Langfrist
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MNST Monster Beverage Corporation | Consumer Defensive | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOGL Alphabet Inc. | Communication Services | 20% |
KO The Coca-Cola Company | Consumer Defensive | 20% |
DOW Dow Inc. | Basic Materials | 20% |
Performance
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
The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Langfrist | 24.98% | 2.05% | 4.83% | 23.50% | N/A | N/A |
| Portfolio components: | ||||||
MNST Monster Beverage Corporation | 6.21% | -3.13% | -5.82% | 6.20% | 13.45% | 17.76% |
AMZN Amazon.com, Inc. | 75.50% | 3.76% | 19.44% | 63.17% | 12.61% | 22.53% |
GOOGL Alphabet Inc. | 53.00% | 2.39% | 10.44% | 44.05% | 20.89% | 17.43% |
KO The Coca-Cola Company | -4.95% | 3.48% | -0.78% | -5.25% | 6.90% | 7.30% |
DOW Dow Inc. | 6.53% | 6.87% | 1.05% | 6.17% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.62% | 2.59% | 4.47% | 0.07% | -6.08% | -1.85% | 7.48% |
Dividend yield
Langfrist granted a 1.73% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Langfrist | 1.73% | 1.66% | 1.55% | 1.61% | 1.35% | 0.66% | 0.65% | 0.68% | 0.61% | 0.58% | 0.54% | 0.56% |
| 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. | 0.00% | 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 | 3.14% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
DOW Dow Inc. | 5.50% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
MNST Monster Beverage Corporation | 0.32 | ||||
AMZN Amazon.com, Inc. | 1.97 | ||||
GOOGL Alphabet Inc. | 1.36 | ||||
KO The Coca-Cola Company | -0.36 | ||||
DOW Dow Inc. | 0.27 |
Asset Correlations Table
| DOW | KO | AMZN | MNST | GOOGL | |
|---|---|---|---|---|---|
| DOW | 1.00 | 0.37 | 0.24 | 0.31 | 0.35 |
| KO | 0.37 | 1.00 | 0.22 | 0.53 | 0.33 |
| AMZN | 0.24 | 0.22 | 1.00 | 0.44 | 0.69 |
| MNST | 0.31 | 0.53 | 0.44 | 1.00 | 0.46 |
| GOOGL | 0.35 | 0.33 | 0.69 | 0.46 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 |
| -11.49% | Aug 8, 2023 | 57 | Oct 26, 2023 | — | — | — |
| -10.78% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -9.63% | Jul 29, 2019 | 20 | Aug 23, 2019 | 66 | Nov 26, 2019 | 86 |
Volatility Chart
The current Langfrist volatility is 3.06%, 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.