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
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The earliest data available for this chart is Jun 8, 2010, corresponding to the inception date of HESAY
Returns By Period
As of Jun 2, 2025, the beat returned 13.88% Year-To-Date and 25.17% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| beat | 12.53% | -1.37% | 5.96% | 17.51% | 23.44% | 25.04% |
| Portfolio components: | ||||||
HESAY Hermes International SA | 15.87% | -1.11% | 21.61% | 16.86% | 26.75% | 22.46% |
LDOS Leidos Holdings, Inc. | -1.38% | -4.80% | -13.21% | -2.63% | 7.18% | 18.39% |
PGR The Progressive Corporation | 22.95% | 2.10% | 11.57% | 39.62% | 32.19% | 29.72% |
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 | 7.00% | 2.41% | -1.43% | 4.52% | 0.88% | -1.18% | 12.53% | ||||||
| 2024 | 4.62% | 13.42% | 4.72% | 0.53% | 2.06% | -1.52% | -1.04% | 12.43% | 2.18% | -0.09% | -1.23% | -5.49% | 33.12% |
| 2023 | 6.62% | 0.17% | 2.68% | 1.47% | -9.50% | 7.77% | 0.93% | 0.99% | -3.98% | 7.86% | 7.57% | 0.22% | 23.51% |
| 2022 | -2.82% | 1.60% | 5.96% | -7.62% | 3.13% | -3.97% | 9.23% | -4.12% | -6.98% | 12.21% | 11.83% | -3.27% | 13.19% |
| 2021 | -3.74% | -3.60% | 6.35% | 7.90% | 3.98% | 1.05% | 2.34% | -3.43% | -4.84% | 8.16% | 1.97% | 1.36% | 17.65% |
| 2020 | 5.55% | -4.58% | -3.62% | 7.55% | 6.13% | -2.56% | 3.84% | 2.18% | -0.37% | -0.83% | 6.67% | 9.61% | 32.32% |
| 2019 | 10.09% | 9.86% | 0.89% | 10.15% | -0.68% | 5.34% | 0.64% | -0.87% | 0.46% | -1.58% | 4.67% | 2.79% | 49.22% |
| 2018 | 0.75% | 0.59% | 6.44% | 1.80% | 2.93% | -7.48% | 7.16% | 5.98% | 1.64% | -7.35% | -4.26% | -7.92% | -1.42% |
| 2017 | 2.01% | 5.60% | 1.86% | 1.75% | 5.19% | -0.61% | 4.15% | 4.11% | 0.51% | 3.01% | 3.83% | 3.37% | 40.63% |
| 2016 | -7.06% | 0.40% | 9.81% | -2.85% | 1.28% | 0.92% | 5.19% | 2.81% | 0.46% | -1.34% | 10.01% | 2.14% | 22.54% |
| 2015 | -4.17% | 3.06% | 1.34% | 0.82% | 3.91% | -1.79% | 4.27% | -0.98% | -0.84% | 15.52% | -1.27% | -0.47% | 19.68% |
| 2014 | -7.75% | 1.16% | -6.12% | 4.05% | 2.23% | 2.02% | -5.33% | 2.82% | -7.07% | 5.19% | 6.80% | 5.16% | 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 76, beat is among the top 24% 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 | 0.54 | 1.13 | 1.14 | 0.89 | 2.32 |
LDOS Leidos Holdings, Inc. | -0.09 | 0.13 | 1.02 | -0.05 | -0.09 |
PGR The Progressive Corporation | 1.62 | 2.37 | 1.34 | 3.67 | 9.28 |
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Dividends
Dividend yield
beat provided a 1.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 0.89% | 0.75% | 0.75% | 2.71% | 1.59% | 1.97% | 1.73% | 1.32% | 10.87% | 2.70% | 3.17% |
| Portfolio components: | ||||||||||||
HESAY Hermes International SA | 0.52% | 1.13% | 0.65% | 0.57% | 0.31% | 0.81% | 0.68% | 0.91% | 0.76% | 0.92% | 2.53% | 1.04% |
LDOS Leidos Holdings, Inc. | 1.10% | 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 | 1.70% | 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.
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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 26.84%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current beat drawdown is 4.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.84% | Feb 19, 2020 | 24 | Mar 23, 2020 | 114 | Sep 2, 2020 | 138 |
| -22.28% | Oct 1, 2018 | 59 | Dec 24, 2018 | 58 | Mar 20, 2019 | 117 |
| -20.23% | Sep 1, 2011 | 22 | Oct 3, 2011 | 342 | Feb 13, 2013 | 364 |
| -16.01% | Mar 31, 2022 | 55 | Jun 17, 2022 | 41 | Aug 17, 2022 | 96 |
| -15.89% | Dec 3, 2013 | 217 | Oct 13, 2014 | 38 | Dec 5, 2014 | 255 |
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 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 | 0.39 | 0.49 | 0.53 | 0.63 |
| HESAY | 0.39 | 1.00 | 0.18 | 0.18 | 0.65 |
| PGR | 0.49 | 0.18 | 1.00 | 0.39 | 0.66 |
| LDOS | 0.53 | 0.18 | 0.39 | 1.00 | 0.71 |
| Portfolio | 0.63 | 0.65 | 0.66 | 0.71 | 1.00 |