LOW+AVGO+MSFT+QQQ+401k
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 19.15% |
AVGO Broadcom Inc. | Technology | 16.03% |
QQQ Invesco QQQ | Large Cap Blend Equities | 15.1% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 5.62% |
VTTSX Vanguard Target Retirement 2060 Fund | Diversified Portfolio, Target Retirement Date | 44.1% |
Performance
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
Returns
As of May 27, 2023, the LOW+AVGO+MSFT+QQQ+401k returned 23.13% Year-To-Date and 19.29% 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% | 9.10% | 9.96% |
| LOW+AVGO+MSFT+QQQ+401k | 7.51% | 23.13% | 22.51% | 14.54% | 17.29% | 19.27% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 8.58% | 39.46% | 38.34% | 23.01% | 28.97% | 27.67% |
AVGO Broadcom Inc. | 29.73% | 46.40% | 58.06% | 43.87% | 31.25% | 39.70% |
QQQ Invesco QQQ | 8.01% | 31.04% | 23.72% | 13.58% | 16.28% | 18.00% |
LOW Lowe's Companies, Inc. | -0.63% | 4.71% | -0.20% | 5.67% | 18.36% | 19.34% |
VTTSX Vanguard Target Retirement 2060 Fund | -0.21% | 7.73% | 6.18% | 1.08% | 6.51% | 8.09% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| LOW | AVGO | MSFT | VTTSX | QQQ | |
|---|---|---|---|---|---|
| LOW | 1.00 | 0.38 | 0.41 | 0.57 | 0.52 |
| AVGO | 0.38 | 1.00 | 0.51 | 0.63 | 0.69 |
| MSFT | 0.41 | 0.51 | 1.00 | 0.68 | 0.79 |
| VTTSX | 0.57 | 0.63 | 0.68 | 1.00 | 0.86 |
| QQQ | 0.52 | 0.69 | 0.79 | 0.86 | 1.00 |
Dividend yield
LOW+AVGO+MSFT+QQQ+401k granted a 1.78% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LOW+AVGO+MSFT+QQQ+401k | 1.78% | 1.84% | 3.18% | 1.74% | 2.11% | 2.32% | 1.88% | 2.09% | 2.00% | 2.02% | 1.98% | 2.27% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
AVGO Broadcom Inc. | 2.65% | 3.04% | 2.33% | 3.26% | 3.97% | 3.61% | 2.33% | 1.86% | 1.53% | 1.69% | 2.40% | 2.54% |
QQQ Invesco QQQ | 0.75% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
LOW Lowe's Companies, Inc. | 2.81% | 1.88% | 1.11% | 1.46% | 1.83% | 2.09% | 1.80% | 1.99% | 1.54% | 1.38% | 1.62% | 2.03% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.94% | 2.09% | 5.78% | 1.97% | 2.31% | 2.59% | 2.03% | 2.32% | 2.29% | 2.03% | 1.70% | 1.84% |
Expense Ratio
The LOW+AVGO+MSFT+QQQ+401k has an expense ratio of 0.07% 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.85 | ||||
AVGO Broadcom Inc. | 1.69 | ||||
QQQ Invesco QQQ | 0.75 | ||||
LOW Lowe's Companies, Inc. | 0.38 | ||||
VTTSX Vanguard Target Retirement 2060 Fund | 0.26 |
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 LOW+AVGO+MSFT+QQQ+401k. 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 LOW+AVGO+MSFT+QQQ+401k is 31.67%, recorded on Mar 23, 2020. It took 55 trading sessions for the portfolio to recover.
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 | — | — | — |
| -16.09% | Oct 2, 2018 | 58 | Dec 24, 2018 | 55 | Mar 15, 2019 | 113 |
| -14.12% | 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 Chart
The current LOW+AVGO+MSFT+QQQ+401k volatility is 5.35%, 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.