Alp 24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
CSCO Cisco Systems, Inc. | Technology | 10% |
DIS The Walt Disney Company | Communication Services | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NOW ServiceNow, Inc. | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alp 24, 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 Jun 29, 2012, corresponding to the inception date of NOW
Returns By Period
As of Oct 30, 2024, the Alp 24 returned 41.18% Year-To-Date and 28.87% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Alp 24 | 41.18% | 4.36% | 22.83% | 61.75% | 29.18% | 28.87% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
GOOGL Alphabet Inc. | 21.77% | 3.49% | 4.50% | 36.67% | 22.08% | 19.66% |
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
AMZN Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
NVDA NVIDIA Corporation | 185.29% | 16.35% | 63.51% | 243.27% | 95.48% | 77.28% |
META Meta Platforms, Inc. | 68.12% | 4.57% | 38.19% | 96.61% | 25.52% | 23.08% |
NOW ServiceNow, Inc. | 34.90% | 8.08% | 37.46% | 67.64% | 31.09% | 30.31% |
CSCO Cisco Systems, Inc. | 13.80% | 5.82% | 20.45% | 11.48% | 6.51% | 12.05% |
COST Costco Wholesale Corporation | 34.98% | 0.15% | 22.87% | 64.53% | 26.63% | 23.51% |
DIS The Walt Disney Company | 6.96% | 0.12% | -13.08% | 20.09% | -5.60% | 1.43% |
Monthly Returns
The table below presents the monthly returns of Alp 24, 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 | 5.86% | 9.58% | 3.60% | -4.36% | 6.24% | 7.65% | -2.28% | 2.08% | 3.79% | 41.18% | |||
| 2023 | 16.37% | 0.64% | 11.84% | 2.18% | 9.83% | 5.38% | 4.37% | 0.16% | -4.73% | 0.08% | 9.64% | 4.14% | 76.31% |
| 2022 | -8.98% | -3.44% | 3.27% | -15.50% | -3.95% | -7.90% | 10.69% | -4.11% | -12.97% | 2.47% | 6.24% | -9.50% | -38.25% |
| 2021 | -1.40% | 1.06% | 2.87% | 7.09% | -0.77% | 7.98% | 3.97% | 6.82% | -6.34% | 8.12% | 2.95% | 2.03% | 38.96% |
| 2020 | 4.36% | -5.77% | -6.40% | 15.60% | 8.02% | 4.12% | 8.32% | 11.40% | -5.55% | -1.70% | 9.86% | 4.35% | 53.72% |
| 2019 | 10.52% | 3.28% | 6.34% | 8.24% | -8.10% | 7.86% | 3.41% | -2.96% | 0.36% | 4.02% | 5.94% | 2.99% | 48.86% |
| 2018 | 10.82% | 0.69% | -3.78% | 2.11% | 5.82% | 0.92% | 3.09% | 8.61% | -0.07% | -9.01% | -2.54% | -8.81% | 5.93% |
| 2017 | 7.08% | 2.98% | 2.16% | 3.64% | 6.37% | -2.74% | 4.59% | 1.95% | 0.58% | 7.08% | 3.26% | 0.96% | 44.62% |
| 2016 | -8.26% | -1.79% | 8.38% | -0.45% | 6.36% | -2.19% | 9.37% | 1.15% | 3.58% | 1.07% | 1.15% | 3.29% | 22.36% |
| 2015 | 0.23% | 8.69% | -1.33% | 3.25% | 0.80% | -2.22% | 8.26% | -5.02% | 1.11% | 14.27% | 3.18% | -0.64% | 33.22% |
| 2014 | -0.06% | 6.16% | -3.96% | -1.36% | 4.72% | 3.29% | 0.38% | 4.72% | -0.26% | 2.21% | 4.63% | -1.66% | 19.88% |
| 2013 | 2.58% | 1.33% | 1.91% | 5.77% | 1.87% | 0.22% | 8.92% | 1.09% | 7.01% | 5.86% | 2.61% | 3.75% | 51.91% |
Expense Ratio
Alp 24 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 risk-adjusted rank of Alp 24 is 82, placing it in the top 18% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
GOOGL Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
NVDA NVIDIA Corporation | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
META Meta Platforms, Inc. | 2.81 | 3.74 | 1.53 | 4.75 | 17.06 |
NOW ServiceNow, Inc. | 2.18 | 2.68 | 1.40 | 3.45 | 11.65 |
CSCO Cisco Systems, Inc. | 0.57 | 0.86 | 1.13 | 0.48 | 1.53 |
COST Costco Wholesale Corporation | 3.49 | 4.10 | 1.61 | 6.63 | 17.31 |
DIS The Walt Disney Company | 0.85 | 1.35 | 1.19 | 0.37 | 1.40 |
Dividends
Dividend yield
Alp 24 provided a 0.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alp 24 | 0.74% | 0.75% | 0.58% | 0.41% | 0.83% | 0.75% | 0.96% | 1.29% | 1.05% | 1.38% | 1.07% | 1.11% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AMZN Amazon.com, 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
META Meta Platforms, Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOW ServiceNow, 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% |
CSCO Cisco Systems, Inc. | 2.86% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
DIS The Walt Disney Company | 0.78% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
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 Alp 24. 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 Alp 24 was 41.31%, occurring on Nov 9, 2022. Recovery took 252 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.31% | Dec 28, 2021 | 220 | Nov 9, 2022 | 252 | Nov 10, 2023 | 472 |
| -27.43% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -25.42% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -19.22% | Dec 7, 2015 | 43 | Feb 8, 2016 | 78 | May 31, 2016 | 121 |
| -13.18% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current Alp 24 volatility is 3.84%, 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
| COST | DIS | CSCO | NOW | META | NVDA | AAPL | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| COST | 1.00 | 0.33 | 0.39 | 0.31 | 0.31 | 0.35 | 0.38 | 0.40 | 0.40 | 0.45 |
| DIS | 0.33 | 1.00 | 0.45 | 0.35 | 0.35 | 0.33 | 0.35 | 0.40 | 0.42 | 0.40 |
| CSCO | 0.39 | 0.45 | 1.00 | 0.40 | 0.35 | 0.44 | 0.46 | 0.42 | 0.46 | 0.52 |
| NOW | 0.31 | 0.35 | 0.40 | 1.00 | 0.47 | 0.50 | 0.42 | 0.53 | 0.49 | 0.54 |
| META | 0.31 | 0.35 | 0.35 | 0.47 | 1.00 | 0.47 | 0.45 | 0.56 | 0.60 | 0.50 |
| NVDA | 0.35 | 0.33 | 0.44 | 0.50 | 0.47 | 1.00 | 0.48 | 0.51 | 0.50 | 0.56 |
| AAPL | 0.38 | 0.35 | 0.46 | 0.42 | 0.45 | 0.48 | 1.00 | 0.50 | 0.53 | 0.56 |
| AMZN | 0.40 | 0.40 | 0.42 | 0.53 | 0.56 | 0.51 | 0.50 | 1.00 | 0.65 | 0.60 |
| GOOGL | 0.40 | 0.42 | 0.46 | 0.49 | 0.60 | 0.50 | 0.53 | 0.65 | 1.00 | 0.64 |
| MSFT | 0.45 | 0.40 | 0.52 | 0.54 | 0.50 | 0.56 | 0.56 | 0.60 | 0.64 | 1.00 |