Stonks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 7.28% |
AVGO Broadcom Inc. | Technology | 7.33% |
COST Costco Wholesale Corporation | Consumer Defensive | 10.79% |
HD The Home Depot, Inc. | Consumer Cyclical | 10.84% |
INTU Intuit Inc. | Technology | 7.02% |
MA Mastercard Inc | Financial Services | 7.17% |
META Meta Platforms, Inc. | Communication Services | 7.15% |
MSFT Microsoft Corporation | Technology | 7.24% |
NVDA NVIDIA Corporation | Technology | 11.43% |
ORLY O'Reilly Automotive, Inc. | Consumer Cyclical | 9.17% |
SPGI S&P Global Inc. | Financial Services | 6.95% |
TXRH Texas Roadhouse, Inc. | Consumer Cyclical | 7.63% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stonks, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 17, 2024, the Stonks returned 37.83% Year-To-Date and 32.02% 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 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| Stonks | 37.83% | 1.85% | 14.11% | 57.39% | 33.03% | 32.02% |
| Portfolio components: | ||||||
ORLY O'Reilly Automotive, Inc. | 19.01% | 1.00% | 1.52% | 21.56% | 23.78% | 22.14% |
HD The Home Depot, Inc. | 12.34% | 6.15% | 4.06% | 21.94% | 13.37% | 18.03% |
COST Costco Wholesale Corporation | 38.07% | 4.22% | 24.40% | 67.85% | 27.67% | 24.46% |
TXRH Texas Roadhouse, Inc. | 35.13% | -2.01% | 8.22% | 63.95% | 27.10% | 21.67% |
SPGI S&P Global Inc. | 20.44% | 7.63% | 25.54% | 36.95% | 16.72% | 21.16% |
MA Mastercard Inc | 17.21% | 6.15% | 4.23% | 20.84% | 13.26% | 21.28% |
INTU Intuit Inc. | 3.84% | -1.11% | 2.80% | 20.83% | 20.03% | 23.33% |
AVGO Broadcom Inc. | 48.03% | -1.03% | 33.56% | 95.97% | 46.26% | 38.08% |
MSFT Microsoft Corporation | 15.33% | 3.08% | 3.73% | 31.60% | 26.76% | 26.73% |
META Meta Platforms, Inc. | 51.11% | 1.21% | 7.51% | 78.11% | 23.32% | 21.31% |
AMZN Amazon.com, Inc. | 21.69% | 4.42% | 5.97% | 31.70% | 15.32% | 27.37% |
NVDA NVIDIA Corporation | 135.86% | -6.25% | 32.04% | 166.09% | 92.38% | 74.38% |
Monthly Returns
The table below presents the monthly returns of Stonks, 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 | 6.79% | 11.70% | 3.11% | -5.20% | 5.60% | 7.80% | 0.35% | 1.98% | 37.83% | ||||
| 2023 | 11.55% | 1.37% | 9.31% | 3.34% | 7.15% | 7.75% | 4.02% | 0.54% | -5.53% | -0.81% | 11.04% | 7.33% | 72.29% |
| 2022 | -9.31% | -4.95% | 3.76% | -10.98% | -2.17% | -8.35% | 13.52% | -5.41% | -9.52% | 5.22% | 9.30% | -6.32% | -25.27% |
| 2021 | -2.66% | 3.15% | 5.50% | 8.24% | -0.08% | 6.97% | 3.01% | 3.68% | -3.29% | 8.68% | 5.62% | 3.24% | 49.98% |
| 2020 | 3.42% | -4.82% | -9.51% | 16.74% | 8.83% | 3.59% | 7.55% | 10.86% | -2.66% | -3.32% | 7.82% | 1.34% | 43.72% |
| 2019 | 8.37% | 4.10% | 6.89% | 3.28% | -7.95% | 8.79% | 2.89% | 1.27% | -0.76% | 5.38% | 2.91% | 1.74% | 42.29% |
| 2018 | 10.53% | -1.91% | -1.62% | 3.37% | 5.55% | 1.72% | 1.22% | 7.28% | 1.44% | -11.48% | 0.61% | -7.01% | 8.00% |
| 2017 | 4.23% | 2.65% | 1.60% | 2.61% | 8.00% | -2.34% | 2.71% | 1.30% | 3.26% | 5.52% | 4.92% | 0.42% | 40.56% |
| 2016 | -4.67% | 0.80% | 8.42% | -1.00% | 6.82% | -0.45% | 8.67% | 0.86% | 0.90% | -0.67% | 4.93% | 3.87% | 31.32% |
| 2015 | -1.33% | 11.49% | -0.84% | 1.12% | 2.88% | -1.76% | 5.45% | -2.80% | 1.59% | 9.68% | 4.13% | 1.26% | 34.24% |
| 2014 | -2.85% | 8.46% | -2.44% | -1.01% | 3.61% | 1.18% | -0.51% | 7.13% | 0.86% | 4.66% | 6.10% | 0.11% | 27.50% |
| 2013 | 5.86% | 0.22% | 2.82% | 3.71% | 3.14% | 0.83% | 7.38% | 0.05% | 8.07% | 3.86% | 3.66% | 3.84% | 52.71% |
Expense Ratio
Stonks 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 risk-adjusted rank of Stonks is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | 1.01 | 1.45 | 1.20 | 1.12 | 2.81 |
HD The Home Depot, Inc. | 0.91 | 1.41 | 1.17 | 0.62 | 2.13 |
COST Costco Wholesale Corporation | 3.33 | 3.91 | 1.59 | 6.36 | 16.75 |
TXRH Texas Roadhouse, Inc. | 2.69 | 3.81 | 1.47 | 2.92 | 20.55 |
SPGI S&P Global Inc. | 1.91 | 2.55 | 1.36 | 1.25 | 6.61 |
MA Mastercard Inc | 1.28 | 1.70 | 1.24 | 1.68 | 3.90 |
INTU Intuit Inc. | 0.70 | 1.04 | 1.14 | 0.62 | 3.32 |
AVGO Broadcom Inc. | 2.01 | 2.63 | 1.34 | 3.62 | 11.32 |
MSFT Microsoft Corporation | 1.42 | 1.91 | 1.25 | 1.83 | 5.58 |
META Meta Platforms, Inc. | 1.95 | 2.80 | 1.37 | 2.92 | 11.78 |
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.77 | 4.46 |
NVDA NVIDIA Corporation | 3.02 | 3.33 | 1.42 | 5.78 | 18.51 |
Dividends
Dividend yield
Stonks granted a 0.88% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stonks | 0.88% | 1.02% | 0.97% | 0.66% | 1.07% | 1.04% | 1.09% | 1.32% | 1.01% | 1.38% | 1.09% | 1.16% |
| Portfolio components: | ||||||||||||
ORLY O'Reilly Automotive, 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% |
HD The Home Depot, Inc. | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
COST Costco Wholesale Corporation | 2.13% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
TXRH Texas Roadhouse, Inc. | 1.46% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% |
SPGI S&P Global Inc. | 0.69% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
INTU Intuit Inc. | 0.56% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
META Meta Platforms, Inc. | 0.28% | 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 Stonks. 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 Stonks was 32.72%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
The current Stonks drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.72% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
| -30.95% | Feb 20, 2020 | 22 | Mar 20, 2020 | 48 | May 29, 2020 | 70 |
| -23.09% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -14.43% | Dec 30, 2015 | 27 | Feb 8, 2016 | 33 | Mar 28, 2016 | 60 |
| -11.57% | Aug 19, 2015 | 5 | Aug 25, 2015 | 33 | Oct 12, 2015 | 38 |
Volatility
Volatility Chart
The current Stonks volatility is 5.26%, 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
| TXRH | ORLY | COST | META | HD | AVGO | NVDA | SPGI | AMZN | MA | INTU | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TXRH | 1.00 | 0.30 | 0.28 | 0.25 | 0.35 | 0.28 | 0.26 | 0.30 | 0.29 | 0.35 | 0.35 | 0.29 |
| ORLY | 0.30 | 1.00 | 0.40 | 0.25 | 0.45 | 0.28 | 0.25 | 0.37 | 0.29 | 0.35 | 0.34 | 0.33 |
| COST | 0.28 | 0.40 | 1.00 | 0.31 | 0.48 | 0.35 | 0.36 | 0.42 | 0.41 | 0.40 | 0.44 | 0.45 |
| META | 0.25 | 0.25 | 0.31 | 1.00 | 0.31 | 0.43 | 0.47 | 0.39 | 0.56 | 0.43 | 0.46 | 0.50 |
| HD | 0.35 | 0.45 | 0.48 | 0.31 | 1.00 | 0.37 | 0.35 | 0.47 | 0.40 | 0.46 | 0.47 | 0.44 |
| AVGO | 0.28 | 0.28 | 0.35 | 0.43 | 0.37 | 1.00 | 0.59 | 0.43 | 0.46 | 0.46 | 0.49 | 0.52 |
| NVDA | 0.26 | 0.25 | 0.36 | 0.47 | 0.35 | 0.59 | 1.00 | 0.42 | 0.51 | 0.45 | 0.52 | 0.56 |
| SPGI | 0.30 | 0.37 | 0.42 | 0.39 | 0.47 | 0.43 | 0.42 | 1.00 | 0.45 | 0.58 | 0.56 | 0.53 |
| AMZN | 0.29 | 0.29 | 0.41 | 0.56 | 0.40 | 0.46 | 0.51 | 0.45 | 1.00 | 0.50 | 0.54 | 0.60 |
| MA | 0.35 | 0.35 | 0.40 | 0.43 | 0.46 | 0.46 | 0.45 | 0.58 | 0.50 | 1.00 | 0.58 | 0.56 |
| INTU | 0.35 | 0.34 | 0.44 | 0.46 | 0.47 | 0.49 | 0.52 | 0.56 | 0.54 | 0.58 | 1.00 | 0.63 |
| MSFT | 0.29 | 0.33 | 0.45 | 0.50 | 0.44 | 0.52 | 0.56 | 0.53 | 0.60 | 0.56 | 0.63 | 1.00 |