10
10
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% |
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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 4, 2024, the 10 returned 11.58% Year-To-Date and 19.52% 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 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
10 | 11.58% | 1.79% | 8.49% | 20.83% | 17.72% | 19.52% |
Portfolio components: | ||||||
AAPL Apple Inc | 16.15% | 1.44% | 31.28% | 18.18% | 34.11% | 26.14% |
MSFT Microsoft Corporation | 9.48% | 0.41% | 2.05% | 25.51% | 25.16% | 26.50% |
MS Morgan Stanley | 9.47% | 3.57% | 13.42% | 20.50% | 22.47% | 14.14% |
BA The Boeing Company | -38.23% | -5.25% | -19.95% | -27.92% | -14.72% | 4.04% |
KO The Coca-Cola Company | 25.85% | 5.31% | 24.61% | 27.04% | 9.15% | 9.16% |
V Visa Inc. | 7.60% | 4.70% | 0.08% | 13.15% | 9.36% | 18.80% |
GOOG Alphabet Inc. | 12.67% | -5.81% | 18.70% | 16.07% | 21.33% | 18.49% |
AMZN Amazon.com, Inc. | 16.00% | 4.97% | 1.22% | 27.61% | 13.92% | 26.18% |
JNJ Johnson & Johnson | 9.15% | 2.61% | 6.14% | 7.46% | 8.36% | 7.75% |
META Meta Platforms, Inc. | 44.88% | 4.84% | 4.50% | 73.03% | 21.93% | 20.89% |
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% | 1.08% | 1.43% | 11.58% | ||||
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 10 is 33, 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.85 | 1.34 | 1.17 | 1.16 | 2.53 |
MSFT Microsoft Corporation | 1.30 | 1.77 | 1.23 | 1.67 | 5.38 |
MS Morgan Stanley | 0.85 | 1.25 | 1.17 | 0.67 | 2.85 |
BA The Boeing Company | -0.87 | -1.10 | 0.86 | -0.45 | -1.12 |
KO The Coca-Cola Company | 1.94 | 2.68 | 1.36 | 1.50 | 9.01 |
V Visa Inc. | 0.94 | 1.30 | 1.17 | 1.15 | 2.80 |
GOOG Alphabet Inc. | 0.56 | 0.90 | 1.13 | 0.86 | 2.41 |
AMZN Amazon.com, Inc. | 0.97 | 1.48 | 1.19 | 0.77 | 4.27 |
JNJ Johnson & Johnson | 0.43 | 0.73 | 1.09 | 0.36 | 1.13 |
META Meta Platforms, Inc. | 1.99 | 2.87 | 1.38 | 2.99 | 12.12 |
Dividends
Dividend yield
10 granted a 1.12% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
10 | 1.12% | 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 | 0.44% | 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 | 0.73% | 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 | 3.50% | 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 | 2.59% | 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. | 0.75% | 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. | 0.13% | 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 | 2.91% | 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. | 0.20% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 3.16%.
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 5.22%, 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
JNJ | KO | BA | MS | META | AAPL | AMZN | V | GOOG | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|
JNJ | 1.00 | 0.45 | 0.25 | 0.29 | 0.20 | 0.26 | 0.21 | 0.37 | 0.29 | 0.31 |
KO | 0.45 | 1.00 | 0.27 | 0.29 | 0.20 | 0.27 | 0.21 | 0.39 | 0.29 | 0.33 |
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 | 0.35 | 0.40 | 0.35 | 0.48 | 0.42 | 0.41 |
META | 0.20 | 0.20 | 0.31 | 0.35 | 1.00 | 0.51 | 0.61 | 0.49 | 0.65 | 0.58 |
AAPL | 0.26 | 0.27 | 0.34 | 0.40 | 0.51 | 1.00 | 0.56 | 0.49 | 0.58 | 0.62 |
AMZN | 0.21 | 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 | 0.49 | 0.49 | 1.00 | 0.56 | 0.59 |
GOOG | 0.29 | 0.29 | 0.33 | 0.42 | 0.65 | 0.58 | 0.67 | 0.56 | 1.00 | 0.69 |
MSFT | 0.31 | 0.33 | 0.33 | 0.41 | 0.58 | 0.62 | 0.64 | 0.59 | 0.69 | 1.00 |