8/13 Update
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABR Arbor Realty Trust, Inc. | Real Estate | 6.67% |
AXP American Express Company | Financial Services | 6.67% |
COST Costco Wholesale Corporation | Consumer Defensive | 6.67% |
GM General Motors Company | Consumer Cyclical | 6.67% |
GSL Global Ship Lease, Inc. | Industrials | 6.67% |
LLY Eli Lilly and Company | Healthcare | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NEE NextEra Energy, Inc. | Utilities | 6.67% |
NUE Nucor Corporation | Basic Materials | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
PPH VanEck Vectors Pharmaceutical ETF | Health & Biotech Equities | 6.67% |
SOFI SoFi Technologies, Inc. | Financial Services | 6.67% |
VZ Verizon Communications Inc. | Communication Services | 6.67% |
WMT Walmart Inc. | Consumer Defensive | 6.67% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 8/13 Update, 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
The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| 8/13 Update | 41.51% | 3.49% | 17.80% | 54.36% | N/A | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 13.11% | 0.93% | 0.17% | 15.11% | 24.59% | 25.94% |
NUE Nucor Corporation | -10.70% | 0.69% | -12.05% | 0.59% | 25.73% | 13.89% |
LLY Eli Lilly and Company | 41.16% | -11.90% | 4.19% | 34.71% | 51.11% | 30.91% |
ABR Arbor Realty Trust, Inc. | 12.16% | 1.71% | 12.26% | 28.26% | 11.04% | 19.08% |
GSL Global Ship Lease, Inc. | 23.29% | -6.36% | -3.52% | 39.81% | 31.31% | 0.51% |
GM General Motors Company | 61.13% | 18.05% | 26.85% | 105.82% | 10.35% | 8.85% |
NEE NextEra Energy, Inc. | 24.98% | -10.43% | -2.37% | 32.98% | 7.76% | 14.22% |
PPH VanEck Vectors Pharmaceutical ETF | 11.61% | -5.33% | -0.49% | 18.82% | 10.26% | 5.40% |
SOFI SoFi Technologies, Inc. | 38.89% | 37.65% | 90.10% | 84.76% | N/A | N/A |
VZ Verizon Communications Inc. | 14.30% | -6.46% | 2.99% | 20.10% | -2.16% | 2.64% |
WMT Walmart Inc. | 63.30% | 5.85% | 42.46% | 54.13% | 18.01% | 14.22% |
XLE Energy Select Sector SPDR Fund | 14.60% | 1.09% | 1.50% | 14.45% | 14.95% | 4.88% |
COST Costco Wholesale Corporation | 42.08% | 4.93% | 18.79% | 62.35% | 27.30% | 23.65% |
AXP American Express Company | 55.85% | 4.34% | 20.04% | 86.07% | 20.71% | 13.97% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 95.71% | 77.92% |
Monthly Returns
The table below presents the monthly returns of 8/13 Update, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.32% | 6.26% | 4.10% | -1.93% | 9.50% | 1.30% | -0.29% | 4.63% | 1.20% | 1.10% | 41.51% | ||
| 2023 | 12.23% | -0.80% | 0.67% | 1.35% | 2.05% | 10.59% | 5.10% | -2.50% | -4.76% | -2.86% | 6.72% | 7.34% | 39.21% |
| 2022 | -4.28% | 1.76% | 4.45% | -9.64% | 0.61% | -11.15% | 11.87% | -3.89% | -11.57% | 11.14% | 6.73% | -6.99% | -13.78% |
| 2021 | 8.98% | 2.35% | 2.82% | 3.38% | 6.64% | 4.31% | -0.05% | 3.68% | -1.56% | 9.62% | -1.22% | 2.71% | 49.60% |
| 2020 | 4.46% | 4.46% |
Expense Ratio
8/13 Update has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 8/13 Update is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.78 | 1.12 | 1.15 | 0.99 | 2.42 |
NUE Nucor Corporation | 0.07 | 0.35 | 1.04 | 0.07 | 0.12 |
LLY Eli Lilly and Company | 1.29 | 1.90 | 1.26 | 1.98 | 6.53 |
ABR Arbor Realty Trust, Inc. | 0.86 | 1.32 | 1.18 | 1.25 | 2.78 |
GSL Global Ship Lease, Inc. | 1.61 | 2.14 | 1.29 | 1.33 | 4.53 |
GM General Motors Company | 3.66 | 4.44 | 1.63 | 1.98 | 23.13 |
NEE NextEra Energy, Inc. | 1.47 | 1.96 | 1.26 | 0.99 | 6.88 |
PPH VanEck Vectors Pharmaceutical ETF | 1.85 | 2.62 | 1.33 | 1.96 | 6.82 |
SOFI SoFi Technologies, Inc. | 1.67 | 2.27 | 1.30 | 1.31 | 3.93 |
VZ Verizon Communications Inc. | 1.00 | 1.46 | 1.20 | 0.66 | 5.02 |
WMT Walmart Inc. | 2.95 | 3.86 | 1.60 | 5.13 | 15.42 |
XLE Energy Select Sector SPDR Fund | 0.92 | 1.33 | 1.17 | 1.22 | 2.86 |
COST Costco Wholesale Corporation | 3.37 | 4.00 | 1.60 | 6.44 | 16.66 |
AXP American Express Company | 3.72 | 4.60 | 1.64 | 4.41 | 30.25 |
NVDA NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
Dividends
Dividend yield
8/13 Update provided a 2.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.91% | 2.78% | 1.98% | 2.34% | 2.80% | 2.58% | 2.61% | 2.55% | 3.63% | 2.45% | 2.27% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NUE Nucor Corporation | 1.40% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.53% | 3.70% | 3.02% | 2.76% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
ABR Arbor Realty Trust, Inc. | 11.10% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
GSL Global Ship Lease, Inc. | 6.77% | 7.57% | 8.26% | 3.27% | 0.00% | 6.19% | 0.00% | 0.00% | 0.00% | 10.80% | 0.00% | 0.00% |
GM General Motors Company | 0.78% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
NEE NextEra Energy, Inc. | 2.71% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
PPH VanEck Vectors Pharmaceutical ETF | 1.79% | 2.09% | 1.55% | 1.62% | 1.66% | 1.77% | 1.97% | 1.92% | 2.43% | 1.93% | 1.71% | 2.03% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VZ Verizon Communications Inc. | 6.62% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
WMT Walmart Inc. | 0.96% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
XLE Energy Select Sector SPDR Fund | 3.18% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
AXP American Express Company | 0.94% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 8/13 Update. 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 8/13 Update was 24.47%, occurring on Sep 30, 2022. Recovery took 170 trading sessions.
The current 8/13 Update drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.47% | Nov 15, 2021 | 221 | Sep 30, 2022 | 170 | Jun 6, 2023 | 391 |
| -11.64% | Aug 1, 2023 | 63 | Oct 27, 2023 | 33 | Dec 14, 2023 | 96 |
| -8.62% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.23% | Jan 21, 2021 | 5 | Jan 27, 2021 | 12 | Feb 12, 2021 | 17 |
| -6.92% | Feb 17, 2021 | 12 | Mar 4, 2021 | 6 | Mar 12, 2021 | 18 |
Volatility
Volatility Chart
The current 8/13 Update volatility is 3.96%, 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.
Diversification
Asset Correlations Table
| VZ | LLY | GSL | WMT | NEE | XLE | SOFI | NUE | NVDA | COST | MSFT | ABR | GM | PPH | AXP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.15 | 0.06 | 0.26 | 0.29 | 0.20 | 0.05 | 0.23 | -0.02 | 0.13 | 0.07 | 0.18 | 0.19 | 0.35 | 0.24 |
| LLY | 0.15 | 1.00 | 0.01 | 0.24 | 0.24 | 0.08 | 0.06 | 0.11 | 0.23 | 0.29 | 0.31 | 0.10 | 0.09 | 0.59 | 0.16 |
| GSL | 0.06 | 0.01 | 1.00 | 0.05 | 0.07 | 0.37 | 0.30 | 0.31 | 0.27 | 0.13 | 0.17 | 0.34 | 0.36 | 0.22 | 0.35 |
| WMT | 0.26 | 0.24 | 0.05 | 1.00 | 0.31 | 0.13 | 0.13 | 0.20 | 0.15 | 0.57 | 0.27 | 0.21 | 0.19 | 0.36 | 0.22 |
| NEE | 0.29 | 0.24 | 0.07 | 0.31 | 1.00 | 0.14 | 0.24 | 0.14 | 0.15 | 0.34 | 0.30 | 0.26 | 0.24 | 0.40 | 0.22 |
| XLE | 0.20 | 0.08 | 0.37 | 0.13 | 0.14 | 1.00 | 0.20 | 0.43 | 0.12 | 0.09 | 0.07 | 0.35 | 0.40 | 0.28 | 0.45 |
| SOFI | 0.05 | 0.06 | 0.30 | 0.13 | 0.24 | 0.20 | 1.00 | 0.24 | 0.41 | 0.26 | 0.36 | 0.40 | 0.42 | 0.25 | 0.40 |
| NUE | 0.23 | 0.11 | 0.31 | 0.20 | 0.14 | 0.43 | 0.24 | 1.00 | 0.26 | 0.22 | 0.21 | 0.36 | 0.42 | 0.31 | 0.46 |
| NVDA | -0.02 | 0.23 | 0.27 | 0.15 | 0.15 | 0.12 | 0.41 | 0.26 | 1.00 | 0.43 | 0.64 | 0.28 | 0.34 | 0.25 | 0.37 |
| COST | 0.13 | 0.29 | 0.13 | 0.57 | 0.34 | 0.09 | 0.26 | 0.22 | 0.43 | 1.00 | 0.52 | 0.28 | 0.27 | 0.35 | 0.32 |
| MSFT | 0.07 | 0.31 | 0.17 | 0.27 | 0.30 | 0.07 | 0.36 | 0.21 | 0.64 | 0.52 | 1.00 | 0.26 | 0.30 | 0.39 | 0.36 |
| ABR | 0.18 | 0.10 | 0.34 | 0.21 | 0.26 | 0.35 | 0.40 | 0.36 | 0.28 | 0.28 | 0.26 | 1.00 | 0.46 | 0.36 | 0.50 |
| GM | 0.19 | 0.09 | 0.36 | 0.19 | 0.24 | 0.40 | 0.42 | 0.42 | 0.34 | 0.27 | 0.30 | 0.46 | 1.00 | 0.34 | 0.55 |
| PPH | 0.35 | 0.59 | 0.22 | 0.36 | 0.40 | 0.28 | 0.25 | 0.31 | 0.25 | 0.35 | 0.39 | 0.36 | 0.34 | 1.00 | 0.41 |
| AXP | 0.24 | 0.16 | 0.35 | 0.22 | 0.22 | 0.45 | 0.40 | 0.46 | 0.37 | 0.32 | 0.36 | 0.50 | 0.55 | 0.41 | 1.00 |