A.T - RETIREMENT PORT 1.0
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LLY Eli Lilly and Company | Healthcare | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
PGR The Progressive Corporation | Financial Services | 20% |
SO The Southern Company | Utilities | 20% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in A.T - RETIREMENT PORT 1.0, 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 3, 2008, corresponding to the inception date of UGL
Returns By Period
As of Sep 21, 2024, the A.T - RETIREMENT PORT 1.0 returned 69.60% Year-To-Date and 34.46% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| A.T - RETIREMENT PORT 1.0 | 69.60% | 2.82% | 28.33% | 86.68% | 43.20% | 34.45% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
SO The Southern Company | 31.55% | 3.81% | 30.76% | 34.31% | 12.35% | 12.36% |
PGR The Progressive Corporation | 63.73% | 7.92% | 26.15% | 82.17% | 30.72% | 29.43% |
LLY Eli Lilly and Company | 58.85% | -3.42% | 19.95% | 68.50% | 54.10% | 32.79% |
UGL ProShares Ultra Gold | 49.35% | 10.60% | 38.93% | 66.45% | 13.65% | 8.80% |
Monthly Returns
The table below presents the monthly returns of A.T - RETIREMENT PORT 1.0, 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 | 8.62% | 10.93% | 10.23% | 0.94% | 8.87% | 3.58% | 0.83% | 9.07% | 69.60% | ||||
| 2023 | 7.82% | 0.77% | 11.71% | 3.49% | 6.37% | 4.68% | 1.98% | 4.73% | -5.22% | 5.73% | 6.99% | 0.39% | 60.79% |
| 2022 | -4.86% | 1.10% | 9.29% | -7.80% | 3.46% | -4.66% | 4.52% | -5.05% | -7.19% | 5.16% | 10.54% | -2.02% | 0.27% |
| 2021 | 0.80% | -2.31% | 0.88% | 5.85% | 5.98% | 3.68% | 2.18% | 5.14% | -7.40% | 8.48% | 4.98% | 4.84% | 37.21% |
| 2020 | 8.15% | -4.21% | -0.61% | 9.00% | 5.65% | 3.16% | 8.07% | 5.24% | -0.93% | -3.59% | 1.43% | 8.29% | 45.93% |
| 2019 | 7.67% | 5.65% | 3.73% | 0.14% | -3.91% | 6.82% | 0.78% | 3.48% | 0.63% | 2.78% | 2.03% | 6.08% | 41.58% |
| 2018 | 3.88% | -1.24% | 0.99% | 0.39% | 3.38% | -2.90% | 4.18% | 4.36% | 1.13% | -3.96% | -1.06% | -4.22% | 4.49% |
| 2017 | 4.67% | 3.69% | 1.03% | -0.42% | 8.79% | -0.45% | 4.83% | 2.46% | 1.82% | 3.30% | 1.83% | 0.00% | 36.04% |
| 2016 | -0.65% | 5.78% | 5.40% | 0.76% | 3.91% | 6.27% | 5.41% | -1.22% | 2.93% | -1.92% | 1.23% | 8.10% | 41.78% |
| 2015 | 3.36% | -0.77% | -1.52% | 0.49% | 2.80% | -1.76% | 0.80% | 2.67% | 2.69% | 5.20% | -0.98% | 2.95% | 16.82% |
| 2014 | 0.53% | 10.03% | -1.65% | 1.80% | -0.20% | 3.63% | -5.12% | 5.25% | -3.10% | 2.74% | 3.22% | 0.23% | 17.80% |
| 2013 | 3.97% | 1.47% | 3.02% | -1.55% | -3.02% | -5.00% | 5.77% | 0.70% | -0.32% | -1.77% | 0.16% | -0.69% | 2.27% |
Expense Ratio
A.T - RETIREMENT PORT 1.0 has an expense ratio of 0.19%, which is considered low compared to other funds. 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 A.T - RETIREMENT PORT 1.0 is 99, placing it in the top 1% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
SO The Southern Company | 1.72 | 2.51 | 1.30 | 1.67 | 8.22 |
PGR The Progressive Corporation | 3.93 | 5.27 | 1.70 | 11.68 | 35.18 |
LLY Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
UGL ProShares Ultra Gold | 2.24 | 2.89 | 1.36 | 1.12 | 12.61 |
Dividends
Dividend yield
A.T - RETIREMENT PORT 1.0 granted a 0.84% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A.T - RETIREMENT PORT 1.0 | 0.84% | 1.00% | 1.05% | 2.27% | 1.74% | 1.99% | 1.94% | 1.75% | 2.05% | 2.06% | 2.86% | 2.35% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
SO The Southern Company | 3.17% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.90% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
UGL ProShares Ultra Gold | 0.00% | 0.00% | 0.00% | 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 A.T - RETIREMENT PORT 1.0. 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 A.T - RETIREMENT PORT 1.0 was 22.88%, occurring on Mar 20, 2020. Recovery took 24 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.88% | Feb 21, 2020 | 21 | Mar 20, 2020 | 24 | Apr 24, 2020 | 45 |
| -19.51% | Mar 31, 2022 | 137 | Oct 14, 2022 | 68 | Jan 24, 2023 | 205 |
| -17.87% | Jan 5, 2009 | 44 | Mar 9, 2009 | 39 | May 4, 2009 | 83 |
| -13.67% | Oct 8, 2018 | 54 | Dec 24, 2018 | 35 | Feb 14, 2019 | 89 |
| -11.16% | Sep 19, 2011 | 11 | Oct 3, 2011 | 26 | Nov 8, 2011 | 37 |
Volatility
Volatility Chart
The current A.T - RETIREMENT PORT 1.0 volatility is 4.55%, 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
| UGL | NVDA | SO | LLY | PGR | |
|---|---|---|---|---|---|
| UGL | 1.00 | 0.03 | 0.11 | 0.01 | 0.01 |
| NVDA | 0.03 | 1.00 | 0.09 | 0.24 | 0.28 |
| SO | 0.11 | 0.09 | 1.00 | 0.29 | 0.30 |
| LLY | 0.01 | 0.24 | 0.29 | 1.00 | 0.34 |
| PGR | 0.01 | 0.28 | 0.30 | 0.34 | 1.00 |