Total Stock Market 86 + FAAMNGP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2% |
GOOGL Alphabet Inc. | Communication Services | 2% |
META Meta Platforms, Inc. | Communication Services | 2% |
MSFT Microsoft Corporation | Technology | 2% |
NVDA NVIDIA Corporation | Technology | 2% |
PANW Palo Alto Networks, Inc. | Technology | 2% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 86% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Total Stock Market 86 + FAAMNGP, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Nov 12, 2024, the Total Stock Market 86 + FAAMNGP returned 30.30% Year-To-Date and 16.04% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Total Stock Market 86 + FAAMNGP | 30.30% | 4.09% | 16.41% | 42.18% | 18.72% | 16.04% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.70% | 3.99% | 15.44% | 38.89% | 15.44% | 12.95% |
AAPL Apple Inc | 17.04% | -1.35% | 19.90% | 21.93% | 28.77% | 24.39% |
AMZN Amazon.com, Inc. | 36.13% | 9.54% | 10.57% | 45.06% | 18.79% | 28.95% |
META Meta Platforms, Inc. | 65.25% | -1.15% | 23.83% | 77.69% | 24.92% | 22.89% |
NVDA NVIDIA Corporation | 193.39% | 7.76% | 59.03% | 198.86% | 95.01% | 77.59% |
GOOGL Alphabet Inc. | 29.43% | 10.48% | 6.14% | 36.87% | 22.63% | 20.67% |
PANW Palo Alto Networks, Inc. | 35.00% | 6.67% | 32.02% | 55.73% | 37.39% | 26.93% |
MSFT Microsoft Corporation | 11.77% | 0.41% | 0.71% | 14.85% | 24.31% | 25.80% |
Monthly Returns
The table below presents the monthly returns of Total Stock Market 86 + FAAMNGP, 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 | 2.03% | 5.89% | 3.16% | -4.07% | 5.35% | 4.08% | 1.13% | 2.18% | 2.07% | -0.48% | 30.30% | ||
| 2023 | 8.37% | -1.09% | 4.61% | 1.32% | 2.45% | 6.95% | 3.81% | -1.74% | -4.91% | -2.19% | 9.82% | 4.99% | 36.15% |
| 2022 | -6.34% | -2.64% | 3.57% | -10.11% | -0.70% | -8.38% | 9.66% | -3.78% | -9.79% | 6.67% | 5.52% | -6.51% | -22.64% |
| 2021 | -0.30% | 2.85% | 3.26% | 5.81% | 0.38% | 3.41% | 2.02% | 3.65% | -4.65% | 6.99% | -0.25% | 3.16% | 29.10% |
| 2020 | 0.53% | -7.68% | -12.77% | 13.81% | 5.99% | 2.83% | 6.38% | 8.02% | -4.09% | -2.07% | 11.58% | 4.75% | 26.69% |
| 2019 | 8.93% | 3.57% | 2.12% | 4.29% | -7.26% | 7.20% | 1.91% | -2.25% | 1.71% | 2.90% | 3.91% | 3.07% | 33.40% |
| 2018 | 6.25% | -3.07% | -2.27% | 0.75% | 3.63% | 0.60% | 3.10% | 4.40% | -0.03% | -8.21% | 0.96% | -8.96% | -4.02% |
| 2017 | 2.71% | 3.56% | -0.04% | 1.22% | 2.28% | 0.74% | 2.32% | 0.56% | 2.21% | 3.18% | 2.69% | 0.92% | 24.70% |
| 2016 | -5.78% | -0.41% | 7.46% | 0.07% | 2.47% | -0.20% | 4.91% | 0.54% | 1.24% | -1.85% | 3.83% | 2.20% | 14.79% |
| 2015 | -2.25% | 6.21% | -1.23% | 1.24% | 1.46% | -1.60% | 2.72% | -5.67% | -2.22% | 8.55% | 1.40% | -1.89% | 6.04% |
| 2014 | -2.69% | 5.39% | -0.13% | -0.14% | 2.71% | 2.78% | -1.71% | 4.41% | -1.54% | 2.52% | 3.12% | -0.58% | 14.68% |
| 2013 | 5.07% | 1.23% | 3.20% | 1.91% | 2.18% | -1.67% | 6.59% | -2.17% | 4.27% | 4.46% | 3.15% | 3.10% | 35.76% |
Expense Ratio
Total Stock Market 86 + FAAMNGP has an expense ratio of 0.03%, 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 risk-adjusted rank of Total Stock Market 86 + FAAMNGP is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.23 | 4.29 | 1.60 | 4.77 | 21.07 |
AAPL Apple Inc | 1.05 | 1.63 | 1.20 | 1.43 | 3.36 |
AMZN Amazon.com, Inc. | 1.75 | 2.42 | 1.31 | 2.00 | 8.02 |
META Meta Platforms, Inc. | 2.28 | 3.20 | 1.44 | 4.48 | 13.90 |
NVDA NVIDIA Corporation | 4.05 | 3.99 | 1.52 | 7.75 | 24.42 |
GOOGL Alphabet Inc. | 1.47 | 2.02 | 1.27 | 1.75 | 4.42 |
PANW Palo Alto Networks, Inc. | 1.45 | 1.73 | 1.32 | 2.10 | 4.41 |
MSFT Microsoft Corporation | 0.85 | 1.21 | 1.16 | 1.08 | 2.66 |
Dividends
Dividend yield
Total Stock Market 86 + FAAMNGP provided a 1.11% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 1.26% | 1.47% | 1.07% | 1.26% | 1.58% | 1.83% | 1.54% | 1.75% | 1.81% | 1.63% | 1.63% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
META Meta Platforms, Inc. | 0.26% | 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW Palo Alto Networks, 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% |
MSFT 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% |
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 Total Stock Market 86 + FAAMNGP. 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 Total Stock Market 86 + FAAMNGP was 34.15%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.15% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -27.55% | Dec 28, 2021 | 202 | Oct 14, 2022 | 284 | Dec 1, 2023 | 486 |
| -21.25% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -14.49% | Dec 2, 2015 | 49 | Feb 11, 2016 | 72 | May 25, 2016 | 121 |
| -11.78% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
Volatility
Volatility Chart
The current Total Stock Market 86 + FAAMNGP volatility is 4.23%, 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
| PANW | META | AAPL | NVDA | AMZN | MSFT | GOOGL | VTI | |
|---|---|---|---|---|---|---|---|---|
| PANW | 1.00 | 0.35 | 0.38 | 0.42 | 0.42 | 0.41 | 0.39 | 0.50 |
| META | 0.35 | 1.00 | 0.45 | 0.47 | 0.56 | 0.51 | 0.60 | 0.56 |
| AAPL | 0.38 | 0.45 | 1.00 | 0.48 | 0.50 | 0.56 | 0.53 | 0.62 |
| NVDA | 0.42 | 0.47 | 0.48 | 1.00 | 0.51 | 0.56 | 0.50 | 0.60 |
| AMZN | 0.42 | 0.56 | 0.50 | 0.51 | 1.00 | 0.60 | 0.65 | 0.63 |
| MSFT | 0.41 | 0.51 | 0.56 | 0.56 | 0.60 | 1.00 | 0.64 | 0.70 |
| GOOGL | 0.39 | 0.60 | 0.53 | 0.50 | 0.65 | 0.64 | 1.00 | 0.67 |
| VTI | 0.50 | 0.56 | 0.62 | 0.60 | 0.63 | 0.70 | 0.67 | 1.00 |