|
| CLP Holdings Ltd | 138 | 9.0% | $10.24 | 58 | 25,643 |
| EDP-Energias de Portugal SA | 180 | 9.0% | $55.33 | 14 | 20,850 |
| FirstEnergy Corp. | 257 | 10.1% | $37.61 | 3,571 | 20,385 |
| Huaneng Power International Inc | 249 | 6.5% | $14.48 | 21 | 1,665 |
| National Grid plc | 68 | 10.5% | $65.78 | 295 | 45,706 |
| Star Group LP | 369 | 10.2% | $10.36 | 79 | 495 |
| South Jersey Industries Inc. | 187 | 10.8% | $25.75 | 1,456 | 2,638 |
| Spark Energy Inc | 362 | 11.9% | $10.27 | 250 | 149 |
| Spire Inc | 103 | 9.6% | $75.47 | 261 | 3,900 |
| Scottish and Southern Energy PLC | 82 | 11.2% | $21.62 | 28 | 21,551 |
|
|
| 2021-03-08 | BUY | NGG | National Grid plc | $57.57 |
| 2021-03-08 | SELL | AY | Atlantica Sustainable Infrastructure plc | $35.11 |
| 2021-02-22 | BUY | SSEZY | Scottish and Southern Energy PLC | $19.45 |
| 2021-02-22 | SELL | ALE | ALLETE Inc. | $63.92 |
| 2021-02-01 | BUY | SR | Spire Inc | $61.92 |
| 2021-02-01 | SELL | ENIA | Enel Americas SA | $7.63 |
| 2020-12-28 | BUY | CLPHY | CLP Holdings Ltd | $9.21 |
| 2020-12-28 | SELL | EBR | Centrais Eletricas Brasileiras Sa-Eletrobras | $7.02 |
| 2020-11-16 | BUY | ALE | ALLETE Inc. | $58.11 |
| 2020-11-16 | BUY | EDP | EDP-Energias de Portugal SA | $53.35 |
| 2020-11-16 | SELL | EONGY | E.ON SE | $11.03 |
| 2020-11-16 | SELL | EIX | Edison International | $64.94 |
| 2020-11-09 | BUY | AY | Atlantica Sustainable Infrastructure plc | $34.27 |
| 2020-11-09 | BUY | SJI | South Jersey Industries Inc. | $21.61 |
| 2020-11-09 | SELL | CWEN | Clearway Energy Inc | $30.16 |
| 2020-11-02 | BUY | EONGY | E.ON SE | $10.52 |
| 2020-11-02 | SELL | POR | Portland General Electric Co | $39.55 |
| 2020-10-26 | BUY | ENIA | Enel Americas SA | $6.81 |
| 2020-09-28 | SELL | SJI | South Jersey Industries Inc. | $19.15 |
| 2020-09-14 | BUY | POR | Portland General Electric Co | $34.32 |
|
07 | 08 | 09 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 |
| Model (%) |
7 | 6 | 34 | 16 | 17 | 7 | 8 | 18 | -2 | 11 | 23 | -5 | 24 | 20 | 11 |
| Benchmark (%) |
2 | -38 | 23 | 13 | -0 | 13 | 30 | 11 | -1 | 10 | 19 | -6 | 29 | 16 | 11 |
| Excess (%) |
5 | 44 | 10 | 4 | 17 | -6 | -22 | 6 | -1 | 1 | 4 | 2 | -5 | 4 | -0 |
| |
Model |
S&P 500 ($SP500) |
|
Model |
S&P 500 ($SP500) |
| Total Return |
495.83% |
188.66% |
|
61.08% |
53.93% |
| Annualized Return |
13.86% |
8.01% |
|
17.22% |
15.46% |
| Max Drawdown |
-13.13% |
-56.78% |
|
-13.13% |
-33.92% |
| Standard Deviation |
10.14% |
15.75% |
|
11.39% |
18.78% |
| Sharpe Ratio |
1.27 |
0.52 |
|
1.31 |
0.82 |
| Sortino Ratio |
1.75 |
0.68 |
|
1.84 |
1.06 |
| Correlation with S&P 500 ($SP500) |
0.51 |
- |
|
0.59 |
- |
| R-Squared |
0.26 |
- |
|
0.35 |
- |
| Beta |
0.33 |
- |
|
0.36 |
- |
| Alpha (annualized) |
10.66% |
- |
|
9.79% |
- |
|
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.
| Annualized Return (CAGR) |
13.86% |
| Alpha |
10.66% |
| Rebalance Frequency |
Every Week |
| Last Rebalance |
05/10/21 |
| % Cash Invested |
98.92% |
| Average Days Held |
102 |
| Average Annual Turnover |
233.36 % |
| Average Return |
2.70% |
| Average Return Winners |
9.40% |
| Average Return Losers |
-6.00% |
| Winners |
58.40% |
|