New 2036 portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in New 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 Jun 1, 2023, the New 2036 portfolio returned 21.43% Year-To-Date and 18.65% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.46% | 8.86% | 2.53% | 1.92% | 8.88% | 9.82% |
| New 2036 portfolio | 4.40% | 21.43% | 13.22% | 12.94% | 16.84% | 18.59% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.69% | 9.71% | 3.41% | 3.75% | 10.79% | 11.93% |
VTI Vanguard Total Stock Market ETF | 1.72% | 8.80% | 2.37% | 2.80% | 9.80% | 11.38% |
VIG Vanguard Dividend Appreciation ETF | -1.92% | 1.43% | -2.39% | 2.90% | 10.40% | 10.66% |
MSFT Microsoft Corporation | 7.76% | 37.57% | 29.54% | 21.71% | 28.14% | 27.23% |
AAPL Apple Inc. | 5.31% | 36.82% | 19.86% | 19.90% | 31.37% | 28.97% |
GOOGL Alphabet Inc. | 16.66% | 39.26% | 21.67% | 7.88% | 16.75% | 18.96% |
AMZN Amazon.com, Inc. | 16.36% | 43.55% | 26.26% | -0.91% | 8.02% | 24.67% |
NVDA NVIDIA Corporation | 34.12% | 158.93% | 120.84% | 106.71% | 42.87% | 60.44% |
JPM JPMorgan Chase & Co. | -2.31% | 2.75% | 1.13% | 7.96% | 7.80% | 12.68% |
MCD McDonald's Corporation | -4.35% | 8.81% | 4.89% | 16.96% | 14.94% | 14.28% |
KR The Kroger Co. | -7.83% | 2.82% | -5.32% | -9.75% | 15.59% | 12.37% |
KO The Coca-Cola Company | -6.80% | -5.49% | -5.76% | -2.61% | 10.16% | 7.21% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.75% | 8.79% | 2.43% | 2.69% | 9.73% | 11.43% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KR | KO | MCD | NVDA | JPM | AAPL | AMZN | GOOGL | MSFT | VIG | ITOT | VTI | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.27 | 0.24 | 0.15 | 0.24 | 0.17 | 0.17 | 0.18 | 0.20 | 0.37 | 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 | 0.61 | 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 | 0.56 | 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 | 0.52 | 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 | 0.64 | 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 | 0.52 | 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 | 0.52 | 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 | 0.61 | 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 | 0.66 | 0.70 | 0.70 | 0.72 |
| VIG | 0.37 | 0.61 | 0.56 | 0.52 | 0.64 | 0.52 | 0.52 | 0.61 | 0.66 | 1.00 | 0.93 | 0.93 | 0.94 |
| ITOT | 0.32 | 0.51 | 0.49 | 0.60 | 0.68 | 0.62 | 0.61 | 0.68 | 0.70 | 0.93 | 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 | 0.93 | 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 | 0.94 | 0.99 | 0.99 | 1.00 |
Dividend yield
New 2036 portfolio granted a 1.76% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| New 2036 portfolio | 1.76% | 1.46% | 1.13% | 1.37% | 1.62% | 1.93% | 1.72% | 2.01% | 2.18% | 2.13% | 2.18% | 2.38% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.94% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
VTI Vanguard Total Stock Market ETF | 1.92% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
VIG Vanguard Dividend Appreciation ETF | 2.43% | 1.97% | 1.59% | 1.70% | 1.82% | 2.25% | 2.08% | 2.42% | 2.69% | 2.30% | 2.22% | 2.91% |
MSFT Microsoft Corporation | 1.19% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.78% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
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% |
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% |
JPM JPMorgan Chase & Co. | 4.42% | 3.03% | 2.45% | 3.04% | 2.63% | 2.91% | 2.24% | 2.56% | 3.14% | 3.16% | 3.03% | 3.50% |
MCD McDonald's Corporation | 2.52% | 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. | 3.22% | 2.13% | 1.78% | 2.25% | 2.22% | 2.12% | 2.00% | 1.49% | 1.09% | 1.24% | 1.85% | 2.30% |
KO The Coca-Cola Company | 3.72% | 2.79% | 2.94% | 3.20% | 3.20% | 3.76% | 3.81% | 4.12% | 3.87% | 3.76% | 3.64% | 3.88% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.92% | 1.67% | 1.21% | 1.46% | 1.97% | 2.30% | 1.85% | 2.04% | 2.29% | 2.55% | 2.44% | 2.34% |
Expense Ratio
The New 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 | 0.11 | ||||
VTI Vanguard Total Stock Market ETF | 0.06 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.06 | ||||
MSFT Microsoft Corporation | 0.65 | ||||
AAPL Apple Inc. | 0.61 | ||||
GOOGL Alphabet Inc. | 0.25 | ||||
AMZN Amazon.com, Inc. | 0.11 | ||||
NVDA NVIDIA Corporation | 1.68 | ||||
JPM JPMorgan Chase & Co. | 0.25 | ||||
MCD McDonald's Corporation | 0.95 | ||||
KR The Kroger Co. | -0.48 | ||||
KO The Coca-Cola Company | -0.31 | ||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.05 |
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 New 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 New 2036 portfolio is 31.10%, recorded on Mar 23, 2020. It took 74 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -26.77% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -21.28% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -16.17% | Feb 18, 2011 | 157 | Oct 3, 2011 | 78 | Jan 25, 2012 | 235 |
| -12.88% | Dec 7, 2015 | 46 | Feb 11, 2016 | 34 | Apr 1, 2016 | 80 |
Volatility Chart
The current New 2036 portfolio volatility is 4.46%, 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.