Letzte Ver
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AZO AutoZone, Inc. | Consumer Cyclical | 7.69% |
CALM Cal-Maine Foods, Inc. | Consumer Defensive | 7.69% |
COST Costco Wholesale Corporation | Consumer Defensive | 7.69% |
CSU.TO Constellation Software Inc. | Technology | 7.69% |
HSY The Hershey Company | Consumer Defensive | 7.69% |
HVRRY Hannover Re | Financial Services | 7.69% |
LLY Eli Lilly and Company | Healthcare | 7.69% |
MCK McKesson Corporation | Healthcare | 7.69% |
NEM.DE Nemetschek AG O.N. | Technology | 7.69% |
NVO Novo Nordisk A/S | Healthcare | 7.69% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 7.69% |
PWR Quanta Services, Inc. | Industrials | 7.69% |
UFPT UFP Technologies, Inc. | Healthcare | 7.69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Letzte Ver, 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 Oct 25, 2007, corresponding to the inception date of CSU.TO
Returns By Period
As of Jul 25, 2024, the Letzte Ver returned 23.51% Year-To-Date and 24.07% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Letzte Ver | 24.14% | 3.01% | 21.13% | 39.59% | 31.08% | 24.20% |
| Portfolio components: | ||||||
AZO AutoZone, Inc. | 17.22% | 3.46% | 9.02% | 23.87% | 20.87% | 19.00% |
CSU.TO Constellation Software Inc. | 27.05% | 11.52% | 14.71% | 51.73% | 25.91% | 29.73% |
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 25.14% | 23.18% |
CALM Cal-Maine Foods, Inc. | 26.25% | 17.24% | 29.01% | 63.89% | 15.35% | 8.68% |
LLY Eli Lilly and Company | 41.36% | -8.88% | 28.91% | 81.83% | 50.54% | 31.09% |
MCK McKesson Corporation | 28.97% | -0.64% | 23.04% | 47.66% | 33.83% | 12.60% |
HSY The Hershey Company | 4.78% | 5.26% | 2.70% | -15.39% | 6.73% | 9.97% |
NVO Novo Nordisk A/S | 24.23% | -11.00% | 18.92% | 64.63% | 39.70% | 19.83% |
ODFL Old Dominion Freight Line, Inc. | 1.77% | 16.85% | 5.05% | 0.28% | 29.84% | 25.60% |
PWR Quanta Services, Inc. | 15.38% | -6.63% | 26.84% | 23.59% | 44.77% | 21.49% |
UFPT UFP Technologies, Inc. | 82.34% | 23.82% | 88.14% | 64.16% | 47.78% | 28.24% |
HVRRY Hannover Re | 6.90% | -1.17% | 5.64% | 17.90% | 19.94% | 24.19% |
NEM.DE Nemetschek AG O.N. | 8.84% | -5.84% | 3.83% | 30.47% | 10.08% | 26.96% |
Monthly Returns
The table below presents the monthly returns of Letzte Ver, 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 | 3.62% | 8.37% | 4.80% | -5.60% | 6.06% | 2.36% | 24.14% | ||||||
| 2023 | 4.08% | -0.02% | 6.57% | 3.81% | 2.27% | 5.72% | 0.45% | 2.09% | -2.34% | -0.49% | 7.93% | 4.22% | 39.53% |
| 2022 | -6.44% | 1.78% | 7.99% | -4.00% | -0.39% | 0.30% | 6.65% | -1.84% | -4.79% | 8.75% | 7.57% | -1.99% | 12.71% |
| 2021 | -0.67% | 2.93% | 5.45% | 4.29% | 2.04% | 2.87% | 5.56% | 6.36% | -1.27% | 7.27% | 1.62% | 6.75% | 52.23% |
| 2020 | 0.16% | -4.24% | -5.71% | 9.56% | 9.81% | -0.88% | 2.51% | 3.31% | -2.32% | -2.20% | 10.52% | 1.38% | 22.25% |
| 2019 | 8.11% | 5.96% | 4.19% | 1.17% | -2.99% | 8.80% | 1.29% | 0.54% | 0.13% | 3.01% | 5.55% | 1.48% | 43.38% |
| 2018 | 4.08% | -4.72% | 1.20% | 2.36% | 2.35% | -1.22% | 4.16% | 6.21% | -0.45% | -5.24% | 3.44% | -7.09% | 4.16% |
| 2017 | -0.96% | 2.77% | 0.57% | 1.67% | 4.52% | 0.08% | 0.25% | -0.14% | 5.10% | 2.45% | 5.59% | 0.14% | 24.10% |
| 2016 | -5.95% | 2.23% | 4.18% | 1.96% | 0.50% | 0.53% | 4.87% | -2.16% | -1.11% | -1.80% | 1.43% | 3.26% | 7.68% |
| 2015 | -2.52% | 8.91% | 2.55% | -0.13% | 4.53% | -1.66% | 4.90% | -4.03% | 0.69% | 2.29% | 1.98% | -0.86% | 17.17% |
| 2014 | 0.37% | 6.63% | 2.79% | -0.51% | 3.83% | 2.55% | -1.59% | 2.96% | 1.12% | 2.42% | 2.43% | 0.49% | 25.89% |
| 2013 | 7.61% | -0.08% | 3.27% | 2.47% | 1.91% | -0.94% | 5.24% | -2.30% | 4.02% | 5.55% | 4.47% | 3.14% | 39.73% |
Expense Ratio
Letzte Ver 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 risk-adjusted rank of Letzte Ver is 97, placing it in the top 3% 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 | |
|---|---|---|---|---|---|
AZO AutoZone, Inc. | 1.13 | 1.62 | 1.22 | 1.53 | 3.63 |
CSU.TO Constellation Software Inc. | 2.62 | 3.42 | 1.44 | 5.68 | 16.27 |
COST Costco Wholesale Corporation | 2.81 | 3.36 | 1.53 | 4.50 | 14.16 |
CALM Cal-Maine Foods, Inc. | 2.12 | 2.95 | 1.39 | 2.31 | 14.38 |
LLY Eli Lilly and Company | 2.74 | 3.75 | 1.52 | 6.18 | 19.34 |
MCK McKesson Corporation | 2.51 | 3.09 | 1.44 | 5.71 | 16.64 |
HSY The Hershey Company | -0.67 | -0.87 | 0.90 | -0.39 | -0.95 |
NVO Novo Nordisk A/S | 1.99 | 3.28 | 1.39 | 4.99 | 13.93 |
ODFL Old Dominion Freight Line, Inc. | 0.05 | 0.27 | 1.04 | 0.06 | 0.13 |
PWR Quanta Services, Inc. | 0.77 | 1.31 | 1.17 | 0.98 | 2.70 |
UFPT UFP Technologies, Inc. | 1.54 | 2.26 | 1.28 | 2.20 | 7.86 |
HVRRY Hannover Re | 1.03 | 1.53 | 1.19 | 1.66 | 3.92 |
NEM.DE Nemetschek AG O.N. | 0.99 | 1.61 | 1.18 | 0.56 | 4.45 |
Dividends
Dividend yield
Letzte Ver granted a 1.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Letzte Ver | 1.12% | 1.45% | 1.00% | 0.69% | 1.12% | 1.18% | 1.29% | 1.39% | 1.49% | 1.56% | 1.33% | 1.41% |
| Portfolio components: | ||||||||||||
AZO AutoZone, 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% |
CSU.TO Constellation Software Inc. | 0.12% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 0.90% | 1.29% | 1.83% |
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
CALM Cal-Maine Foods, Inc. | 2.64% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% | 1.15% |
LLY Eli Lilly and Company | 0.59% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
MCK McKesson Corporation | 0.42% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
HSY The Hershey Company | 2.66% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
NVO Novo Nordisk A/S | 0.76% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
ODFL Old Dominion Freight Line, Inc. | 0.45% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
PWR Quanta Services, Inc. | 0.14% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UFPT UFP Technologies, 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% |
HVRRY Hannover Re | 3.14% | 2.75% | 3.15% | 2.84% | 3.69% | 3.03% | 4.57% | 4.33% | 4.99% | 3.97% | 4.58% | 4.54% |
NEM.DE Nemetschek AG O.N. | 1.08% | 0.57% | 0.82% | 0.27% | 0.46% | 0.46% | 0.78% | 0.87% | 0.90% | 0.87% | 1.55% | 2.29% |
Drawdowns
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 Letzte Ver. 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 Letzte Ver was 45.20%, occurring on Nov 20, 2008. Recovery took 328 trading sessions.
The current Letzte Ver drawdown is 2.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.2% | Aug 18, 2008 | 69 | Nov 20, 2008 | 328 | Mar 2, 2010 | 397 |
| -27.2% | Feb 21, 2020 | 22 | Mar 23, 2020 | 47 | May 28, 2020 | 69 |
| -15.06% | Jul 8, 2011 | 22 | Aug 8, 2011 | 119 | Jan 23, 2012 | 141 |
| -14.83% | Sep 13, 2018 | 73 | Dec 24, 2018 | 36 | Feb 14, 2019 | 109 |
| -14.21% | Dec 27, 2007 | 18 | Jan 22, 2008 | 25 | Feb 26, 2008 | 43 |
Volatility
Volatility Chart
The current Letzte Ver volatility is 3.17%, 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
| NEM.DE | UFPT | HVRRY | CALM | CSU.TO | HSY | AZO | NVO | LLY | MCK | COST | ODFL | PWR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEM.DE | 1.00 | 0.14 | 0.27 | 0.10 | 0.22 | 0.08 | 0.09 | 0.25 | 0.15 | 0.12 | 0.16 | 0.19 | 0.19 |
| UFPT | 0.14 | 1.00 | 0.16 | 0.16 | 0.17 | 0.15 | 0.16 | 0.17 | 0.17 | 0.20 | 0.19 | 0.24 | 0.28 |
| HVRRY | 0.27 | 0.16 | 1.00 | 0.13 | 0.19 | 0.16 | 0.15 | 0.23 | 0.17 | 0.22 | 0.17 | 0.22 | 0.25 |
| CALM | 0.10 | 0.16 | 0.13 | 1.00 | 0.13 | 0.25 | 0.21 | 0.19 | 0.19 | 0.23 | 0.25 | 0.27 | 0.27 |
| CSU.TO | 0.22 | 0.17 | 0.19 | 0.13 | 1.00 | 0.16 | 0.18 | 0.22 | 0.19 | 0.20 | 0.24 | 0.28 | 0.28 |
| HSY | 0.08 | 0.15 | 0.16 | 0.25 | 0.16 | 1.00 | 0.30 | 0.20 | 0.31 | 0.30 | 0.35 | 0.25 | 0.24 |
| AZO | 0.09 | 0.16 | 0.15 | 0.21 | 0.18 | 0.30 | 1.00 | 0.22 | 0.26 | 0.28 | 0.39 | 0.35 | 0.32 |
| NVO | 0.25 | 0.17 | 0.23 | 0.19 | 0.22 | 0.20 | 0.22 | 1.00 | 0.38 | 0.31 | 0.27 | 0.27 | 0.26 |
| LLY | 0.15 | 0.17 | 0.17 | 0.19 | 0.19 | 0.31 | 0.26 | 0.38 | 1.00 | 0.39 | 0.34 | 0.26 | 0.28 |
| MCK | 0.12 | 0.20 | 0.22 | 0.23 | 0.20 | 0.30 | 0.28 | 0.31 | 0.39 | 1.00 | 0.34 | 0.31 | 0.35 |
| COST | 0.16 | 0.19 | 0.17 | 0.25 | 0.24 | 0.35 | 0.39 | 0.27 | 0.34 | 0.34 | 1.00 | 0.40 | 0.35 |
| ODFL | 0.19 | 0.24 | 0.22 | 0.27 | 0.28 | 0.25 | 0.35 | 0.27 | 0.26 | 0.31 | 0.40 | 1.00 | 0.46 |
| PWR | 0.19 | 0.28 | 0.25 | 0.27 | 0.28 | 0.24 | 0.32 | 0.26 | 0.28 | 0.35 | 0.35 | 0.46 | 1.00 |