Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Littleville Fair , 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.
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The earliest data available for this chart is Mar 27, 2024, corresponding to the inception date of GEV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 0.61% | -0.42% | 4.03% | 29.40% | 18.38% | 10.55% | 12.70% |
Portfolio Littleville Fair | -0.47% | 1.15% | 9.17% | 13.35% | 47.15% | — | — | — |
| Portfolio components: | ||||||||
NEE NextEra Energy, Inc. | -0.42% | 2.64% | 17.99% | 14.41% | 45.20% | 9.44% | 6.56% | 15.29% |
DUK Duke Energy Corporation | -0.91% | 1.35% | 13.40% | 5.55% | 16.79% | 14.25% | 10.41% | 9.48% |
DTE DTE Energy Company | -0.86% | 2.96% | 16.96% | 8.38% | 20.15% | 13.36% | 8.87% | 10.63% |
PM Philip Morris International Inc. | -0.50% | -2.97% | 0.92% | 1.80% | 9.90% | 22.96% | 17.44% | 9.99% |
SYY Sysco Corporation | -2.89% | -13.23% | 0.30% | -5.79% | 7.51% | 0.35% | 0.54% | 7.21% |
WMT Walmart Inc. | -1.83% | 2.87% | 14.02% | 24.99% | 41.15% | 37.91% | 23.78% | 20.76% |
MNST Monster Beverage Corporation | -0.62% | -2.32% | -1.24% | 8.76% | 31.07% | 13.14% | 9.71% | 13.31% |
ABBV AbbVie Inc. | -2.10% | -8.67% | -8.26% | -8.41% | 23.37% | 12.82% | 18.55% | 18.04% |
MDT Medtronic plc | -0.80% | -1.18% | -8.47% | -7.21% | 9.02% | 5.88% | -3.59% | 3.99% |
MCK McKesson Corporation | -0.90% | -7.35% | 5.61% | 13.57% | 27.92% | 33.83% | 36.07% | 18.99% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 28, 2024, Littleville Fair 's average daily return is +0.10%, while the average monthly return is +1.95%. At this rate, your investment would double in approximately 3.0 years.
Historically, 81% of months were positive and 19% were negative. The best month was May 2025 with a return of +6.3%, while the worst month was Mar 2026 at -5.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Littleville Fair closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.23% | 5.86% | -5.26% | 3.44% | 9.17% | ||||||||
| 2025 | 3.56% | 2.86% | -1.77% | 0.66% | 6.27% | 3.97% | 1.85% | 2.53% | 5.56% | 1.43% | 2.12% | -0.03% | 32.82% |
| 2024 | 0.25% | -2.14% | 5.34% | 1.03% | 2.36% | 3.05% | 2.55% | 0.25% | 4.76% | -4.94% | 12.75% |
Benchmark Metrics
Littleville Fair has an annualized alpha of 16.32%, beta of 0.70, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since March 28, 2024.
- This portfolio captured 115.00% of S&P 500 Index gains but only 25.49% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 16.32% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 16.32%
- Beta
- 0.70
- R²
- 0.79
- Upside Capture
- 115.00%
- Downside Capture
- 25.49%
Expense Ratio
Littleville Fair has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Littleville Fair ranks 96 for risk / return — in the top 96% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.33 | 2.23 | +2.10 |
Sortino ratioReturn per unit of downside risk | 5.94 | 3.12 | +2.82 |
Omega ratioGain probability vs. loss probability | 1.80 | 1.42 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 7.54 | 4.05 | +3.49 |
Martin ratioReturn relative to average drawdown | 34.23 | 17.91 | +16.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
NEE NextEra Energy, Inc. | 81 | 1.92 | 2.46 | 1.34 | 4.76 | 11.54 |
DUK Duke Energy Corporation | 60 | 1.12 | 1.60 | 1.19 | 1.63 | 4.08 |
DTE DTE Energy Company | 65 | 1.29 | 1.82 | 1.23 | 2.11 | 5.22 |
PM Philip Morris International Inc. | 41 | 0.40 | 0.66 | 1.09 | 0.55 | 1.13 |
SYY Sysco Corporation | 40 | 0.28 | 0.56 | 1.09 | 0.42 | 1.52 |
WMT Walmart Inc. | 83 | 1.88 | 2.75 | 1.34 | 5.16 | 14.19 |
MNST Monster Beverage Corporation | 69 | 1.41 | 1.99 | 1.26 | 2.13 | 7.02 |
ABBV AbbVie Inc. | 57 | 0.93 | 1.39 | 1.18 | 1.50 | 3.48 |
MDT Medtronic plc | 43 | 0.47 | 0.82 | 1.10 | 0.56 | 1.58 |
MCK McKesson Corporation | 64 | 1.00 | 1.71 | 1.22 | 2.37 | 6.08 |
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Dividends
Dividend yield
Littleville Fair provided a 1.90% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 2.00% | 2.03% | 2.20% | 2.15% | 1.94% | 2.18% | 2.02% | 2.19% | 1.82% | 2.02% | 2.19% |
| Portfolio components: | ||||||||||||
NEE NextEra Energy, Inc. | 2.47% | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% |
DUK Duke Energy Corporation | 3.22% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
DTE DTE Energy Company | 3.01% | 3.44% | 3.44% | 3.52% | 3.07% | 2.98% | 3.40% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% |
PM Philip Morris International Inc. | 3.59% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
SYY Sysco Corporation | 2.97% | 2.85% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% |
WMT Walmart Inc. | 0.75% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ABBV AbbVie Inc. | 3.20% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
MDT Medtronic plc | 3.26% | 2.95% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% |
MCK McKesson Corporation | 0.37% | 0.37% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% |
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 Littleville Fair . 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 Littleville Fair was 11.99%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.
The current Littleville Fair drawdown is 1.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.99% | Feb 20, 2025 | 34 | Apr 8, 2025 | 17 | May 2, 2025 | 51 |
| -7.15% | Mar 3, 2026 | 20 | Mar 30, 2026 | — | — | — |
| -5.54% | Dec 2, 2024 | 14 | Dec 19, 2024 | 33 | Feb 10, 2025 | 47 |
| -5.14% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -3.63% | Apr 1, 2024 | 14 | Apr 18, 2024 | 12 | May 6, 2024 | 26 |
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 49 assets, with an effective number of assets of 43.96, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.