Roth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AJG Arthur J. Gallagher & Co. | Financial Services | 20% |
EME EMCOR Group, Inc. | Industrials | 50% |
LLY Eli Lilly and Company | Healthcare | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 28, 1995, corresponding to the inception date of EME
Returns By Period
As of Jun 3, 2025, the Roth returned 7.77% Year-To-Date and 28.29% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| Roth | 7.77% | 3.36% | -0.78% | 18.15% | 43.58% | 28.29% |
| Portfolio components: | ||||||
AJG Arthur J. Gallagher & Co. | 23.11% | 5.34% | 13.69% | 38.82% | 30.45% | 24.21% |
LLY Eli Lilly and Company | -2.86% | -9.10% | -6.23% | -8.30% | 39.02% | 27.61% |
EME EMCOR Group, Inc. | 3.57% | 9.15% | -6.93% | 21.10% | 47.70% | 26.44% |
Monthly Returns
The table below presents the monthly returns of Roth, 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 | 2.17% | 2.51% | -7.20% | 5.44% | 5.06% | 0.10% | 7.77% | ||||||
| 2024 | 6.86% | 24.81% | 7.79% | -0.09% | 7.56% | 0.41% | -0.05% | 8.34% | 1.68% | -0.08% | 8.53% | -8.56% | 69.36% |
| 2023 | -0.93% | 2.92% | 1.53% | 8.97% | 0.30% | 10.69% | 6.85% | 9.75% | -4.32% | 0.75% | 4.73% | -1.78% | 45.65% |
| 2022 | -7.89% | -0.87% | 5.24% | -2.77% | 1.24% | 0.17% | 9.06% | -0.90% | -0.79% | 16.63% | 7.15% | -3.70% | 22.26% |
| 2021 | 4.00% | 5.04% | 5.20% | 6.01% | 5.63% | 2.33% | 1.20% | 2.49% | -5.11% | 8.37% | -2.17% | 7.71% | 48.00% |
| 2020 | 1.09% | -6.97% | -9.70% | 4.60% | 3.39% | 5.03% | 1.38% | 4.20% | -5.14% | -3.52% | 19.40% | 9.03% | 21.41% |
| 2019 | 6.05% | 8.73% | 0.99% | 6.06% | -2.26% | 4.58% | -1.92% | 3.11% | -1.20% | 1.91% | 2.21% | 2.62% | 34.85% |
| 2018 | 0.29% | -4.15% | 1.19% | -0.98% | 2.33% | -0.01% | 7.16% | 4.59% | -1.62% | -2.50% | 5.22% | -10.17% | 0.14% |
| 2017 | 1.45% | -1.98% | 1.60% | 1.30% | -2.38% | 3.07% | 2.36% | -1.57% | 5.37% | 7.36% | 2.11% | -0.17% | 19.66% |
| 2016 | -5.79% | -1.13% | 5.74% | 2.13% | 0.07% | 3.12% | 8.88% | 0.09% | 3.66% | -2.67% | 6.28% | 4.10% | 26.26% |
| 2015 | -4.37% | 4.85% | 3.88% | -1.76% | 4.25% | 4.09% | 0.56% | -3.97% | -2.45% | 4.99% | 2.61% | -2.79% | 9.57% |
| 2014 | 1.63% | 8.64% | 0.14% | -1.72% | -0.58% | 1.76% | -5.19% | 5.24% | -3.73% | 7.01% | 0.19% | 1.48% | 14.90% |
Expense Ratio
Roth 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
The current rank of Roth is 41, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.79 | 2.50 | 1.34 | 3.53 | 9.76 |
LLY Eli Lilly and Company | -0.22 | -0.01 | 1.00 | -0.29 | -0.53 |
EME EMCOR Group, Inc. | 0.50 | 0.83 | 1.12 | 0.54 | 1.32 |
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Dividends
Dividend yield
Roth provided a 0.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.47% | 0.47% | 0.59% | 0.72% | 0.80% | 0.99% | 1.14% | 1.30% | 1.43% | 1.64% | 1.77% | 1.82% |
| Portfolio components: | ||||||||||||
AJG Arthur J. Gallagher & Co. | 0.70% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
LLY Eli Lilly and Company | 0.75% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
EME EMCOR Group, Inc. | 0.21% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Roth. 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 Roth was 54.50%, occurring on Mar 9, 2009. Recovery took 734 trading sessions.
The current Roth drawdown is 2.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.5% | Jul 18, 2007 | 414 | Mar 9, 2009 | 734 | Feb 3, 2012 | 1148 |
| -33.45% | Feb 24, 2020 | 21 | Mar 23, 2020 | 162 | Nov 10, 2020 | 183 |
| -31.99% | Apr 19, 2002 | 374 | Oct 10, 2003 | 535 | Nov 23, 2005 | 909 |
| -26.83% | Apr 22, 1998 | 92 | Aug 31, 1998 | 160 | Apr 21, 1999 | 252 |
| -19.61% | Dec 5, 2024 | 82 | Apr 4, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.63, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | LLY | AJG | EME | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.50 | 0.53 | 0.64 |
| LLY | 0.48 | 1.00 | 0.31 | 0.26 | 0.60 |
| AJG | 0.50 | 0.31 | 1.00 | 0.34 | 0.54 |
| EME | 0.53 | 0.26 | 0.34 | 1.00 | 0.87 |
| Portfolio | 0.64 | 0.60 | 0.54 | 0.87 | 1.00 |