Core Portfolio
The core stocks and ETFs of my portfolio. These are long-term plays.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 10.70% |
EQIX Equinix, Inc. | Real Estate | 8.81% |
LMT Lockheed Martin Corporation | Industrials | 11.05% |
MRK Merck & Co., Inc. | Healthcare | 5.39% |
MSFT Microsoft Corporation | Technology | 12.64% |
PGR The Progressive Corporation | Financial Services | 14.81% |
RTX Raytheon Technologies Corporation | Industrials | 2.43% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 5.44% |
UNH UnitedHealth Group Incorporated | Healthcare | 16.73% |
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 every 3 months.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jan 25, 2025, the Core Portfolio returned 4.74% Year-To-Date and 26.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 3.73% | 1.05% | 11.76% | 24.74% | 13.51% | 11.82% |
| Core Portfolio | 4.74% | 2.17% | 26.88% | 50.02% | 28.62% | 26.34% |
| Portfolio components: | ||||||
MRK Merck & Co., Inc. | -3.95% | -4.16% | -22.59% | -18.76% | 6.26% | 8.17% |
SCHD Schwab US Dividend Equity ETF | 2.75% | 2.18% | 3.98% | 13.40% | 11.52% | 11.54% |
EQIX Equinix, Inc. | -0.22% | -0.19% | 23.01% | 18.37% | 11.33% | 18.36% |
MSFT Microsoft Corporation | 5.35% | 3.14% | 4.82% | 10.76% | 23.02% | 28.64% |
UNH UnitedHealth Group Incorporated | 5.27% | 4.42% | -5.84% | 7.48% | 14.99% | 19.01% |
AVGO Broadcom Inc. | 5.55% | 1.22% | 62.34% | 105.83% | 54.95% | 40.53% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 12.35% | 10.04% | 37.96% | 91.90% | 33.91% | 28.66% |
RTX Raytheon Technologies Corporation | 8.29% | 7.37% | 11.15% | 41.86% | 8.12% | 8.12% |
PGR The Progressive Corporation | 1.65% | 1.06% | 12.98% | 35.94% | 28.29% | 28.03% |
LMT Lockheed Martin Corporation | 2.27% | 1.63% | -4.18% | 18.62% | 5.40% | 12.98% |
Monthly Returns
The table below presents the monthly returns of Core Portfolio, 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 | 4.41% | 5.74% | 2.90% | -2.78% | 3.33% | 9.33% | 2.05% | 4.26% | 3.30% | -2.28% | 1.72% | 10.66% | 50.84% |
| 2023 | 2.52% | -0.43% | 4.69% | 0.05% | 7.15% | 4.23% | 0.96% | -0.28% | -3.74% | 5.06% | 7.34% | 5.39% | 37.52% |
| 2022 | -5.18% | -1.03% | 5.33% | -6.27% | 1.93% | -5.60% | 5.29% | -3.38% | -7.97% | 7.71% | 8.28% | -2.17% | -4.76% |
| 2021 | -0.32% | 0.31% | 4.98% | 3.49% | 1.59% | 2.16% | 1.26% | 2.24% | -4.85% | 9.89% | -0.48% | 10.16% | 33.78% |
| 2020 | 1.55% | -7.75% | -3.94% | 12.12% | 2.88% | 3.06% | 6.31% | 5.47% | -0.78% | -3.39% | 6.69% | 6.22% | 30.30% |
| 2019 | 7.31% | 3.19% | 3.62% | 4.31% | -4.32% | 6.25% | 1.28% | -0.35% | 0.24% | 2.71% | 5.71% | 2.67% | 37.23% |
| 2018 | 3.96% | -2.32% | -1.32% | 0.43% | 2.82% | -0.82% | 2.74% | 3.80% | 4.14% | -7.06% | 3.48% | -6.42% | 2.58% |
| 2017 | 5.07% | 3.42% | 1.95% | 2.53% | 4.73% | 0.47% | 4.59% | 2.62% | -0.60% | 5.11% | 4.55% | -1.21% | 38.44% |
| 2016 | -2.66% | 0.96% | 9.07% | -2.17% | 4.16% | 3.37% | 2.00% | 0.76% | -0.31% | 0.34% | 3.74% | 1.66% | 22.42% |
| 2015 | -1.30% | 8.75% | 0.38% | -0.83% | 6.75% | -3.51% | 2.85% | -3.53% | 0.83% | 6.60% | -0.14% | 3.47% | 21.26% |
| 2014 | -1.20% | 6.19% | 2.79% | -1.08% | 3.71% | 1.87% | -1.14% | 6.75% | 1.38% | 3.55% | 4.37% | 0.74% | 31.29% |
Expense Ratio
Core Portfolio has an expense ratio of 0.01%, 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
With an overall rank of 83, Core Portfolio is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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. | -0.86 | -1.08 | 0.86 | -0.67 | -1.29 |
SCHD Schwab US Dividend Equity ETF | 1.19 | 1.74 | 1.21 | 1.70 | 4.74 |
EQIX Equinix, Inc. | 0.80 | 1.37 | 1.17 | 0.83 | 1.92 |
MSFT Microsoft Corporation | 0.60 | 0.91 | 1.12 | 0.78 | 1.70 |
UNH UnitedHealth Group Incorporated | 0.18 | 0.42 | 1.06 | 0.22 | 0.62 |
AVGO Broadcom Inc. | 1.91 | 2.77 | 1.35 | 4.05 | 11.56 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.40 | 3.05 | 1.36 | 4.31 | 13.17 |
RTX Raytheon Technologies Corporation | 2.45 | 3.68 | 1.47 | 3.40 | 11.33 |
PGR The Progressive Corporation | 2.08 | 3.02 | 1.37 | 3.97 | 10.46 |
LMT Lockheed Martin Corporation | 0.93 | 1.40 | 1.20 | 0.67 | 1.92 |
Dividends
Dividend yield
Core Portfolio provided a 1.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.89% | 1.71% | 1.73% | 1.86% | 2.54% | 2.20% | 2.47% | 2.40% | 1.95% | 2.29% | 2.61% | 2.76% |
| Portfolio components: | ||||||||||||
MRK Merck & Co., Inc. | 3.27% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
SCHD Schwab US Dividend Equity ETF | 3.54% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.07% | 2.63% | 2.89% | 2.97% | 2.63% |
EQIX Equinix, Inc. | 1.81% | 1.81% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% |
MSFT Microsoft Corporation | 0.69% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
UNH UnitedHealth Group Incorporated | 1.54% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
AVGO Broadcom Inc. | 0.89% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.05% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.92% | 3.23% | 3.20% | 2.24% |
RTX Raytheon Technologies Corporation | 1.98% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
PGR The Progressive Corporation | 2.05% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
LMT Lockheed Martin Corporation | 2.57% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
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 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 30.34%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Core Portfolio drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.34% | Feb 13, 2020 | 27 | Mar 23, 2020 | 52 | Jun 5, 2020 | 79 |
| -18.42% | Dec 30, 2021 | 200 | Oct 14, 2022 | 114 | Mar 30, 2023 | 314 |
| -16.27% | Oct 2, 2018 | 58 | Dec 24, 2018 | 36 | Feb 15, 2019 | 94 |
| -11.16% | Jul 21, 2015 | 26 | Aug 25, 2015 | 41 | Oct 22, 2015 | 67 |
| -10.24% | Dec 30, 2015 | 30 | Feb 11, 2016 | 15 | Mar 4, 2016 | 45 |
Volatility
Volatility Chart
The current Core Portfolio volatility is 5.46%, 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
| MRK | EQIX | TSM | UNH | LMT | PGR | AVGO | MSFT | RTX | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|
| MRK | 1.00 | 0.27 | 0.14 | 0.36 | 0.31 | 0.36 | 0.19 | 0.28 | 0.31 | 0.45 |
| EQIX | 0.27 | 1.00 | 0.28 | 0.28 | 0.24 | 0.28 | 0.33 | 0.40 | 0.27 | 0.40 |
| TSM | 0.14 | 0.28 | 1.00 | 0.21 | 0.20 | 0.21 | 0.56 | 0.47 | 0.30 | 0.47 |
| UNH | 0.36 | 0.28 | 0.21 | 1.00 | 0.34 | 0.35 | 0.26 | 0.33 | 0.36 | 0.47 |
| LMT | 0.31 | 0.24 | 0.20 | 0.34 | 1.00 | 0.39 | 0.23 | 0.27 | 0.57 | 0.52 |
| PGR | 0.36 | 0.28 | 0.21 | 0.35 | 0.39 | 1.00 | 0.26 | 0.32 | 0.42 | 0.51 |
| AVGO | 0.19 | 0.33 | 0.56 | 0.26 | 0.23 | 0.26 | 1.00 | 0.51 | 0.35 | 0.51 |
| MSFT | 0.28 | 0.40 | 0.47 | 0.33 | 0.27 | 0.32 | 0.51 | 1.00 | 0.36 | 0.54 |
| RTX | 0.31 | 0.27 | 0.30 | 0.36 | 0.57 | 0.42 | 0.35 | 0.36 | 1.00 | 0.66 |
| SCHD | 0.45 | 0.40 | 0.47 | 0.47 | 0.52 | 0.51 | 0.51 | 0.54 | 0.66 | 1.00 |