Defensive Utilities (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
Atlantica Sustainable Infrastructu...1159.5%$34.511,1713,681
CLP Holdings Ltd669.2%$9.578324,186
EDP-Energias de Portugal SA1089.7%$54.942821,671
FirstEnergy Corp.1859.6%$32.905,74117,869
Huaneng Power International Inc1776.6%$13.53511,590
Star Group LP29710.8%$10.0157408
South Jersey Industries Inc.11512.0%$26.239282,639
Spark Energy Inc29012.5%$9.85384144
Spire Inc319.3%$67.284113,476
Scottish and Southern Energy PLC1010.3%$18.195218,806

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2021-02-22BUYSSEZYScottish and Southern Energy PLC$19.45
2021-02-22SELLALEALLETE Inc.$63.92
2021-02-01BUYSRSpire Inc$61.92
2021-02-01SELLENIAEnel Americas SA$7.63
2020-12-28BUYCLPHYCLP Holdings Ltd$9.21
2020-12-28SELLEBRCentrais Eletricas Brasileiras Sa-Eletrobras$7.02
2020-11-16BUYALEALLETE Inc.$58.11
2020-11-16BUYEDPEDP-Energias de Portugal SA$53.35
2020-11-16SELLEONGYE.ON SE$11.03
2020-11-16SELLEIXEdison International$64.94
2020-11-09BUYAYAtlantica Sustainable Infrastructure plc$34.27
2020-11-09BUYSJISouth Jersey Industries Inc.$21.61
2020-11-09SELLCWENClearway Energy Inc$30.16
2020-11-02BUYEONGYE.ON SE$10.52
2020-11-02SELLPORPortland General Electric Co$39.55
2020-10-26BUYENIAEnel Americas SA$6.81
2020-09-28SELLSJISouth Jersey Industries Inc.$19.15
2020-09-14BUYPORPortland General Electric Co$34.32
2020-09-14SELLEDPEDP-Energias de Portugal SA$50.15
2020-09-14SELLAYAtlantica Sustainable Infrastructure plc$27.48

Performance
070809101112131415161718192021
Model (%) 763416177818-21123-524202
Benchmark (%) 2-382313-0133011-11019-629162
Excess (%) 54410417-6-226-1142-54-0

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 446.84% 164.17%   52.36% 41.93%
Annualized Return 13.36% 7.43%   15.07% 12.38%
Max Drawdown -13.13% -56.78%   -13.13% -33.92%
Standard Deviation 10.16% 15.77%   11.28% 18.57%
Sharpe Ratio 1.23 0.49   1.12 0.70
Sortino Ratio 1.70 0.63   1.61 0.91
Correlation with S&P 500 ($SP500) 0.51 -   0.57 -
R-Squared 0.26 -   0.33 -
Beta 0.33 -   0.35 -
Alpha (annualized) 10.50% -   8.39% -

Utilities are known for the defensive earnings regardless of market cycle. But simply holding utility companies and collecting a 4 - 5% yield is not your best strategy. What about preservation of cash when utility share prices fall in bear markets if fundamentals are eroded for some reason? Wouldn't it be better if a portfolio knew how to progressively sell off holdings when specific firms were weakening fundamentally? As well, certain utilities do better in bull markets and others hold up better in bear markets. In addition to income, capital growth should also be a major factor. This defensive utilities portfolio controls for all of the above.

Key Stats
Annualized Return (CAGR) 13.36%
Alpha 10.50%
Rebalance Frequency Every Week
Last Rebalance 03/01/21
% Cash Invested 99.70%

Trading Stats
Average Days Held 102
Average Annual Turnover 236.31 %
Average Return 2.70%
Average Return Winners 9.47%
Average Return Losers -6.00%
Winners 58.29%