|
| ALLETE Inc. | 19 | 10.4% | $58.60 | 275 | 2,987 |
| Atlantica Sustainable Infrastructu... | 26 | 10.2% | $35.14 | 486 | 3,526 |
| Centrais Eletricas Brasileiras Sa-... | 117 | 8.5% | $6.78 | 513 | 8,390 |
| EDP-Energias de Portugal SA | 19 | 10.3% | $55.91 | 9 | 21,945 |
| Enel Americas SA | 40 | 9.3% | $7.86 | 1,024 | 11,763 |
| FirstEnergy Corp. | 96 | 8.9% | $28.95 | 8,881 | 15,138 |
| Huaneng Power International Inc | 88 | 7.8% | $15.24 | 13 | 1,814 |
| Star Group LP | 208 | 11.0% | $9.75 | 59 | 431 |
| South Jersey Industries Inc. | 26 | 11.0% | $23.05 | 631 | 2,289 |
| Spark Energy Inc | 201 | 12.2% | $9.25 | 213 | 131 |
|
|
| 2020-11-16 | BUY | ALE | ALLETE Inc. | $58.11 |
| 2020-11-16 | BUY | EDPFY | 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 |
| 2020-09-14 | SELL | EDPFY | EDP-Energias de Portugal SA | $50.15 |
| 2020-09-14 | SELL | AY | Atlantica Sustainable Infrastructure plc | $27.48 |
| 2020-09-08 | BUY | HNP | Huaneng Power International Inc | $15.78 |
| 2020-09-08 | SELL | SO | Southern Co (The) | $52.72 |
| 2020-08-31 | BUY | FE | FirstEnergy Corp. | $28.53 |
| 2020-08-31 | BUY | EIX | Edison International | $52.36 |
| 2020-08-31 | BUY | SJI | South Jersey Industries Inc. | $22.20 |
| 2020-08-31 | BUY | EDPFY | EDP-Energias de Portugal SA | $50.70 |
|
07 | 08 | 09 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 |
| Model (%) |
7 | 6 | 34 | 16 | 17 | 7 | 8 | 18 | -2 | 11 | 23 | -5 | 24 | 17 |
| Benchmark (%) |
2 | -38 | 23 | 13 | -0 | 13 | 30 | 11 | -1 | 10 | 19 | -6 | 29 | 14 |
| Excess (%) |
5 | 44 | 10 | 4 | 17 | -6 | -22 | 6 | -1 | 1 | 4 | 2 | -5 | 2 |
| |
Model |
S&P 500 ($SP500) |
|
Model |
S&P 500 ($SP500) |
| Total Return |
422.05% |
155.83% |
|
37.28% |
40.67% |
| Annualized Return |
13.22% |
7.31% |
|
11.14% |
12.05% |
| Max Drawdown |
-13.13% |
-56.78% |
|
-13.13% |
-33.92% |
| Standard Deviation |
10.08% |
15.88% |
|
11.11% |
19.00% |
| Sharpe Ratio |
1.20 |
0.47 |
|
0.81 |
0.56 |
| Sortino Ratio |
1.65 |
0.61 |
|
1.16 |
0.74 |
| Correlation with S&P 500 ($SP500) |
0.51 |
- |
|
0.54 |
- |
| R-Squared |
0.26 |
- |
|
0.30 |
- |
| Beta |
0.33 |
- |
|
0.32 |
- |
| Alpha (annualized) |
10.11% |
- |
|
5.76% |
- |
|
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) |
13.22% |
| Alpha |
10.11% |
| Rebalance Frequency |
Every Week |
| Last Rebalance |
11/30/20 |
| % Cash Invested |
100.06% |
| Average Days Held |
102 |
| Average Annual Turnover |
238.77 % |
| Average Return |
2.62% |
| Average Return Winners |
9.50% |
| Average Return Losers |
-6.00% |
| Winners |
57.93% |
|