Earnings, News, Stocks

Earnings Announcement (Oct 5 – Oct 9): Levi’s, Delta, Domino’s, and more

$100,000 invested in LW, KOR.TO, DPZ, HELE, VOXX, EDUC, INFY in Jan 2015 is worth $358,208 today with monthly rebalance.

Written by Leonardo Hadi · 19 sec read >
5/5 (3)

Tangency Portfolio
TickerNameAllocation
LWLamb Weston Holdings6.93%
KOR.TOCorvus Gold Inc.16.52%
DPZDomino’s Pizza Inc42.39%
HELEHelen of Troy Limited25.24%
VOXXVOXX International Corporation1.10%
EDUCEducational Development Corporation4.67%
INFYInfosys Limited3.15%
Portfolio Returns
  • $100,000 invested in Jan 2015 = $358,208  in Oct 2020 (vs S&P 500 of $182,490)
  • Rebalance: monthly
  • Annual Return: 40.53% (vs S&P 500 of  11.03%)
  • Annual Volatility: 20.81% (vs  S&P 500 of 14.53%)
  • Sharpe Ratio: 1.68 (vs S&P 500 of 0.73)
  • Alpha: 25.66% (annualized)
  • Beta: 0.8
  • R-Squared: 0.4
  • US Market Correlation: 0.64
  • Gain/Loss Ratio: 1.43
  • Max. Drawdown: -15.60%
  • Best Year: 49.72%
  • Worst Year: 18.86%
  • Historical Value-at-Risk (5%): -7.29%
  • Analytical Value-at-Risk (5%): -6.72%
  • Conditional Value-at-Risk (5%): -10.39%
  • Positive Periods: 33 out of 45 (73.33%)
  • Backtest: 5 Years

Please rate this

Written by Leonardo Hadi
MBA from the University of Illinois at Urbana-Champaign. Quantitative Fund Investor. Professional Engineer. Operations Professional. Profile

Brent Crude Oil hits $70 per barrel

Hivelr News in News
  ·   33 sec read

Coinbase Day One

Hivelr News in Cryptocurrency, Market Call, News
  ·   1 min read

Leave a Reply