03/31/2020
Top Buys
- Name% Change
- MKL Markel Corp. (Holdi... 0.339%
- EFAV iShares Edge MSCI M... 0.178%
- USMV iShares Edge MSCI M... -0.152%
- EEMV iShares Edge MSCI M... -0.365%
03/31/2020
Top Sells
- Name% Change
03/31/2020
13F Holdings Summary
- Stock% Port
- USMV iShares Edge MSCI Min Vol U... 57.6228%
- EFAV iShares Edge MSCI Min Vol E... 31.6992%
- EEMV iShares Edge MSCI Min Vol E... 10.339%
- MKL Markel Corp. (Holding Co.) 0.339%
03/31/2020
13F Activity
- Market Value $164.001 Million
- Prior Market Value $191.564 Million
- New Purchases1 stock
- Additional Purchases3 stocks
- Sold out of0 stocks
- Reduced holdings in0 stocks
- Top 10 Holdings % 100.00 %
- Turnover % [1]:25.00%
- Turnover Alt % [2]: 3.78 %
- Time Held Top20:1.50 quarters
- Time Held Top10:1.50 quarters
- Time Held All:1.50 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.
03/31/2020
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 2020-05-15
| Performance for Q1 2020: | 21.01% |
| Performance Last 4 Quarters: | -3.44% |
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 |
