The 2036 Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in The 2036 Portfolio, 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 The 2036 Portfolio returned 22.68% Year-To-Date and 18.03% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.70% | 9.53% | 4.45% | 1.14% | 9.10% | 9.83% |
| The 2036 Portfolio | 5.39% | 22.68% | 16.07% | 12.17% | 16.67% | 18.13% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.86% | 10.28% | 5.28% | 2.84% | 11.00% | 11.92% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.86% | 9.38% | 4.41% | 1.73% | 9.97% | 11.43% |
KO The Coca-Cola Company | -5.37% | -4.54% | -2.45% | -4.08% | 10.73% | 7.16% |
NVDA NVIDIA Corporation | 43.05% | 166.54% | 139.47% | 107.23% | 44.57% | 60.88% |
MSFT Microsoft Corporation | 9.44% | 39.46% | 35.14% | 23.01% | 29.07% | 27.65% |
MCD McDonald's Corporation | -2.95% | 9.17% | 5.20% | 16.13% | 14.55% | 14.27% |
KR The Kroger Co. | -1.61% | 7.31% | -2.45% | -8.68% | 16.38% | 12.65% |
JPM JPMorgan Chase & Co. | -0.08% | 3.68% | 1.68% | 7.81% | 7.54% | 12.74% |
AAPL Apple Inc. | 4.31% | 35.41% | 18.79% | 17.93% | 31.27% | 28.99% |
AMZN Amazon.com, Inc. | 9.37% | 42.99% | 28.58% | 4.31% | 8.34% | 24.67% |
GOOGL Alphabet Inc. | 15.82% | 41.23% | 27.86% | 10.95% | 18.13% | 19.11% |
VTI Vanguard Total Stock Market ETF | 1.88% | 9.42% | 4.30% | 1.86% | 10.04% | 11.38% |
SPLG SPDR Portfolio S&P 500 ETF | 1.94% | 10.29% | 5.34% | 2.88% | 11.04% | 11.87% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KR | KO | MCD | NVDA | JPM | AAPL | AMZN | GOOGL | MSFT | SPLG | ITOT | VTI | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.27 | 0.24 | 0.15 | 0.24 | 0.17 | 0.17 | 0.18 | 0.20 | 0.28 | 0.32 | 0.32 | 0.33 |
| KO | 0.27 | 1.00 | 0.47 | 0.20 | 0.36 | 0.27 | 0.26 | 0.33 | 0.37 | 0.45 | 0.51 | 0.50 | 0.53 |
| MCD | 0.24 | 0.47 | 1.00 | 0.26 | 0.34 | 0.31 | 0.32 | 0.35 | 0.39 | 0.45 | 0.49 | 0.49 | 0.51 |
| NVDA | 0.15 | 0.20 | 0.26 | 1.00 | 0.36 | 0.49 | 0.50 | 0.52 | 0.55 | 0.55 | 0.60 | 0.61 | 0.60 |
| JPM | 0.24 | 0.36 | 0.34 | 0.36 | 1.00 | 0.36 | 0.33 | 0.41 | 0.41 | 0.60 | 0.68 | 0.68 | 0.69 |
| AAPL | 0.17 | 0.27 | 0.31 | 0.49 | 0.36 | 1.00 | 0.50 | 0.55 | 0.55 | 0.58 | 0.62 | 0.62 | 0.63 |
| AMZN | 0.17 | 0.26 | 0.32 | 0.50 | 0.33 | 0.50 | 1.00 | 0.64 | 0.57 | 0.55 | 0.61 | 0.62 | 0.62 |
| GOOGL | 0.18 | 0.33 | 0.35 | 0.52 | 0.41 | 0.55 | 0.64 | 1.00 | 0.63 | 0.63 | 0.68 | 0.68 | 0.69 |
| MSFT | 0.20 | 0.37 | 0.39 | 0.55 | 0.41 | 0.55 | 0.57 | 0.63 | 1.00 | 0.65 | 0.70 | 0.70 | 0.72 |
| SPLG | 0.28 | 0.45 | 0.45 | 0.55 | 0.60 | 0.58 | 0.55 | 0.63 | 0.65 | 1.00 | 0.89 | 0.89 | 0.89 |
| ITOT | 0.32 | 0.51 | 0.49 | 0.60 | 0.68 | 0.62 | 0.61 | 0.68 | 0.70 | 0.89 | 1.00 | 0.99 | 0.99 |
| VTI | 0.32 | 0.50 | 0.49 | 0.61 | 0.68 | 0.62 | 0.62 | 0.68 | 0.70 | 0.89 | 0.99 | 1.00 | 0.99 |
| VOO | 0.33 | 0.53 | 0.51 | 0.60 | 0.69 | 0.63 | 0.62 | 0.69 | 0.72 | 0.89 | 0.99 | 0.99 | 1.00 |
Dividend yield
The 2036 Portfolio granted a 1.69% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| The 2036 Portfolio | 1.69% | 1.46% | 1.11% | 1.38% | 1.67% | 2.00% | 1.73% | 2.03% | 2.16% | 2.11% | 2.16% | 2.37% |
| 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.90% | 1.67% | 1.21% | 1.46% | 1.97% | 2.30% | 1.85% | 2.04% | 2.29% | 2.55% | 2.44% | 2.34% |
KO The Coca-Cola Company | 3.68% | 2.79% | 2.94% | 3.20% | 3.20% | 3.76% | 3.81% | 4.12% | 3.87% | 3.76% | 3.64% | 3.88% |
NVDA NVIDIA Corporation | 0.05% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
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% |
MCD McDonald's Corporation | 2.51% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
KR The Kroger Co. | 3.09% | 2.13% | 1.78% | 2.25% | 2.22% | 2.12% | 2.00% | 1.49% | 1.09% | 1.24% | 1.85% | 2.30% |
JPM JPMorgan Chase & Co. | 4.38% | 3.03% | 2.45% | 3.04% | 2.63% | 2.91% | 2.24% | 2.56% | 3.14% | 3.16% | 3.03% | 3.50% |
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% |
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% |
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% |
VTI Vanguard Total Stock Market ETF | 1.91% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
SPLG SPDR Portfolio S&P 500 ETF | 1.91% | 1.70% | 1.28% | 1.59% | 1.89% | 2.40% | 1.92% | 2.21% | 2.26% | 2.09% | 2.03% | 2.51% |
Expense Ratio
The The 2036 Portfolio has an expense ratio of 0.02% 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 | ||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.30 | ||||
KO The Coca-Cola Company | -0.20 | ||||
NVDA NVIDIA Corporation | 2.15 | ||||
MSFT Microsoft Corporation | 0.85 | ||||
MCD McDonald's Corporation | 1.18 | ||||
KR The Kroger Co. | -0.21 | ||||
JPM JPMorgan Chase & Co. | 0.41 | ||||
AAPL Apple Inc. | 0.81 | ||||
AMZN Amazon.com, Inc. | 0.28 | ||||
GOOGL Alphabet Inc. | 0.47 | ||||
VTI Vanguard Total Stock Market ETF | 0.30 | ||||
SPLG SPDR Portfolio S&P 500 ETF | 0.36 |
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 The 2036 Portfolio. 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 The 2036 Portfolio is 32.08%, recorded on Mar 23, 2020. It took 76 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -27.42% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -21.6% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -17.25% | Feb 18, 2011 | 157 | Oct 3, 2011 | 84 | Feb 2, 2012 | 241 |
| -13.34% | Dec 7, 2015 | 46 | Feb 11, 2016 | 42 | Apr 13, 2016 | 88 |
Volatility Chart
The current The 2036 Portfolio volatility is 4.56%, 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.