Steve
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
JPM JPMorgan Chase & Co. | Financial Services | 25% |
UNH UnitedHealth Group Incorporated | Healthcare | 25% |
STEM Stem, Inc. | Technology | 25% |
TSLA Tesla, Inc. | Consumer Cyclical | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in Steve, 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 Steve returned 2.36% Year-To-Date and 18.12% 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% | 7.87% | 7.87% |
Steve | 7.82% | 2.36% | -11.26% | -0.81% | 18.12% | 18.12% |
Portfolio components: | ||||||
JPM JPMorgan Chase & Co. | -0.94% | 3.68% | 3.49% | 7.81% | 15.03% | 15.03% |
UNH UnitedHealth Group Incorporated | -2.15% | -8.85% | -8.93% | -3.77% | 18.01% | 18.01% |
STEM Stem, Inc. | 16.55% | -44.85% | -61.99% | -44.36% | -22.71% | -22.71% |
TSLA Tesla, Inc. | 17.56% | 56.82% | 5.60% | -23.71% | 12.44% | 12.44% |
Returns over 1 year are annualized |
Asset Correlations Table
UNH | STEM | TSLA | JPM | |
---|---|---|---|---|
UNH | 1.00 | 0.10 | 0.11 | 0.35 |
STEM | 0.10 | 1.00 | 0.44 | 0.29 |
TSLA | 0.11 | 0.44 | 1.00 | 0.29 |
JPM | 0.35 | 0.29 | 0.29 | 1.00 |
Dividend yield
Steve granted a 1.51% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Steve | 1.51% | 1.06% | 0.90% | 1.12% | 1.03% | 1.10% | 0.91% | 1.05% | 1.23% | 1.18% | 1.16% | 1.31% |
Portfolio components: | ||||||||||||
JPM JPMorgan Chase & Co. | 4.38% | 3.03% | 2.45% | 3.04% | 2.63% | 2.91% | 2.24% | 2.56% | 3.14% | 3.16% | 3.03% | 3.50% |
UNH UnitedHealth Group Incorporated | 1.67% | 1.21% | 1.13% | 1.42% | 1.48% | 1.48% | 1.41% | 1.63% | 1.78% | 1.58% | 1.61% | 1.73% |
STEM Stem, 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% |
TSLA Tesla, 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% |
Expense Ratio
The Steve has an expense ratio of 0.00%, indicating no management fees are charged. 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 | |
---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 0.41 | ||||
UNH UnitedHealth Group Incorporated | -0.09 | ||||
STEM Stem, Inc. | -0.38 | ||||
TSLA Tesla, Inc. | -0.19 |
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 Steve. 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 Steve is 42.39%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.39% | Nov 5, 2021 | 154 | Jun 16, 2022 | — | — | — |
-26.65% | Feb 18, 2021 | 60 | May 13, 2021 | 116 | Oct 27, 2021 | 176 |
-13.79% | Jan 13, 2021 | 10 | Jan 27, 2021 | 8 | Feb 8, 2021 | 18 |
-6.3% | Oct 15, 2020 | 12 | Oct 30, 2020 | 3 | Nov 4, 2020 | 15 |
-5.18% | Feb 10, 2021 | 2 | Feb 11, 2021 | 2 | Feb 16, 2021 | 4 |
Volatility Chart
The current Steve volatility is 9.35%, 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.