Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOGL Alphabet Inc. | Communication Services | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Google, 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 Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Dec 4, 2024, the Google returned 22.96% Year-To-Date and 20.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| 22.96% | 1.24% | -2.08% | 31.13% | 20.82% | 20.65% | |
| Portfolio components: | ||||||
GOOGL Alphabet Inc. | 22.96% | 1.24% | -2.08% | 31.13% | 20.82% | 20.65% |
Monthly Returns
The table below presents the monthly returns of Google, 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 | 0.29% | -1.17% | 9.01% | 7.85% | 5.97% | 5.72% | -5.82% | -4.76% | 1.65% | 3.17% | -1.26% | 22.96% | |
| 2023 | 12.03% | -8.88% | 15.18% | 3.48% | 14.47% | -2.58% | 10.88% | 2.60% | -3.90% | -5.18% | 6.81% | 5.40% | 58.32% |
| 2022 | -6.59% | -0.18% | 2.97% | -17.95% | -0.30% | -4.22% | 6.75% | -6.96% | -11.62% | -1.19% | 6.86% | -12.63% | -39.09% |
| 2021 | 4.26% | 10.65% | 2.01% | 14.11% | 0.14% | 3.60% | 10.35% | 7.40% | -7.62% | 10.75% | -4.15% | 2.08% | 65.30% |
| 2020 | 6.97% | -6.53% | -13.24% | 15.90% | 6.45% | -1.08% | 4.93% | 9.52% | -10.06% | 10.27% | 8.56% | -0.10% | 30.85% |
| 2019 | 7.74% | 0.06% | 4.47% | 1.88% | -7.71% | -2.14% | 12.50% | -2.27% | 2.57% | 3.08% | 3.60% | 2.71% | 28.18% |
| 2018 | 12.23% | -6.62% | -6.05% | -1.79% | 7.99% | 2.65% | 8.68% | 0.37% | -2.01% | -9.65% | 1.75% | -5.83% | -0.80% |
| 2017 | 3.50% | 3.02% | 0.34% | 9.05% | 6.77% | -5.82% | 1.70% | 1.03% | 1.93% | 6.09% | 0.30% | 1.66% | 32.93% |
| 2016 | -2.14% | -5.80% | 6.37% | -7.21% | 5.79% | -6.05% | 12.48% | -0.19% | 1.80% | 0.73% | -4.20% | 2.14% | 1.86% |
| 2015 | 1.30% | 4.67% | -1.41% | -1.07% | -0.63% | -0.97% | 21.75% | -1.47% | -1.46% | 15.51% | 3.45% | 1.99% | 46.61% |
| 2014 | 5.38% | 2.94% | -8.32% | -4.11% | 6.87% | 2.28% | -0.88% | 0.49% | 1.04% | -3.49% | -3.31% | -3.35% | -5.39% |
| 2013 | 6.83% | 6.02% | -0.88% | 3.83% | 5.66% | 1.05% | 0.84% | -4.60% | 3.43% | 17.66% | 2.82% | 5.77% | 58.43% |
Expense Ratio
Google has an expense ratio of 0.00%, indicating no management fees are charged. 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 rank of Google is 10, indicating that it is in the bottom 10% 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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc. | 1.12 | 1.61 | 1.22 | 1.37 | 3.34 |
Dividends
Dividend yield
Google provided a 0.23% dividend yield over the last twelve months.
| TTM | |
|---|---|
| Portfolio | 0.23% |
| Portfolio components: | |
GOOGL Alphabet Inc. | 0.23% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.40 |
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 Google. 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 Google was 65.29%, occurring on Nov 24, 2008. Recovery took 965 trading sessions.
The current Google drawdown is 10.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.29% | Nov 7, 2007 | 265 | Nov 24, 2008 | 965 | Sep 24, 2012 | 1230 |
| -44.32% | Nov 19, 2021 | 241 | Nov 3, 2022 | 306 | Jan 25, 2024 | 547 |
| -30.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -28.53% | Jan 12, 2006 | 41 | Mar 13, 2006 | 156 | Oct 23, 2006 | 197 |
| -23.4% | Jul 27, 2018 | 104 | Dec 24, 2018 | 85 | Apr 29, 2019 | 189 |
Volatility
Volatility Chart
The current Google volatility is 8.83%, 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.