Robert Freedland Profile Picture Individual Investor

Robert Freedland

Ophthalmologist,Hospital and Health Care

  • EducationPrinceton University; University of California, Davis
  • QualificationsAB, MD
  • Investment ExperienceManaging own investments for 42 years, active stock blogger/podcaster for 7 years

Sustained Momentum

This portfolio is designed to invest in 10 to 15 stocks that represent the overall best performance from a group of 50 stocks that I follow. Any stocks in the overall group that decline 8% are usually sold and new names are added. Stocks that drop out of the top 10 to 15 shall be replaced as indicated.

Risk score

Risk Score 3
3
10.3%

Best 30 days

-6.9%

Worst 30 days

Performance

  • -1.8%
    30 day
  • 0.9%
    90 day
  • 17.6%
    365 day
    December 26, 2011
Monthly vs S&P500
Robert Freedland - Sustained Momentum Monthly vs S&P500
10.4% 12 months
  • $20,000 investment min
  • 0.5% fee

Exposure

37.7%
21.7%
17.9%
11.2%
4.8%
  • Consumer, Non-cyclical
  • Consumer, Cyclical
  • Communications
  • Technology
  • Industrial

Top 5 securities View all

10.0%
9.5%
9.1%
8.7%
8.1%

Portfolio commentary

  1. An investor’s guide to March Madness

    20 March 2015

    CBS and Time Warner should see a nice return on NCAA TV rights deal.

  2. Beware of the deflation whirlpool 18 March 2015
  3. Why Apple is an excellent deflation hedge 9 February 2015
  4. A political liberal’s gloomy outlook for 2015 27 January 2015
  5. 6 worst celebrity financial blunders 5 December 2014

show more


Performance detail

  • Manager (net of fees)

Performance

Covestor inception December 26, 2011

as of June 29, 2015 Manager (net of fees) S&P 500
Past 30 days -1.8% -2.2%
Past 90 days 0.9% 0.0%
Past 365 days 17.6% 7.1%
Since Covestor inception (Annualized) 15.5% 17.3%
2015 (YTD) 11.9% 1.0%
2014 5.0% 13.7%
2013 27.6% 32.4%
2012 11.2% 16.0%

Risk metrics

Last 365 days

as of June 29, 2015 Manager (net of fees) S&P 500
Best 30 days 10.3% 9.7%
Worst 30 days -6.9% -6.7%
Volatility 11.8% 12.1%
Sharpe Ratio 1.49 0.59
Sortino Ratio 2.26 0.87
Maximum Drawdown -8.1% -7.3%
Value-at-risk (95%, 1 week) -2.7% -2.8%
vs. S&P 500
Information Ratio 1.94
Alpha 10.2%
Beta 0.88
R-Squared 0.81
  • $20,000 investment min
  • 0.5% fee

Latest transactions View all

Average trades per month 5.8
Executed Symbol Security Replicable Type Price
02/27/15 MORN Morningstar Inc Yes Buy $74.60
02/23/15 DIS Walt Disney Co/The Yes Sell $105.08
02/23/15 VRX Valeant Pharmaceuticals International Inc Yes Sell $196.73
01/22/15 F Ford Motor Co Yes Buy $15.04
01/22/15 PETM PetSmart Inc Yes Sell $81.50
01/05/15 HOLX Hologic Inc Yes Buy $26.22
01/05/15 F Ford Motor Co Yes Sell $14.76
12/26/14 F Ford Motor Co Yes Buy $15.48

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 and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the asset-weighted average returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment 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 are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" 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 investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.