Fav 5 Plus
VOO/GOLD/VTIP/VNQ/AAPL/NEE/NKE/MO/AXP 39,894 -2.2 YIELD 50% VOO 5% VTIP/GLD and AXP 10% AAPL/NKE/NEE 3% VNQ 2%MO
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Fav 5 Plus , 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 Fav 5 Plus returned 7.37% Year-To-Date and 13.73% 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% | 4.45% | 1.14% | 9.36% | 9.79% |
| Fav 5 Plus | -1.52% | 7.37% | 4.65% | 2.18% | 13.46% | 13.76% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 5.28% | 2.84% | 11.27% | 11.88% |
GLD SPDR Gold Trust | -2.10% | 6.65% | 10.84% | 4.67% | 8.00% | 2.85% |
MO Altria Group, Inc. | -6.10% | -0.33% | 3.93% | -10.96% | 2.94% | 8.11% |
AXP American Express Company | -2.54% | 7.19% | 2.74% | -5.91% | 11.57% | 9.10% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.98% | 1.47% | 1.76% | -1.79% | 2.71% | 1.56% |
AAPL Apple Inc. | 3.53% | 35.41% | 18.79% | 17.93% | 31.39% | 28.81% |
NEE NextEra Energy, Inc. | -2.92% | -10.44% | -12.26% | -2.34% | 15.25% | 17.62% |
NKE NIKE, Inc. | -15.16% | -7.86% | 2.06% | -6.26% | 9.77% | 14.40% |
VNQ Vanguard Real Estate ETF | -4.80% | -2.89% | -6.68% | -17.62% | 4.13% | 5.13% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | VTIP | MO | NEE | AAPL | NKE | AXP | VNQ | VOO | |
|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.35 | 0.02 | 0.12 | 0.01 | -0.07 | -0.05 | 0.09 | -0.02 |
| VTIP | 0.35 | 1.00 | 0.05 | 0.15 | 0.03 | 0.01 | 0.01 | 0.18 | 0.06 |
| MO | 0.02 | 0.05 | 1.00 | 0.32 | 0.21 | 0.27 | 0.31 | 0.40 | 0.41 |
| NEE | 0.12 | 0.15 | 0.32 | 1.00 | 0.23 | 0.26 | 0.24 | 0.53 | 0.40 |
| AAPL | 0.01 | 0.03 | 0.21 | 0.23 | 1.00 | 0.41 | 0.38 | 0.34 | 0.65 |
| NKE | -0.07 | 0.01 | 0.27 | 0.26 | 0.41 | 1.00 | 0.46 | 0.41 | 0.63 |
| AXP | -0.05 | 0.01 | 0.31 | 0.24 | 0.38 | 0.46 | 1.00 | 0.44 | 0.69 |
| VNQ | 0.09 | 0.18 | 0.40 | 0.53 | 0.34 | 0.41 | 0.44 | 1.00 | 0.62 |
| VOO | -0.02 | 0.06 | 0.41 | 0.40 | 0.65 | 0.63 | 0.69 | 0.62 | 1.00 |
Dividend yield
Fav 5 Plus granted a 2.40% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fav 5 Plus | 2.40% | 1.97% | 1.53% | 1.65% | 1.92% | 2.28% | 1.96% | 2.22% | 2.24% | 2.13% | 2.27% | 2.54% |
| 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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MO Altria Group, Inc. | 10.36% | 8.22% | 8.21% | 9.85% | 8.53% | 8.41% | 5.19% | 5.26% | 5.85% | 6.63% | 8.21% | 9.75% |
AXP American Express Company | 1.98% | 1.36% | 1.07% | 1.47% | 1.35% | 1.61% | 1.43% | 1.77% | 1.77% | 1.20% | 1.09% | 1.58% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 6.80% | 6.84% | 5.01% | 1.34% | 2.21% | 2.83% | 1.80% | 0.91% | 0.00% | 0.99% | 0.06% | 0.13% |
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
NEE NextEra Energy, Inc. | 3.56% | 2.06% | 1.71% | 1.91% | 2.22% | 2.82% | 2.85% | 3.39% | 3.55% | 3.37% | 3.93% | 4.57% |
NKE NIKE, Inc. | 1.48% | 1.08% | 0.69% | 0.73% | 0.92% | 1.15% | 1.25% | 1.39% | 1.00% | 1.14% | 1.22% | 1.63% |
VNQ Vanguard Real Estate ETF | 5.04% | 3.95% | 2.68% | 4.23% | 3.81% | 5.51% | 5.15% | 6.12% | 5.22% | 4.99% | 6.23% | 5.35% |
Expense Ratio
The Fav 5 Plus 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 | ||||
GLD SPDR Gold Trust | 0.30 | ||||
MO Altria Group, Inc. | -0.45 | ||||
AXP American Express Company | -0.02 | ||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.33 | ||||
AAPL Apple Inc. | 0.81 | ||||
NEE NextEra Energy, Inc. | 0.06 | ||||
NKE NIKE, Inc. | 0.01 | ||||
VNQ Vanguard Real Estate ETF | -0.63 |
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 Fav 5 Plus . 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 Fav 5 Plus is 31.94%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.94% | Feb 18, 2020 | 25 | Mar 23, 2020 | 84 | Jul 22, 2020 | 109 |
| -23.65% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -16.55% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
| -10.31% | Nov 4, 2015 | 68 | Feb 11, 2016 | 46 | Apr 19, 2016 | 114 |
| -9.79% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility Chart
The current Fav 5 Plus volatility is 3.33%, 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.