Karagosian Financial Profile Picture Investment Adviser

Karagosian Financial

Karagosian Financial

Low Beta Portfolio

The Low Beta Portfolio invests only in securities that have shown less volatility than the S&P 500. The strategy may underperform the S&P 500 in bull markets, but seeks to outperform in flat and down markets. It favors stocks with strong dividend yields and low valuations.

Risk score

Risk Score 3
3
8.9%

Best 30 days

-6.2%

Worst 30 days

Performance

  • -0.4%
    30 day
  • 0.5%
    90 day
  • 12.1%
    S.I.
    May 21, 2013
Monthly vs S&P500
Karagosian Financial - Low Beta Portfolio Monthly vs S&P500
-1.6% S.I.
  • $20,000 subscription min
  • 1% fee

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

7.8%
7.4%
7.0%
6.9%
6.8%

Portfolio commentary

  1. Boring is beautiful for this proven investing strategy

    8 November 2013

    Low Beta portfolio tries to win by not losing.

  2. We now like stocks and real estate, steering clear of bonds and gold 28 October 2013
  3. Rising interest rates shouldn't kill dividend-paying stocks 23 October 2013

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Performance detail

  • Manager (net of fees)

Performance

Inception May 21, 2013

as of April 16, 2014 Manager (net of fees) S&P 500
Past 30 days -0.4% 0.3%
Past 90 days 0.5% 1.4%
Since Inception 12.1% 13.7%
2014 (YTD) 2.0% 1.3%

Risk metrics

Since Inception

as of April 16, 2014 Manager (net of fees) S&P 500
Best 30 days 8.9% 7.9%
Worst 30 days -6.2% -4.8%
Volatility 11.1% 11.6%
Sharpe Ratio 1.19 1.30
Sortino Ratio 1.68 1.84
Maximum Drawdown -6.8% -5.7%
Value-at-risk (95%, 1 week) -2.6% -2.7%
vs. S&P 500
Information Ratio - 0.36
Alpha 0.3%
Beta 0.87
R-Squared 0.82
  • $20,000 subscription min
  • 1% fee

Latest transactions View all

Average trades per month 0.7
Executed Symbol Security Replicable Type Price
06/04/13 PRI Primerica Inc Yes Buy $35.50
06/04/13 AMGN Amgen Inc Yes Buy $99.85
06/04/13 DTV DIRECTV Yes Buy $62.10
05/30/13 MDT Medtronic Inc Yes Buy $52.05
05/30/13 XOM Exxon Mobil Corp Yes Buy $92.47
05/30/13 HGR Hanger Inc Yes Buy $31.73
05/30/13 CACC Credit Acceptance Corp Yes Buy $114.27
05/24/13 WMT Wal-Mart Stores Inc Yes Buy $77.30

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions, and broker commissions. Manager returns include trades that fail Covestor's trading rules, do not reflect any Covestor suitability or risk score restrictions and are exclusive of Covestor fees. More
  3. Average subscription returns ("Avg Sub" or "Avg Client") are calculated by Covestor and are composed of the average, daily, time weighted returns of all active subscriptions to the underlying portfolio. These daily average returns are then linked together for the timeframe requested. In addition, these returns include cash, dividends and earnings distributions, brokerage commissions, Covestor advisory fees, and reflect individual client suitability and risk score restrictions. More
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The subscription minimum is the minimum subscription required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications (Approach, Asset Class) are provided by Covestor, and are intended to serve as a general guide.
  9. These securities are currently held in the portfolio manager's brokerage account. Holdings in the "Replicable Holdings" table currently pass Covestor's trading rules, subject to individual client constraints. Eligibility for replication may change over time. Actual client subscription holdings may vary.
  10. These transactions were executed in the portfolio manager's brokerage account. Those marked as "Replicable Transactions" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client subscription trade activity may vary.
  11. S&P 500 Index is an unmanaged index compiled by Standard & Poor´s Corp. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index. S&P 500 index data: S&P/Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies Copyright © 2014.