latte

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

latte

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	4%
AMZN Amazon.com, Inc.	Consumer Cyclical	5%
BRK-B Berkshire Hathaway Inc.	Financial Services	5%
CPNG Coupang, Inc.	Consumer Cyclical	4%
DIVO Amplify CWP Enhanced Dividend Income ETF	Large Cap Blend Equities, Actively Managed, Dividend	10%
GOOG Alphabet Inc.	Communication Services	5%
JNJ Johnson & Johnson	Healthcare	7%
MOAT VanEck Vectors Morningstar Wide Moat ETF	Large Cap Blend Equities	10%
MSFT Microsoft Corporation	Technology	5%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	15%
SPGP Invesco S&P 500 GARP ETF	Large Cap Growth Equities	10%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	Volatility Hedged Equity, Dividend	10%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	10%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

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

latte

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 11, 2021, corresponding to the inception date of CPNG

Returns By Period

	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%
latte	11.24%	1.33%	9.57%	15.24%	N/A	N/A
Portfolio components:
SCHD Schwab US Dividend Equity ETF	8.60%	4.84%	7.35%	12.13%	11.96%	11.22%
DIVO Amplify CWP Enhanced Dividend Income ETF	10.24%	1.56%	8.37%	12.29%	11.15%	N/A
JNJ Johnson & Johnson	3.45%	8.73%	1.66%	-5.21%	7.00%	7.49%
SPGP Invesco S&P 500 GARP ETF	4.60%	-0.63%	6.20%	9.03%	13.18%	13.70%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	11.88%	5.02%	11.65%	14.54%	6.32%	8.38%
BRK-B Berkshire Hathaway Inc.	21.49%	5.61%	12.43%	24.04%	15.64%	12.96%
VIG Vanguard Dividend Appreciation ETF	10.22%	1.78%	8.53%	14.74%	11.43%	11.37%
MOAT VanEck Vectors Morningstar Wide Moat ETF	4.97%	2.67%	5.38%	9.20%	13.47%	12.79%
GOOG Alphabet Inc.	20.17%	-8.74%	10.12%	30.40%	22.11%	19.16%
AAPL Apple Inc	13.26%	1.99%	13.33%	13.16%	34.21%	25.86%
CPNG Coupang, Inc.	22.24%	-7.00%	36.20%	16.55%	N/A	N/A
AMZN Amazon.com, Inc.	18.37%	-7.11%	13.03%	40.23%	13.14%	27.42%
MSFT Microsoft Corporation	11.67%	-7.47%	3.96%	27.50%	25.49%	27.36%

Monthly Returns

The table below presents the monthly returns of latte, 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	0.00%	4.42%	2.96%	-2.61%	3.44%	1.15%							11.24%
2023	5.63%	-3.71%	3.19%	2.21%	-0.79%	5.94%	3.54%	-1.32%	-4.57%	-2.07%	6.62%	4.23%	19.66%
2022	-4.11%	-0.76%	2.67%	-7.31%	0.65%	-7.04%	8.52%	-4.03%	-8.01%	7.41%	6.11%	-5.76%	-12.82%
2021			1.07%	4.05%	1.26%	0.97%	1.63%	1.80%	-5.16%	5.69%	-1.81%	5.91%	15.96%

Expense Ratio

latte has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

DIVO

Amplify CWP Enhanced Dividend Income ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

SPGP

Invesco S&P 500 GARP ETF

SPHD

Invesco S&P 500® High Dividend Low Volatility ETF

SCHD

Schwab US Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of latte 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.

latte

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.

latte

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab US Dividend Equity ETF	1.06	1.60	1.19	0.90	3.31
DIVO Amplify CWP Enhanced Dividend Income ETF	1.43	2.11	1.24	1.55	4.67
JNJ Johnson & Johnson	-0.28	-0.30	0.96	-0.24	-0.45
SPGP Invesco S&P 500 GARP ETF	0.66	1.00	1.11	0.90	2.43
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	1.14	1.75	1.21	0.74	3.53
BRK-B Berkshire Hathaway Inc.	1.98	2.86	1.34	2.36	7.03
VIG Vanguard Dividend Appreciation ETF	1.44	2.08	1.25	1.41	4.54
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.67	1.02	1.12	0.57	1.64
GOOG Alphabet Inc.	1.36	1.85	1.26	2.09	8.19
AAPL Apple Inc	0.57	0.97	1.12	0.78	1.54
CPNG Coupang, Inc.	0.43	0.82	1.11	0.22	1.29
AMZN Amazon.com, Inc.	1.41	2.15	1.26	1.09	7.87
MSFT Microsoft Corporation	1.00	1.41	1.18	1.55	6.20

Sharpe Ratio

The current latte Sharpe ratio is 1.49. 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 1.23 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 latte 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.

latte

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

latte granted a 2.01% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
latte	2.01%	2.10%	2.07%	1.80%	2.12%	2.34%	2.26%	1.77%	1.62%	1.75%	1.57%	1.62%
Portfolio components:
SCHD Schwab US Dividend Equity ETF	3.49%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%	2.47%
DIVO Amplify CWP Enhanced Dividend Income ETF	4.14%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	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%
SPGP Invesco S&P 500 GARP ETF	1.43%	1.24%	1.22%	0.69%	1.10%	0.86%	0.95%	0.68%	0.89%	1.12%	1.52%	2.11%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	3.94%	4.48%	3.89%	3.45%	4.89%	4.07%	4.40%	3.14%	3.83%	3.49%	3.24%	3.68%
BRK-B Berkshire Hathaway 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%
VIG Vanguard Dividend Appreciation ETF	1.80%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%	1.84%
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.82%	0.86%	1.25%	1.08%	1.46%	1.31%	1.79%	1.07%	1.17%	2.13%	1.34%	0.79%
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%
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%
CPNG Coupang, 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%
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%

Drawdowns

Drawdowns Chart

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

latte

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the latte. 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 latte was 19.13%, occurring on Sep 30, 2022. Recovery took 202 trading sessions.

The current latte drawdown is 2.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.13%	Dec 30, 2021	190	Sep 30, 2022	202	Jul 24, 2023	392
-9.49%	Jul 31, 2023	64	Oct 27, 2023	32	Dec 13, 2023	96
-5.73%	Sep 3, 2021	21	Oct 4, 2021	21	Nov 2, 2021	42
-3.99%	Nov 17, 2021	10	Dec 1, 2021	7	Dec 10, 2021	17
-3.45%	May 10, 2021	3	May 12, 2021	16	Jun 4, 2021	19

Volatility

Volatility Chart

The current latte volatility is 2.45%, 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.

latte

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.

	CPNG	JNJ	AMZN	GOOG	MSFT	AAPL	BRK-B	SPHD	SCHD	DIVO	SPGP	MOAT	VIG
CPNG	1.00	0.07	0.39	0.31	0.30	0.32	0.21	0.19	0.28	0.27	0.38	0.40	0.32
JNJ	0.07	1.00	0.10	0.16	0.19	0.21	0.42	0.47	0.47	0.46	0.29	0.32	0.45
AMZN	0.39	0.10	1.00	0.69	0.69	0.61	0.32	0.28	0.39	0.45	0.55	0.64	0.53
GOOG	0.31	0.16	0.69	1.00	0.74	0.65	0.40	0.32	0.44	0.50	0.59	0.64	0.57
MSFT	0.30	0.19	0.69	0.74	1.00	0.70	0.38	0.31	0.47	0.55	0.62	0.67	0.66
AAPL	0.32	0.21	0.61	0.65	0.70	1.00	0.43	0.38	0.50	0.56	0.63	0.63	0.64
BRK-B	0.21	0.42	0.32	0.40	0.38	0.43	1.00	0.69	0.75	0.73	0.65	0.63	0.72
SPHD	0.19	0.47	0.28	0.32	0.31	0.38	0.69	1.00	0.89	0.78	0.70	0.71	0.76
SCHD	0.28	0.47	0.39	0.44	0.47	0.50	0.75	0.89	1.00	0.89	0.85	0.83	0.90
DIVO	0.27	0.46	0.45	0.50	0.55	0.56	0.73	0.78	0.89	1.00	0.81	0.77	0.91
SPGP	0.38	0.29	0.55	0.59	0.62	0.63	0.65	0.70	0.85	0.81	1.00	0.89	0.89
MOAT	0.40	0.32	0.64	0.64	0.67	0.63	0.63	0.71	0.83	0.77	0.89	1.00	0.88
VIG	0.32	0.45	0.53	0.57	0.66	0.64	0.72	0.76	0.90	0.91	0.89	0.88	1.00

The correlation results are calculated based on daily price changes starting from Mar 12, 2021