Stocks 45-60
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
UNP Union Pacific Corporation | Industrials | 16.67% |
UPS United Parcel Service, Inc. | Industrials | 16.67% |
V Visa Inc. | Financial Services | 16.67% |
VZ Verizon Communications Inc. | Communication Services | 16.67% |
WHR Whirlpool Corporation | Consumer Cyclical | 16.67% |
WRK WestRock Company | Consumer Cyclical | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks 45-60, 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 Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of Sep 19, 2024, the Stocks 45-60 returned 5.56% Year-To-Date and 8.71% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Stocks 45-60 | 5.56% | 4.41% | 0.32% | 13.19% | 7.36% | 8.71% |
| Portfolio components: | ||||||
UNP Union Pacific Corporation | 3.94% | 2.63% | 3.11% | 21.23% | 11.02% | 11.13% |
UPS United Parcel Service, Inc. | -13.96% | 1.32% | -13.55% | -13.38% | 5.09% | 6.14% |
V Visa Inc. | 11.44% | 8.26% | 0.11% | 19.38% | 11.45% | 19.10% |
VZ Verizon Communications Inc. | 22.24% | 7.71% | 12.96% | 40.92% | -0.94% | 3.68% |
WHR Whirlpool Corporation | -12.67% | 6.81% | -4.60% | -21.31% | -3.39% | -0.88% |
WRK WestRock Company | 25.74% | 0.00% | 4.80% | 42.65% | 10.40% | 4.21% |
Monthly Returns
The table below presents the monthly returns of Stocks 45-60, 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 | -0.69% | 3.29% | 3.44% | -6.05% | 2.07% | -1.11% | 1.28% | 1.98% | 5.56% | ||||
| 2023 | 7.46% | -6.89% | 0.19% | -0.23% | -5.33% | 7.53% | 3.79% | -1.73% | -3.72% | -2.69% | 9.61% | 3.85% | 10.76% |
| 2022 | -1.18% | -0.42% | 0.20% | -5.32% | 1.32% | -7.93% | 5.18% | -4.53% | -14.81% | 5.77% | 8.84% | -4.56% | -18.16% |
| 2021 | -5.51% | 4.50% | 9.33% | 7.67% | 1.52% | -3.37% | -1.42% | 0.00% | -5.55% | 5.78% | -4.54% | 6.81% | 14.52% |
| 2020 | -3.12% | -10.77% | -11.59% | 13.01% | 3.59% | 2.23% | 9.33% | 10.89% | 2.79% | -3.18% | 10.91% | -0.31% | 22.01% |
| 2019 | 9.41% | 4.19% | 0.86% | 1.41% | -8.98% | 9.84% | 3.93% | -1.70% | 3.19% | 0.32% | 3.16% | 2.36% | 30.17% |
| 2018 | 5.28% | -7.18% | -1.19% | 1.96% | 0.82% | -0.86% | 2.84% | 1.66% | -0.61% | -7.70% | 8.26% | -12.22% | -10.30% |
| 2017 | -0.32% | 1.89% | -1.27% | 2.52% | 1.24% | 0.83% | 0.70% | 1.26% | 4.39% | -0.49% | 4.78% | 1.85% | 18.63% |
| 2016 | -6.15% | 4.49% | 8.79% | 1.53% | 0.89% | 0.71% | 6.40% | 1.55% | -0.74% | -5.01% | 6.92% | 3.27% | 23.84% |
| 2015 | -1.25% | 5.73% | -5.08% | -1.32% | 0.89% | -4.86% | 4.87% | -5.42% | -4.89% | 6.53% | -1.40% | -5.43% | -12.03% |
| 2014 | -4.73% | 4.66% | -0.23% | -1.86% | 3.84% | -0.52% | -1.01% | 2.53% | -0.56% | 9.06% | 5.69% | 1.64% | 19.25% |
| 2013 | 7.44% | 4.58% | 4.98% | 3.05% | 1.81% | -0.52% | 5.14% | -2.57% | 3.49% | 3.79% | 1.18% | 4.60% | 43.35% |
Expense Ratio
Stocks 45-60 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 Stocks 45-60 is 7, indicating that it is in the bottom 7% 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 | |
|---|---|---|---|---|---|
UNP Union Pacific Corporation | 1.16 | 1.81 | 1.20 | 0.83 | 3.75 |
UPS United Parcel Service, Inc. | -0.51 | -0.50 | 0.92 | -0.33 | -1.24 |
V Visa Inc. | 1.25 | 1.70 | 1.22 | 1.51 | 3.86 |
VZ Verizon Communications Inc. | 1.77 | 2.62 | 1.35 | 0.98 | 10.42 |
WHR Whirlpool Corporation | -0.51 | -0.50 | 0.93 | -0.35 | -1.01 |
WRK WestRock Company | 1.84 | 2.81 | 1.38 | 1.04 | 9.80 |
Dividends
Dividend yield
Stocks 45-60 granted a 3.76% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks 45-60 | 3.76% | 3.73% | 3.52% | 2.25% | 2.36% | 2.89% | 3.29% | 2.46% | 2.51% | 2.71% | 1.98% | 2.05% |
| Portfolio components: | ||||||||||||
UNP Union Pacific Corporation | 2.09% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
UPS United Parcel Service, Inc. | 4.98% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
V Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
VZ Verizon Communications Inc. | 6.06% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
WHR Whirlpool Corporation | 6.94% | 5.75% | 4.95% | 2.32% | 2.69% | 3.22% | 4.26% | 2.55% | 2.15% | 2.35% | 1.48% | 1.51% |
WRK WestRock Company | 1.76% | 2.72% | 2.92% | 2.10% | 2.45% | 4.26% | 4.62% | 2.58% | 3.00% | 2.64% | 1.17% | 1.81% |
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 Stocks 45-60. 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 Stocks 45-60 was 46.91%, occurring on Mar 9, 2009. Recovery took 133 trading sessions.
The current Stocks 45-60 drawdown is 9.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.91% | Sep 12, 2008 | 122 | Mar 9, 2009 | 133 | Sep 16, 2009 | 255 |
| -35.15% | Jan 21, 2020 | 44 | Mar 23, 2020 | 94 | Aug 5, 2020 | 138 |
| -29.6% | May 10, 2021 | 353 | Sep 30, 2022 | — | — | — |
| -25.32% | Feb 23, 2015 | 233 | Jan 25, 2016 | 156 | Sep 6, 2016 | 389 |
| -22.47% | Jan 29, 2018 | 229 | Dec 24, 2018 | 145 | Jul 24, 2019 | 374 |
Volatility
Volatility Chart
The current Stocks 45-60 volatility is 2.98%, 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
| VZ | V | WRK | WHR | UNP | UPS | |
|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.30 | 0.31 | 0.33 | 0.35 | 0.37 |
| V | 0.30 | 1.00 | 0.39 | 0.38 | 0.46 | 0.44 |
| WRK | 0.31 | 0.39 | 1.00 | 0.47 | 0.47 | 0.46 |
| WHR | 0.33 | 0.38 | 0.47 | 1.00 | 0.47 | 0.50 |
| UNP | 0.35 | 0.46 | 0.47 | 0.47 | 1.00 | 0.56 |
| UPS | 0.37 | 0.44 | 0.46 | 0.50 | 0.56 | 1.00 |