NVDA+AVGO+MSFT+SCHD+401k
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 16.03% |
MSFT Microsoft Corporation | Technology | 19.15% |
NVDA NVIDIA Corporation | Technology | 5.62% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15.10% |
VTTSX Vanguard Target Retirement 2060 Fund | Diversified Portfolio, Target Retirement Date | 44.10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVDA+AVGO+MSFT+SCHD+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
The earliest data available for this chart is Jan 19, 2012, corresponding to the inception date of VTTSX
Returns By Period
As of Jul 25, 2024, the NVDA+AVGO+MSFT+SCHD+401k returned 20.57% Year-To-Date and 21.64% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| NVDA+AVGO+MSFT+SCHD+401k | 19.59% | -2.40% | 14.65% | 31.60% | 23.06% | 21.62% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.20% | 40.18% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.28% |
VTTSX Vanguard Target Retirement 2060 Fund | 8.87% | -0.06% | 8.54% | 14.20% | 9.37% | 8.26% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
Monthly Returns
The table below presents the monthly returns of NVDA+AVGO+MSFT+SCHD+401k, 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 | 3.29% | 6.36% | 3.76% | -4.16% | 5.26% | 6.31% | 19.59% | ||||||
| 2023 | 6.70% | -0.04% | 6.94% | 1.30% | 6.85% | 5.87% | 3.00% | -1.04% | -5.40% | -0.59% | 9.56% | 6.76% | 46.54% |
| 2022 | -6.68% | -2.14% | 3.49% | -9.53% | 1.21% | -9.10% | 8.01% | -5.47% | -9.90% | 5.64% | 10.69% | -3.89% | -18.68% |
| 2021 | 1.00% | 3.02% | 2.48% | 3.81% | 1.99% | 3.87% | 1.50% | 3.65% | -4.23% | 8.91% | 1.17% | 5.46% | 37.30% |
| 2020 | 0.28% | -6.05% | -9.85% | 11.95% | 5.46% | 5.21% | 3.71% | 8.17% | -1.78% | -2.60% | 10.87% | 4.68% | 31.42% |
| 2019 | 6.04% | 4.02% | 4.35% | 4.91% | -9.19% | 8.71% | 0.91% | -1.08% | 1.54% | 3.69% | 4.41% | 3.14% | 34.94% |
| 2018 | 5.87% | -2.90% | -2.23% | -0.07% | 4.06% | -0.85% | 2.15% | 2.76% | 2.48% | -8.23% | 1.98% | -5.20% | -1.09% |
| 2017 | 3.94% | 2.34% | 2.15% | 1.34% | 4.89% | -0.31% | 3.93% | 1.45% | 0.93% | 5.91% | 2.46% | -0.20% | 32.71% |
| 2016 | -4.54% | -0.98% | 8.88% | -2.30% | 4.48% | 0.01% | 6.05% | 2.41% | 0.76% | -0.30% | 3.12% | 3.67% | 22.56% |
| 2015 | -3.48% | 9.88% | -2.28% | 3.72% | 3.32% | -4.73% | 0.52% | -3.82% | -0.50% | 8.39% | 2.40% | 1.60% | 14.81% |
| 2014 | -1.38% | 6.44% | 2.51% | 0.15% | 3.43% | 1.73% | -1.27% | 6.54% | 0.03% | 1.49% | 3.36% | -0.05% | 25.11% |
| 2013 | 5.34% | 0.94% | 3.44% | 3.05% | 4.58% | -1.40% | 1.12% | 0.33% | 4.62% | 4.33% | 2.75% | 3.83% | 38.10% |
Expense Ratio
NVDA+AVGO+MSFT+SCHD+401k has an expense ratio of 0.04%, 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 risk-adjusted rank of NVDA+AVGO+MSFT+SCHD+401k is 81, placing it in the top 19% 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
AVGO Broadcom Inc. | 1.66 | 2.38 | 1.29 | 3.61 | 10.14 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
VTTSX Vanguard Target Retirement 2060 Fund | 1.29 | 1.90 | 1.23 | 0.92 | 4.06 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
Dividends
Dividend yield
NVDA+AVGO+MSFT+SCHD+401k granted a 1.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVDA+AVGO+MSFT+SCHD+401k | 1.75% | 1.89% | 2.13% | 3.41% | 1.96% | 2.19% | 2.55% | 1.96% | 2.16% | 2.14% | 2.09% | 2.19% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.96% | 2.14% | 2.09% | 5.67% | 1.83% | 2.11% | 2.31% | 1.77% | 1.98% | 1.92% | 1.67% | 1.38% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Drawdowns
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 NVDA+AVGO+MSFT+SCHD+401k. 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 NVDA+AVGO+MSFT+SCHD+401k was 31.74%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current NVDA+AVGO+MSFT+SCHD+401k drawdown is 5.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -29.33% | Dec 28, 2021 | 200 | Oct 12, 2022 | 156 | May 26, 2023 | 356 |
| -17.05% | Oct 2, 2018 | 58 | Dec 24, 2018 | 56 | Mar 18, 2019 | 114 |
| -14.06% | Jun 2, 2015 | 60 | Aug 25, 2015 | 42 | Oct 23, 2015 | 102 |
| -13.17% | Dec 30, 2015 | 30 | Feb 11, 2016 | 26 | Mar 21, 2016 | 56 |
Volatility
Volatility Chart
The current NVDA+AVGO+MSFT+SCHD+401k volatility is 4.86%, 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
| NVDA | AVGO | MSFT | SCHD | VTTSX | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.58 | 0.56 | 0.43 | 0.57 |
| AVGO | 0.58 | 1.00 | 0.51 | 0.52 | 0.62 |
| MSFT | 0.56 | 0.51 | 1.00 | 0.55 | 0.67 |
| SCHD | 0.43 | 0.52 | 0.55 | 1.00 | 0.85 |
| VTTSX | 0.57 | 0.62 | 0.67 | 0.85 | 1.00 |