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NVDA+AVGO_MSFT+VOO+401k

Last updated May 27, 2023

Asset Allocation


MSFT 19.15%AVGO 16.03%VOO 15.1%NVDA 5.62%VTTSX 44.1%EquityEquityMulti-AssetMulti-Asset

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%December2023FebruaryMarchAprilMay
22.37%
3.07%
NVDA+AVGO_MSFT+VOO+401k
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
NVDA+AVGO_MSFT+VOO+401k8.78%27.79%27.28%18.59%18.44%20.86%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NVDAAVGOMSFTVTTSXVOO
NVDA1.000.580.560.580.60
AVGO0.581.000.510.630.64
MSFT0.560.511.000.680.72
VTTSX0.580.630.681.000.96
VOO0.600.640.720.961.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current NVDA+AVGO_MSFT+VOO+401k Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00December2023FebruaryMarchAprilMay
1.03
0.27
NVDA+AVGO_MSFT+VOO+401k
Benchmark (^GSPC)
Portfolio components

Dividend yield

NVDA+AVGO_MSFT+VOO+401k granted a 1.80% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
NVDA+AVGO_MSFT+VOO+401k1.80%1.88%3.25%1.82%2.21%2.42%1.96%2.18%2.18%2.14%2.17%2.38%
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.


0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay0
-12.32%
NVDA+AVGO_MSFT+VOO+401k
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202072Jul 6, 202095
-30.7%Dec 28, 2021202Oct 14, 2022154May 26, 2023356
-17.54%Oct 2, 201858Dec 24, 201856Mar 18, 2019114
-13.98%Dec 7, 201546Feb 11, 201631Mar 29, 201677
-13.85%Jun 2, 201560Aug 25, 201542Oct 23, 2015102

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.


2.00%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
6.05%
3.82%
NVDA+AVGO_MSFT+VOO+401k
Benchmark (^GSPC)
Portfolio components