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Langfrist
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Langfrist

Last updated Sep 6, 2024

Asset Allocation

MNST 20%AMZN 20%GOOGL 20%KO 20%DOW 20%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
20%
DOW
Dow Inc.		Basic Materials
20%
GOOGL
Alphabet Inc.		Communication Services
20%
KO
The Coca-Cola Company		Consumer Defensive
20%
MNST
Monster Beverage Corporation		Consumer Defensive
20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Langfrist, 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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
2.67%
6.71%
Langfrist
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		15.38%5.03%6.71%23.24%13.10%10.67%
Langfrist7.10%1.34%2.68%11.89%15.32%N/A
Portfolio components:
MNST
Monster Beverage Corporation		-16.30%-5.08%-18.79%-14.32%11.05%12.42%
AMZN
Amazon.com, Inc.		17.08%9.86%0.61%31.42%14.21%26.44%
GOOGL
Alphabet Inc.		12.69%-0.66%17.15%17.08%21.21%18.04%
KO
The Coca-Cola Company		22.68%4.58%21.63%24.96%8.54%8.89%
DOW
Dow Inc.		-2.83%-0.94%-7.57%-1.58%9.01%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.68%5.31%3.47%-1.16%1.83%1.37%0.32%-1.74%7.10%
202310.31%-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%
20202.01%-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%, 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Langfrist is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Langfrist is 1212
Langfrist
The Sharpe Ratio Rank of Langfrist is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of Langfrist is 88Sortino Ratio Rank
The Omega Ratio Rank of Langfrist is 99Omega Ratio Rank
The Calmar Ratio Rank of Langfrist is 2424Calmar Ratio Rank
The Martin Ratio Rank of Langfrist is 1010Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Langfrist
Sharpe ratio
The chart of Sharpe ratio for Langfrist, currently valued at 0.83, compared to the broader market-1.000.001.002.003.000.83
Sortino ratio
The chart of Sortino ratio for Langfrist, currently valued at 1.19, compared to the broader market-2.000.002.004.001.19
Omega ratio
The chart of Omega ratio for Langfrist, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.16
Calmar ratio
The chart of Calmar ratio for Langfrist, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for Langfrist, currently valued at 3.43, compared to the broader market0.005.0010.0015.0020.0025.0030.003.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.48, compared to the broader market0.005.0010.0015.0020.0025.0030.008.48
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MNST
Monster Beverage Corporation		-0.61-0.690.90-0.53-1.18
AMZN
Amazon.com, Inc.		1.031.551.200.824.50
GOOGL
Alphabet Inc.		0.570.921.130.862.36
KO
The Coca-Cola Company		1.842.551.351.449.29
DOW
Dow Inc.		-0.020.121.01-0.01-0.05

Sharpe Ratio

The current Langfrist Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Langfrist with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.83
1.78
Langfrist
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Langfrist granted a 1.65% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Langfrist1.65%1.65%1.66%1.55%1.61%1.35%0.66%0.65%0.68%0.61%0.58%0.54%
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.		0.13%0.00%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		2.66%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
DOW
Dow Inc.		5.46%5.11%5.56%4.94%5.05%3.84%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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.21%
-2.89%
Langfrist
Benchmark (^GSPC)
Portfolio components

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 4.21%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.38%Feb 21, 202022Mar 23, 202053Jun 8, 202075
-22.64%Sep 2, 2021296Nov 3, 2022145Jun 5, 2023441
-11.49%Aug 8, 202357Oct 26, 202336Dec 18, 202393
-10.78%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.63%Jul 29, 201920Aug 23, 201966Nov 26, 201986

Volatility

Volatility Chart

The current Langfrist volatility is 3.70%, 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.

2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.70%
4.56%
Langfrist
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
DOWKOAMZNMNSTGOOGL
DOW1.000.340.240.300.33
KO0.341.000.200.510.30
AMZN0.240.201.000.410.68
MNST0.300.510.411.000.42
GOOGL0.330.300.680.421.00
The correlation results are calculated based on daily price changes starting from Mar 21, 2019