Core Portfolio
The core stocks and ETFs of my portfolio. These are long-term plays.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
UNH UnitedHealth Group Incorporated | Healthcare | 16.73% |
PGR The Progressive Corporation | Financial Services | 14.81% |
MSFT Microsoft Corporation | Technology | 12.64% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12% |
LMT Lockheed Martin Corporation | Industrials | 11.05% |
AVGO Broadcom Inc. | Technology | 10.70% |
EQIX Equinix, Inc. | Real Estate | 8.81% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 5.44% |
MRK Merck & Co., Inc. | Healthcare | 5.39% |
RTX Raytheon Technologies Corporation | Industrials | 2.43% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Core Portfolio, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 19, 2024, the Core Portfolio returned 8.50% Year-To-Date and 23.42% 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 | 5.06% | -3.23% | 17.14% | 20.62% | 11.54% | 10.37% |
| Core Portfolio | 8.50% | -0.83% | 18.25% | 27.52% | 22.17% | 23.42% |
| Portfolio components: | ||||||
MRK Merck & Co., Inc. | 15.60% | 2.48% | 26.39% | 12.73% | 15.90% | 12.05% |
SCHD Schwab US Dividend Equity ETF | 0.36% | -3.38% | 10.30% | 6.55% | 10.70% | 10.80% |
EQIX Equinix, Inc. | -7.69% | -12.40% | 6.23% | 6.74% | 12.60% | 18.22% |
MSFT Microsoft Corporation | 7.71% | -4.07% | 22.49% | 41.30% | 28.10% | 28.21% |
UNH UnitedHealth Group Incorporated | -5.95% | -0.03% | -6.55% | 3.00% | 19.14% | 22.64% |
AVGO Broadcom Inc. | 13.27% | 2.13% | 46.36% | 102.35% | 36.00% | 38.84% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 27.69% | -1.93% | 43.59% | 54.42% | 27.24% | 23.75% |
RTX Raytheon Technologies Corporation | 20.48% | 6.17% | 38.21% | -0.60% | 5.76% | 5.60% |
PGR The Progressive Corporation | 32.41% | 2.12% | 33.65% | 52.05% | 25.74% | 27.48% |
LMT Lockheed Martin Corporation | 1.37% | 4.32% | 3.01% | -5.30% | 10.67% | 14.04% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.67% | 4.11% | 3.44% | |||||||||
| 2023 | -2.86% | 5.16% | 6.09% | 2.55% |
Expense Ratio
The Core Portfolio has an expense ratio of 0.01% which is considered to be low. 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 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 | |
|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 0.69 | 1.16 | 1.14 | 0.85 | 1.62 |
SCHD Schwab US Dividend Equity ETF | 0.54 | 0.85 | 1.10 | 0.48 | 1.74 |
EQIX Equinix, Inc. | 0.29 | 0.58 | 1.07 | 0.33 | 1.06 |
MSFT Microsoft Corporation | 1.88 | 2.67 | 1.33 | 2.20 | 8.07 |
UNH UnitedHealth Group Incorporated | -0.03 | 0.11 | 1.01 | -0.04 | -0.12 |
AVGO Broadcom Inc. | 2.86 | 3.87 | 1.47 | 8.45 | 20.28 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.60 | 2.55 | 1.30 | 1.32 | 5.78 |
RTX Raytheon Technologies Corporation | -0.05 | 0.09 | 1.01 | -0.03 | -0.07 |
PGR The Progressive Corporation | 1.93 | 2.49 | 1.42 | 2.29 | 11.45 |
LMT Lockheed Martin Corporation | -0.37 | -0.44 | 0.95 | -0.33 | -0.70 |
Dividends
Dividend yield
Core Portfolio granted a 1.76% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Core Portfolio | 1.76% | 1.73% | 1.86% | 2.54% | 2.20% | 2.47% | 2.39% | 1.93% | 2.27% | 2.58% | 2.75% | 1.93% |
| Portfolio components: | ||||||||||||
MRK Merck & Co., Inc. | 2.40% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
EQIX Equinix, Inc. | 2.07% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
UNH UnitedHealth Group Incorporated | 1.52% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
AVGO Broadcom Inc. | 1.56% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.48% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
RTX Raytheon Technologies Corporation | 2.34% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
PGR The Progressive Corporation | 0.55% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
LMT Lockheed Martin Corporation | 2.70% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Core Portfolio. 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 Core Portfolio was 29.68%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Core Portfolio drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.68% | Feb 13, 2020 | 27 | Mar 23, 2020 | 53 | Jun 8, 2020 | 80 |
| -16.7% | Oct 3, 2018 | 57 | Dec 24, 2018 | 37 | Feb 19, 2019 | 94 |
| -15.44% | Apr 8, 2022 | 131 | Oct 14, 2022 | 32 | Nov 30, 2022 | 163 |
| -10.85% | Jul 21, 2015 | 26 | Aug 25, 2015 | 39 | Oct 20, 2015 | 65 |
| -9.44% | Apr 3, 2012 | 43 | Jun 4, 2012 | 72 | Sep 14, 2012 | 115 |
Volatility
Volatility Chart
The current Core Portfolio volatility is 2.98%, 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
| EQIX | MRK | TSM | UNH | LMT | PGR | AVGO | MSFT | RTX | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|
| EQIX | 1.00 | 0.27 | 0.29 | 0.29 | 0.25 | 0.28 | 0.34 | 0.41 | 0.27 | 0.40 |
| MRK | 0.27 | 1.00 | 0.16 | 0.38 | 0.32 | 0.37 | 0.22 | 0.29 | 0.33 | 0.47 |
| TSM | 0.29 | 0.16 | 1.00 | 0.24 | 0.23 | 0.23 | 0.55 | 0.47 | 0.32 | 0.50 |
| UNH | 0.29 | 0.38 | 0.24 | 1.00 | 0.34 | 0.36 | 0.29 | 0.35 | 0.36 | 0.48 |
| LMT | 0.25 | 0.32 | 0.23 | 0.34 | 1.00 | 0.39 | 0.26 | 0.30 | 0.57 | 0.52 |
| PGR | 0.28 | 0.37 | 0.23 | 0.36 | 0.39 | 1.00 | 0.27 | 0.34 | 0.43 | 0.52 |
| AVGO | 0.34 | 0.22 | 0.55 | 0.29 | 0.26 | 0.27 | 1.00 | 0.51 | 0.38 | 0.54 |
| MSFT | 0.41 | 0.29 | 0.47 | 0.35 | 0.30 | 0.34 | 0.51 | 1.00 | 0.39 | 0.56 |
| RTX | 0.27 | 0.33 | 0.32 | 0.36 | 0.57 | 0.43 | 0.38 | 0.39 | 1.00 | 0.67 |
| SCHD | 0.40 | 0.47 | 0.50 | 0.48 | 0.52 | 0.52 | 0.54 | 0.56 | 0.67 | 1.00 |