PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Letzte Ver
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AZO 7.69%CSU.TO 7.69%COST 7.69%CALM 7.69%LLY 7.69%MCK 7.69%ENSG 7.69%HSY 7.69%NVO 7.69%ODFL 7.69%PWR 7.69%UFPT 7.69%MEDP 7.69%EquityEquity
PositionCategory/SectorWeight
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%

ENSG
The Ensign Group, Inc.
Healthcare

7.69%

HSY
The Hershey Company
Consumer Defensive

7.69%

LLY
Eli Lilly and Company
Healthcare

7.69%

MCK
McKesson Corporation
Healthcare

7.69%

MEDP
Medpace Holdings, Inc.
Healthcare

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%

S&P 500

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
29.02%
19.37%
Letzte Ver
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 12, 2016, corresponding to the inception date of MEDP

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Letzte Ver15.36%-3.08%29.02%40.99%33.77%N/A
AZO
AutoZone, Inc.
14.52%-8.59%22.53%10.61%22.82%18.99%
CSU.TO
Constellation Software Inc.
10.11%-0.98%33.46%39.62%27.85%32.98%
COST
Costco Wholesale Corporation
9.64%-1.65%34.38%45.58%25.81%22.84%
CALM
Cal-Maine Foods, Inc.
4.21%-2.44%32.65%16.60%10.32%9.48%
LLY
Eli Lilly and Company
28.15%-3.23%26.32%96.15%45.89%31.78%
MCK
McKesson Corporation
15.04%-0.11%17.99%47.79%36.26%13.14%
ENSG
The Ensign Group, Inc.
5.76%-4.14%22.79%18.93%20.21%27.38%
HSY
The Hershey Company
1.06%-5.51%-0.38%-26.69%10.91%9.31%
NVO
Novo Nordisk A/S
24.99%-0.09%32.59%52.21%40.58%20.91%
ODFL
Old Dominion Freight Line, Inc.
8.32%-0.57%13.89%24.28%33.90%27.63%
PWR
Quanta Services, Inc.
16.79%-1.52%50.76%49.97%43.97%22.01%
UFPT
UFP Technologies, Inc.
24.00%-12.78%36.80%50.60%42.06%23.71%
MEDP
Medpace Holdings, Inc.
32.83%-0.40%49.54%117.42%46.84%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.67%11.20%4.00%
2023-3.22%-1.88%7.51%5.87%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Letzte Ver
Sharpe ratio
The chart of Sharpe ratio for Letzte Ver, currently valued at 3.31, compared to the broader market-1.000.001.002.003.004.005.003.32
Sortino ratio
The chart of Sortino ratio for Letzte Ver, currently valued at 4.65, compared to the broader market0.002.004.006.004.65
Omega ratio
The chart of Omega ratio for Letzte Ver, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.801.58
Calmar ratio
The chart of Calmar ratio for Letzte Ver, currently valued at 6.08, compared to the broader market0.002.004.006.008.006.08
Martin ratio
The chart of Martin ratio for Letzte Ver, currently valued at 20.41, compared to the broader market0.0010.0020.0030.0040.0050.0020.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AZO
AutoZone, Inc.
0.520.851.110.721.62
CSU.TO
Constellation Software Inc.
1.702.311.304.0310.93
COST
Costco Wholesale Corporation
2.663.321.512.4114.52
CALM
Cal-Maine Foods, Inc.
0.991.541.191.014.87
LLY
Eli Lilly and Company
3.074.421.597.2722.66
MCK
McKesson Corporation
2.423.191.444.3818.20
ENSG
The Ensign Group, Inc.
1.071.681.201.655.03
HSY
The Hershey Company
-1.58-2.320.74-0.88-1.22
NVO
Novo Nordisk A/S
1.722.981.354.6010.93
ODFL
Old Dominion Freight Line, Inc.
1.301.941.231.925.88
PWR
Quanta Services, Inc.
1.722.521.331.975.71
UFPT
UFP Technologies, Inc.
1.301.901.241.673.69
MEDP
Medpace Holdings, Inc.
2.774.011.535.3818.07

Sharpe Ratio

The current Letzte Ver Sharpe ratio is 3.32. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.32

The Sharpe ratio of Letzte Ver is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.32
1.92
Letzte Ver
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Letzte Ver granted a 1.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Letzte Ver1.00%1.20%0.70%0.47%4.01%36.86%9.53%10.95%13.46%1,476.55%22.78%34.52%
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.
0.11%0.12%0.19%0.25%41.74%469.53%112.94%129.51%161.76%19,179.70%285.70%438.65%
COST
Costco Wholesale Corporation
2.64%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.
5.15%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
0.63%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
0.45%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
ENSG
The Ensign Group, Inc.
0.20%0.21%0.24%0.25%0.28%0.37%0.42%0.70%0.66%0.90%0.51%0.54%
HSY
The Hershey Company
2.56%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.
0.39%0.39%0.42%0.22%0.31%0.36%0.42%0.30%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.13%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%
MEDP
Medpace Holdings, 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.31%
-3.50%
Letzte Ver
Benchmark (^GSPC)
Portfolio components

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 26.58%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Letzte Ver drawdown is 3.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.58%Feb 21, 202022Mar 23, 202053Jun 5, 202075
-13.81%Dec 4, 201815Dec 24, 201828Feb 4, 201943
-12.75%Apr 21, 202241Jun 16, 202230Jul 28, 202271
-10.53%Dec 30, 202121Jan 27, 202234Mar 17, 202255
-10.17%Aug 17, 202228Sep 26, 202221Oct 25, 202249

Volatility

Volatility Chart

The current Letzte Ver volatility is 3.78%, 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%NovemberDecember2024FebruaryMarchApril
3.78%
3.58%
Letzte Ver
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.

CALMUFPTHSYNVOCSU.TOLLYAZOMCKENSGMEDPODFLCOSTPWR
CALM1.000.150.170.110.080.090.150.200.230.140.210.170.20
UFPT0.151.000.130.140.180.150.160.160.260.230.260.190.30
HSY0.170.131.000.150.140.250.280.260.160.130.140.330.17
NVO0.110.140.151.000.230.410.190.270.170.280.230.250.19
CSU.TO0.080.180.140.231.000.170.200.170.240.330.310.310.30
LLY0.090.150.250.410.171.000.210.340.220.290.180.270.20
AZO0.150.160.280.190.200.211.000.270.250.230.290.350.32
MCK0.200.160.260.270.170.340.271.000.300.260.240.290.28
ENSG0.230.260.160.170.240.220.250.301.000.370.320.250.36
MEDP0.140.230.130.280.330.290.230.260.371.000.380.310.34
ODFL0.210.260.140.230.310.180.290.240.320.381.000.420.49
COST0.170.190.330.250.310.270.350.290.250.310.421.000.33
PWR0.200.300.170.190.300.200.320.280.360.340.490.331.00