beat
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Sep 1, 2009, corresponding to the inception date of HESAY
Returns By Period
As of Sep 14, 2024, the beat returned 34.84% Year-To-Date and 26.19% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| beat | 34.84% | 1.73% | 9.44% | 50.91% | 25.61% | 26.21% |
| Portfolio components: | ||||||
HESAY Hermes International SA | 1.49% | -9.16% | -17.01% | 5.95% | 26.51% | 22.31% |
LDOS Leidos Holdings, Inc. | 44.83% | 5.31% | 23.70% | 67.27% | 13.82% | 21.98% |
PGR The Progressive Corporation | 61.34% | 8.30% | 23.88% | 85.36% | 30.81% | 29.30% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.97% | 13.05% | 4.69% | 0.64% | 2.06% | -1.52% | -1.04% | 12.43% | 34.84% | ||||
| 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% | 13.23% |
| 2021 | -3.83% | -3.23% | 6.19% | 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% | 48.63% |
| 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% | 5.78% | 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% | 0.38% | 9.60% | -2.57% | 1.07% | 0.82% | 5.41% | 2.66% | 0.62% | -1.50% | 10.11% | 2.25% | 23.32% |
| 2015 | -4.08% | 3.22% | 1.31% | 0.79% | 3.64% | -1.82% | 5.52% | -2.49% | 0.84% | 14.22% | -1.30% | -1.11% | 18.98% |
| 2014 | -7.79% | 1.34% | -5.98% | 3.92% | 2.23% | 2.07% | -5.61% | 2.81% | -6.93% | 5.17% | 6.70% | 5.19% | 1.58% |
| 2013 | 8.24% | 3.07% | 7.36% | 2.61% | 1.12% | -2.42% | 6.07% | -2.11% | 8.88% | -1.94% | 4.42% | -1.18% | 38.73% |
Expense Ratio
beat 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 risk-adjusted rank of beat is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
HESAY Hermes International SA | 0.36 | 0.66 | 1.08 | 0.41 | 1.08 |
LDOS Leidos Holdings, Inc. | 3.45 | 5.17 | 1.70 | 2.95 | 24.59 |
PGR The Progressive Corporation | 4.01 | 5.36 | 1.72 | 11.95 | 35.99 |
Dividends
Dividend yield
beat granted a 0.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| beat | 0.90% | 0.75% | 0.75% | 2.71% | 1.60% | 1.97% | 1.73% | 1.32% | 10.86% | 2.72% | 3.16% | 3.29% |
| Portfolio components: | ||||||||||||
HESAY Hermes International SA | 1.27% | 0.65% | 0.58% | 0.31% | 0.82% | 0.69% | 0.90% | 0.76% | 0.90% | 2.60% | 1.01% | 0.90% |
LDOS Leidos Holdings, Inc. | 0.98% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
PGR The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
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 3.56%.
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 |
| -18.58% | Oct 26, 2010 | 25 | Nov 30, 2010 | 144 | Jun 27, 2011 | 169 |
| -16.31% | Mar 31, 2022 | 55 | Jun 17, 2022 | 41 | Aug 17, 2022 | 96 |
Volatility
Volatility Chart
The current beat volatility is 4.31%, 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
| HESAY | PGR | LDOS | |
|---|---|---|---|
| HESAY | 1.00 | 0.13 | 0.15 |
| PGR | 0.13 | 1.00 | 0.40 |
| LDOS | 0.15 | 0.40 | 1.00 |