beat
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
HESAY Hermes International SA | Consumer Cyclical | 33.33% |
LDOS Leidos Holdings, Inc. | Technology | 33.33% |
PGR The Progressive Corporation | Financial Services | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in beat, 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.
The earliest data available for this chart is Jun 8, 2010, corresponding to the inception date of HESAY
Returns By Period
As of May 9, 2025, the beat returned 15.15% Year-To-Date and 25.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| beat | 15.15% | 12.78% | 2.93% | 18.42% | 26.44% | 25.72% |
| Portfolio components: | ||||||
HESAY Hermes International SA | 15.09% | 13.08% | 18.66% | 11.68% | 31.09% | 23.30% |
LDOS Leidos Holdings, Inc. | 7.72% | 16.01% | -19.23% | 7.48% | 10.07% | 19.41% |
PGR The Progressive Corporation | 20.90% | 9.04% | 13.48% | 34.29% | 33.54% | 29.70% |
Monthly Returns
The table below presents the monthly returns of beat, 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 | 7.09% | 2.32% | -1.81% | 4.33% | 2.59% | 15.15% | |||||||
| 2024 | 4.97% | 13.05% | 4.69% | 0.67% | 1.93% | -1.64% | -0.82% | 12.51% | 2.00% | -0.04% | -1.18% | -5.31% | 33.50% |
| 2023 | 6.51% | 0.43% | 2.59% | 1.50% | -9.73% | 7.97% | 1.13% | 0.88% | -3.87% | 7.53% | 7.79% | 0.10% | 23.52% |
| 2022 | -2.96% | 2.24% | 5.97% | -7.47% | 2.51% | -4.01% | 8.94% | -3.52% | -6.80% | 11.77% | 11.03% | -2.70% | 13.24% |
| 2021 | -3.83% | -3.23% | 6.20% | 7.98% | 3.85% | 1.05% | 2.39% | -3.62% | -4.49% | 7.82% | 1.60% | 1.72% | 17.63% |
| 2020 | 6.00% | -5.11% | -3.27% | 6.41% | 7.16% | -2.45% | 3.93% | 2.15% | -0.44% | -0.62% | 6.70% | 9.29% | 32.55% |
| 2019 | 10.04% | 9.88% | 0.85% | 9.89% | -0.48% | 5.50% | 0.79% | -1.11% | 0.45% | -1.71% | 4.78% | 2.46% | 48.64% |
| 2018 | 0.91% | 0.23% | 6.53% | 2.13% | 2.33% | -7.08% | 7.02% | 6.08% | 1.60% | -7.28% | -4.35% | -7.86% | -1.37% |
| 2017 | 1.92% | 5.79% | 1.71% | 1.68% | 5.25% | -0.77% | 4.18% | 4.09% | 0.59% | 2.99% | 4.19% | 3.21% | 40.66% |
| 2016 | -6.51% | 0.39% | 9.60% | -2.57% | 1.07% | 0.82% | 5.41% | 2.66% | 0.62% | -1.50% | 10.11% | 2.25% | 23.33% |
| 2015 | -4.08% | 3.22% | 1.31% | 0.79% | 3.64% | -1.83% | 5.52% | -2.49% | 0.85% | 14.22% | -1.30% | -1.11% | 18.97% |
| 2014 | -7.79% | 1.35% | -5.98% | 3.92% | 2.23% | 2.08% | -5.61% | 2.81% | -6.93% | 5.17% | 6.70% | 5.19% | 1.59% |
Expense Ratio
beat 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 82, beat is among the top 18% 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 | |
|---|---|---|---|---|---|
HESAY Hermes International SA | 0.40 | 0.83 | 1.11 | 0.59 | 1.45 |
LDOS Leidos Holdings, Inc. | 0.25 | 0.61 | 1.10 | 0.26 | 0.49 |
PGR The Progressive Corporation | 1.40 | 1.90 | 1.27 | 2.80 | 6.98 |
Dividends
Dividend yield
beat provided a 1.09% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 0.89% | 0.75% | 0.75% | 2.71% | 1.60% | 1.97% | 1.73% | 1.32% | 10.87% | 2.71% | 3.17% |
| Portfolio components: | ||||||||||||
HESAY Hermes International SA | 0.52% | 1.12% | 0.65% | 0.58% | 0.31% | 0.81% | 0.68% | 0.90% | 0.76% | 0.92% | 2.57% | 1.04% |
LDOS Leidos Holdings, Inc. | 1.01% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% |
PGR The Progressive Corporation | 1.73% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the beat. 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 beat was 26.68%, occurring on Mar 19, 2020. Recovery took 54 trading sessions.
The current beat drawdown is 0.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.68% | Feb 19, 2020 | 22 | Mar 19, 2020 | 54 | Jun 5, 2020 | 76 |
| -22.13% | Oct 1, 2018 | 59 | Dec 24, 2018 | 58 | Mar 20, 2019 | 117 |
| -19.55% | Jul 26, 2011 | 49 | Oct 3, 2011 | 342 | Feb 13, 2013 | 391 |
| -16.31% | Mar 31, 2022 | 55 | Jun 17, 2022 | 41 | Aug 17, 2022 | 96 |
| -15.87% | Dec 3, 2013 | 217 | Oct 13, 2014 | 38 | Dec 5, 2014 | 255 |
Volatility
Volatility Chart
The current beat volatility is 5.79%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, 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 | HESAY | PGR | LDOS | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.31 | 0.49 | 0.53 | 0.61 |
| HESAY | 0.31 | 1.00 | 0.13 | 0.14 | 0.62 |
| PGR | 0.49 | 0.13 | 1.00 | 0.39 | 0.65 |
| LDOS | 0.53 | 0.14 | 0.39 | 1.00 | 0.71 |
| Portfolio | 0.61 | 0.62 | 0.65 | 0.71 | 1.00 |