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My US Portfolio
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My US Portfolio

Last updated Sep 21, 2024

US Stocks

Asset Allocation

CME 14.07%MSFT 12.49%TSM 12.49%AMZN 12.1%AVGO 9.82%GOOGL 9.39%NVDA 8.66%EQIX 5.04%CCJ 4.97%MA 4.24%AMD 3.58%AZN 3.15%EquityEquity
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.		Technology
3.58%
AMZN
Amazon.com, Inc.		Consumer Cyclical
12.10%
AVGO
Broadcom Inc.		Technology
9.82%
AZN
AstraZeneca PLC		Healthcare
3.15%
CCJ
Cameco Corporation		Energy
4.97%
CME
CME Group Inc.		Financial Services
14.07%
EQIX
Equinix, Inc.		Real Estate
5.04%
GOOGL
Alphabet Inc.		Communication Services
9.39%
MA
Mastercard Inc		Financial Services
4.24%
MSFT
Microsoft Corporation		Technology
12.49%
NVDA
NVIDIA Corporation		Technology
8.66%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
12.49%

Transactions

DateTypeSymbolQuantityPrice
Jul 5, 2024BuyEquinix, Inc.2$749.00
Jul 5, 2024BuyAstraZeneca PLC14$76.80
Jul 2, 2024BuyCameco Corporation39$50.18
Jul 1, 2024BuyNVIDIA Corporation16$121.59
Jul 1, 2024BuyAdvanced Micro Devices, Inc.8$161.13
Jun 27, 2024BuyTaiwan Semiconductor Manufacturing Company Limited8$173.50
Jun 26, 2024BuyTaiwan Semiconductor Manufacturing Company Limited11$172.00
Jun 24, 2024BuyBroadcom Inc.1$1,642.05
Jun 21, 2024BuyCME Group Inc.3$196.28
Jun 17, 2024BuyCME Group Inc.3$196.08

1–10 of 31

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My US Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

20.00%30.00%40.00%50.00%60.00%AprilMayJuneJulyAugustSeptember
48.70%
37.82%
My US Portfolio
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%2.37%8.95%32.00%13.81%11.08%
My US Portfolio22.10%1.64%7.75%37.60%N/AN/A
Portfolio components:
AMZN
Amazon.com, Inc.		26.10%8.22%7.12%48.39%16.55%27.93%
MSFT
Microsoft Corporation		16.38%4.43%1.89%38.34%26.85%26.95%
GOOGL
Alphabet Inc.		17.40%-1.09%8.77%25.91%21.64%18.59%
CME
CME Group Inc.		2.87%3.49%0.47%10.66%3.96%14.66%
TSM
Taiwan Semiconductor Manufacturing Company Limited		69.21%2.01%24.71%106.44%34.39%27.07%
MA
Mastercard Inc		16.04%5.64%2.59%23.23%13.19%21.19%
NVDA
NVIDIA Corporation		134.29%-10.33%23.05%178.86%93.14%74.37%
AVGO
Broadcom Inc.		54.93%3.19%27.23%109.55%47.53%38.02%
AMD
Advanced Micro Devices, Inc.		5.79%0.63%-13.19%62.11%38.57%45.50%
CCJ
Cameco Corporation		3.02%4.20%2.80%11.27%36.71%10.77%
AZN
AstraZeneca PLC		18.89%-9.55%19.02%18.05%14.73%11.73%
EQIX
Equinix, Inc.		10.60%5.95%10.68%22.39%10.53%18.56%

Monthly Returns

The table below presents the monthly returns of My US Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.08%5.85%3.39%-1.25%4.43%4.44%-3.12%1.53%22.10%
20234.23%2.98%3.99%1.17%-4.75%0.97%9.23%2.66%21.79%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My US Portfolio is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of My US Portfolio is 2828
My US Portfolio
The Sharpe Ratio Rank of My US Portfolio is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of My US Portfolio is 1919Sortino Ratio Rank
The Omega Ratio Rank of My US Portfolio is 2424Omega Ratio Rank
The Calmar Ratio Rank of My US Portfolio is 5353Calmar Ratio Rank
The Martin Ratio Rank of My US Portfolio is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

My US Portfolio
Sharpe ratio
The chart of Sharpe ratio for My US Portfolio, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.005.001.73
Sortino ratio
The chart of Sortino ratio for My US Portfolio, currently valued at 2.27, compared to the broader market-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for My US Portfolio, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for My US Portfolio, currently valued at 2.17, compared to the broader market0.002.004.006.008.0010.002.17
Martin ratio
The chart of Martin ratio for My US Portfolio, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.008.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.		1.462.021.262.147.43
MSFT
Microsoft Corporation		1.862.421.312.377.24
GOOGL
Alphabet Inc.		0.801.191.171.022.93
CME
CME Group Inc.		0.490.801.100.721.59
TSM
Taiwan Semiconductor Manufacturing Company Limited		2.733.361.434.5515.03
MA
Mastercard Inc		1.251.671.241.654.19
NVDA
NVIDIA Corporation		3.373.571.466.4620.29
AVGO
Broadcom Inc.		2.402.961.384.3213.40
AMD
Advanced Micro Devices, Inc.		1.141.741.221.422.92
CCJ
Cameco Corporation		0.290.711.090.380.91
AZN
AstraZeneca PLC		0.911.321.170.973.75
EQIX
Equinix, Inc.		0.701.261.150.751.75

Sharpe Ratio

The current My US Portfolio Sharpe ratio is 1.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of My US Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
1.73
2.32
My US Portfolio
Benchmark (^GSPC)
Portfolio components

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.84%
-0.19%
My US Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My US Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the My US Portfolio was 15.72%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current My US Portfolio drawdown is 4.84%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.72%Jul 11, 202418Aug 5, 2024———
-9.44%Sep 15, 202330Oct 26, 202311Nov 10, 202341
-4.96%Apr 12, 20246Apr 19, 202414May 9, 202420
-3.99%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-3.92%Aug 8, 20239Aug 18, 20239Aug 31, 202318

Volatility

Volatility Chart

The current My US Portfolio volatility is 7.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.71%
4.31%
My US Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
CMEAZNCCJEQIXMAGOOGLAMDNVDATSMAMZNAVGOMSFT
CME1.000.110.020.130.20-0.00-0.02-0.05-0.060.02-0.060.00
AZN0.111.000.210.250.170.110.010.010.060.07-0.000.04
CCJ0.020.211.000.240.180.220.250.260.210.290.280.27
EQIX0.130.250.241.000.360.230.230.220.220.260.290.27
MA0.200.170.180.361.000.280.300.180.240.300.290.35
GOOGL-0.000.110.220.230.281.000.410.390.380.590.350.62
AMD-0.020.010.250.230.300.411.000.590.580.490.570.50
NVDA-0.050.010.260.220.180.390.591.000.670.500.670.55
TSM-0.060.060.210.220.240.380.580.671.000.470.680.52
AMZN0.020.070.290.260.300.590.490.500.471.000.470.64
AVGO-0.06-0.000.280.290.290.350.570.670.680.471.000.55
MSFT0.000.040.270.270.350.620.500.550.520.640.551.00
The correlation results are calculated based on daily price changes starting from May 11, 2023