YSAK OWNER2 Final
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 35% |
AAPL Apple Inc. | Technology | 35% |
UNH UnitedHealth Group Incorporated | Healthcare | 20% |
MA Mastercard Inc | Financial Services | 8% |
PEP PepsiCo, Inc. | Consumer Defensive | 2% |
Performance
The chart shows the growth of an initial investment of $10,000 in YSAK OWNER2 Final, 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
Returns
As of Sep 23, 2023, the YSAK OWNER2 Final returned 24.74% Year-To-Date and 27.14% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 9.81% |
| YSAK OWNER2 Final | -1.51% | 10.97% | 24.74% | 20.42% | 23.69% | 27.14% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -3.06% | 13.47% | 33.09% | 32.82% | 24.02% | 27.90% |
AAPL Apple Inc. | -3.49% | 9.37% | 35.10% | 15.12% | 27.43% | 27.68% |
UNH UnitedHealth Group Incorporated | 3.81% | 7.17% | -3.44% | -0.76% | 15.40% | 23.39% |
MA Mastercard Inc | 0.29% | 14.73% | 16.21% | 35.66% | 13.27% | 20.12% |
PEP PepsiCo, Inc. | -0.91% | -0.76% | -0.95% | 6.79% | 11.96% | 11.25% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| UNH | PEP | AAPL | MA | MSFT | |
|---|---|---|---|---|---|
| UNH | 1.00 | 0.35 | 0.30 | 0.34 | 0.35 |
| PEP | 0.35 | 1.00 | 0.29 | 0.35 | 0.40 |
| AAPL | 0.30 | 0.29 | 1.00 | 0.45 | 0.53 |
| MA | 0.34 | 0.35 | 0.45 | 1.00 | 0.50 |
| MSFT | 0.35 | 0.40 | 0.53 | 0.50 | 1.00 |
Dividend yield
YSAK OWNER2 Final granted a 0.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| YSAK OWNER2 Final | 0.87% | 0.96% | 0.73% | 0.93% | 1.20% | 1.69% | 1.63% | 2.09% | 2.14% | 2.08% | 2.33% | 2.19% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
UNH UnitedHealth Group Incorporated | 1.39% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
MA Mastercard Inc | 0.55% | 0.57% | 0.49% | 0.46% | 0.45% | 0.54% | 0.60% | 0.77% | 0.69% | 0.54% | 0.27% | 0.23% |
PEP PepsiCo, Inc. | 2.76% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
Expense Ratio
The YSAK OWNER2 Final 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.11 | ||||
AAPL Apple Inc. | 0.51 | ||||
UNH UnitedHealth Group Incorporated | 0.01 | ||||
MA Mastercard Inc | 1.52 | ||||
PEP PepsiCo, Inc. | 0.44 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the YSAK OWNER2 Final. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the YSAK OWNER2 Final is 56.59%, recorded on Nov 20, 2008. It took 346 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.59% | Dec 26, 2007 | 230 | Nov 20, 2008 | 346 | Apr 9, 2010 | 576 |
| -31.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.64% | Oct 4, 2018 | 56 | Dec 24, 2018 | 84 | Apr 26, 2019 | 140 |
| -23.34% | Dec 30, 2021 | 256 | Jan 5, 2023 | 98 | May 26, 2023 | 354 |
| -17.33% | Sep 24, 2012 | 109 | Mar 4, 2013 | 110 | Aug 8, 2013 | 219 |
Volatility Chart
The current YSAK OWNER2 Final volatility is 3.77%, 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.