Márkó's portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Márkó's 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
The earliest data available for this chart is Dec 9, 2021, corresponding to the inception date of NU
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Márkó's portfolio | 0.08% | 3.20% | 1.31% | 5.74% | N/A | N/A |
| Portfolio components: | ||||||
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.82% | 15.83% |
T AT&T Inc. | 19.89% | 3.82% | 14.49% | 41.30% | 0.67% | 2.66% |
VZ Verizon Communications Inc. | 11.29% | -1.01% | -2.69% | 27.73% | -1.71% | 2.46% |
DBX Dropbox, Inc. | -18.59% | 9.99% | -25.23% | -10.15% | -0.52% | N/A |
SNAP Snap Inc. | -20.56% | -19.80% | -17.23% | 30.20% | -5.56% | N/A |
NU Nu Holdings Ltd. | 48.50% | -2.44% | 30.21% | 59.00% | N/A | N/A |
FSR Fisker Inc. | -98.82% | 0.00% | -97.42% | -99.63% | N/A | N/A |
RIVN Rivian Automotive, Inc. | -30.73% | 10.24% | 6.28% | -37.62% | N/A | N/A |
MO Altria Group, Inc. | 28.96% | 7.42% | 29.41% | 19.40% | 8.46% | 8.37% |
LEG Leggett & Platt, Incorporated | -49.48% | 19.20% | -45.14% | -53.73% | -16.21% | -5.48% |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.24% | 1.78% |
HPQ HP Inc. | 22.49% | 3.31% | 22.85% | 14.13% | 14.72% | 11.91% |
UPS United Parcel Service, Inc. | -17.36% | -8.01% | -18.43% | -28.88% | 4.44% | 5.45% |
OXY Occidental Petroleum Corporation | 2.12% | -3.72% | 4.41% | -0.83% | 5.32% | -1.43% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.10% |
PLTR Palantir Technologies Inc. | 55.10% | 10.50% | 62.87% | 64.89% | N/A | N/A |
SBUX Starbucks Corporation | -22.59% | -7.37% | -19.91% | -25.45% | -3.89% | 8.52% |
WBD Warner Bros. Discovery, Inc. | -29.79% | 10.21% | -24.76% | -34.99% | -24.03% | -15.41% |
DLR Digital Realty Trust, Inc. | 11.35% | 0.33% | 4.64% | 32.57% | 9.61% | 13.16% |
Monthly Returns
The table below presents the monthly returns of Márkó's portfolio , 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 | -2.92% | 1.82% | 1.50% | -4.53% | 0.25% | 2.18% | 0.08% | ||||||
| 2023 | 9.26% | -4.53% | 1.48% | -1.44% | 2.91% | 6.74% | 5.58% | -3.62% | -2.70% | -3.61% | 8.72% | 3.69% | 23.31% |
| 2022 | -3.36% | -1.67% | 5.20% | -7.20% | 2.43% | -9.43% | 5.99% | -5.17% | -9.58% | 10.65% | 4.11% | -6.38% | -15.65% |
| 2021 | 1.29% | 1.29% |
Expense Ratio
Márkó's portfolio has an expense ratio of 0.00%, indicating no management fees are charged. 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 rank of Márkó's portfolio is 6, indicating that it is in the bottom 6% 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 | |
|---|---|---|---|---|---|
CAT Caterpillar Inc. | 1.28 | 1.85 | 1.24 | 1.58 | 4.11 |
T AT&T Inc. | 1.81 | 2.73 | 1.32 | 1.32 | 10.06 |
VZ Verizon Communications Inc. | 1.13 | 1.83 | 1.23 | 0.66 | 5.71 |
DBX Dropbox, Inc. | -0.31 | -0.18 | 0.97 | -0.27 | -0.51 |
SNAP Snap Inc. | 0.12 | 0.62 | 1.10 | 0.09 | 0.38 |
NU Nu Holdings Ltd. | 1.62 | 2.31 | 1.28 | 1.36 | 9.29 |
FSR Fisker Inc. | -0.78 | -3.64 | 0.40 | -1.00 | -1.29 |
RIVN Rivian Automotive, Inc. | -0.47 | -0.25 | 0.97 | -0.39 | -0.80 |
MO Altria Group, Inc. | 1.15 | 1.56 | 1.24 | 0.93 | 3.82 |
LEG Leggett & Platt, Incorporated | -1.18 | -1.70 | 0.74 | -0.74 | -1.53 |
INTC Intel Corporation | -0.20 | -0.02 | 1.00 | -0.18 | -0.35 |
HPQ HP Inc. | 0.47 | 0.98 | 1.12 | 0.40 | 1.20 |
UPS United Parcel Service, Inc. | -1.06 | -1.32 | 0.81 | -0.71 | -1.55 |
OXY Occidental Petroleum Corporation | -0.14 | -0.05 | 0.99 | -0.13 | -0.36 |
CVX Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
PLTR Palantir Technologies Inc. | 0.94 | 1.78 | 1.23 | 2.02 | 3.74 |
SBUX Starbucks Corporation | -0.98 | -1.30 | 0.81 | -0.76 | -1.66 |
WBD Warner Bros. Discovery, Inc. | -0.73 | -0.84 | 0.89 | -0.47 | -1.07 |
DLR Digital Realty Trust, Inc. | 1.00 | 1.50 | 1.19 | 0.87 | 5.24 |
Dividends
Dividend yield
Márkó's portfolio granted a 3.66% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Márkó's portfolio | 3.66% | 3.54% | 3.48% | 2.89% | 3.23% | 3.01% | 3.13% | 2.45% | 2.59% | 2.92% | 2.51% | 2.62% |
| Portfolio components: | ||||||||||||
CAT Caterpillar Inc. | 1.54% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
T AT&T Inc. | 5.78% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
VZ Verizon Communications Inc. | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
DBX Dropbox, 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% |
SNAP Snap 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% |
NU Nu Holdings Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSR Fisker 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% |
RIVN Rivian Automotive, 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% |
MO Altria Group, Inc. | 7.87% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
LEG Leggett & Platt, Incorporated | 11.13% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% | 3.81% |
INTC Intel Corporation | 1.61% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
HPQ HP Inc. | 3.00% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
UPS United Parcel Service, Inc. | 5.11% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
OXY Occidental Petroleum Corporation | 1.32% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.39% | 3.46% | 2.69% |
CVX Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
PLTR Palantir Technologies 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% |
SBUX Starbucks Corporation | 3.06% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.90% | 0.17% | 0.14% |
WBD Warner Bros. Discovery, 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% |
DLR Digital Realty Trust, Inc. | 3.31% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
Drawdowns
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 Márkó's portfolio . 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 Márkó's portfolio was 23.95%, occurring on Sep 27, 2022. Recovery took 306 trading sessions.
The current Márkó's portfolio drawdown is 3.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.95% | Jan 5, 2022 | 183 | Sep 27, 2022 | 306 | Dec 14, 2023 | 489 |
| -8.6% | Feb 16, 2024 | 71 | May 29, 2024 | 30 | Jul 12, 2024 | 101 |
| -4.66% | Dec 20, 2023 | 18 | Jan 17, 2024 | 14 | Feb 6, 2024 | 32 |
| -3.55% | Jul 18, 2024 | 5 | Jul 24, 2024 | — | — | — |
| -2.63% | Dec 13, 2021 | 6 | Dec 20, 2021 | 3 | Dec 23, 2021 | 9 |
Volatility
Volatility Chart
The current Márkó's portfolio volatility is 3.51%, 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
| VZ | MO | OXY | CVX | FSR | T | NU | DLR | RIVN | SBUX | INTC | DBX | SNAP | CAT | WBD | LEG | PLTR | UPS | HPQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.32 | 0.17 | 0.23 | 0.07 | 0.69 | 0.05 | 0.29 | 0.05 | 0.18 | 0.16 | 0.09 | 0.13 | 0.24 | 0.27 | 0.27 | 0.10 | 0.27 | 0.25 |
| MO | 0.32 | 1.00 | 0.24 | 0.32 | 0.04 | 0.34 | 0.09 | 0.22 | 0.08 | 0.27 | 0.17 | 0.12 | 0.14 | 0.32 | 0.30 | 0.32 | 0.09 | 0.32 | 0.28 |
| OXY | 0.17 | 0.24 | 1.00 | 0.77 | 0.13 | 0.19 | 0.14 | 0.10 | 0.12 | 0.14 | 0.23 | 0.20 | 0.13 | 0.45 | 0.24 | 0.19 | 0.17 | 0.31 | 0.31 |
| CVX | 0.23 | 0.32 | 0.77 | 1.00 | 0.13 | 0.24 | 0.10 | 0.09 | 0.09 | 0.16 | 0.20 | 0.17 | 0.14 | 0.53 | 0.21 | 0.24 | 0.14 | 0.29 | 0.32 |
| FSR | 0.07 | 0.04 | 0.13 | 0.13 | 1.00 | 0.15 | 0.37 | 0.24 | 0.56 | 0.27 | 0.29 | 0.33 | 0.40 | 0.22 | 0.35 | 0.33 | 0.50 | 0.26 | 0.31 |
| T | 0.69 | 0.34 | 0.19 | 0.24 | 0.15 | 1.00 | 0.14 | 0.33 | 0.13 | 0.25 | 0.23 | 0.20 | 0.23 | 0.30 | 0.38 | 0.37 | 0.19 | 0.31 | 0.31 |
| NU | 0.05 | 0.09 | 0.14 | 0.10 | 0.37 | 0.14 | 1.00 | 0.30 | 0.41 | 0.35 | 0.32 | 0.42 | 0.46 | 0.24 | 0.35 | 0.30 | 0.52 | 0.30 | 0.31 |
| DLR | 0.29 | 0.22 | 0.10 | 0.09 | 0.24 | 0.33 | 0.30 | 1.00 | 0.33 | 0.38 | 0.37 | 0.38 | 0.37 | 0.30 | 0.31 | 0.39 | 0.42 | 0.40 | 0.34 |
| RIVN | 0.05 | 0.08 | 0.12 | 0.09 | 0.56 | 0.13 | 0.41 | 0.33 | 1.00 | 0.40 | 0.36 | 0.40 | 0.49 | 0.27 | 0.40 | 0.36 | 0.58 | 0.37 | 0.36 |
| SBUX | 0.18 | 0.27 | 0.14 | 0.16 | 0.27 | 0.25 | 0.35 | 0.38 | 0.40 | 1.00 | 0.36 | 0.39 | 0.41 | 0.32 | 0.36 | 0.43 | 0.41 | 0.45 | 0.39 |
| INTC | 0.16 | 0.17 | 0.23 | 0.20 | 0.29 | 0.23 | 0.32 | 0.37 | 0.36 | 0.36 | 1.00 | 0.44 | 0.38 | 0.35 | 0.39 | 0.35 | 0.44 | 0.42 | 0.52 |
| DBX | 0.09 | 0.12 | 0.20 | 0.17 | 0.33 | 0.20 | 0.42 | 0.38 | 0.40 | 0.39 | 0.44 | 1.00 | 0.49 | 0.34 | 0.36 | 0.35 | 0.55 | 0.40 | 0.41 |
| SNAP | 0.13 | 0.14 | 0.13 | 0.14 | 0.40 | 0.23 | 0.46 | 0.37 | 0.49 | 0.41 | 0.38 | 0.49 | 1.00 | 0.27 | 0.37 | 0.36 | 0.57 | 0.38 | 0.40 |
| CAT | 0.24 | 0.32 | 0.45 | 0.53 | 0.22 | 0.30 | 0.24 | 0.30 | 0.27 | 0.32 | 0.35 | 0.34 | 0.27 | 1.00 | 0.31 | 0.44 | 0.33 | 0.49 | 0.48 |
| WBD | 0.27 | 0.30 | 0.24 | 0.21 | 0.35 | 0.38 | 0.35 | 0.31 | 0.40 | 0.36 | 0.39 | 0.36 | 0.37 | 0.31 | 1.00 | 0.48 | 0.42 | 0.40 | 0.43 |
| LEG | 0.27 | 0.32 | 0.19 | 0.24 | 0.33 | 0.37 | 0.30 | 0.39 | 0.36 | 0.43 | 0.35 | 0.35 | 0.36 | 0.44 | 0.48 | 1.00 | 0.35 | 0.52 | 0.46 |
| PLTR | 0.10 | 0.09 | 0.17 | 0.14 | 0.50 | 0.19 | 0.52 | 0.42 | 0.58 | 0.41 | 0.44 | 0.55 | 0.57 | 0.33 | 0.42 | 0.35 | 1.00 | 0.36 | 0.41 |
| UPS | 0.27 | 0.32 | 0.31 | 0.29 | 0.26 | 0.31 | 0.30 | 0.40 | 0.37 | 0.45 | 0.42 | 0.40 | 0.38 | 0.49 | 0.40 | 0.52 | 0.36 | 1.00 | 0.46 |
| HPQ | 0.25 | 0.28 | 0.31 | 0.32 | 0.31 | 0.31 | 0.31 | 0.34 | 0.36 | 0.39 | 0.52 | 0.41 | 0.40 | 0.48 | 0.43 | 0.46 | 0.41 | 0.46 | 1.00 |