Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

10

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	10%
AMZN Amazon.com, Inc.	Consumer Cyclical	10%
BA The Boeing Company	Industrials	10%
GOOG Alphabet Inc.	Communication Services	10%
JNJ Johnson & Johnson	Healthcare	10%
KO The Coca-Cola Company	Consumer Defensive	10%
META Meta Platforms, Inc.	Communication Services	10%
MS Morgan Stanley	Financial Services	10%
MSFT Microsoft Corporation	Technology	10%
V Visa Inc.	Financial Services	10%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10, 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

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 25, 2024, the 10 returned 10.06% Year-To-Date and 19.65% 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	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
10	9.95%	-1.76%	8.78%	17.60%	17.10%	19.76%
Portfolio components:
AAPL Apple Inc	13.26%	1.99%	13.33%	13.16%	34.21%	25.96%
MSFT Microsoft Corporation	11.67%	-7.47%	3.96%	27.50%	25.49%	27.40%
MS Morgan Stanley	13.18%	6.88%	20.30%	16.25%	21.64%	15.20%
BA The Boeing Company	-29.28%	3.28%	-10.28%	-21.13%	-11.49%	5.73%
KO The Coca-Cola Company	13.89%	3.15%	13.05%	9.20%	7.35%	8.47%
V Visa Inc.	-2.18%	-7.26%	-4.95%	9.07%	7.43%	17.74%
GOOG Alphabet Inc.	20.17%	-8.74%	10.12%	30.40%	22.11%	19.27%
AMZN Amazon.com, Inc.	18.37%	-7.11%	13.03%	40.23%	13.14%	27.45%
JNJ Johnson & Johnson	3.45%	8.73%	1.66%	-5.21%	7.00%	7.51%
META Meta Platforms, Inc.	28.36%	-11.64%	15.27%	45.76%	17.91%	20.00%

Monthly Returns

The table below presents the monthly returns of 10, 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%	4.66%	1.11%	-4.14%	5.39%	4.14%							9.95%
2023	10.06%	-1.45%	8.29%	4.21%	2.53%	5.03%	4.88%	-2.37%	-5.70%	-0.93%	10.38%	5.09%	46.27%
2022	-1.95%	-5.38%	2.17%	-9.78%	-1.96%	-6.31%	9.65%	-3.53%	-11.47%	2.04%	8.53%	-4.47%	-22.17%
2021	-2.95%	3.22%	4.99%	6.42%	0.65%	3.27%	3.39%	2.80%	-6.13%	3.67%	-1.88%	4.73%	23.64%
2020	4.18%	-8.60%	-12.78%	13.59%	5.25%	6.11%	4.61%	10.66%	-6.86%	-3.46%	13.56%	4.76%	30.46%
2019	9.16%	2.62%	2.66%	6.69%	-7.41%	6.73%	1.69%	-0.64%	0.77%	3.19%	4.68%	2.70%	36.91%
2018	9.17%	-1.26%	-4.66%	1.77%	4.42%	0.32%	4.52%	3.96%	0.52%	-5.63%	-0.41%	-8.57%	2.83%
2017	4.55%	5.76%	1.53%	3.29%	3.75%	-0.40%	6.25%	1.60%	0.49%	6.74%	2.37%	1.15%	43.68%
2016	-5.37%	-2.96%	6.80%	-0.05%	2.86%	-1.62%	6.43%	1.67%	1.98%	1.35%	-0.01%	1.98%	13.13%
2015	-0.41%	6.02%	-2.17%	2.79%	1.03%	-1.13%	8.00%	-5.70%	-0.99%	12.35%	2.42%	-1.04%	21.78%
2014				-0.30%	3.73%	2.18%	-0.63%	4.82%	0.94%	0.70%	4.98%	-2.19%	14.89%

Expense Ratio

10 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 10 is 41, 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.

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.57	0.97	1.12	0.78	1.54
MSFT Microsoft Corporation	1.00	1.41	1.18	1.55	6.20
MS Morgan Stanley	0.61	0.99	1.13	0.45	1.59
BA The Boeing Company	-0.44	-0.43	0.95	-0.22	-0.60
KO The Coca-Cola Company	0.74	1.10	1.14	0.55	1.66
V Visa Inc.	0.49	0.74	1.09	0.57	1.68
GOOG Alphabet Inc.	1.36	1.85	1.26	2.09	8.19
AMZN Amazon.com, Inc.	1.41	2.15	1.26	1.09	7.87
JNJ Johnson & Johnson	-0.28	-0.30	0.96	-0.24	-0.45
META Meta Platforms, Inc.	1.47	2.27	1.29	2.10	8.33

Sharpe Ratio

The current 10 Sharpe ratio is 1.47. 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 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 10 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.

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

10 granted a 1.14% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
10	1.14%	1.16%	1.13%	0.92%	1.06%	1.33%	1.51%	1.32%	1.56%	1.51%	1.35%	1.29%
Portfolio components:
AAPL Apple Inc	0.45%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
MS Morgan Stanley	3.28%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%	0.90%	0.64%
BA The Boeing Company	0.00%	0.00%	0.00%	0.00%	0.96%	2.52%	2.12%	1.93%	2.80%	2.52%	2.25%	1.42%
KO The Coca-Cola Company	2.86%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%	2.71%
V Visa Inc.	0.79%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%	0.62%
GOOG Alphabet Inc.	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
JNJ Johnson & Johnson	3.01%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%	2.83%
META Meta Platforms, Inc.	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 10. 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 10 was 34.72%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current 10 drawdown is 4.48%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.72%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 15, 2020	102
-29.17%	Jan 5, 2022	210	Nov 3, 2022	153	Jun 15, 2023	363
-20.24%	Oct 4, 2018	56	Dec 24, 2018	69	Apr 4, 2019	125
-15.47%	Dec 7, 2015	46	Feb 11, 2016	108	Jul 18, 2016	154
-13.3%	Sep 3, 2020	14	Sep 23, 2020	44	Nov 24, 2020	58

Volatility

Volatility Chart

The current 10 volatility is 4.24%, 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.

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.

	JNJ	KO	BA	MS	META	AAPL	AMZN	V	GOOG	MSFT
JNJ	1.00	0.45	0.25	0.29	0.21	0.27	0.22	0.37	0.30	0.31
KO	0.45	1.00	0.27	0.29	0.20	0.27	0.21	0.39	0.30	0.34
BA	0.25	0.27	1.00	0.46	0.31	0.34	0.32	0.38	0.33	0.33
MS	0.29	0.29	0.46	1.00	0.34	0.40	0.35	0.48	0.41	0.41
META	0.21	0.20	0.31	0.34	1.00	0.51	0.61	0.49	0.66	0.58
AAPL	0.27	0.27	0.34	0.40	0.51	1.00	0.56	0.50	0.58	0.62
AMZN	0.22	0.21	0.32	0.35	0.61	0.56	1.00	0.49	0.67	0.64
V	0.37	0.39	0.38	0.48	0.49	0.50	0.49	1.00	0.56	0.59
GOOG	0.30	0.30	0.33	0.41	0.66	0.58	0.67	0.56	1.00	0.69
MSFT	0.31	0.34	0.33	0.41	0.58	0.62	0.64	0.59	0.69	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014