Total Stock Market 72 + FAAMNGP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 72% |
AAPL Apple Inc. | Technology | 4% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 4% |
META Meta Platforms, Inc. | Communication Services | 4% |
NVDA NVIDIA Corporation | Technology | 4% |
GOOGL Alphabet Inc. | Communication Services | 4% |
PANW Palo Alto Networks, Inc. | Technology | 4% |
MSFT Microsoft Corporation | Technology | 4% |
Performance
The chart shows the growth of an initial investment of $10,000 in Total Stock Market 72 + FAAMNGP, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns
As of Dec 7, 2023, the Total Stock Market 72 + FAAMNGP returned 39.25% Year-To-Date and 17.16% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Total Stock Market 72 + FAAMNGP | 39.25% | 4.92% | 10.16% | 34.23% | 18.83% | 17.16% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 19.55% | 4.85% | 7.03% | 16.59% | 12.76% | 11.16% |
AAPL Apple Inc. | 48.85% | 7.44% | 8.44% | 35.33% | 36.71% | 27.11% |
AMZN Amazon.com, Inc. | 72.05% | 3.42% | 19.21% | 63.76% | 12.18% | 22.31% |
META Meta Platforms, Inc. | 163.79% | 0.52% | 20.43% | 178.17% | 18.28% | 20.84% |
NVDA NVIDIA Corporation | 211.50% | -0.53% | 21.44% | 184.75% | 65.73% | 62.15% |
GOOGL Alphabet Inc. | 47.36% | -0.18% | 6.14% | 34.07% | 20.02% | 17.15% |
PANW Palo Alto Networks, Inc. | 105.82% | 21.18% | 32.81% | 72.30% | 37.64% | 32.53% |
MSFT Microsoft Corporation | 55.15% | 3.65% | 14.52% | 51.79% | 30.03% | 27.62% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.46% | 7.18% | 3.95% | -1.56% | -5.03% | -1.74% | 10.21% |
Dividend yield
Total Stock Market 72 + FAAMNGP granted a 1.12% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total Stock Market 72 + FAAMNGP | 1.12% | 1.27% | 0.92% | 1.09% | 1.38% | 1.63% | 1.37% | 1.57% | 1.65% | 1.50% | 1.52% | 1.72% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.48% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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% |
META Meta Platforms, 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 | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
GOOGL Alphabet 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% |
PANW Palo Alto Networks, 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% |
MSFT Microsoft Corporation | 0.76% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
Expense Ratio
The Total Stock Market 72 + FAAMNGP has an expense ratio of 0.02% 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.05 | ||||
AAPL Apple Inc. | 1.46 | ||||
AMZN Amazon.com, Inc. | 1.73 | ||||
META Meta Platforms, Inc. | 3.86 | ||||
NVDA NVIDIA Corporation | 3.45 | ||||
GOOGL Alphabet Inc. | 1.00 | ||||
PANW Palo Alto Networks, Inc. | 1.80 | ||||
MSFT Microsoft Corporation | 1.89 |
Asset Correlations Table
| PANW | META | AAPL | NVDA | AMZN | MSFT | GOOGL | VTI | |
|---|---|---|---|---|---|---|---|---|
| PANW | 1.00 | 0.36 | 0.39 | 0.43 | 0.42 | 0.41 | 0.39 | 0.50 |
| META | 0.36 | 1.00 | 0.47 | 0.48 | 0.56 | 0.50 | 0.61 | 0.56 |
| AAPL | 0.39 | 0.47 | 1.00 | 0.50 | 0.51 | 0.57 | 0.54 | 0.63 |
| NVDA | 0.43 | 0.48 | 0.50 | 1.00 | 0.52 | 0.56 | 0.53 | 0.60 |
| AMZN | 0.42 | 0.56 | 0.51 | 0.52 | 1.00 | 0.59 | 0.65 | 0.63 |
| MSFT | 0.41 | 0.50 | 0.57 | 0.56 | 0.59 | 1.00 | 0.65 | 0.70 |
| GOOGL | 0.39 | 0.61 | 0.54 | 0.53 | 0.65 | 0.65 | 1.00 | 0.68 |
| VTI | 0.50 | 0.56 | 0.63 | 0.60 | 0.63 | 0.70 | 0.68 | 1.00 |
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 Total Stock Market 72 + FAAMNGP. 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 Total Stock Market 72 + FAAMNGP was 33.33%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -29.74% | Dec 28, 2021 | 202 | Oct 14, 2022 | 187 | Jul 17, 2023 | 389 |
| -22.79% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -15.04% | Dec 2, 2015 | 49 | Feb 11, 2016 | 72 | May 25, 2016 | 121 |
| -11.72% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility Chart
The current Total Stock Market 72 + FAAMNGP volatility is 3.35%, 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.