12/31/2020
Top Buys
- Name% Change
- UNH UnitedHealth Group ... 1.67%
- KO Coca Cola Co. 1.61%
- AFL AFLAC Inc. 1.53%
- APD Air Products & Chem... 1.51%
- JPM JPMorgan Chase & Co... 0.47%
12/31/2020
Top Sells
- Name% Change
- CB Chubb Limited 1.89%
- DGX Quest Diagnostics, ... 1.72%
- KR Kroger Co. 1.51%
- UPS United Parcel Servi... 1.4%
- HD Home Depot, Inc. (The) 0.46%
12/31/2020
13F Holdings Summary
- Stock% Port
- MSFT Microsoft Corp. 3.47%
- IGIB iShares Intermediate-Term C... 3.16%
- JNJ Johnson & Johnson Co. 2.93%
- NEE NextEra Energy Inc. 2.74%
- PEP Pepsico Inc. (Loft, Inc.) 2.64%
12/31/2020
13F Activity
- Market Value $1.242 Billion
- Prior Market Value $1.146 Billion
- New Purchases20 stocks
- Additional Purchases65 stocks
- Sold out of5 stocks
- Reduced holdings in46 stocks
- Top 10 Holdings % 27.76 %
- Turnover % [1]:16.67%
- Turnover Alt % [2]: 9.36 %
- Time Held Top20:10.60 quarters
- Time Held Top10:6.90 quarters
- Time Held All:24.27 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.
12/31/2020
13F Sector Allocation Over Time
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2020-11-16
| Performance for Q3 2020: | 4.34% |
| Performance Last 4 Quarters: | 2.91% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
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| 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 |
