Shanker_Sharma
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Shanker_Sharma, 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 Mar 20, 2019, corresponding to the inception date of DOW
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Shanker_Sharma | 22.55% | 4.48% | 4.99% | 19.32% | N/A | N/A |
Portfolio components: | ||||||
AAPL Apple Inc. | 48.85% | 7.44% | 8.44% | 35.33% | 36.71% | 27.11% |
AMZN Amazon.com, Inc. | 72.05% | 3.42% | 19.21% | 63.76% | 12.18% | 22.31% |
BAC Bank of America Corporation | -4.95% | 8.63% | 5.26% | -4.60% | 6.29% | 9.05% |
CAT Caterpillar Inc. | 9.04% | 7.42% | 9.77% | 14.42% | 18.58% | 14.75% |
CIM Chimera Investment Corporation | 2.62% | 3.89% | 3.18% | -11.48% | -13.58% | 2.03% |
COWZ Pacer US Cash Cows 100 ETF | 9.48% | 1.57% | 7.25% | 7.13% | 15.37% | N/A |
CRM salesforce.com, inc. | 87.90% | 20.11% | 21.10% | 86.94% | 12.91% | 16.58% |
CSCO Cisco Systems, Inc. | 3.20% | -10.49% | -2.75% | 1.18% | 3.64% | 11.87% |
CVX Chevron Corporation | -17.47% | -2.02% | -9.02% | -13.88% | 9.01% | 5.91% |
DOW Dow Inc. | 6.47% | 4.56% | -3.01% | 5.09% | N/A | N/A |
EMR Emerson Electric Co. | -6.51% | -3.83% | 5.30% | -4.82% | 9.66% | 5.71% |
FCX Freeport-McMoRan Inc. | -3.20% | 2.49% | -2.76% | -4.35% | 28.72% | 1.92% |
GIS General Mills, Inc. | -19.04% | 1.03% | -17.75% | -20.49% | 15.16% | 5.99% |
GOOGL Alphabet Inc. | 47.36% | -0.18% | 6.14% | 34.07% | 20.02% | 17.15% |
HAL Halliburton Company | -10.22% | -11.79% | 7.52% | -2.08% | 5.11% | -2.02% |
JNJ Johnson & Johnson | -8.65% | 4.07% | 0.32% | -8.36% | 4.29% | 8.10% |
KHC The Kraft Heinz Company | -7.05% | 10.00% | 0.29% | -4.00% | -1.24% | 0.18% |
KO The Coca-Cola Company | -4.97% | 3.68% | -0.38% | -4.71% | 6.91% | 7.13% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 15.87% | 3.22% | 7.18% | 14.29% | 8.67% | N/A |
META Meta Platforms, Inc. | 163.79% | 0.52% | 20.43% | 178.17% | 18.28% | 20.84% |
MRVL | N/A | N/A | N/A | N/A | N/A | N/A |
MSFT | N/A | N/A | N/A | N/A | N/A | N/A |
NVDA | N/A | N/A | N/A | N/A | N/A | N/A |
PFE | N/A | N/A | N/A | N/A | N/A | N/A |
PM | N/A | N/A | N/A | N/A | N/A | N/A |
PYPL | N/A | N/A | N/A | N/A | N/A | N/A |
QCOM | N/A | N/A | N/A | N/A | N/A | N/A |
ROBT | N/A | N/A | N/A | N/A | N/A | N/A |
SHOP | N/A | N/A | N/A | N/A | N/A | N/A |
TMO | N/A | N/A | N/A | N/A | N/A | N/A |
TSLA | N/A | N/A | N/A | N/A | N/A | N/A |
U | N/A | N/A | N/A | N/A | N/A | N/A |
UBER | N/A | N/A | N/A | N/A | N/A | N/A |
UNH | N/A | N/A | N/A | N/A | N/A | N/A |
VGT | N/A | N/A | N/A | N/A | N/A | N/A |
VIG | N/A | N/A | N/A | N/A | N/A | N/A |
VOO | N/A | N/A | N/A | N/A | N/A | N/A |
VWAGY | N/A | N/A | N/A | N/A | N/A | N/A |
WFC | N/A | N/A | N/A | N/A | N/A | N/A |
XLE | N/A | N/A | N/A | N/A | N/A | N/A |
XLI | N/A | N/A | N/A | N/A | N/A | N/A |
XOM | N/A | N/A | N/A | N/A | N/A | N/A |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 1.46% | 7.94% | 5.36% | -3.43% | -4.07% | -5.67% | 9.99% |
Dividend yield
Shanker_Sharma granted a 2.82% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Shanker_Sharma | 2.82% | 2.65% | 1.81% | 2.35% | 2.28% | 2.40% | 1.79% | 1.91% | 2.22% | 1.98% | 1.76% | 1.76% |
Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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% |
BAC Bank of America Corporation | 3.01% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% | 0.34% |
CAT Caterpillar Inc. | 1.95% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% | 2.77% |
CIM Chimera Investment Corporation | 16.14% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 10.82% | 14.34% | 14.08% | 17.61% | 11.61% | 14.56% |
COWZ Pacer US Cash Cows 100 ETF | 2.05% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
CRM salesforce.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% |
CSCO Cisco Systems, Inc. | 3.25% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% | 2.54% |
CVX Chevron Corporation | 4.24% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% | 3.25% |
DOW Dow Inc. | 5.50% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMR Emerson Electric Co. | 2.38% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% | 3.04% |
FCX Freeport-McMoRan Inc. | 1.65% | 1.56% | 0.53% | 0.19% | 1.50% | 1.43% | 0.00% | 0.00% | 8.29% | 5.23% | 6.76% | 3.48% |
GIS General Mills, Inc. | 3.43% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% | 3.14% |
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% |
HAL Halliburton Company | 2.18% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% | 1.04% |
JNJ Johnson & Johnson | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | 3.42% |
KHC The Kraft Heinz Company | 4.42% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 3.09% | 3.43% | 3.80% | 1.10% |
KO The Coca-Cola Company | 3.14% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 7.28% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, 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% |
MRVL | 0.48% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% | 1.67% | 2.48% |
MSFT | 0.76% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
NVDA | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
PFE | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% | 3.51% |
PM | 5.61% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% | 3.01% |
PYPL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCOM | 2.42% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% | 1.56% |
ROBT | 0.31% | 0.35% | 0.06% | 0.17% | 0.42% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHOP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMO | 0.27% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% | 0.85% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
U | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBER | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.33% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% | 1.47% |
VGT | 0.70% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% | 1.21% |
VIG | 1.92% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% | 2.37% |
VOO | 1.49% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
VWAGY | 21.44% | 17.23% | 1.99% | 2.72% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WFC | 2.92% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% | 2.57% |
XLE | 3.70% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% | 1.78% |
XLI | 1.57% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% | 2.27% |
XOM | 3.71% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% | 2.52% |
Expense Ratio
The Shanker_Sharma has an expense ratio of 0.05% 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 | |
---|---|---|---|---|---|
AAPL Apple Inc. | 1.46 | ||||
AMZN Amazon.com, Inc. | 1.73 | ||||
BAC Bank of America Corporation | -0.33 | ||||
CAT Caterpillar Inc. | 0.44 | ||||
CIM Chimera Investment Corporation | -0.37 | ||||
COWZ Pacer US Cash Cows 100 ETF | 0.34 | ||||
CRM salesforce.com, inc. | 2.88 | ||||
CSCO Cisco Systems, Inc. | -0.02 | ||||
CVX Chevron Corporation | -0.68 | ||||
DOW Dow Inc. | 0.21 | ||||
EMR Emerson Electric Co. | -0.25 | ||||
FCX Freeport-McMoRan Inc. | -0.15 | ||||
GIS General Mills, Inc. | -1.16 | ||||
GOOGL Alphabet Inc. | 1.00 | ||||
HAL Halliburton Company | -0.10 | ||||
JNJ Johnson & Johnson | -0.59 | ||||
KHC The Kraft Heinz Company | -0.26 | ||||
KO The Coca-Cola Company | -0.35 | ||||
LVHI Legg Mason International Low Volatility High Dividend ETF | 1.47 | ||||
META Meta Platforms, Inc. | 3.86 | ||||
MRVL | N/A | ||||
MSFT | N/A | ||||
NVDA | N/A | ||||
PFE | N/A | ||||
PM | N/A | ||||
PYPL | N/A | ||||
QCOM | N/A | ||||
ROBT | N/A | ||||
SHOP | N/A | ||||
TMO | N/A | ||||
TSLA | N/A | ||||
U | N/A | ||||
UBER | N/A | ||||
UNH | N/A | ||||
VGT | N/A | ||||
VIG | N/A | ||||
VOO | N/A | ||||
VWAGY | N/A | ||||
WFC | N/A | ||||
XLE | N/A | ||||
XLI | N/A | ||||
XOM | N/A |
Asset Correlations Table
GIS | KHC | PFE | JNJ | UNH | VWAGY | PM | XOM | HAL | KO | CVX | TSLA | U | TMO | XLE | UBER | SHOP | META | AMZN | CRM | FCX | CIM | PYPL | WFC | DOW | CAT | NVDA | BAC | MSFT | MRVL | GOOGL | AAPL | CSCO | QCOM | LVHI | EMR | ROBT | VGT | XLI | COWZ | VIG | VOO | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIS | 1.00 | 0.61 | 0.21 | 0.39 | 0.32 | 0.02 | 0.34 | 0.07 | 0.03 | 0.50 | 0.07 | -0.07 | -0.03 | 0.13 | 0.06 | -0.08 | -0.09 | 0.03 | 0.00 | 0.01 | 0.02 | 0.07 | -0.02 | 0.12 | 0.10 | 0.09 | -0.08 | 0.11 | 0.08 | -0.05 | 0.01 | 0.11 | 0.21 | 0.01 | 0.23 | 0.15 | -0.01 | 0.03 | 0.21 | 0.18 | 0.31 | 0.17 |
KHC | 0.61 | 1.00 | 0.18 | 0.32 | 0.24 | 0.14 | 0.37 | 0.20 | 0.16 | 0.48 | 0.22 | 0.06 | 0.01 | 0.09 | 0.21 | 0.02 | -0.01 | 0.11 | 0.07 | 0.08 | 0.14 | 0.22 | 0.07 | 0.24 | 0.27 | 0.25 | 0.00 | 0.22 | 0.14 | 0.03 | 0.10 | 0.15 | 0.27 | 0.10 | 0.31 | 0.26 | 0.12 | 0.12 | 0.31 | 0.31 | 0.37 | 0.27 |
PFE | 0.21 | 0.18 | 1.00 | 0.47 | 0.32 | 0.13 | 0.28 | 0.16 | 0.12 | 0.30 | 0.20 | 0.07 | 0.11 | 0.37 | 0.17 | 0.10 | 0.07 | 0.14 | 0.13 | 0.11 | 0.15 | 0.22 | 0.13 | 0.22 | 0.21 | 0.22 | 0.12 | 0.22 | 0.22 | 0.14 | 0.20 | 0.19 | 0.31 | 0.16 | 0.31 | 0.24 | 0.21 | 0.20 | 0.27 | 0.33 | 0.36 | 0.31 |
JNJ | 0.39 | 0.32 | 0.47 | 1.00 | 0.46 | 0.13 | 0.41 | 0.15 | 0.11 | 0.50 | 0.18 | 0.04 | 0.04 | 0.30 | 0.15 | 0.07 | 0.02 | 0.14 | 0.13 | 0.12 | 0.15 | 0.21 | 0.10 | 0.22 | 0.20 | 0.22 | 0.07 | 0.23 | 0.24 | 0.10 | 0.22 | 0.24 | 0.39 | 0.13 | 0.34 | 0.30 | 0.19 | 0.22 | 0.34 | 0.32 | 0.50 | 0.37 |
UNH | 0.32 | 0.24 | 0.32 | 0.46 | 1.00 | 0.11 | 0.30 | 0.21 | 0.18 | 0.42 | 0.24 | 0.12 | 0.06 | 0.33 | 0.22 | 0.12 | 0.08 | 0.18 | 0.17 | 0.18 | 0.19 | 0.20 | 0.15 | 0.28 | 0.19 | 0.23 | 0.16 | 0.28 | 0.33 | 0.19 | 0.27 | 0.30 | 0.36 | 0.22 | 0.37 | 0.33 | 0.20 | 0.30 | 0.39 | 0.37 | 0.54 | 0.43 |
VWAGY | 0.02 | 0.14 | 0.13 | 0.13 | 0.11 | 1.00 | 0.25 | 0.22 | 0.25 | 0.21 | 0.24 | 0.24 | 0.20 | 0.13 | 0.26 | 0.26 | 0.21 | 0.22 | 0.20 | 0.19 | 0.31 | 0.35 | 0.23 | 0.36 | 0.36 | 0.36 | 0.25 | 0.38 | 0.19 | 0.24 | 0.25 | 0.23 | 0.25 | 0.28 | 0.41 | 0.38 | 0.38 | 0.29 | 0.39 | 0.42 | 0.35 | 0.36 |
PM | 0.34 | 0.37 | 0.28 | 0.41 | 0.30 | 0.25 | 1.00 | 0.30 | 0.25 | 0.52 | 0.31 | 0.10 | 0.08 | 0.23 | 0.31 | 0.12 | 0.09 | 0.19 | 0.12 | 0.17 | 0.29 | 0.34 | 0.21 | 0.38 | 0.36 | 0.33 | 0.11 | 0.37 | 0.20 | 0.15 | 0.22 | 0.23 | 0.35 | 0.22 | 0.43 | 0.39 | 0.25 | 0.25 | 0.44 | 0.44 | 0.48 | 0.41 |
XOM | 0.07 | 0.20 | 0.16 | 0.15 | 0.21 | 0.22 | 0.30 | 1.00 | 0.80 | 0.22 | 0.90 | 0.07 | 0.07 | 0.06 | 0.94 | 0.17 | 0.03 | 0.08 | 0.08 | 0.13 | 0.51 | 0.36 | 0.14 | 0.45 | 0.58 | 0.58 | 0.09 | 0.49 | 0.07 | 0.16 | 0.16 | 0.14 | 0.29 | 0.22 | 0.38 | 0.51 | 0.24 | 0.18 | 0.47 | 0.61 | 0.37 | 0.36 |
HAL | 0.03 | 0.16 | 0.12 | 0.11 | 0.18 | 0.25 | 0.25 | 0.80 | 1.00 | 0.19 | 0.79 | 0.10 | 0.11 | 0.05 | 0.88 | 0.21 | 0.07 | 0.11 | 0.09 | 0.13 | 0.55 | 0.38 | 0.15 | 0.47 | 0.59 | 0.62 | 0.15 | 0.51 | 0.09 | 0.21 | 0.17 | 0.14 | 0.28 | 0.24 | 0.38 | 0.55 | 0.28 | 0.21 | 0.52 | 0.63 | 0.37 | 0.37 |
KO | 0.50 | 0.48 | 0.30 | 0.50 | 0.42 | 0.21 | 0.52 | 0.22 | 0.19 | 1.00 | 0.24 | 0.13 | 0.08 | 0.31 | 0.23 | 0.13 | 0.08 | 0.20 | 0.22 | 0.24 | 0.22 | 0.33 | 0.17 | 0.33 | 0.33 | 0.33 | 0.13 | 0.33 | 0.33 | 0.17 | 0.30 | 0.32 | 0.45 | 0.22 | 0.46 | 0.45 | 0.26 | 0.33 | 0.50 | 0.42 | 0.61 | 0.49 |
CVX | 0.07 | 0.22 | 0.20 | 0.18 | 0.24 | 0.24 | 0.31 | 0.90 | 0.79 | 0.24 | 1.00 | 0.09 | 0.10 | 0.11 | 0.94 | 0.18 | 0.06 | 0.11 | 0.09 | 0.14 | 0.52 | 0.38 | 0.15 | 0.47 | 0.57 | 0.60 | 0.13 | 0.51 | 0.11 | 0.19 | 0.21 | 0.17 | 0.31 | 0.24 | 0.41 | 0.54 | 0.26 | 0.21 | 0.50 | 0.64 | 0.40 | 0.39 |
TSLA | -0.07 | 0.06 | 0.07 | 0.04 | 0.12 | 0.24 | 0.10 | 0.07 | 0.10 | 0.13 | 0.09 | 1.00 | 0.52 | 0.34 | 0.11 | 0.41 | 0.52 | 0.42 | 0.49 | 0.48 | 0.31 | 0.33 | 0.49 | 0.29 | 0.20 | 0.24 | 0.54 | 0.29 | 0.47 | 0.52 | 0.45 | 0.53 | 0.31 | 0.48 | 0.30 | 0.25 | 0.62 | 0.60 | 0.36 | 0.36 | 0.41 | 0.56 |
U | -0.03 | 0.01 | 0.11 | 0.04 | 0.06 | 0.20 | 0.08 | 0.07 | 0.11 | 0.08 | 0.10 | 0.52 | 1.00 | 0.36 | 0.10 | 0.50 | 0.67 | 0.47 | 0.54 | 0.54 | 0.31 | 0.33 | 0.60 | 0.23 | 0.23 | 0.19 | 0.53 | 0.26 | 0.47 | 0.53 | 0.46 | 0.48 | 0.31 | 0.47 | 0.27 | 0.23 | 0.67 | 0.61 | 0.36 | 0.37 | 0.40 | 0.53 |
TMO | 0.13 | 0.09 | 0.37 | 0.30 | 0.33 | 0.13 | 0.23 | 0.06 | 0.05 | 0.31 | 0.11 | 0.34 | 0.36 | 1.00 | 0.09 | 0.28 | 0.41 | 0.37 | 0.39 | 0.42 | 0.28 | 0.29 | 0.43 | 0.22 | 0.17 | 0.20 | 0.42 | 0.26 | 0.50 | 0.45 | 0.44 | 0.46 | 0.43 | 0.43 | 0.35 | 0.35 | 0.52 | 0.55 | 0.41 | 0.37 | 0.57 | 0.57 |
XLE | 0.06 | 0.21 | 0.17 | 0.15 | 0.22 | 0.26 | 0.31 | 0.94 | 0.88 | 0.23 | 0.94 | 0.11 | 0.10 | 0.09 | 1.00 | 0.22 | 0.07 | 0.12 | 0.11 | 0.16 | 0.57 | 0.41 | 0.17 | 0.51 | 0.62 | 0.63 | 0.15 | 0.55 | 0.10 | 0.22 | 0.20 | 0.17 | 0.32 | 0.26 | 0.43 | 0.56 | 0.30 | 0.23 | 0.54 | 0.70 | 0.41 | 0.41 |
UBER | -0.08 | 0.02 | 0.10 | 0.07 | 0.12 | 0.26 | 0.12 | 0.17 | 0.21 | 0.13 | 0.18 | 0.41 | 0.50 | 0.28 | 0.22 | 1.00 | 0.54 | 0.45 | 0.49 | 0.48 | 0.37 | 0.35 | 0.51 | 0.35 | 0.29 | 0.28 | 0.48 | 0.36 | 0.39 | 0.47 | 0.44 | 0.39 | 0.28 | 0.41 | 0.37 | 0.31 | 0.60 | 0.53 | 0.43 | 0.43 | 0.44 | 0.54 |
SHOP | -0.09 | -0.01 | 0.07 | 0.02 | 0.08 | 0.21 | 0.09 | 0.03 | 0.07 | 0.08 | 0.06 | 0.52 | 0.67 | 0.41 | 0.07 | 0.54 | 1.00 | 0.54 | 0.63 | 0.62 | 0.31 | 0.33 | 0.66 | 0.25 | 0.20 | 0.21 | 0.63 | 0.28 | 0.53 | 0.61 | 0.52 | 0.53 | 0.31 | 0.53 | 0.31 | 0.26 | 0.71 | 0.68 | 0.38 | 0.37 | 0.45 | 0.59 |
META | 0.03 | 0.11 | 0.14 | 0.14 | 0.18 | 0.22 | 0.19 | 0.08 | 0.11 | 0.20 | 0.11 | 0.42 | 0.47 | 0.37 | 0.12 | 0.45 | 0.54 | 1.00 | 0.63 | 0.57 | 0.30 | 0.36 | 0.60 | 0.26 | 0.27 | 0.23 | 0.60 | 0.29 | 0.63 | 0.56 | 0.68 | 0.59 | 0.42 | 0.56 | 0.40 | 0.32 | 0.63 | 0.70 | 0.43 | 0.43 | 0.54 | 0.67 |
AMZN | 0.00 | 0.07 | 0.13 | 0.13 | 0.17 | 0.20 | 0.12 | 0.08 | 0.09 | 0.22 | 0.09 | 0.49 | 0.54 | 0.39 | 0.11 | 0.49 | 0.63 | 0.63 | 1.00 | 0.63 | 0.31 | 0.37 | 0.59 | 0.26 | 0.24 | 0.20 | 0.63 | 0.29 | 0.70 | 0.59 | 0.69 | 0.67 | 0.42 | 0.58 | 0.35 | 0.33 | 0.66 | 0.75 | 0.41 | 0.40 | 0.54 | 0.70 |
CRM | 0.01 | 0.08 | 0.11 | 0.12 | 0.18 | 0.19 | 0.17 | 0.13 | 0.13 | 0.24 | 0.14 | 0.48 | 0.54 | 0.42 | 0.16 | 0.48 | 0.62 | 0.57 | 0.63 | 1.00 | 0.29 | 0.36 | 0.60 | 0.27 | 0.24 | 0.21 | 0.61 | 0.29 | 0.65 | 0.59 | 0.59 | 0.58 | 0.44 | 0.57 | 0.39 | 0.34 | 0.69 | 0.75 | 0.43 | 0.42 | 0.55 | 0.67 |
FCX | 0.02 | 0.14 | 0.15 | 0.15 | 0.19 | 0.31 | 0.29 | 0.51 | 0.55 | 0.22 | 0.52 | 0.31 | 0.31 | 0.28 | 0.57 | 0.37 | 0.31 | 0.30 | 0.31 | 0.29 | 1.00 | 0.40 | 0.35 | 0.49 | 0.63 | 0.64 | 0.35 | 0.52 | 0.29 | 0.40 | 0.36 | 0.31 | 0.39 | 0.41 | 0.46 | 0.58 | 0.52 | 0.43 | 0.60 | 0.65 | 0.51 | 0.54 |
CIM | 0.07 | 0.22 | 0.22 | 0.21 | 0.20 | 0.35 | 0.34 | 0.36 | 0.38 | 0.33 | 0.38 | 0.33 | 0.33 | 0.29 | 0.41 | 0.35 | 0.33 | 0.36 | 0.37 | 0.36 | 0.40 | 1.00 | 0.38 | 0.49 | 0.48 | 0.46 | 0.34 | 0.54 | 0.34 | 0.39 | 0.37 | 0.38 | 0.41 | 0.42 | 0.50 | 0.48 | 0.54 | 0.47 | 0.60 | 0.61 | 0.57 | 0.59 |
PYPL | -0.02 | 0.07 | 0.13 | 0.10 | 0.15 | 0.23 | 0.21 | 0.14 | 0.15 | 0.17 | 0.15 | 0.49 | 0.60 | 0.43 | 0.17 | 0.51 | 0.66 | 0.60 | 0.59 | 0.60 | 0.35 | 0.38 | 1.00 | 0.32 | 0.27 | 0.26 | 0.57 | 0.36 | 0.55 | 0.56 | 0.55 | 0.55 | 0.38 | 0.55 | 0.37 | 0.32 | 0.68 | 0.69 | 0.44 | 0.44 | 0.53 | 0.65 |
WFC | 0.12 | 0.24 | 0.22 | 0.22 | 0.28 | 0.36 | 0.38 | 0.45 | 0.47 | 0.33 | 0.47 | 0.29 | 0.23 | 0.22 | 0.51 | 0.35 | 0.25 | 0.26 | 0.26 | 0.27 | 0.49 | 0.49 | 0.32 | 1.00 | 0.56 | 0.53 | 0.29 | 0.83 | 0.27 | 0.35 | 0.33 | 0.29 | 0.40 | 0.35 | 0.53 | 0.55 | 0.45 | 0.39 | 0.64 | 0.65 | 0.58 | 0.57 |
DOW | 0.10 | 0.27 | 0.21 | 0.20 | 0.19 | 0.36 | 0.36 | 0.58 | 0.59 | 0.33 | 0.57 | 0.20 | 0.23 | 0.17 | 0.62 | 0.29 | 0.20 | 0.27 | 0.24 | 0.24 | 0.63 | 0.48 | 0.27 | 0.56 | 1.00 | 0.69 | 0.25 | 0.61 | 0.23 | 0.32 | 0.30 | 0.26 | 0.42 | 0.35 | 0.51 | 0.66 | 0.43 | 0.36 | 0.70 | 0.73 | 0.56 | 0.53 |
CAT | 0.09 | 0.25 | 0.22 | 0.22 | 0.23 | 0.36 | 0.33 | 0.58 | 0.62 | 0.33 | 0.60 | 0.24 | 0.19 | 0.20 | 0.63 | 0.28 | 0.21 | 0.23 | 0.20 | 0.21 | 0.64 | 0.46 | 0.26 | 0.53 | 0.69 | 1.00 | 0.29 | 0.61 | 0.21 | 0.34 | 0.28 | 0.25 | 0.43 | 0.36 | 0.51 | 0.73 | 0.43 | 0.37 | 0.76 | 0.70 | 0.58 | 0.54 |
NVDA | -0.08 | 0.00 | 0.12 | 0.07 | 0.16 | 0.25 | 0.11 | 0.09 | 0.15 | 0.13 | 0.13 | 0.54 | 0.53 | 0.42 | 0.15 | 0.48 | 0.63 | 0.60 | 0.63 | 0.61 | 0.35 | 0.34 | 0.57 | 0.29 | 0.25 | 0.29 | 1.00 | 0.30 | 0.68 | 0.75 | 0.62 | 0.63 | 0.43 | 0.68 | 0.35 | 0.35 | 0.71 | 0.82 | 0.44 | 0.42 | 0.54 | 0.69 |
BAC | 0.11 | 0.22 | 0.22 | 0.23 | 0.28 | 0.38 | 0.37 | 0.49 | 0.51 | 0.33 | 0.51 | 0.29 | 0.26 | 0.26 | 0.55 | 0.36 | 0.28 | 0.29 | 0.29 | 0.29 | 0.52 | 0.54 | 0.36 | 0.83 | 0.61 | 0.61 | 0.30 | 1.00 | 0.26 | 0.36 | 0.35 | 0.29 | 0.44 | 0.37 | 0.57 | 0.61 | 0.49 | 0.40 | 0.69 | 0.69 | 0.61 | 0.60 |
MSFT | 0.08 | 0.14 | 0.22 | 0.24 | 0.33 | 0.19 | 0.20 | 0.07 | 0.09 | 0.33 | 0.11 | 0.47 | 0.47 | 0.50 | 0.10 | 0.39 | 0.53 | 0.63 | 0.70 | 0.65 | 0.29 | 0.34 | 0.55 | 0.27 | 0.23 | 0.21 | 0.68 | 0.26 | 1.00 | 0.62 | 0.76 | 0.74 | 0.53 | 0.62 | 0.40 | 0.36 | 0.66 | 0.87 | 0.46 | 0.43 | 0.67 | 0.78 |
MRVL | -0.05 | 0.03 | 0.14 | 0.10 | 0.19 | 0.24 | 0.15 | 0.16 | 0.21 | 0.17 | 0.19 | 0.52 | 0.53 | 0.45 | 0.22 | 0.47 | 0.61 | 0.56 | 0.59 | 0.59 | 0.40 | 0.39 | 0.56 | 0.35 | 0.32 | 0.34 | 0.75 | 0.36 | 0.62 | 1.00 | 0.57 | 0.59 | 0.52 | 0.73 | 0.42 | 0.43 | 0.73 | 0.78 | 0.51 | 0.52 | 0.58 | 0.70 |
GOOGL | 0.01 | 0.10 | 0.20 | 0.22 | 0.27 | 0.25 | 0.22 | 0.16 | 0.17 | 0.30 | 0.21 | 0.45 | 0.46 | 0.44 | 0.20 | 0.44 | 0.52 | 0.68 | 0.69 | 0.59 | 0.36 | 0.37 | 0.55 | 0.33 | 0.30 | 0.28 | 0.62 | 0.35 | 0.76 | 0.57 | 1.00 | 0.67 | 0.51 | 0.58 | 0.42 | 0.41 | 0.64 | 0.76 | 0.49 | 0.47 | 0.61 | 0.76 |
AAPL | 0.11 | 0.15 | 0.19 | 0.24 | 0.30 | 0.23 | 0.23 | 0.14 | 0.14 | 0.32 | 0.17 | 0.53 | 0.48 | 0.46 | 0.17 | 0.39 | 0.53 | 0.59 | 0.67 | 0.58 | 0.31 | 0.38 | 0.55 | 0.29 | 0.26 | 0.25 | 0.63 | 0.29 | 0.74 | 0.59 | 0.67 | 1.00 | 0.54 | 0.65 | 0.40 | 0.37 | 0.66 | 0.85 | 0.50 | 0.47 | 0.65 | 0.77 |
CSCO | 0.21 | 0.27 | 0.31 | 0.39 | 0.36 | 0.25 | 0.35 | 0.29 | 0.28 | 0.45 | 0.31 | 0.31 | 0.31 | 0.43 | 0.32 | 0.28 | 0.31 | 0.42 | 0.42 | 0.44 | 0.39 | 0.41 | 0.38 | 0.40 | 0.42 | 0.43 | 0.43 | 0.44 | 0.53 | 0.52 | 0.51 | 0.54 | 1.00 | 0.49 | 0.52 | 0.55 | 0.57 | 0.63 | 0.63 | 0.62 | 0.73 | 0.70 |
QCOM | 0.01 | 0.10 | 0.16 | 0.13 | 0.22 | 0.28 | 0.22 | 0.22 | 0.24 | 0.22 | 0.24 | 0.48 | 0.47 | 0.43 | 0.26 | 0.41 | 0.53 | 0.56 | 0.58 | 0.57 | 0.41 | 0.42 | 0.55 | 0.35 | 0.35 | 0.36 | 0.68 | 0.37 | 0.62 | 0.73 | 0.58 | 0.65 | 0.49 | 1.00 | 0.44 | 0.43 | 0.70 | 0.79 | 0.52 | 0.54 | 0.62 | 0.73 |
LVHI | 0.23 | 0.31 | 0.31 | 0.34 | 0.37 | 0.41 | 0.43 | 0.38 | 0.38 | 0.46 | 0.41 | 0.30 | 0.27 | 0.35 | 0.43 | 0.37 | 0.31 | 0.40 | 0.35 | 0.39 | 0.46 | 0.50 | 0.37 | 0.53 | 0.51 | 0.51 | 0.35 | 0.57 | 0.40 | 0.42 | 0.42 | 0.40 | 0.52 | 0.44 | 1.00 | 0.56 | 0.54 | 0.50 | 0.64 | 0.65 | 0.68 | 0.65 |
EMR | 0.15 | 0.26 | 0.24 | 0.30 | 0.33 | 0.38 | 0.39 | 0.51 | 0.55 | 0.45 | 0.54 | 0.25 | 0.23 | 0.35 | 0.56 | 0.31 | 0.26 | 0.32 | 0.33 | 0.34 | 0.58 | 0.48 | 0.32 | 0.55 | 0.66 | 0.73 | 0.35 | 0.61 | 0.36 | 0.43 | 0.41 | 0.37 | 0.55 | 0.43 | 0.56 | 1.00 | 0.52 | 0.49 | 0.82 | 0.73 | 0.72 | 0.66 |
ROBT | -0.01 | 0.12 | 0.21 | 0.19 | 0.20 | 0.38 | 0.25 | 0.24 | 0.28 | 0.26 | 0.26 | 0.62 | 0.67 | 0.52 | 0.30 | 0.60 | 0.71 | 0.63 | 0.66 | 0.69 | 0.52 | 0.54 | 0.68 | 0.45 | 0.43 | 0.43 | 0.71 | 0.49 | 0.66 | 0.73 | 0.64 | 0.66 | 0.57 | 0.70 | 0.54 | 0.52 | 1.00 | 0.85 | 0.66 | 0.66 | 0.72 | 0.84 |
VGT | 0.03 | 0.12 | 0.20 | 0.22 | 0.30 | 0.29 | 0.25 | 0.18 | 0.21 | 0.33 | 0.21 | 0.60 | 0.61 | 0.55 | 0.23 | 0.53 | 0.68 | 0.70 | 0.75 | 0.75 | 0.43 | 0.47 | 0.69 | 0.39 | 0.36 | 0.37 | 0.82 | 0.40 | 0.87 | 0.78 | 0.76 | 0.85 | 0.63 | 0.79 | 0.50 | 0.49 | 0.85 | 1.00 | 0.63 | 0.60 | 0.78 | 0.91 |
XLI | 0.21 | 0.31 | 0.27 | 0.34 | 0.39 | 0.39 | 0.44 | 0.47 | 0.52 | 0.50 | 0.50 | 0.36 | 0.36 | 0.41 | 0.54 | 0.43 | 0.38 | 0.43 | 0.41 | 0.43 | 0.60 | 0.60 | 0.44 | 0.64 | 0.70 | 0.76 | 0.44 | 0.69 | 0.46 | 0.51 | 0.49 | 0.50 | 0.63 | 0.52 | 0.64 | 0.82 | 0.66 | 0.63 | 1.00 | 0.83 | 0.88 | 0.82 |
COWZ | 0.18 | 0.31 | 0.33 | 0.32 | 0.37 | 0.42 | 0.44 | 0.61 | 0.63 | 0.42 | 0.64 | 0.36 | 0.37 | 0.37 | 0.70 | 0.43 | 0.37 | 0.43 | 0.40 | 0.42 | 0.65 | 0.61 | 0.44 | 0.65 | 0.73 | 0.70 | 0.42 | 0.69 | 0.43 | 0.52 | 0.47 | 0.47 | 0.62 | 0.54 | 0.65 | 0.73 | 0.66 | 0.60 | 0.83 | 1.00 | 0.79 | 0.78 |
VIG | 0.31 | 0.37 | 0.36 | 0.50 | 0.54 | 0.35 | 0.48 | 0.37 | 0.37 | 0.61 | 0.40 | 0.41 | 0.40 | 0.57 | 0.41 | 0.44 | 0.45 | 0.54 | 0.54 | 0.55 | 0.51 | 0.57 | 0.53 | 0.58 | 0.56 | 0.58 | 0.54 | 0.61 | 0.67 | 0.58 | 0.61 | 0.65 | 0.73 | 0.62 | 0.68 | 0.72 | 0.72 | 0.78 | 0.88 | 0.79 | 1.00 | 0.93 |
VOO | 0.17 | 0.27 | 0.31 | 0.37 | 0.43 | 0.36 | 0.41 | 0.36 | 0.37 | 0.49 | 0.39 | 0.56 | 0.53 | 0.57 | 0.41 | 0.54 | 0.59 | 0.67 | 0.70 | 0.67 | 0.54 | 0.59 | 0.65 | 0.57 | 0.53 | 0.54 | 0.69 | 0.60 | 0.78 | 0.70 | 0.76 | 0.77 | 0.70 | 0.73 | 0.65 | 0.66 | 0.84 | 0.91 | 0.82 | 0.78 | 0.93 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Shanker_Sharma. 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 Shanker_Sharma was 26.64%, occurring on Sep 30, 2022. Recovery took 195 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.64% | Jan 13, 2022 | 180 | Sep 30, 2022 | 195 | Jul 13, 2023 | 375 |
-13.85% | Aug 1, 2023 | 63 | Oct 27, 2023 | — | — | — |
-7.1% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
-5.85% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
-4.37% | Sep 3, 2021 | 11 | Sep 20, 2021 | 19 | Oct 15, 2021 | 30 |
Volatility Chart
The current Shanker_Sharma volatility is 3.65%, 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.