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10

Last updated Mar 2, 2024

10

Asset Allocation


AAPL 10%MSFT 10%MS 10%BA 10%KO 10%V 10%GOOG 10%AMZN 10%JNJ 10%META 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

MS
Morgan Stanley
Financial Services

10%

BA
The Boeing Company
Industrials

10%

KO
The Coca-Cola Company
Consumer Defensive

10%

V
Visa Inc.
Financial Services

10%

GOOG
Alphabet Inc.
Communication Services

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

JNJ
Johnson & Johnson
Healthcare

10%

META
Meta Platforms, Inc.
Communication Services

10%

S&P 500

Performance

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


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
512.85%
171.98%
10
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
104.24%4.55%12.88%40.26%18.33%N/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
MS
Morgan Stanley
-6.35%-0.87%3.08%-6.34%18.96%13.64%
BA
The Boeing Company
-23.27%-5.23%-10.47%-4.79%-14.22%5.99%
KO
The Coca-Cola Company
1.02%0.07%1.97%2.83%8.93%7.89%
V
Visa Inc.
8.96%3.82%14.58%30.28%14.42%18.37%
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%19.35%N/A
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
JNJ
Johnson & Johnson
3.43%2.03%1.83%8.79%5.92%8.53%
META
Meta Platforms, Inc.
42.06%28.89%69.66%188.11%25.40%22.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.29%4.49%
2023-2.37%-5.70%-0.93%10.38%5.09%

Sharpe Ratio

The current 10 Sharpe ratio is 2.89. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.89

The Sharpe ratio of 10 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.89
2.44
10
Benchmark (^GSPC)
Portfolio components

Dividend yield

10 granted a 1.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
101.19%1.16%1.13%0.92%1.06%1.33%1.51%1.32%1.56%1.51%1.35%1.29%
AAPL
Apple Inc.
0.53%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
0.69%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
3.84%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
3.09%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.
0.69%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.
0.00%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
2.94%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.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
10
2.89
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
MS
Morgan Stanley
-0.25
BA
The Boeing Company
-0.07
KO
The Coca-Cola Company
0.33
V
Visa Inc.
2.03
GOOG
Alphabet Inc.
1.88
AMZN
Amazon.com, Inc.
3.07
JNJ
Johnson & Johnson
0.55
META
Meta Platforms, Inc.
5.10

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

JNJKOBAMSMETAAMZNAAPLVMSFTGOOG
JNJ1.000.450.250.290.220.230.280.380.330.31
KO0.451.000.280.290.210.220.280.400.350.31
BA0.250.281.000.470.320.310.350.390.340.34
MS0.290.290.471.000.360.350.410.490.410.43
META0.220.210.320.361.000.610.530.500.570.66
AMZN0.230.220.310.350.611.000.570.510.640.68
AAPL0.280.280.350.410.530.571.000.510.630.59
V0.380.400.390.490.500.510.511.000.600.57
MSFT0.330.350.340.410.570.640.630.601.000.69
GOOG0.310.310.340.430.660.680.590.570.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.36%
0
10
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 0.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.72%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-29.17%Jan 5, 2022210Nov 3, 2022153Jun 15, 2023363
-20.24%Oct 4, 201856Dec 24, 201869Apr 4, 2019125
-15.47%Dec 7, 201546Feb 11, 2016108Jul 18, 2016154
-13.3%Sep 3, 202014Sep 23, 202044Nov 24, 202058

Volatility Chart

The current 10 volatility is 4.52%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.52%
3.47%
10
Benchmark (^GSPC)
Portfolio components
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