Paco Long Term Winners
FICO, AXON, TPL & EME for 5 years
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AXON Axon Enterprise, Inc. | Industrials | 25% |
EME EMCOR Group, Inc. | Industrials | 25% |
FICO Fair Isaac Corporation | Technology | 25% |
TPL Texas Pacific Land Corporation | Energy | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 7, 2001, corresponding to the inception date of AXON
Returns By Period
As of May 23, 2025, the Paco Long Term Winners returned 7.42% Year-To-Date and 39.14% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Paco Long Term Winners | 7.89% | 7.92% | -12.30% | 76.56% | 53.71% | 39.48% |
| Portfolio components: | ||||||
FICO Fair Isaac Corporation | -14.90% | -12.03% | -28.06% | 25.21% | 34.19% | 34.63% |
TPL Texas Pacific Land Corporation | 15.18% | -4.38% | -26.29% | 113.18% | 48.20% | 40.17% |
AXON Axon Enterprise, Inc. | 23.06% | 26.78% | 14.82% | 161.21% | 58.07% | 37.04% |
EME EMCOR Group, Inc. | 2.19% | 20.62% | -8.13% | 19.05% | 50.07% | 26.82% |
Monthly Returns
The table below presents the monthly returns of Paco Long Term Winners , 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 | 4.99% | -3.99% | -5.19% | 7.49% | 5.03% | 7.89% | |||||||
| 2024 | -0.41% | 19.19% | 5.83% | -1.84% | 4.57% | 8.25% | 7.29% | 9.05% | 8.26% | 10.93% | 31.41% | -17.35% | 113.04% |
| 2023 | 3.57% | 2.01% | 2.82% | -2.64% | -3.47% | 4.46% | 7.44% | 12.99% | -4.68% | -0.06% | 8.60% | 4.40% | 39.86% |
| 2022 | -4.30% | 0.26% | 2.42% | -10.85% | 3.69% | -3.97% | 17.45% | 1.41% | -3.81% | 23.52% | 19.35% | -6.91% | 37.18% |
| 2021 | 8.18% | 11.55% | 14.30% | 4.35% | -2.63% | 7.86% | 0.38% | -5.85% | -8.02% | 3.38% | -6.06% | 6.22% | 35.56% |
| 2020 | 1.08% | -4.95% | -22.12% | 17.38% | 5.28% | 8.64% | -4.26% | 1.78% | -4.48% | 0.47% | 27.53% | 8.09% | 29.49% |
| 2019 | 18.65% | 8.22% | 4.32% | 9.64% | -0.27% | 4.36% | 4.26% | -6.70% | -5.96% | -5.03% | 20.47% | 3.27% | 65.20% |
| 2018 | 8.17% | 5.51% | 2.44% | 2.84% | 23.61% | 0.55% | 4.81% | 8.03% | -0.73% | -10.68% | -11.90% | -8.51% | 20.93% |
| 2017 | 3.02% | -2.35% | -4.12% | 6.81% | -4.11% | 4.32% | 4.14% | 2.35% | 2.04% | 5.42% | 4.12% | 3.53% | 27.38% |
| 2016 | -5.28% | 10.08% | 5.31% | -0.62% | 9.08% | 3.92% | 9.22% | 1.48% | 9.95% | -3.00% | 10.26% | -1.01% | 59.61% |
| 2015 | -2.63% | 8.71% | 4.14% | 6.22% | 1.46% | 3.45% | -7.96% | -7.86% | 1.67% | 7.93% | -3.04% | -6.17% | 4.05% |
| 2014 | -2.72% | 16.51% | -2.14% | -2.02% | 2.71% | 1.23% | -5.38% | 13.93% | -4.45% | 7.66% | 5.68% | 4.63% | 38.55% |
Expense Ratio
Paco Long Term Winners 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
With an overall rank of 93, Paco Long Term Winners is among the top 7% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.68 | 1.00 | 1.15 | 0.78 | 1.69 |
TPL Texas Pacific Land Corporation | 2.03 | 2.50 | 1.36 | 2.93 | 6.37 |
AXON Axon Enterprise, Inc. | 2.89 | 3.65 | 1.56 | 5.12 | 13.38 |
EME EMCOR Group, Inc. | 0.45 | 0.84 | 1.13 | 0.54 | 1.33 |
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Dividends
Dividend yield
Paco Long Term Winners provided a 0.36% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.36% | 0.45% | 0.29% | 0.43% | 0.32% | 0.98% | 0.28% | 0.32% | 0.18% | 0.16% | 0.24% | 0.26% |
| Portfolio components: | ||||||||||||
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
TPL Texas Pacific Land Corporation | 1.22% | 1.58% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% |
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EME EMCOR Group, Inc. | 0.22% | 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 Paco Long Term Winners . 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 Paco Long Term Winners was 71.49%, occurring on Nov 20, 2008. Recovery took 991 trading sessions.
The current Paco Long Term Winners drawdown is 12.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.49% | Jul 20, 2007 | 340 | Nov 20, 2008 | 991 | Oct 26, 2012 | 1331 |
| -48.46% | Feb 20, 2020 | 20 | Mar 18, 2020 | 164 | Nov 9, 2020 | 184 |
| -40.83% | Apr 22, 2002 | 121 | Oct 10, 2002 | 148 | May 14, 2003 | 269 |
| -36.25% | Sep 17, 2018 | 69 | Dec 24, 2018 | 73 | Apr 10, 2019 | 142 |
| -30.48% | Jul 26, 2021 | 202 | May 11, 2022 | 114 | Oct 24, 2022 | 316 |
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 4 assets, with an effective number of assets of 4.00, 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 | TPL | AXON | FICO | EME | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.26 | 0.41 | 0.58 | 0.63 | 0.62 |
| TPL | 0.26 | 1.00 | 0.16 | 0.16 | 0.23 | 0.52 |
| AXON | 0.41 | 0.16 | 1.00 | 0.34 | 0.33 | 0.74 |
| FICO | 0.58 | 0.16 | 0.34 | 1.00 | 0.43 | 0.62 |
| EME | 0.63 | 0.23 | 0.33 | 0.43 | 1.00 | 0.64 |
| Portfolio | 0.62 | 0.52 | 0.74 | 0.62 | 0.64 | 1.00 |