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LOW+AVGO+MSFT+QQQ+401k
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 19.15%AVGO 16.03%QQQ 15.1%LOW 5.62%VTTSX 44.1%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AVGO
Broadcom Inc.
Technology

16.03%

LOW
Lowe's Companies, Inc.
Consumer Cyclical

5.62%

MSFT
Microsoft Corporation
Technology

19.15%

QQQ
Invesco QQQ
Large Cap Blend Equities

15.10%

VTTSX
Vanguard Target Retirement 2060 Fund
Diversified Portfolio, Target Retirement Date

44.10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LOW+AVGO+MSFT+QQQ+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


200.00%400.00%600.00%800.00%1,000.00%FebruaryMarchAprilMayJuneJuly
929.27%
325.13%
LOW+AVGO+MSFT+QQQ+401k
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 19, 2012, corresponding to the inception date of VTTSX

Returns By Period

As of Jul 17, 2024, the LOW+AVGO+MSFT+QQQ+401k returned 21.61% Year-To-Date and 19.95% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
LOW+AVGO+MSFT+QQQ+401k18.67%-1.33%17.93%28.21%21.63%19.65%
MSFT
Microsoft Corporation
18.38%-0.63%13.02%25.88%27.86%27.87%
AVGO
Broadcom Inc.
40.78%-13.19%37.37%76.09%44.57%39.73%
QQQ
Invesco QQQ
17.99%-0.55%16.99%25.79%21.20%18.52%
LOW
Lowe's Companies, Inc.
10.28%6.70%12.46%7.43%21.10%19.83%
VTTSX
Vanguard Target Retirement 2060 Fund
11.93%2.46%13.72%16.75%10.19%8.56%

Monthly Returns

The table below presents the monthly returns of LOW+AVGO+MSFT+QQQ+401k, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.96%5.70%2.50%-4.46%4.23%6.49%18.67%
20236.38%-1.02%6.88%1.76%6.40%5.97%2.59%-1.49%-5.35%-0.41%9.67%6.95%44.30%
2022-7.09%-2.87%2.64%-9.28%0.26%-8.91%8.79%-4.73%-9.45%4.17%9.55%-4.17%-21.23%
20211.45%1.54%2.54%3.85%0.77%3.43%1.96%3.49%-4.12%8.97%0.23%5.82%33.69%
20200.83%-6.84%-10.18%12.95%6.15%6.02%3.95%8.12%-2.34%-2.94%10.09%5.28%32.45%
20196.32%3.95%4.00%5.43%-8.88%8.18%0.92%-0.53%0.75%3.39%4.41%2.98%34.29%
20185.74%-3.04%-2.32%0.02%4.79%-0.37%1.95%3.01%2.59%-8.12%2.46%-4.60%1.18%
20174.84%2.95%2.63%2.16%2.75%-0.76%3.62%1.26%0.57%5.20%2.56%0.43%31.95%
2016-4.92%-2.05%8.88%-2.69%3.42%-0.90%5.74%1.75%0.01%-0.91%1.25%2.31%11.71%
2015-3.15%9.85%-1.97%3.16%3.67%-4.34%1.37%-4.79%-1.36%8.36%1.92%1.20%13.53%
2014-1.24%6.08%1.86%-0.66%3.88%2.25%-0.50%6.68%0.28%1.74%3.83%0.49%27.24%
20135.35%0.45%3.05%2.67%5.12%-1.62%1.76%0.83%4.85%4.74%2.46%4.07%39.16%

Expense Ratio

LOW+AVGO+MSFT+QQQ+401k has an expense ratio of 0.07%, 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.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTTSX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LOW+AVGO+MSFT+QQQ+401k is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of LOW+AVGO+MSFT+QQQ+401k is 7373
LOW+AVGO+MSFT+QQQ+401k
The Sharpe Ratio Rank of LOW+AVGO+MSFT+QQQ+401k is 7070Sharpe Ratio Rank
The Sortino Ratio Rank of LOW+AVGO+MSFT+QQQ+401k is 7171Sortino Ratio Rank
The Omega Ratio Rank of LOW+AVGO+MSFT+QQQ+401k is 6969Omega Ratio Rank
The Calmar Ratio Rank of LOW+AVGO+MSFT+QQQ+401k is 8383Calmar Ratio Rank
The Martin Ratio Rank of LOW+AVGO+MSFT+QQQ+401k is 7070Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


LOW+AVGO+MSFT+QQQ+401k
Sharpe ratio
The chart of Sharpe ratio for LOW+AVGO+MSFT+QQQ+401k, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for LOW+AVGO+MSFT+QQQ+401k, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for LOW+AVGO+MSFT+QQQ+401k, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for LOW+AVGO+MSFT+QQQ+401k, currently valued at 3.02, compared to the broader market0.002.004.006.008.0010.003.02
Martin ratio
The chart of Martin ratio for LOW+AVGO+MSFT+QQQ+401k, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.008.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
1.441.981.252.265.53
AVGO
Broadcom Inc.
1.942.721.335.1512.22
QQQ
Invesco QQQ
1.692.311.291.948.04
LOW
Lowe's Companies, Inc.
0.400.731.090.330.83
VTTSX
Vanguard Target Retirement 2060 Fund
1.712.481.311.195.28

Sharpe Ratio

The current LOW+AVGO+MSFT+QQQ+401k Sharpe ratio is 2.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of LOW+AVGO+MSFT+QQQ+401k with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.97
2.10
LOW+AVGO+MSFT+QQQ+401k
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LOW+AVGO+MSFT+QQQ+401k granted a 1.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
LOW+AVGO+MSFT+QQQ+401k1.37%1.56%1.84%3.11%1.64%1.94%2.31%1.77%1.96%1.85%1.88%1.93%
MSFT
Microsoft Corporation
0.66%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.
1.30%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
QQQ
Invesco QQQ
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
LOW
Lowe's Companies, Inc.
1.81%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
VTTSX
Vanguard Target Retirement 2060 Fund
1.91%2.14%2.09%5.67%1.83%2.11%2.31%1.77%1.98%1.92%1.67%1.38%

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.74%
-1.39%
LOW+AVGO+MSFT+QQQ+401k
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LOW+AVGO+MSFT+QQQ+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 LOW+AVGO+MSFT+QQQ+401k was 31.67%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current LOW+AVGO+MSFT+QQQ+401k drawdown is 0.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.67%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-29.62%Dec 28, 2021202Oct 14, 2022166Jun 14, 2023368
-16.09%Oct 2, 201858Dec 24, 201855Mar 15, 2019113
-13.96%Dec 30, 201530Feb 11, 201632Mar 30, 201662
-13.62%May 28, 201563Aug 25, 201552Nov 6, 2015115

Volatility

Volatility Chart

The current LOW+AVGO+MSFT+QQQ+401k volatility is 4.22%, 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%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
4.22%
2.59%
LOW+AVGO+MSFT+QQQ+401k
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.

LOWAVGOMSFTVTTSXQQQ
LOW1.000.370.390.570.50
AVGO0.371.000.510.620.69
MSFT0.390.511.000.670.79
VTTSX0.570.620.671.000.85
QQQ0.500.690.790.851.00
The correlation results are calculated based on daily price changes starting from Jan 20, 2012