 0.82 |
| LMT | 0.44 | 1.00 | 0.29 | 0.44 | 0.33 | 0.34 | 0.39 | 0.51 | 0.46 | 0.54 |
| SIEGY | 0.65 | 0.29 | 1.00 | 0.44 | 0.49 | 0.53 | 0.50 | 0.48 | 0.51 | 0.69 |
| BA | 0.57 | 0.44 | 0.44 | 1.00 | 0.47 | 0.47 | 0.46 | 0.57 | 0.55 | 0.65 |
| GE | 0.64 | 0.33 | 0.49 | 0.47 | 1.00 | 0.53 | 0.54 | 0.53 | 0.55 | 0.79 |
| CAT | 0.66 | 0.34 | 0.53 | 0.47 | 0.53 | 1.00 | 0.57 | 0.57 | 0.59 | 0.79 |
| MMM | 0.67 | 0.39 | 0.50 | 0.46 | 0.54 | 0.57 | 1.00 | 0.57 | 0.60 | 0.78 |
| RTX | 0.65 | 0.51 | 0.48 | 0.57 | 0.53 | 0.57 | 0.57 | 1.00 | 0.64 | 0.74 |
| HON | 0.70 | 0.46 | 0.51 | 0.55 | 0.55 | 0.59 | 0.60 | 0.64 | 1.00 | 0.80 |
| Portfolio | 0.82 | 0.54 | 0.69 | 0.65 | 0.79 | 0.79 | 0.78 | 0.74 | 0.80 | 1.00 |