erster versuch simulation
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.82% |
APH Amphenol Corporation | Technology | 6.82% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 6.82% |
CSCO Cisco Systems, Inc. | Technology | 6.82% |
CVS CVS Health Corporation | Healthcare | 6.82% |
DIS The Walt Disney Company | Communication Services | 6.82% |
GOOG Alphabet Inc. | Communication Services | 6.82% |
JNJ Johnson & Johnson | Healthcare | 6.82% |
NFLX Netflix, Inc. | Communication Services | 6.82% |
PG The Procter & Gamble Company | Consumer Defensive | 6.82% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 25% |
V Visa Inc. | Financial Services | 6.82% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in erster versuch simulation, 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 Aug 27, 2024, the erster versuch simulation returned 15.24% Year-To-Date and 15.25% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| erster versuch simulation | 15.24% | 2.39% | 6.40% | 23.14% | 14.35% | 15.25% |
| Portfolio components: | ||||||
PG The Procter & Gamble Company | 18.44% | 0.73% | 8.27% | 13.58% | 9.77% | 10.55% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.11% | 19.47% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.51% | 26.40% |
APH Amphenol Corporation | 34.98% | 4.38% | 23.96% | 55.14% | 26.25% | 19.06% |
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.53% | 12.75% |
NFLX Netflix, Inc. | 41.40% | 9.04% | 14.42% | 64.67% | 18.39% | 26.07% |
V Visa Inc. | 3.61% | 3.58% | -4.92% | 10.86% | 8.95% | 18.45% |
JNJ Johnson & Johnson | 6.67% | 2.47% | 3.08% | 2.59% | 7.92% | 7.58% |
DIS The Walt Disney Company | 2.12% | 2.06% | -15.73% | 9.91% | -7.58% | 1.13% |
CSCO Cisco Systems, Inc. | 3.02% | 6.08% | 6.90% | -6.72% | 4.67% | 10.79% |
CVS CVS Health Corporation | -23.40% | -3.77% | -21.41% | -9.28% | 2.51% | -0.40% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.76% | 12.84% |
Monthly Returns
The table below presents the monthly returns of erster versuch simulation, 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 | 3.39% | 5.04% | 3.46% | -4.07% | 2.92% | 2.00% | 0.04% | 15.24% | |||||
| 2023 | 7.18% | -4.83% | 4.30% | 0.94% | 0.78% | 5.99% | 3.15% | -0.52% | -4.65% | -0.46% | 7.26% | 3.58% | 24.12% |
| 2022 | -5.51% | -1.83% | 1.96% | -11.40% | -1.48% | -7.66% | 10.37% | -3.16% | -7.59% | 8.50% | 4.73% | -5.58% | -19.21% |
| 2021 | -1.68% | 2.46% | 4.25% | 4.56% | 0.92% | 1.18% | 2.61% | 3.38% | -4.14% | 4.86% | -2.41% | 6.43% | 24.18% |
| 2020 | 0.39% | -7.94% | -8.12% | 12.51% | 4.47% | 0.76% | 5.85% | 6.38% | -4.63% | -2.71% | 11.64% | 4.62% | 22.71% |
| 2019 | 7.64% | 2.28% | 2.11% | 5.48% | -6.33% | 6.20% | 0.77% | -2.42% | 1.12% | 2.51% | 4.61% | 2.39% | 28.78% |
| 2018 | 9.08% | -2.25% | -3.21% | 1.55% | 1.42% | 2.56% | 3.67% | 5.34% | 1.33% | -6.62% | 3.15% | -8.35% | 6.47% |
| 2017 | 3.59% | 4.08% | 0.79% | 2.04% | 1.29% | -0.78% | 3.94% | 0.23% | 1.58% | 2.50% | 3.72% | 0.90% | 26.51% |
| 2016 | -5.43% | 0.47% | 6.33% | -0.40% | 2.65% | -0.86% | 3.23% | 1.43% | 0.76% | 0.35% | -0.57% | 2.36% | 10.35% |
| 2015 | 0.73% | 6.20% | -2.55% | 2.91% | 2.44% | -0.68% | 7.34% | -6.12% | -2.35% | 9.39% | 1.20% | -0.98% | 17.75% |
| 2014 | -1.73% | 4.73% | 1.17% | -1.03% | 4.92% | -0.84% | 1.18% | 3.61% | -0.14% | 12.22% |
Expense Ratio
erster versuch simulation has an expense ratio of 0.02%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of erster versuch simulation is 61, 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 | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | 0.92 | 1.34 | 1.18 | 1.43 | 5.04 |
GOOG Alphabet Inc. | 1.04 | 1.46 | 1.21 | 1.58 | 4.64 |
AMZN Amazon.com, Inc. | 1.12 | 1.65 | 1.22 | 0.88 | 5.06 |
APH Amphenol Corporation | 2.44 | 2.88 | 1.45 | 3.27 | 12.18 |
BRK-B Berkshire Hathaway Inc. | 2.17 | 2.95 | 1.37 | 2.65 | 7.79 |
NFLX Netflix, Inc. | 2.02 | 3.05 | 1.39 | 1.31 | 9.57 |
V Visa Inc. | 0.76 | 1.08 | 1.14 | 0.92 | 2.27 |
JNJ Johnson & Johnson | 0.09 | 0.24 | 1.03 | 0.07 | 0.23 |
DIS The Walt Disney Company | 0.41 | 0.78 | 1.10 | 0.18 | 0.89 |
CSCO Cisco Systems, Inc. | -0.29 | -0.26 | 0.96 | -0.25 | -0.44 |
CVS CVS Health Corporation | -0.31 | -0.21 | 0.97 | -0.19 | -0.58 |
SPY SPDR S&P 500 ETF | 2.37 | 3.21 | 1.43 | 2.51 | 11.13 |
Dividends
Dividend yield
erster versuch simulation granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| erster versuch simulation | 1.34% | 1.28% | 1.25% | 0.99% | 1.22% | 1.33% | 1.54% | 1.40% | 1.49% | 1.44% | 1.28% | 1.25% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 2.29% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
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% |
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% |
APH Amphenol Corporation | 0.65% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% | 0.68% |
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% |
NFLX Netflix, 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% |
V Visa Inc. | 0.78% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
JNJ Johnson & Johnson | 2.95% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
DIS The Walt Disney Company | 0.82% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
CSCO Cisco Systems, Inc. | 3.11% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
CVS CVS Health Corporation | 4.43% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 erster versuch simulation. 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 erster versuch simulation was 27.76%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current erster versuch simulation drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.76% | Feb 13, 2020 | 27 | Mar 23, 2020 | 78 | Jul 14, 2020 | 105 |
| -26.39% | Dec 30, 2021 | 117 | Jun 16, 2022 | 391 | Jan 8, 2024 | 508 |
| -18.27% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -12.67% | Dec 7, 2015 | 43 | Feb 8, 2016 | 46 | Apr 14, 2016 | 89 |
| -11.66% | Aug 18, 2015 | 6 | Aug 25, 2015 | 45 | Oct 28, 2015 | 51 |
Volatility
Volatility Chart
The current erster versuch simulation volatility is 4.95%, 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
| PG | CVS | NFLX | JNJ | DIS | AMZN | GOOG | APH | CSCO | BRK-B | V | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PG | 1.00 | 0.33 | 0.17 | 0.47 | 0.26 | 0.22 | 0.27 | 0.32 | 0.36 | 0.40 | 0.36 | 0.43 |
| CVS | 0.33 | 1.00 | 0.14 | 0.42 | 0.33 | 0.18 | 0.25 | 0.34 | 0.38 | 0.48 | 0.32 | 0.46 |
| NFLX | 0.17 | 0.14 | 1.00 | 0.18 | 0.33 | 0.54 | 0.48 | 0.37 | 0.34 | 0.27 | 0.39 | 0.50 |
| JNJ | 0.47 | 0.42 | 0.18 | 1.00 | 0.26 | 0.21 | 0.29 | 0.33 | 0.41 | 0.46 | 0.37 | 0.45 |
| DIS | 0.26 | 0.33 | 0.33 | 0.26 | 1.00 | 0.39 | 0.42 | 0.45 | 0.45 | 0.49 | 0.47 | 0.61 |
| AMZN | 0.22 | 0.18 | 0.54 | 0.21 | 0.39 | 1.00 | 0.67 | 0.44 | 0.43 | 0.34 | 0.49 | 0.64 |
| GOOG | 0.27 | 0.25 | 0.48 | 0.29 | 0.42 | 0.67 | 1.00 | 0.50 | 0.48 | 0.43 | 0.56 | 0.70 |
| APH | 0.32 | 0.34 | 0.37 | 0.33 | 0.45 | 0.44 | 0.50 | 1.00 | 0.56 | 0.54 | 0.53 | 0.75 |
| CSCO | 0.36 | 0.38 | 0.34 | 0.41 | 0.45 | 0.43 | 0.48 | 0.56 | 1.00 | 0.53 | 0.52 | 0.68 |
| BRK-B | 0.40 | 0.48 | 0.27 | 0.46 | 0.49 | 0.34 | 0.43 | 0.54 | 0.53 | 1.00 | 0.53 | 0.71 |
| V | 0.36 | 0.32 | 0.39 | 0.37 | 0.47 | 0.49 | 0.56 | 0.53 | 0.52 | 0.53 | 1.00 | 0.70 |
| SPY | 0.43 | 0.46 | 0.50 | 0.45 | 0.61 | 0.64 | 0.70 | 0.75 | 0.68 | 0.71 | 0.70 | 1.00 |