Langfrist
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
DOW Dow Inc. | Basic Materials | 20% |
GOOGL Alphabet Inc Class A | Communication Services | 20% |
KO The Coca-Cola Company | Consumer Defensive | 20% |
MNST Monster Beverage Corporation | Consumer Defensive | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Langfrist | -5.66% | 3.75% | -5.93% | -5.45% | 13.48% | N/A |
Portfolio components: | ||||||
MNST Monster Beverage Corporation | 16.06% | 5.59% | 12.67% | 9.99% | 12.98% | 10.94% |
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.93% | 24.71% |
GOOGL Alphabet Inc Class A | -19.22% | -0.05% | -14.16% | -8.99% | 17.00% | 19.05% |
KO The Coca-Cola Company | 14.10% | -0.34% | 11.98% | 14.81% | 12.59% | 8.99% |
DOW Dow Inc. | -25.18% | 8.02% | -34.38% | -47.33% | 2.53% | N/A |
Monthly Returns
The table below presents the monthly returns of Langfrist, 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 | 1.57% | -1.17% | -3.55% | -1.76% | -0.82% | -5.66% | |||||||
2024 | -0.68% | 5.31% | 3.47% | -1.16% | 1.83% | 1.37% | 0.32% | -1.74% | 3.56% | -2.89% | 1.16% | 0.92% | 11.76% |
2023 | 10.31% | -5.18% | 6.18% | 2.39% | 3.62% | 2.59% | 4.47% | 0.07% | -6.08% | -1.85% | 7.47% | 4.13% | 30.36% |
2022 | -3.63% | 0.36% | 2.59% | -5.08% | 0.65% | -7.16% | 9.21% | -6.15% | -9.49% | 2.11% | 6.06% | -5.00% | -16.00% |
2021 | -4.42% | 5.18% | 4.41% | 6.63% | 0.34% | -0.26% | 2.79% | 3.26% | -7.34% | 2.77% | -1.79% | 5.31% | 17.09% |
2020 | 2.01% | -7.52% | -11.70% | 16.47% | 5.90% | 2.35% | 7.90% | 8.33% | -3.90% | -0.77% | 9.94% | 4.44% | 34.58% |
2019 | -0.36% | 6.77% | -5.66% | 3.55% | 2.78% | -4.26% | 1.96% | 1.62% | 3.51% | 3.51% | 13.53% |
Expense Ratio
Langfrist 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
The current rank of Langfrist is 2, meaning it’s performing worse than 98% of other 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 | |
---|---|---|---|---|---|
MNST Monster Beverage Corporation | 0.42 | 0.76 | 1.11 | 0.44 | 1.36 |
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
GOOGL Alphabet Inc Class A | -0.32 | -0.27 | 0.97 | -0.35 | -0.77 |
KO The Coca-Cola Company | 0.94 | 1.45 | 1.18 | 1.03 | 2.27 |
DOW Dow Inc. | -1.37 | -2.13 | 0.72 | -0.81 | -1.82 |
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Dividends
Dividend yield
Langfrist provided a 2.56% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.56% | 2.08% | 1.65% | 1.66% | 1.55% | 1.61% | 1.35% | 0.66% | 0.65% | 0.68% | 0.61% | 0.58% |
Portfolio components: | ||||||||||||
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.79% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
DOW Dow Inc. | 9.50% | 6.98% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Langfrist. 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 Langfrist was 29.38%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Langfrist drawdown is 7.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-29.38% | Feb 21, 2020 | 22 | Mar 23, 2020 | 53 | Jun 8, 2020 | 75 |
-22.64% | Sep 2, 2021 | 296 | Nov 3, 2022 | 145 | Jun 5, 2023 | 441 |
-15.38% | Dec 13, 2024 | 78 | Apr 8, 2025 | — | — | — |
-11.49% | Aug 8, 2023 | 57 | Oct 26, 2023 | 36 | Dec 18, 2023 | 93 |
-10.78% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | KO | DOW | MNST | AMZN | GOOGL | Portfolio | |
---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.43 | 0.54 | 0.52 | 0.68 | 0.72 | 0.84 |
KO | 0.43 | 1.00 | 0.32 | 0.51 | 0.15 | 0.24 | 0.51 |
DOW | 0.54 | 0.32 | 1.00 | 0.30 | 0.23 | 0.31 | 0.62 |
MNST | 0.52 | 0.51 | 0.30 | 1.00 | 0.36 | 0.37 | 0.65 |
AMZN | 0.68 | 0.15 | 0.23 | 0.36 | 1.00 | 0.67 | 0.73 |
GOOGL | 0.72 | 0.24 | 0.31 | 0.37 | 0.67 | 1.00 | 0.78 |
Portfolio | 0.84 | 0.51 | 0.62 | 0.65 | 0.73 | 0.78 | 1.00 |