Holdings protected for Charter members only
|
07 | 08 | 09 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 |
| Model (%) |
10 | 42 | 52 | 21 | 23 | 15 | 40 | 28 | -4 | 56 | 1 | -3 | 26 | -10 | 17 | 7 | 3 | -5 |
| Benchmark (%) |
-5 | -50 | 50 | 21 | -3 | 23 | 45 | 10 | -10 | 17 | 15 | -14 | 22 | -11 | 31 | -3 | 5 | 4 |
| Excess (%) |
16 | 92 | 2 | 0 | 26 | -8 | -6 | 18 | 6 | 40 | -14 | 12 | 4 | 2 | -15 | 10 | -2 | -10 |
| |
Model |
S&P 500 Pure Value ($SP500PV:USA) |
|
Model |
S&P 500 Pure Value ($SP500PV:USA) |
| Total Return |
1,376.92% |
157.04% |
|
8.44% |
12.89% |
| Annualized Return |
17.50% |
5.82% |
|
2.74% |
4.12% |
| Max Drawdown |
-28.65% |
-74.75% |
|
-17.21% |
-24.08% |
| Standard Deviation |
13.29% |
24.11% |
|
14.68% |
21.15% |
| Sharpe Ratio |
1.21 |
0.32 |
|
0.11 |
0.19 |
| Sortino Ratio |
1.71 |
0.43 |
|
0.17 |
0.28 |
| Correlation with S&P 500 Pure Value ($SP500PV:USA) |
0.62 |
- |
|
0.74 |
- |
| R-Squared |
0.38 |
- |
|
0.54 |
- |
| Beta |
0.34 |
- |
|
0.51 |
- |
| Alpha (annualized) |
14.33% |
- |
|
-0.47% |
- |
|
A volatile and unpredictable market has turned many investors towards a system where dividends are re-invested for a compounded income stream. This portfolio is a new take on an old concept that aggressively grows dividends by re-investing capital gains after a solid run-up in price and continually searches for deep value stocks with high yielding returns. This portfolio strategy fights against high frequency trading, speculation and investor emotions as it allows the portfolio holder to focus on income bargains in bear markets while using bull markets to turn capital gains into large annual dividend payouts.
| Annualized Return (CAGR) |
17.50% |
| Alpha |
14.33% |
| Rebalance Frequency |
Every Week |
| Last Rebalance |
04/22/24 |
| % Cash Invested |
98.57% |
| Average Days Held |
170 |
| Average Annual Turnover |
185.33 % |
| Average Return |
5.52% |
| Average Return Winners |
14.83% |
| Average Return Losers |
-10.81% |
| Winners |
70.38% |
|