auto
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 80% |
EBAY eBay Inc. | Consumer Cyclical | 10% |
MELI MercadoLibre, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in auto, 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 Aug 10, 2007, corresponding to the inception date of MELI
Returns By Period
As of Nov 13, 2024, the auto returned 38.09% Year-To-Date and 28.93% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| auto | 40.70% | 9.77% | 16.15% | 47.97% | 21.75% | 29.16% |
| Portfolio components: | ||||||
MELI MercadoLibre, Inc. | 22.90% | -7.14% | 12.39% | 35.01% | 28.66% | 30.74% |
AMZN Amazon.com, Inc. | 40.91% | 14.16% | 15.11% | 46.84% | 19.81% | 29.37% |
EBAY eBay Inc. | 44.03% | -7.46% | 19.22% | 56.71% | 13.89% | 11.57% |
Monthly Returns
The table below presents the monthly returns of auto, 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 | 2.02% | 11.79% | 2.36% | -2.97% | 3.04% | 6.84% | -2.06% | -0.37% | 4.37% | -1.24% | 40.70% | ||
| 2023 | 24.09% | -7.19% | 8.17% | 1.82% | 10.38% | 6.73% | 2.45% | 3.81% | -7.26% | 2.45% | 11.33% | 3.44% | 73.92% |
| 2022 | -10.80% | 1.17% | 6.01% | -21.77% | -5.25% | -12.63% | 26.09% | -5.19% | -10.56% | -5.75% | -2.38% | -11.86% | -46.28% |
| 2021 | 0.62% | -3.58% | 0.03% | 9.42% | -6.31% | 8.29% | -2.84% | 6.66% | -6.31% | 1.94% | 0.20% | -3.29% | 3.34% |
| 2020 | 7.82% | -5.45% | -0.56% | 26.66% | 4.97% | 13.70% | 13.72% | 7.65% | -8.31% | -2.50% | 7.23% | 3.27% | 85.75% |
| 2019 | 15.94% | 0.22% | 7.84% | 6.50% | -5.43% | 7.05% | -0.54% | -4.48% | -2.90% | 0.37% | 2.29% | 2.12% | 30.65% |
| 2018 | 22.29% | 3.96% | -4.82% | 5.48% | 1.94% | 3.51% | 4.35% | 10.89% | -0.84% | -17.85% | 5.77% | -11.24% | 19.19% |
| 2017 | 10.45% | 4.20% | 3.81% | 4.25% | 8.37% | -2.95% | 3.36% | -1.61% | -0.88% | 11.06% | 5.84% | 1.47% | 57.48% |
| 2016 | -13.39% | -4.19% | 7.60% | 9.72% | 8.67% | -0.86% | 9.03% | 2.70% | 7.91% | -6.79% | -4.84% | 0.48% | 13.64% |
| 2015 | 10.57% | 7.26% | -2.31% | 12.40% | 2.11% | 0.51% | 19.13% | -5.15% | -2.21% | 20.02% | 7.95% | -0.06% | 91.22% |
| 2014 | -9.39% | 2.66% | -7.14% | -8.48% | 1.03% | 4.20% | -2.66% | 9.58% | -4.24% | -2.47% | 9.29% | -7.42% | -16.11% |
| 2013 | 6.89% | -0.93% | 1.91% | -3.72% | 6.63% | 1.36% | 7.68% | -5.62% | 11.57% | 12.55% | 4.78% | 1.60% | 52.55% |
Expense Ratio
auto 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 rank of auto is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
MELI MercadoLibre, Inc. | 1.09 | 1.55 | 1.23 | 1.27 | 4.19 |
AMZN Amazon.com, Inc. | 1.86 | 2.54 | 1.33 | 2.14 | 8.53 |
EBAY eBay Inc. | 2.52 | 3.21 | 1.43 | 1.29 | 19.14 |
Dividends
Dividend yield
auto provided a 0.17% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.17% | 0.23% | 0.21% | 0.11% | 0.13% | 0.16% | 0.00% | 0.02% | 0.04% | 0.04% | 0.05% | 0.05% |
| Portfolio components: | ||||||||||||
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% |
AMZN Amazon.com, 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% |
EBAY eBay Inc. | 1.71% | 2.29% | 2.12% | 1.08% | 1.27% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 auto. 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 auto was 66.93%, occurring on Nov 20, 2008. Recovery took 232 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.93% | Jan 3, 2008 | 225 | Nov 20, 2008 | 232 | Oct 23, 2009 | 457 |
| -52.96% | Jul 27, 2021 | 360 | Dec 28, 2022 | 320 | Apr 9, 2024 | 680 |
| -32.19% | Sep 5, 2018 | 77 | Dec 24, 2018 | 81 | Apr 23, 2019 | 158 |
| -29.09% | Dec 30, 2015 | 28 | Feb 9, 2016 | 63 | May 10, 2016 | 91 |
| -26.28% | Jan 22, 2014 | 75 | May 8, 2014 | 207 | Mar 5, 2015 | 282 |
Volatility
Volatility Chart
The current auto volatility is 7.81%, 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
| MELI | EBAY | AMZN | |
|---|---|---|---|
| MELI | 1.00 | 0.41 | 0.47 |
| EBAY | 0.41 | 1.00 | 0.48 |
| AMZN | 0.47 | 0.48 | 1.00 |