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20MAXCAPSP500 3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XOM 6%PEP 6%CVX 6%BRK-B 6%HD 6%PG 5%JNJ 5%AAPL 5%GOOGL 5%AMZN 5%V 5%MSFT 5%JPM 5%MA 5%KO 5%PFE 5%MCD 5%MRK 5%WMT 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

5%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5%

BRK-B
Berkshire Hathaway Inc.
Financial Services

6%

BTC-USD
Bitcoin

0%

CVX
Chevron Corporation
Energy

6%

GOOGL
Alphabet Inc.
Communication Services

5%

HD
The Home Depot, Inc.
Consumer Cyclical

6%

JNJ
Johnson & Johnson
Healthcare

5%

JPM
JPMorgan Chase & Co.
Financial Services

5%

KO
The Coca-Cola Company
Consumer Defensive

5%

MA
Mastercard Inc
Financial Services

5%

MCD
McDonald's Corporation
Consumer Cyclical

5%

MRK
Merck & Co., Inc.
Healthcare

5%

MSFT
Microsoft Corporation
Technology

5%

PEP
PepsiCo, Inc.
Consumer Defensive

6%

PFE
Pfizer Inc.
Healthcare

5%

PG
The Procter & Gamble Company
Consumer Defensive

5%

V
Visa Inc.
Financial Services

5%

WMT
Walmart Inc.
Consumer Defensive

5%

XOM
Exxon Mobil Corporation
Energy

6%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 20MAXCAPSP500 3, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
13.00%
17.59%
20MAXCAPSP500 3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD

Returns By Period

As of Apr 20, 2024, the 20MAXCAPSP500 3 returned 5.52% Year-To-Date and 15.70% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
20MAXCAPSP500 35.52%-2.45%13.00%12.63%14.85%15.67%
PG
The Procter & Gamble Company
9.30%-1.55%8.18%3.92%11.68%9.99%
JNJ
Johnson & Johnson
-5.63%-4.72%-2.55%-6.99%3.76%6.79%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.04%24.91%
GOOGL
Alphabet Inc.
10.31%2.20%13.64%46.18%19.41%19.16%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.68%26.35%
V
Visa Inc.
3.82%-4.76%16.06%16.17%11.56%18.66%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.33%28.04%
JPM
JPMorgan Chase & Co.
10.54%-4.95%31.54%35.71%13.64%15.89%
MA
Mastercard Inc
7.09%-5.33%18.82%22.07%13.98%20.62%
KO
The Coca-Cola Company
2.92%-0.53%12.03%-3.06%7.84%7.35%
PFE
Pfizer Inc.
-8.33%-4.97%-12.73%-32.01%-3.24%2.68%
MCD
McDonald's Corporation
-7.75%-3.76%6.61%-4.77%9.35%13.48%
MRK
Merck & Co., Inc.
16.11%1.56%24.18%12.01%15.55%12.03%
WMT
Walmart Inc.
13.67%-2.20%13.29%19.41%13.46%10.90%
XOM
Exxon Mobil Corporation
21.02%5.63%9.92%7.03%13.16%6.33%
PEP
PepsiCo, Inc.
2.53%1.23%9.66%-4.04%9.39%10.43%
CVX
Chevron Corporation
8.44%3.45%-2.03%-1.47%10.35%6.98%
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%13.88%12.31%
HD
The Home Depot, Inc.
-2.65%-14.07%18.58%14.74%12.96%18.15%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%62.95%62.44%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.50%3.49%2.85%
2023-3.79%-2.45%5.55%2.24%

Expense Ratio

The 20MAXCAPSP500 3 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


20MAXCAPSP500 3
Sharpe ratio
The chart of Sharpe ratio for 20MAXCAPSP500 3, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.001.11
Sortino ratio
The chart of Sortino ratio for 20MAXCAPSP500 3, currently valued at 1.58, compared to the broader market-2.000.002.004.006.001.58
Omega ratio
The chart of Omega ratio for 20MAXCAPSP500 3, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for 20MAXCAPSP500 3, currently valued at 2.45, compared to the broader market0.002.004.006.008.002.45
Martin ratio
The chart of Martin ratio for 20MAXCAPSP500 3, currently valued at 3.47, compared to the broader market0.0010.0020.0030.0040.003.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PG
The Procter & Gamble Company
0.270.491.060.420.95
JNJ
Johnson & Johnson
-1.38-1.850.780.03-2.09
AAPL
Apple Inc.
-0.50-0.570.930.37-1.28
GOOGL
Alphabet Inc.
1.071.421.213.515.47
AMZN
Amazon.com, Inc.
1.452.141.260.057.69
V
Visa Inc.
1.381.891.240.056.31
MSFT
Microsoft Corporation
1.972.641.332.8314.57
JPM
JPMorgan Chase & Co.
2.082.541.390.688.54
MA
Mastercard Inc
1.511.931.290.016.78
KO
The Coca-Cola Company
0.080.201.030.410.22
PFE
Pfizer Inc.
-1.42-2.150.750.83-1.79
MCD
McDonald's Corporation
-0.39-0.420.950.84-1.02
MRK
Merck & Co., Inc.
1.712.751.340.816.69
WMT
Walmart Inc.
1.051.361.220.203.92
XOM
Exxon Mobil Corporation
0.731.181.140.501.39
PEP
PepsiCo, Inc.
-0.35-0.370.951.02-0.76
CVX
Chevron Corporation
0.040.191.030.710.08
BRK-B
Berkshire Hathaway Inc.
1.642.321.271.305.17
HD
The Home Depot, Inc.
0.240.501.061.680.67
BTC-USD
Bitcoin
4.093.991.460.0429.69

Sharpe Ratio

The current 20MAXCAPSP500 3 Sharpe ratio is 1.11. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.11

The Sharpe ratio of 20MAXCAPSP500 3 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.11
1.66
20MAXCAPSP500 3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

20MAXCAPSP500 3 granted a 2.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
20MAXCAPSP500 32.04%2.06%1.83%1.93%2.37%2.04%2.20%2.01%2.20%2.30%2.08%2.04%
PG
The Procter & Gamble Company
2.42%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
JNJ
Johnson & Johnson
3.22%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOGL
Alphabet 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%
AMZN
Amazon.com, 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%
V
Visa Inc.
0.72%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
JPM
JPMorgan Chase & Co.
2.29%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
MA
Mastercard Inc
0.54%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
KO
The Coca-Cola Company
3.10%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
PFE
Pfizer Inc.
6.35%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.47%3.34%3.14%
MCD
McDonald's Corporation
2.35%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
MRK
Merck & Co., Inc.
2.39%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
WMT
Walmart Inc.
1.31%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
XOM
Exxon Mobil Corporation
3.10%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
PEP
PepsiCo, Inc.
2.91%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CVX
Chevron Corporation
3.85%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
BRK-B
Berkshire Hathaway 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%
HD
The Home Depot, Inc.
2.54%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.28%
-5.46%
20MAXCAPSP500 3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 20MAXCAPSP500 3. 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 20MAXCAPSP500 3 was 30.34%, occurring on Mar 23, 2020. Recovery took 136 trading sessions.

The current 20MAXCAPSP500 3 drawdown is 3.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.34%Feb 20, 202033Mar 23, 2020136Aug 6, 2020169
-14.48%Apr 11, 2022173Sep 30, 202261Nov 30, 2022234
-14.03%Sep 24, 201892Dec 24, 201879Mar 13, 2019171
-12.16%Jul 25, 201115Aug 8, 201180Oct 27, 201195
-11.51%Jul 31, 201526Aug 25, 201559Oct 23, 201585

Volatility

Volatility Chart

The current 20MAXCAPSP500 3 volatility is 2.44%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.44%
3.15%
20MAXCAPSP500 3
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDWMTAAPLMRKXOMCVXPFEAMZNMCDPGHDJPMPEPJNJKOGOOGLMSFTMAVBRK-B
BTC-USD1.000.030.060.020.020.050.040.070.030.020.050.060.030.040.020.070.070.070.070.05
WMT0.031.000.210.270.230.220.270.250.340.410.380.250.390.350.360.260.290.280.280.36
AAPL0.060.211.000.200.230.240.240.450.270.230.340.310.250.230.230.490.510.420.410.35
MRK0.020.270.201.000.290.300.510.210.330.390.280.300.370.500.360.240.280.300.330.38
XOM0.020.230.230.291.000.780.310.240.250.260.300.460.250.300.310.280.280.330.320.48
CVX0.050.220.240.300.781.000.310.240.260.260.300.460.250.310.310.290.290.330.330.47
PFE0.040.270.240.510.310.311.000.240.280.350.310.330.350.490.350.280.300.320.350.40
AMZN0.070.250.450.210.240.240.241.000.290.220.370.300.270.250.250.590.520.470.460.35
MCD0.030.340.270.330.250.260.280.291.000.380.360.300.410.370.430.300.340.390.370.40
PG0.020.410.230.390.260.260.350.220.381.000.350.260.570.460.540.280.320.330.330.40
HD0.050.380.340.280.300.300.310.370.360.351.000.390.360.330.340.370.400.420.410.45
JPM0.060.250.310.300.460.460.330.300.300.260.391.000.260.330.310.370.360.430.430.65
PEP0.030.390.250.370.250.250.350.270.410.570.360.261.000.440.640.300.340.350.360.40
JNJ0.040.350.230.500.300.310.490.250.370.460.330.330.441.000.430.310.310.360.370.46
KO0.020.360.230.360.310.310.350.250.430.540.340.310.640.431.000.300.320.360.350.45
GOOGL0.070.260.490.240.280.290.280.590.300.280.370.370.300.310.301.000.580.500.500.41
MSFT0.070.290.510.280.280.290.300.520.340.320.400.360.340.310.320.581.000.510.500.41
MA0.070.280.420.300.330.330.320.470.390.330.420.430.350.360.360.500.511.000.780.49
V0.070.280.410.330.320.330.350.460.370.330.410.430.360.370.350.500.500.781.000.49
BRK-B0.050.360.350.380.480.470.400.350.400.400.450.650.400.460.450.410.410.490.491.00