LOW+AVGO+MSFT+QQQ+401k
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Broadcom Inc. | Technology | 16.03% |
Lowe's Companies, Inc. | Consumer Cyclical | 5.62% |
Microsoft Corporation | Technology | 19.15% |
Invesco QQQ | Large Cap Blend Equities | 15.10% |
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 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
The earliest data available for this chart is Jan 19, 2012, corresponding to the inception date of VTTSX
Returns By Period
As of Oct 18, 2024, the LOW+AVGO+MSFT+QQQ+401k returned 23.88% Year-To-Date and 20.15% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
LOW+AVGO+MSFT+QQQ+401k | 24.16% | 1.82% | 19.67% | 45.87% | 22.45% | 19.89% |
Portfolio components: | ||||||
Microsoft Corporation | 11.81% | -3.93% | 5.15% | 28.97% | 26.37% | 27.02% |
Broadcom Inc. | 62.89% | 5.14% | 50.29% | 113.98% | 48.85% | 39.98% |
Invesco QQQ | 21.27% | 2.64% | 19.61% | 40.40% | 21.71% | 18.60% |
Lowe's Companies, Inc. | 28.42% | 8.26% | 23.51% | 50.90% | 22.30% | 19.89% |
Vanguard Target Retirement 2060 Fund | 16.67% | 1.93% | 14.84% | 32.68% | 10.92% | 9.32% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.96% | 5.70% | 2.50% | -4.46% | 4.23% | 6.49% | 0.20% | 1.42% | 3.51% | 24.16% | |||
2023 | 6.38% | -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 | -7.10% | -2.87% | 2.64% | -9.28% | 0.26% | -8.91% | 8.79% | -4.73% | -9.45% | 4.17% | 9.55% | -4.17% | -21.23% |
2021 | 1.45% | 1.54% | 2.54% | 3.85% | 0.77% | 3.43% | 1.96% | 3.49% | -4.12% | 8.97% | 0.23% | 5.82% | 33.69% |
2020 | 0.83% | -6.84% | -10.18% | 12.95% | 6.15% | 6.02% | 3.95% | 8.12% | -2.34% | -2.94% | 10.09% | 5.28% | 32.45% |
2019 | 6.32% | 3.95% | 4.00% | 5.43% | -8.88% | 8.18% | 0.92% | -0.53% | 0.75% | 3.39% | 4.41% | 2.98% | 34.29% |
2018 | 5.74% | -3.04% | -2.43% | 0.02% | 4.79% | -0.48% | 1.95% | 3.01% | 2.59% | -8.12% | 2.46% | -4.60% | 0.97% |
2017 | 4.84% | 2.79% | 2.63% | 2.16% | 2.75% | -0.76% | 3.62% | 1.26% | 0.57% | 5.20% | 2.56% | 0.43% | 31.74% |
2016 | -4.92% | -2.26% | 8.87% | -2.69% | 3.42% | -0.90% | 5.74% | 1.75% | 0.01% | -0.91% | 1.25% | 2.31% | 11.46% |
2015 | -3.15% | 9.57% | -1.98% | 3.16% | 3.67% | -4.34% | 1.37% | -4.79% | -1.36% | 8.36% | 1.92% | 1.20% | 13.23% |
2014 | -1.24% | 5.68% | 1.85% | -0.66% | 3.88% | 2.25% | -0.50% | 6.68% | 0.28% | 1.74% | 3.83% | 0.49% | 26.74% |
2013 | 5.35% | -0.08% | 3.04% | 2.67% | 5.12% | -1.62% | 1.76% | 0.83% | 4.85% | 4.74% | 2.46% | 4.07% | 38.40% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LOW+AVGO+MSFT+QQQ+401k is 52, 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.
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 | |
---|---|---|---|---|---|
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
Broadcom Inc. | 2.32 | 2.89 | 1.37 | 4.19 | 12.99 |
Invesco QQQ | 2.12 | 2.77 | 1.37 | 2.68 | 9.95 |
Lowe's Companies, Inc. | 2.21 | 3.07 | 1.38 | 1.80 | 6.29 |
Vanguard Target Retirement 2060 Fund | 2.70 | 3.75 | 1.50 | 2.04 | 17.95 |
Dividends
Dividend yield
LOW+AVGO+MSFT+QQQ+401k granted a 1.31% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
LOW+AVGO+MSFT+QQQ+401k | 1.31% | 1.56% | 1.84% | 3.11% | 1.64% | 1.94% | 2.09% | 1.65% | 1.82% | 1.70% | 1.69% | 1.60% |
Portfolio components: | ||||||||||||
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% |
Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Lowe's Companies, Inc. | 1.58% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
Vanguard Target Retirement 2060 Fund | 1.83% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.67% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
-29.62% | Dec 28, 2021 | 202 | Oct 14, 2022 | 166 | Jun 14, 2023 | 368 |
-16.09% | Oct 2, 2018 | 58 | Dec 24, 2018 | 55 | Mar 15, 2019 | 113 |
-14.13% | Dec 30, 2015 | 30 | Feb 11, 2016 | 34 | Apr 1, 2016 | 64 |
-13.62% | May 28, 2015 | 63 | Aug 25, 2015 | 52 | Nov 6, 2015 | 115 |
Volatility
Volatility Chart
The current LOW+AVGO+MSFT+QQQ+401k volatility is 3.11%, 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
LOW | AVGO | MSFT | VTTSX | QQQ | |
---|---|---|---|---|---|
LOW | 1.00 | 0.37 | 0.39 | 0.57 | 0.51 |
AVGO | 0.37 | 1.00 | 0.51 | 0.62 | 0.69 |
MSFT | 0.39 | 0.51 | 1.00 | 0.67 | 0.79 |
VTTSX | 0.57 | 0.62 | 0.67 | 1.00 | 0.86 |
QQQ | 0.51 | 0.69 | 0.79 | 0.86 | 1.00 |