NVDA+AVGO_MSFT+VOO+401k
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 19.15% |
AVGO Broadcom Inc. | Technology | 16.03% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 15.1% |
NVDA NVIDIA Corporation | Technology | 5.62% |
VTTSX Vanguard Target Retirement 2060 Fund | Diversified Portfolio, Target Retirement Date | 44.1% |
Performance
The chart shows the growth of an initial investment of $10,000 in NVDA+AVGO_MSFT+VOO+401k, 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
Returns
As of May 27, 2023, the NVDA+AVGO_MSFT+VOO+401k returned 27.79% Year-To-Date and 20.87% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
| NVDA+AVGO_MSFT+VOO+401k | 8.78% | 27.79% | 27.28% | 18.59% | 18.44% | 20.86% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 6.97% | 2.84% | 10.99% | 12.05% |
VTTSX Vanguard Target Retirement 2060 Fund | -0.21% | 7.73% | 6.18% | 1.08% | 6.51% | 8.09% |
AVGO Broadcom Inc. | 29.73% | 46.40% | 58.06% | 43.87% | 31.25% | 39.70% |
MSFT Microsoft Corporation | 8.58% | 39.46% | 38.34% | 23.01% | 28.97% | 27.67% |
NVDA NVIDIA Corporation | 40.35% | 166.54% | 146.18% | 107.23% | 44.23% | 60.91% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NVDA | AVGO | MSFT | VTTSX | VOO | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.58 | 0.56 | 0.58 | 0.60 |
| AVGO | 0.58 | 1.00 | 0.51 | 0.63 | 0.64 |
| MSFT | 0.56 | 0.51 | 1.00 | 0.68 | 0.72 |
| VTTSX | 0.58 | 0.63 | 0.68 | 1.00 | 0.96 |
| VOO | 0.60 | 0.64 | 0.72 | 0.96 | 1.00 |
Dividend yield
NVDA+AVGO_MSFT+VOO+401k granted a 1.80% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVDA+AVGO_MSFT+VOO+401k | 1.80% | 1.88% | 3.25% | 1.82% | 2.21% | 2.42% | 1.96% | 2.18% | 2.18% | 2.14% | 2.17% | 2.38% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.94% | 2.09% | 5.78% | 1.97% | 2.31% | 2.59% | 2.03% | 2.32% | 2.29% | 2.03% | 1.70% | 1.84% |
AVGO Broadcom Inc. | 2.65% | 3.04% | 2.33% | 3.26% | 3.97% | 3.61% | 2.33% | 1.86% | 1.53% | 1.69% | 2.40% | 2.54% |
MSFT Microsoft Corporation | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
NVDA NVIDIA Corporation | 0.05% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
Expense Ratio
The NVDA+AVGO_MSFT+VOO+401k has an expense ratio of 0.04% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.36 | ||||
VTTSX Vanguard Target Retirement 2060 Fund | 0.26 | ||||
AVGO Broadcom Inc. | 1.69 | ||||
MSFT Microsoft Corporation | 0.85 | ||||
NVDA NVIDIA Corporation | 2.15 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the NVDA+AVGO_MSFT+VOO+401k. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the NVDA+AVGO_MSFT+VOO+401k is 31.93%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -30.7% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
| -17.54% | Oct 2, 2018 | 58 | Dec 24, 2018 | 56 | Mar 18, 2019 | 114 |
| -13.98% | Dec 7, 2015 | 46 | Feb 11, 2016 | 31 | Mar 29, 2016 | 77 |
| -13.85% | Jun 2, 2015 | 60 | Aug 25, 2015 | 42 | Oct 23, 2015 | 102 |
Volatility Chart
The current NVDA+AVGO_MSFT+VOO+401k volatility is 6.05%, 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.