(no name)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
F Ford Motor Company | Consumer Cyclical | 25% |
KO The Coca-Cola Company | Consumer Defensive | 25% |
MO Altria Group, Inc. | Consumer Defensive | 25% |
O Realty Income Corporation | Real Estate | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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 Oct 18, 1994, corresponding to the inception date of O
Returns By Period
As of Nov 15, 2024, the (no name) returned 13.68% Year-To-Date and 7.61% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| (no name) | 13.68% | -1.97% | 6.07% | 22.54% | 8.56% | 7.61% |
| Portfolio components: | ||||||
O Realty Income Corporation | 2.30% | -11.11% | 4.41% | 12.98% | -1.07% | 7.08% |
MO Altria Group, Inc. | 46.26% | 11.00% | 25.60% | 48.21% | 11.66% | 7.83% |
KO The Coca-Cola Company | 8.56% | -11.07% | 0.23% | 12.72% | 6.77% | 7.20% |
F Ford Motor Company | -2.83% | 3.51% | -7.95% | 13.13% | 9.10% | 1.80% |
Monthly Returns
The table below presents the monthly returns of (no name), 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 | -2.05% | 2.04% | 5.76% | -1.94% | 1.91% | 1.51% | 1.92% | 8.13% | -1.51% | -2.75% | 13.68% | ||
| 2023 | 4.64% | -2.73% | 1.70% | 1.21% | -4.46% | 8.26% | -1.59% | -5.38% | -4.34% | -7.06% | 7.21% | 5.64% | 1.61% |
| 2022 | 1.48% | -3.63% | 1.43% | -1.10% | -2.27% | -9.69% | 11.77% | -0.62% | -15.25% | 12.00% | 3.60% | -4.06% | -9.26% |
| 2021 | 0.70% | 5.75% | 9.44% | -0.19% | 7.20% | -0.47% | 1.43% | 0.10% | -4.28% | 8.94% | 1.05% | 9.66% | 45.62% |
| 2020 | 1.01% | -12.73% | -20.35% | 5.19% | 3.57% | 3.52% | 5.16% | 4.49% | -3.39% | 0.62% | 10.41% | 2.68% | -4.10% |
| 2019 | 6.91% | 0.25% | 5.50% | 3.91% | -4.67% | 2.46% | -0.51% | 0.30% | 0.02% | 2.95% | 2.39% | 1.27% | 22.25% |
| 2018 | -3.51% | -7.66% | 2.84% | -2.37% | 1.95% | 0.65% | 1.47% | -1.10% | 1.08% | 5.73% | -1.12% | -8.40% | -10.81% |
| 2017 | 3.30% | 2.70% | -2.92% | 0.10% | 0.51% | 0.06% | -1.32% | -0.81% | 2.21% | 0.36% | 2.83% | 2.42% | 9.64% |
| 2016 | 0.23% | 2.80% | 6.49% | -1.69% | 0.58% | 5.05% | -0.12% | -2.82% | -1.83% | -1.95% | -2.81% | 3.82% | 7.44% |
| 2015 | 3.79% | 3.33% | -3.53% | -2.43% | -0.78% | -2.56% | 6.24% | -4.78% | 2.66% | 7.94% | -1.54% | 1.37% | 9.20% |
| 2014 | -2.33% | 4.27% | -0.38% | 5.95% | 1.46% | 3.55% | -3.43% | 4.69% | -3.19% | 3.21% | 5.93% | -1.17% | 19.41% |
| 2013 | 4.92% | 1.52% | 3.17% | 6.99% | -0.74% | -2.35% | 3.46% | -5.20% | 2.05% | 5.02% | -1.67% | -0.69% | 16.97% |
Expense Ratio
(no name) 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 (no name) is 19, indicating that it is in the bottom 19% 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 0.78 | 1.18 | 1.14 | 0.53 | 1.97 |
MO Altria Group, Inc. | 2.82 | 4.03 | 1.56 | 2.68 | 15.85 |
KO The Coca-Cola Company | 1.04 | 1.53 | 1.19 | 0.94 | 3.98 |
F Ford Motor Company | 0.38 | 0.71 | 1.11 | 0.26 | 0.91 |
Dividends
Dividend yield
(no name) provided a 5.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.70% | 7.06% | 4.95% | 3.65% | 4.37% | 4.90% | 5.77% | 4.11% | 4.51% | 3.87% | 3.69% | 3.98% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.56% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
MO Altria Group, Inc. | 7.15% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
KO The Coca-Cola Company | 3.06% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
F Ford Motor Company | 7.05% | 10.25% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% | 3.23% | 2.59% |
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 (no name). 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 (no name) was 60.37%, occurring on Nov 20, 2008. Recovery took 285 trading sessions.
The current (no name) drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.37% | Nov 1, 2007 | 267 | Nov 20, 2008 | 285 | Jan 11, 2010 | 552 |
| -42.88% | Jan 22, 2020 | 43 | Mar 23, 2020 | 223 | Feb 9, 2021 | 266 |
| -32.75% | May 24, 2002 | 200 | Mar 11, 2003 | 172 | Nov 12, 2003 | 372 |
| -25.54% | Jan 18, 2022 | 449 | Oct 30, 2023 | 207 | Aug 27, 2024 | 656 |
| -17.59% | May 20, 2011 | 55 | Aug 8, 2011 | 115 | Jan 23, 2012 | 170 |
Volatility
Volatility Chart
The current (no name) volatility is 4.70%, 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
| F | O | MO | KO | |
|---|---|---|---|---|
| F | 1.00 | 0.29 | 0.27 | 0.28 |
| O | 0.29 | 1.00 | 0.31 | 0.38 |
| MO | 0.27 | 0.31 | 1.00 | 0.43 |
| KO | 0.28 | 0.38 | 0.43 | 1.00 |