2
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 10% |
BAC Bank of America Corporation | Financial Services | 10% |
CVX Chevron Corporation | Energy | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
MSFT Microsoft Corporation | Technology | 10% |
PFE Pfizer Inc. | Healthcare | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
V Visa Inc. | Financial Services | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 31, 2024, the 2 returned 14.67% Year-To-Date and 15.81% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
2 | 14.67% | 3.50% | 11.59% | 18.52% | 16.73% | 15.85% |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 19.40% | 5.74% | 10.76% | 26.76% | 15.84% | 12.96% |
QQQ Invesco QQQ | 16.64% | 6.13% | 7.58% | 27.00% | 21.27% | 17.92% |
AAPL Apple Inc | 19.39% | 4.28% | 31.11% | 21.49% | 35.38% | 26.50% |
PFE Pfizer Inc. | 5.29% | -4.67% | 15.35% | -14.14% | 1.03% | 4.30% |
CVX Chevron Corporation | 2.42% | 0.71% | 1.50% | -6.05% | 9.55% | 5.94% |
KO The Coca-Cola Company | 24.92% | 4.53% | 23.08% | 26.10% | 8.73% | 9.08% |
BAC Bank of America Corporation | 22.62% | 8.44% | 16.64% | 43.60% | 10.95% | 12.03% |
SCHD Schwab US Dividend Equity ETF | 13.08% | 4.62% | 9.82% | 17.53% | 13.48% | 11.57% |
V Visa Inc. | 6.76% | 3.88% | -1.10% | 12.27% | 9.54% | 18.72% |
MSFT Microsoft Corporation | 11.54% | 2.30% | 0.90% | 27.87% | 26.07% | 26.74% |
Monthly Returns
The table below presents the monthly returns of 2, 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 | 0.63% | 2.43% | 2.54% | -3.16% | 5.92% | 2.03% | 2.56% | 14.67% | |||||
2023 | 3.17% | -2.69% | 3.50% | 1.84% | -1.16% | 4.61% | 2.90% | -2.37% | -4.40% | -2.33% | 8.25% | 2.84% | 14.25% |
2022 | -1.29% | -2.23% | 4.12% | -6.80% | 1.92% | -8.05% | 8.17% | -4.50% | -9.22% | 10.92% | 5.15% | -5.18% | -8.97% |
2021 | -2.46% | 4.19% | 5.24% | 5.07% | 0.37% | 2.73% | 2.88% | 2.43% | -3.79% | 7.25% | 1.11% | 5.98% | 35.02% |
2020 | 0.41% | -9.08% | -11.51% | 14.24% | 3.89% | 1.17% | 5.74% | 7.51% | -5.72% | -3.51% | 13.61% | 3.74% | 18.24% |
2019 | 5.43% | 3.68% | 2.76% | 4.31% | -5.66% | 7.80% | 1.52% | -1.97% | 1.75% | 3.81% | 3.69% | 4.06% | 35.16% |
2018 | 5.24% | -2.53% | -2.66% | 1.90% | 2.86% | 0.53% | 5.02% | 4.03% | 1.38% | -5.31% | 1.91% | -8.42% | 2.99% |
2017 | 1.62% | 5.21% | 0.54% | 0.98% | 1.83% | -0.03% | 2.77% | 2.25% | 1.87% | 4.35% | 2.69% | 1.54% | 28.71% |
2016 | -5.18% | -2.47% | 7.80% | -0.41% | 3.13% | -1.49% | 4.65% | 1.55% | 0.63% | 0.05% | 3.69% | 2.90% | 15.16% |
2015 | -4.39% | 7.00% | -2.78% | 3.17% | 1.01% | -2.93% | 3.12% | -6.64% | -1.42% | 10.35% | 1.17% | -1.99% | 4.49% |
2014 | -3.51% | 3.63% | 1.35% | 0.07% | 1.92% | 2.21% | -0.69% | 4.22% | 0.05% | 2.94% | 3.52% | -1.07% | 15.32% |
2013 | 2.18% | 1.08% | 4.21% | 3.18% | 2.31% | -2.05% | 4.45% | -0.92% | 1.71% | 4.46% | 5.09% | 1.48% | 30.53% |
Expense Ratio
2 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 rank of 2 is 43, 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.
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 | |
---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.17 | 2.96 | 1.39 | 2.31 | 10.21 |
QQQ Invesco QQQ | 1.59 | 2.17 | 1.28 | 1.97 | 7.42 |
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
PFE Pfizer Inc. | -0.58 | -0.70 | 0.92 | -0.26 | -0.82 |
CVX Chevron Corporation | -0.18 | -0.10 | 0.99 | -0.16 | -0.39 |
KO The Coca-Cola Company | 1.76 | 2.47 | 1.33 | 1.37 | 7.45 |
BAC Bank of America Corporation | 1.88 | 2.74 | 1.33 | 0.95 | 8.24 |
SCHD Schwab US Dividend Equity ETF | 1.51 | 2.21 | 1.26 | 1.34 | 5.67 |
V Visa Inc. | 0.87 | 1.21 | 1.16 | 1.05 | 2.58 |
MSFT Microsoft Corporation | 1.40 | 1.89 | 1.24 | 1.80 | 5.87 |
Dividends
Dividend yield
2 granted a 2.16% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2 | 2.16% | 2.31% | 2.01% | 1.80% | 2.28% | 2.08% | 2.29% | 2.07% | 2.28% | 2.34% | 2.13% | 1.99% |
Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
PFE Pfizer Inc. | 5.76% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
CVX Chevron Corporation | 4.33% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
KO The Coca-Cola Company | 2.61% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
BAC Bank of America Corporation | 1.77% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
V Visa Inc. | 0.75% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 2. 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 2 was 34.32%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 2 drawdown is 0.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
-19.9% | Mar 30, 2022 | 135 | Oct 11, 2022 | 195 | Jul 24, 2023 | 330 |
-18.18% | Oct 4, 2018 | 56 | Dec 24, 2018 | 69 | Apr 4, 2019 | 125 |
-14.22% | Nov 4, 2015 | 68 | Feb 11, 2016 | 104 | Jul 12, 2016 | 172 |
-13.66% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility
Volatility Chart
The current 2 volatility is 4.28%, 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
PFE | KO | CVX | BAC | AAPL | MSFT | V | QQQ | SCHD | VOO | |
---|---|---|---|---|---|---|---|---|---|---|
PFE | 1.00 | 0.37 | 0.30 | 0.31 | 0.24 | 0.31 | 0.36 | 0.36 | 0.52 | 0.46 |
KO | 0.37 | 1.00 | 0.32 | 0.29 | 0.26 | 0.34 | 0.40 | 0.35 | 0.59 | 0.49 |
CVX | 0.30 | 0.32 | 1.00 | 0.47 | 0.25 | 0.29 | 0.35 | 0.35 | 0.62 | 0.53 |
BAC | 0.31 | 0.29 | 0.47 | 1.00 | 0.32 | 0.34 | 0.43 | 0.47 | 0.63 | 0.63 |
AAPL | 0.24 | 0.26 | 0.25 | 0.32 | 1.00 | 0.55 | 0.44 | 0.74 | 0.46 | 0.64 |
MSFT | 0.31 | 0.34 | 0.29 | 0.34 | 0.55 | 1.00 | 0.54 | 0.79 | 0.55 | 0.72 |
V | 0.36 | 0.40 | 0.35 | 0.43 | 0.44 | 0.54 | 1.00 | 0.64 | 0.59 | 0.68 |
QQQ | 0.36 | 0.35 | 0.35 | 0.47 | 0.74 | 0.79 | 0.64 | 1.00 | 0.68 | 0.90 |
SCHD | 0.52 | 0.59 | 0.62 | 0.63 | 0.46 | 0.55 | 0.59 | 0.68 | 1.00 | 0.86 |
VOO | 0.46 | 0.49 | 0.53 | 0.63 | 0.64 | 0.72 | 0.68 | 0.90 | 0.86 | 1.00 |