Márkó's portfolio
Asset Allocation
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | -3.25% | N/A |
| Márkó's portfolio | 0.87% | 13.01% | 14.06% | 16.54% | -1.42% | N/A |
| Portfolio components: | ||||||
CAT Caterpillar Inc. | 3.11% | 28.29% | 18.07% | 65.60% | 21.83% | N/A |
T AT&T Inc. | 9.05% | -13.05% | -11.56% | 1.97% | 0.55% | N/A |
VZ Verizon Communications Inc. | 1.20% | -6.97% | -10.37% | -9.05% | -15.48% | N/A |
DBX Dropbox, Inc. | -1.48% | 26.39% | 19.21% | 26.51% | 5.96% | N/A |
SNAP Snap Inc. | -2.38% | -20.72% | 0.89% | -16.77% | -62.96% | N/A |
NU Nu Holdings Ltd. | -4.63% | 64.55% | 72.24% | 33.78% | -19.67% | N/A |
FSR Fisker Inc. | 8.35% | 6.46% | -16.09% | -26.06% | -45.50% | N/A |
RIVN Rivian Automotive, Inc. | 11.55% | 63.38% | 21.54% | -36.18% | -60.40% | N/A |
MO Altria Group, Inc. | 2.88% | 3.37% | 0.38% | 8.88% | 7.41% | N/A |
LEG Leggett & Platt, Incorporated | -5.97% | -13.87% | -17.60% | -24.82% | -20.32% | N/A |
INTC Intel Corporation | 5.47% | 20.42% | 33.88% | 25.96% | -16.37% | N/A |
HPQ HP Inc. | -11.98% | -0.65% | 3.44% | 7.88% | -12.26% | N/A |
UPS United Parcel Service, Inc. | -5.53% | -13.33% | -6.80% | -5.93% | -11.20% | N/A |
OXY Occidental Petroleum Corporation | 2.41% | 10.50% | 2.89% | 3.61% | 54.56% | N/A |
CVX Chevron Corporation | 4.81% | 9.98% | -4.48% | 11.46% | 25.91% | N/A |
PLTR Palantir Technologies Inc. | 0.48% | 76.95% | 129.60% | 91.68% | -13.90% | N/A |
SBUX Starbucks Corporation | -0.95% | -2.31% | -2.60% | 9.68% | -8.31% | N/A |
WBD Warner Bros. Discovery, Inc. | -8.29% | -20.85% | 21.31% | -5.89% | -33.35% | N/A |
DLR Digital Realty Trust, Inc. | 4.51% | 39.90% | 31.99% | 23.00% | -9.76% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VZ | MO | OXY | CVX | T | NU | DLR | FSR | RIVN | CAT | WBD | SNAP | INTC | SBUX | PLTR | DBX | UPS | LEG | HPQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.34 | 0.16 | 0.22 | 0.65 | 0.07 | 0.36 | 0.12 | 0.05 | 0.24 | 0.28 | 0.16 | 0.22 | 0.21 | 0.13 | 0.13 | 0.25 | 0.29 | 0.25 |
| MO | 0.34 | 1.00 | 0.26 | 0.32 | 0.35 | 0.10 | 0.27 | 0.03 | 0.03 | 0.36 | 0.28 | 0.15 | 0.20 | 0.26 | 0.08 | 0.13 | 0.31 | 0.33 | 0.29 |
| OXY | 0.16 | 0.26 | 1.00 | 0.79 | 0.21 | 0.14 | 0.12 | 0.13 | 0.13 | 0.47 | 0.26 | 0.19 | 0.29 | 0.19 | 0.16 | 0.24 | 0.32 | 0.20 | 0.37 |
| CVX | 0.22 | 0.32 | 0.79 | 1.00 | 0.26 | 0.12 | 0.12 | 0.14 | 0.09 | 0.58 | 0.20 | 0.19 | 0.28 | 0.20 | 0.15 | 0.19 | 0.29 | 0.24 | 0.37 |
| T | 0.65 | 0.35 | 0.21 | 0.26 | 1.00 | 0.17 | 0.40 | 0.19 | 0.15 | 0.32 | 0.41 | 0.28 | 0.31 | 0.32 | 0.24 | 0.28 | 0.35 | 0.43 | 0.34 |
| NU | 0.07 | 0.10 | 0.14 | 0.12 | 0.17 | 1.00 | 0.30 | 0.50 | 0.47 | 0.23 | 0.37 | 0.51 | 0.35 | 0.43 | 0.54 | 0.50 | 0.34 | 0.38 | 0.35 |
| DLR | 0.36 | 0.27 | 0.12 | 0.12 | 0.40 | 0.30 | 1.00 | 0.35 | 0.35 | 0.28 | 0.33 | 0.40 | 0.39 | 0.45 | 0.42 | 0.43 | 0.44 | 0.45 | 0.35 |
| FSR | 0.12 | 0.03 | 0.13 | 0.14 | 0.19 | 0.50 | 0.35 | 1.00 | 0.64 | 0.26 | 0.41 | 0.50 | 0.41 | 0.39 | 0.60 | 0.44 | 0.33 | 0.45 | 0.39 |
| RIVN | 0.05 | 0.03 | 0.13 | 0.09 | 0.15 | 0.47 | 0.35 | 0.64 | 1.00 | 0.27 | 0.41 | 0.54 | 0.41 | 0.48 | 0.62 | 0.49 | 0.40 | 0.42 | 0.42 |
| CAT | 0.24 | 0.36 | 0.47 | 0.58 | 0.32 | 0.23 | 0.28 | 0.26 | 0.27 | 1.00 | 0.31 | 0.27 | 0.39 | 0.38 | 0.31 | 0.34 | 0.51 | 0.48 | 0.54 |
| WBD | 0.28 | 0.28 | 0.26 | 0.20 | 0.41 | 0.37 | 0.33 | 0.41 | 0.41 | 0.31 | 1.00 | 0.41 | 0.41 | 0.42 | 0.46 | 0.44 | 0.40 | 0.54 | 0.45 |
| SNAP | 0.16 | 0.15 | 0.19 | 0.19 | 0.28 | 0.51 | 0.40 | 0.50 | 0.54 | 0.27 | 0.41 | 1.00 | 0.42 | 0.51 | 0.64 | 0.58 | 0.43 | 0.46 | 0.43 |
| INTC | 0.22 | 0.20 | 0.29 | 0.28 | 0.31 | 0.35 | 0.39 | 0.41 | 0.41 | 0.39 | 0.41 | 0.42 | 1.00 | 0.47 | 0.48 | 0.52 | 0.48 | 0.45 | 0.59 |
| SBUX | 0.21 | 0.26 | 0.19 | 0.20 | 0.32 | 0.43 | 0.45 | 0.39 | 0.48 | 0.38 | 0.42 | 0.51 | 0.47 | 1.00 | 0.50 | 0.53 | 0.54 | 0.50 | 0.47 |
| PLTR | 0.13 | 0.08 | 0.16 | 0.15 | 0.24 | 0.54 | 0.42 | 0.60 | 0.62 | 0.31 | 0.46 | 0.64 | 0.48 | 0.50 | 1.00 | 0.64 | 0.40 | 0.45 | 0.46 |
| DBX | 0.13 | 0.13 | 0.24 | 0.19 | 0.28 | 0.50 | 0.43 | 0.44 | 0.49 | 0.34 | 0.44 | 0.58 | 0.52 | 0.53 | 0.64 | 1.00 | 0.49 | 0.48 | 0.51 |
| UPS | 0.25 | 0.31 | 0.32 | 0.29 | 0.35 | 0.34 | 0.44 | 0.33 | 0.40 | 0.51 | 0.40 | 0.43 | 0.48 | 0.54 | 0.40 | 0.49 | 1.00 | 0.55 | 0.54 |
| LEG | 0.29 | 0.33 | 0.20 | 0.24 | 0.43 | 0.38 | 0.45 | 0.45 | 0.42 | 0.48 | 0.54 | 0.46 | 0.45 | 0.50 | 0.45 | 0.48 | 0.55 | 1.00 | 0.56 |
| HPQ | 0.25 | 0.29 | 0.37 | 0.37 | 0.34 | 0.35 | 0.35 | 0.39 | 0.42 | 0.54 | 0.45 | 0.43 | 0.59 | 0.47 | 0.46 | 0.51 | 0.54 | 0.56 | 1.00 |
Dividend yield
Márkó's portfolio granted a 3.65% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Márkó's portfolio | 3.65% | 3.68% | 3.42% | 3.94% | 3.78% | 4.22% | 3.40% | 3.64% | 4.39% | 4.15% | 4.48% | 5.01% |
| Portfolio components: | ||||||||||||
CAT Caterpillar Inc. | 1.76% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
T AT&T Inc. | 7.14% | 7.69% | 12.60% | 11.85% | 9.34% | 13.60% | 10.56% | 10.09% | 13.04% | 14.08% | 14.10% | 15.38% |
VZ Verizon Communications Inc. | 7.77% | 6.86% | 5.38% | 4.88% | 4.77% | 5.32% | 5.79% | 5.89% | 6.93% | 6.94% | 6.69% | 7.71% |
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. | 8.83% | 8.58% | 8.57% | 10.28% | 8.90% | 8.78% | 5.42% | 5.49% | 6.10% | 6.92% | 8.57% | 10.17% |
LEG Leggett & Platt, Incorporated | 7.10% | 5.66% | 4.49% | 4.12% | 3.70% | 5.16% | 3.80% | 3.61% | 4.05% | 3.98% | 5.49% | 6.26% |
INTC Intel Corporation | 2.83% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
HPQ HP Inc. | 3.88% | 3.87% | 2.34% | 3.20% | 3.61% | 3.30% | 3.06% | 4.19% | 3.85% | 2.04% | 2.71% | 4.95% |
UPS United Parcel Service, Inc. | 4.05% | 3.59% | 2.02% | 2.60% | 3.68% | 4.33% | 3.34% | 3.36% | 3.86% | 3.16% | 3.17% | 4.27% |
OXY Occidental Petroleum Corporation | 1.04% | 0.83% | 0.14% | 4.83% | 8.01% | 5.67% | 4.87% | 5.21% | 5.63% | 4.62% | 3.55% | 3.82% |
CVX Chevron Corporation | 3.57% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
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 | 2.23% | 2.05% | 1.65% | 1.66% | 1.83% | 2.25% | 2.06% | 1.75% | 1.32% | 1.58% | 1.36% | 1.63% |
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. | 3.81% | 5.03% | 2.82% | 3.56% | 4.13% | 4.50% | 4.02% | 4.56% | 7.42% | 7.05% | 9.44% | 6.76% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
CAT Caterpillar Inc. | 1.89 | ||||
T AT&T Inc. | -0.04 | ||||
VZ Verizon Communications Inc. | -0.57 | ||||
DBX Dropbox, Inc. | 0.76 | ||||
SNAP Snap Inc. | -0.30 | ||||
NU Nu Holdings Ltd. | 0.60 | ||||
FSR Fisker Inc. | -0.36 | ||||
RIVN Rivian Automotive, Inc. | -0.58 | ||||
MO Altria Group, Inc. | 0.54 | ||||
LEG Leggett & Platt, Incorporated | -0.92 | ||||
INTC Intel Corporation | 0.54 | ||||
HPQ HP Inc. | 0.14 | ||||
UPS United Parcel Service, Inc. | -0.36 | ||||
OXY Occidental Petroleum Corporation | 0.01 | ||||
CVX Chevron Corporation | 0.40 | ||||
PLTR Palantir Technologies Inc. | 1.29 | ||||
SBUX Starbucks Corporation | 0.25 | ||||
WBD Warner Bros. Discovery, Inc. | -0.18 | ||||
DLR Digital Realty Trust, Inc. | 0.57 |
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 Márkó's 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 Márkó's portfolio is 23.92%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.92% | Jan 5, 2022 | 183 | Sep 27, 2022 | — | — | — |
| -2.63% | Dec 13, 2021 | 6 | Dec 20, 2021 | 3 | Dec 23, 2021 | 9 |
| -0.64% | Dec 28, 2021 | 4 | Dec 31, 2021 | 1 | Jan 3, 2022 | 5 |
Volatility Chart
The current Márkó's portfolio volatility is 3.89%, 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.