Stock
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
JNJ Johnson & Johnson | Healthcare | 5% |
KO The Coca-Cola Company | Consumer Defensive | 5% |
LLY Eli Lilly and Company | Healthcare | 5% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 40% |
SCHW The Charles Schwab Corporation | Financial Services | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stock , 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 Sep 21, 2024, the Stock returned 9.27% Year-To-Date and 13.38% 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 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Stock | 9.27% | 1.96% | 3.97% | 24.83% | 16.12% | 13.33% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
LLY Eli Lilly and Company | 58.85% | -3.42% | 19.95% | 68.50% | 54.10% | 32.79% |
JNJ Johnson & Johnson | 7.19% | 1.88% | 7.42% | 5.52% | 7.43% | 7.13% |
KO The Coca-Cola Company | 24.34% | 4.04% | 20.17% | 28.22% | 9.11% | 8.84% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.87% | 11.51% |
SCHW The Charles Schwab Corporation | -3.88% | 1.74% | -8.01% | 20.46% | 10.56% | 9.45% |
Monthly Returns
The table below presents the monthly returns of Stock , 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 | -2.89% | 4.27% | 5.07% | -1.32% | 1.67% | 1.42% | -1.77% | 2.95% | 9.27% | ||||
| 2023 | -2.29% | -1.73% | -11.99% | 0.93% | -0.94% | 6.60% | 8.38% | -4.40% | -5.58% | -3.67% | 11.21% | 7.69% | 1.66% |
| 2022 | 0.16% | -2.46% | 2.49% | -10.08% | 3.80% | -7.18% | 6.30% | -0.89% | -2.97% | 10.64% | 4.77% | -1.71% | 1.04% |
| 2021 | -0.79% | 9.84% | 5.91% | 4.45% | 3.94% | 0.07% | -1.26% | 4.23% | -3.08% | 8.00% | -3.13% | 8.47% | 41.90% |
| 2020 | -1.42% | -9.72% | -12.41% | 12.18% | 0.25% | -1.72% | 2.26% | 6.84% | -1.03% | 4.13% | 15.03% | 6.86% | 19.23% |
| 2019 | 8.16% | 1.46% | -1.33% | 4.18% | -7.56% | 2.47% | 3.82% | -4.77% | 5.49% | 0.22% | 10.54% | 0.74% | 24.39% |
| 2018 | 3.26% | -3.07% | -1.86% | 2.30% | 1.40% | -2.94% | 3.51% | 2.14% | -0.39% | -4.56% | 0.48% | -7.73% | -7.87% |
| 2017 | 2.00% | 2.16% | 1.01% | -1.90% | 1.43% | 4.09% | 0.92% | -2.22% | 4.60% | 3.19% | 5.61% | 2.90% | 26.20% |
| 2016 | -10.52% | -0.57% | 8.19% | 0.04% | 4.11% | -5.58% | 6.70% | 4.07% | 0.50% | -0.91% | 9.54% | 2.64% | 17.70% |
| 2015 | -6.65% | 7.94% | 0.14% | 0.29% | 2.67% | -0.21% | 3.30% | -8.27% | -2.52% | 7.21% | 4.56% | -1.66% | 5.55% |
| 2014 | -4.44% | 5.58% | 2.46% | 0.53% | -0.73% | 3.83% | 0.00% | 3.71% | 1.47% | 0.26% | 2.01% | 1.28% | 16.75% |
| 2013 | 8.37% | 0.63% | 6.37% | -0.13% | 6.97% | 1.79% | 5.01% | -3.73% | 1.34% | 5.85% | 5.11% | 3.37% | 48.59% |
Expense Ratio
Stock 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 Stock is 17, indicating that it is in the bottom 17% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
LLY Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
JNJ Johnson & Johnson | 0.26 | 0.48 | 1.06 | 0.21 | 0.71 |
KO The Coca-Cola Company | 1.94 | 2.67 | 1.36 | 1.53 | 11.43 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
SCHW The Charles Schwab Corporation | 0.62 | 1.03 | 1.14 | 0.37 | 1.75 |
Dividends
Dividend yield
Stock granted a 1.97% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stock | 1.97% | 2.35% | 2.11% | 1.81% | 2.20% | 2.19% | 2.16% | 1.78% | 1.97% | 1.99% | 1.87% | 1.93% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
JNJ Johnson & Johnson | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHW The Charles Schwab Corporation | 1.53% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
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 Stock . 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 Stock was 35.03%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Stock drawdown is 1.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.03% | Jan 23, 2020 | 42 | Mar 23, 2020 | 161 | Nov 9, 2020 | 203 |
| -22.13% | Jan 13, 2022 | 328 | May 4, 2023 | 219 | Mar 19, 2024 | 547 |
| -19.54% | Sep 21, 2018 | 65 | Dec 24, 2018 | 221 | Nov 8, 2019 | 286 |
| -19.41% | Dec 7, 2015 | 46 | Feb 11, 2016 | 123 | Aug 8, 2016 | 169 |
| -14.32% | Jul 21, 2015 | 49 | Sep 28, 2015 | 48 | Dec 4, 2015 | 97 |
Volatility
Volatility Chart
The current Stock volatility is 3.03%, 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
| AAPL | LLY | SCHW | KO | JNJ | SCHD | |
|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.24 | 0.30 | 0.25 | 0.24 | 0.46 |
| LLY | 0.24 | 1.00 | 0.23 | 0.29 | 0.46 | 0.40 |
| SCHW | 0.30 | 0.23 | 1.00 | 0.28 | 0.29 | 0.61 |
| KO | 0.25 | 0.29 | 0.28 | 1.00 | 0.47 | 0.59 |
| JNJ | 0.24 | 0.46 | 0.29 | 0.47 | 1.00 | 0.56 |
| SCHD | 0.46 | 0.40 | 0.61 | 0.59 | 0.56 | 1.00 |