Stocks 31-45
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LCII LCI Industries | Consumer Cyclical | 6.67% |
LH Laboratory Corporation of America Holdings | Healthcare | 6.67% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 6.67% |
META Meta Platforms, Inc. | Communication Services | 6.67% |
MO Altria Group, Inc. | Consumer Defensive | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
OGN Organon & Co. | Healthcare | 6.67% |
PFE Pfizer Inc. | Healthcare | 6.67% |
PH Parker-Hannifin Corporation | Industrials | 6.67% |
QCOM QUALCOMM Incorporated | Technology | 6.67% |
RTX Raytheon Technologies Corporation | Industrials | 6.67% |
SCHW The Charles Schwab Corporation | Financial Services | 6.67% |
SHW The Sherwin-Williams Company | Basic Materials | 6.67% |
SNV Synovus Financial Corp. | Financial Services | 6.67% |
T AT&T Inc. | Communication Services | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks 31-45, 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 May 14, 2021, corresponding to the inception date of OGN
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Stocks 31-45 | 23.62% | 2.70% | 11.78% | 36.49% | N/A | N/A |
| Portfolio components: | ||||||
LCII LCI Industries | -1.15% | 7.29% | 7.54% | 4.99% | 8.90% | 13.27% |
LH Laboratory Corporation of America Holdings | 0.89% | 0.69% | 9.17% | 12.43% | 9.82% | 9.93% |
LOW Lowe's Companies, Inc. | 17.05% | 5.55% | 2.87% | 20.47% | 20.30% | 19.01% |
META Meta Platforms, Inc. | 51.97% | 1.43% | 6.30% | 76.33% | 23.20% | 21.37% |
MO Altria Group, Inc. | 33.35% | 0.33% | 20.10% | 27.88% | 13.63% | 7.77% |
MSFT Microsoft Corporation | 16.35% | 3.23% | 2.70% | 33.40% | 26.52% | 26.83% |
OGN Organon & Co. | 48.76% | -1.96% | 16.40% | 15.68% | N/A | N/A |
PFE Pfizer Inc. | 8.26% | 3.58% | 10.86% | -7.06% | 1.22% | 4.33% |
PH Parker-Hannifin Corporation | 32.49% | 3.47% | 11.38% | 56.39% | 29.85% | 20.04% |
QCOM QUALCOMM Incorporated | 18.32% | -2.69% | 1.55% | 55.55% | 19.35% | 11.60% |
RTX Raytheon Technologies Corporation | 43.66% | 0.32% | 26.60% | 62.18% | 9.23% | 8.31% |
SCHW The Charles Schwab Corporation | -6.16% | -2.65% | -7.70% | 12.35% | 9.86% | 9.03% |
SHW The Sherwin-Williams Company | 21.98% | 6.18% | 11.31% | 45.87% | 16.67% | 18.96% |
SNV Synovus Financial Corp. | 21.36% | 1.82% | 17.19% | 60.12% | 8.58% | 9.20% |
T AT&T Inc. | 36.08% | 11.75% | 30.55% | 52.98% | 1.53% | 4.03% |
Monthly Returns
The table below presents the monthly returns of Stocks 31-45, 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 | 1.14% | 6.22% | 4.73% | -5.68% | 6.70% | -0.01% | 5.78% | 3.06% | 23.62% | ||||
| 2023 | 6.85% | -1.29% | -1.56% | 1.44% | -3.89% | 9.05% | 4.10% | -3.85% | -6.54% | -2.91% | 8.06% | 8.27% | 17.32% |
| 2022 | -4.08% | -2.19% | -2.96% | -5.25% | 4.43% | -9.14% | 6.28% | -5.07% | -9.24% | 7.07% | 6.11% | -2.71% | -17.15% |
| 2021 | 0.31% | -1.88% | 2.25% | 3.50% | -4.73% | 5.66% | 2.03% | 6.04% | 13.46% |
Expense Ratio
Stocks 31-45 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 Stocks 31-45 is 74, 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 | |
|---|---|---|---|---|---|
LCII LCI Industries | 0.12 | 0.46 | 1.05 | 0.15 | 0.40 |
LH Laboratory Corporation of America Holdings | 0.66 | 1.10 | 1.14 | 0.53 | 1.84 |
LOW Lowe's Companies, Inc. | 0.85 | 1.36 | 1.16 | 0.71 | 2.17 |
META Meta Platforms, Inc. | 2.16 | 3.04 | 1.41 | 3.22 | 13.02 |
MO Altria Group, Inc. | 1.45 | 1.88 | 1.30 | 1.24 | 7.73 |
MSFT Microsoft Corporation | 1.65 | 2.19 | 1.28 | 2.12 | 6.45 |
OGN Organon & Co. | 0.29 | 0.74 | 1.09 | 0.18 | 0.73 |
PFE Pfizer Inc. | -0.29 | -0.25 | 0.97 | -0.13 | -0.53 |
PH Parker-Hannifin Corporation | 2.07 | 2.98 | 1.41 | 4.16 | 12.86 |
QCOM QUALCOMM Incorporated | 1.43 | 1.93 | 1.27 | 1.23 | 4.68 |
RTX Raytheon Technologies Corporation | 3.16 | 5.40 | 1.66 | 1.85 | 23.15 |
SCHW The Charles Schwab Corporation | 0.41 | 0.76 | 1.10 | 0.24 | 1.14 |
SHW The Sherwin-Williams Company | 2.14 | 2.95 | 1.37 | 1.42 | 6.77 |
SNV Synovus Financial Corp. | 1.59 | 2.27 | 1.28 | 1.08 | 8.07 |
T AT&T Inc. | 2.47 | 3.48 | 1.43 | 1.73 | 14.86 |
Dividends
Dividend yield
Stocks 31-45 granted a 2.81% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks 31-45 | 2.81% | 3.28% | 2.82% | 2.24% | 2.38% | 2.16% | 2.49% | 1.79% | 1.84% | 2.11% | 1.68% | 1.94% |
| Portfolio components: | ||||||||||||
LCII LCI Industries | 3.47% | 3.34% | 4.38% | 2.21% | 2.16% | 2.38% | 3.52% | 1.58% | 1.30% | 3.28% | 0.00% | 3.91% |
LH Laboratory Corporation of America Holdings | 1.27% | 1.18% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LOW Lowe's Companies, Inc. | 1.73% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
META Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MO Altria Group, Inc. | 7.84% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
OGN Organon & Co. | 5.45% | 7.77% | 4.01% | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 5.60% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
PH Parker-Hannifin Corporation | 1.03% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
QCOM QUALCOMM Incorporated | 1.96% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
RTX Raytheon Technologies Corporation | 2.06% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
SCHW The Charles Schwab Corporation | 1.57% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
SHW The Sherwin-Williams Company | 0.73% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
SNV Synovus Financial Corp. | 3.40% | 4.04% | 3.62% | 2.76% | 4.08% | 3.06% | 3.13% | 1.25% | 1.17% | 1.30% | 1.14% | 1.11% |
T AT&T Inc. | 5.10% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
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 Stocks 31-45. 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 Stocks 31-45 was 25.86%, occurring on Sep 30, 2022. Recovery took 342 trading sessions.
The current Stocks 31-45 drawdown is 0.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.86% | Jan 12, 2022 | 181 | Sep 30, 2022 | 342 | Feb 12, 2024 | 523 |
| -5.99% | Apr 1, 2024 | 14 | Apr 18, 2024 | 15 | May 9, 2024 | 29 |
| -5.43% | Sep 3, 2021 | 12 | Sep 21, 2021 | 22 | Oct 21, 2021 | 34 |
| -5.37% | May 28, 2021 | 15 | Jun 18, 2021 | 28 | Jul 29, 2021 | 43 |
| -4.96% | Aug 1, 2024 | 5 | Aug 7, 2024 | 8 | Aug 19, 2024 | 13 |
Volatility
Volatility Chart
The current Stocks 31-45 volatility is 3.88%, 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
| PFE | MO | T | OGN | RTX | META | LH | MSFT | QCOM | SCHW | LCII | SHW | LOW | SNV | PH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PFE | 1.00 | 0.28 | 0.31 | 0.33 | 0.20 | 0.12 | 0.36 | 0.21 | 0.14 | 0.19 | 0.13 | 0.25 | 0.20 | 0.18 | 0.17 |
| MO | 0.28 | 1.00 | 0.36 | 0.31 | 0.34 | 0.06 | 0.25 | 0.10 | 0.10 | 0.29 | 0.25 | 0.24 | 0.28 | 0.32 | 0.28 |
| T | 0.31 | 0.36 | 1.00 | 0.30 | 0.34 | 0.14 | 0.34 | 0.13 | 0.16 | 0.28 | 0.25 | 0.25 | 0.27 | 0.33 | 0.27 |
| OGN | 0.33 | 0.31 | 0.30 | 1.00 | 0.26 | 0.24 | 0.33 | 0.23 | 0.23 | 0.32 | 0.34 | 0.34 | 0.32 | 0.39 | 0.30 |
| RTX | 0.20 | 0.34 | 0.34 | 0.26 | 1.00 | 0.20 | 0.25 | 0.23 | 0.26 | 0.43 | 0.34 | 0.29 | 0.28 | 0.43 | 0.45 |
| META | 0.12 | 0.06 | 0.14 | 0.24 | 0.20 | 1.00 | 0.26 | 0.63 | 0.52 | 0.29 | 0.35 | 0.40 | 0.38 | 0.34 | 0.41 |
| LH | 0.36 | 0.25 | 0.34 | 0.33 | 0.25 | 0.26 | 1.00 | 0.32 | 0.27 | 0.28 | 0.31 | 0.41 | 0.38 | 0.35 | 0.34 |
| MSFT | 0.21 | 0.10 | 0.13 | 0.23 | 0.23 | 0.63 | 0.32 | 1.00 | 0.58 | 0.31 | 0.30 | 0.44 | 0.43 | 0.31 | 0.43 |
| QCOM | 0.14 | 0.10 | 0.16 | 0.23 | 0.26 | 0.52 | 0.27 | 0.58 | 1.00 | 0.37 | 0.41 | 0.41 | 0.41 | 0.44 | 0.48 |
| SCHW | 0.19 | 0.29 | 0.28 | 0.32 | 0.43 | 0.29 | 0.28 | 0.31 | 0.37 | 1.00 | 0.45 | 0.34 | 0.38 | 0.65 | 0.54 |
| LCII | 0.13 | 0.25 | 0.25 | 0.34 | 0.34 | 0.35 | 0.31 | 0.30 | 0.41 | 0.45 | 1.00 | 0.42 | 0.53 | 0.58 | 0.54 |
| SHW | 0.25 | 0.24 | 0.25 | 0.34 | 0.29 | 0.40 | 0.41 | 0.44 | 0.41 | 0.34 | 0.42 | 1.00 | 0.60 | 0.40 | 0.50 |
| LOW | 0.20 | 0.28 | 0.27 | 0.32 | 0.28 | 0.38 | 0.38 | 0.43 | 0.41 | 0.38 | 0.53 | 0.60 | 1.00 | 0.48 | 0.56 |
| SNV | 0.18 | 0.32 | 0.33 | 0.39 | 0.43 | 0.34 | 0.35 | 0.31 | 0.44 | 0.65 | 0.58 | 0.40 | 0.48 | 1.00 | 0.60 |
| PH | 0.17 | 0.28 | 0.27 | 0.30 | 0.45 | 0.41 | 0.34 | 0.43 | 0.48 | 0.54 | 0.54 | 0.50 | 0.56 | 0.60 | 1.00 |