初期ポートフォリオ2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 35% |
AAPL Apple Inc. | Technology | 32% |
UNH UnitedHealth Group Incorporated | Healthcare | 20% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
V Visa Inc. | Financial Services | 3% |
Performance
The chart shows the growth of an initial investment of $10,000 in 初期ポートフォリオ2, 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 Sep 22, 2023, the 初期ポートフォリオ2 returned 22.49% Year-To-Date and 26.03% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| 初期ポートフォリオ2 | -0.47% | 10.72% | 22.49% | 18.65% | 23.09% | 26.03% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -1.86% | 9.74% | 34.44% | 13.82% | 27.33% | 27.57% |
UNH UnitedHealth Group Incorporated | 2.18% | 7.49% | -4.39% | -0.70% | 15.19% | 23.36% |
MSFT Microsoft Corporation | -0.91% | 15.58% | 34.15% | 35.01% | 24.23% | 27.88% |
PEP PepsiCo, Inc. | 0.52% | 1.25% | -0.89% | 6.96% | 11.99% | 11.19% |
V Visa Inc. | -1.65% | 6.71% | 14.55% | 27.53% | 10.30% | 17.89% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| UNH | PEP | AAPL | V | MSFT | |
|---|---|---|---|---|---|
| UNH | 1.00 | 0.36 | 0.31 | 0.35 | 0.36 |
| PEP | 0.36 | 1.00 | 0.30 | 0.36 | 0.41 |
| AAPL | 0.31 | 0.30 | 1.00 | 0.45 | 0.55 |
| V | 0.35 | 0.36 | 0.45 | 1.00 | 0.51 |
| MSFT | 0.36 | 0.41 | 0.55 | 0.51 | 1.00 |
Dividend yield
初期ポートフォリオ2 granted a 1.05% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 初期ポートフォリオ2 | 1.05% | 1.12% | 0.90% | 1.13% | 1.40% | 1.91% | 1.80% | 2.26% | 2.32% | 2.28% | 2.54% | 2.49% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
UNH UnitedHealth Group Incorporated | 1.41% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
PEP PepsiCo, Inc. | 2.75% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
V Visa Inc. | 0.76% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
Expense Ratio
The 初期ポートフォリオ2 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.41 | ||||
UNH UnitedHealth Group Incorporated | -0.12 | ||||
MSFT Microsoft Corporation | 1.08 | ||||
PEP PepsiCo, Inc. | 0.43 | ||||
V Visa Inc. | 1.20 |
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 初期ポートフォリオ2. 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 初期ポートフォリオ2 is 46.13%, recorded on Nov 20, 2008. It took 231 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.13% | May 16, 2008 | 132 | Nov 20, 2008 | 231 | Oct 22, 2009 | 363 |
| -30.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -22.18% | Dec 30, 2021 | 256 | Jan 5, 2023 | 92 | May 18, 2023 | 348 |
| -21.49% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -15.89% | Sep 24, 2012 | 109 | Mar 4, 2013 | 95 | Jul 18, 2013 | 204 |
Volatility Chart
The current 初期ポートフォリオ2 volatility is 4.02%, 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.