12/31/2019
Top Buys
- Name% Change
- USB U.S. Bancorp (First... 1.86%
- ITW Illinois Tool Works... 1.749%
- AVGO Broadcom Ltd. (Avag... 1.724%
- UTX United Technologies... 1.677%
- WFC Wells Fargo & Co. ... 0.76%
12/31/2019
Top Sells
- Name% Change
- TFC Truist Financial Corp 2.585%
- AFL AFLAC Inc. 2.417%
- BA Boeing Company 1.773%
- ADP Automatic Data Proc... 1.666%
- DEO Diageo Plc ADR 1.618%
12/31/2019
13F Holdings Summary
- Stock% Port
- MSFT Microsoft Corp. 3.495%
- JNJ Johnson & Johnson Co. 2.9418%
- JPM JPMorgan Chase & Co. (Chemi... 2.8972%
- MDT Medtronic Plc 2.7735%
- MRK Merck & Co 2.7733%
12/31/2019
13F Sector Allocation Over Time
12/31/2019
13F Activity
- Market Value $1.26 Billion
- Prior Market Value $1.24 Billion
- New Purchases13 stocks
- Additional Purchases56 stocks
- Sold out of8 stocks
- Reduced holdings in54 stocks
- Top 10 Holdings % 28.52 %
- Turnover % [1]:14.00%
- Turnover Alt % [2]: 10.69 %
- Time Held Top20:7.25 quarters
- Time Held Top10:4.70 quarters
- Time Held All:22.01 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2019-11-14
| Performance for Q3 2019: | 2.59% |
| Performance Last 4 Quarters: | 11.64% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
| Max Drawdown (all-years): | Subscription required | Annualized Perf (3-yrs): | Subscription required | Batting Avg vs S&P. (3-yrs): | Subscription required |
| Sortino (3-yrs): | Subscription required | Stutzer (3-yrs): | Subscription required | Treynor (3-yrs): | Subscription required |
| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
| Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
| Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
| Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
| Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
