Steel1
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
SWPPX Schwab S&P 500 Index Fund | Large Cap Blend Equities | 22.5% |
NVDA NVIDIA Corporation | Technology | 13.5% |
AAPL Apple Inc. | Technology | 12% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 8.5% |
MSFT Microsoft Corporation | Technology | 8.5% |
GOOGL Alphabet Inc. | Communication Services | 7.5% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.5% |
USNQX USAA Nasdaq 100 Index Fund | Large Cap Growth Equities | 5.5% |
ADBE Adobe Inc | Technology | 5% |
NFLX Netflix, Inc. | Communication Services | 3% |
PLTR Palantir Technologies Inc. | Technology | 2.5% |
SFSNX Schwab Fundamental US Small Company Index Fund | Small Cap Blend Equities | 2.5% |
PLUG Plug Power Inc. | Industrials | 1% |
AI C3.ai, Inc. | Technology | 0.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in Steel1, 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 | -1.94% | 8.79% | 12.52% | 16.97% | 6.02% | N/A |
Steel1 | -2.86% | 23.46% | 56.19% | 49.25% | 15.53% | N/A |
Portfolio components: | ||||||
ADBE Adobe Inc | -2.32% | 36.79% | 52.41% | 80.24% | 2.13% | N/A |
GOOGL Alphabet Inc. | 0.28% | 23.53% | 47.63% | 31.91% | 14.74% | N/A |
AMZN Amazon.com, Inc. | -3.11% | 31.58% | 53.71% | 13.48% | -6.41% | N/A |
AAPL Apple Inc. | -2.14% | 9.37% | 35.10% | 16.88% | 14.56% | N/A |
AI C3.ai, Inc. | -15.92% | -3.01% | 119.03% | 86.39% | -38.00% | N/A |
MSFT Microsoft Corporation | -1.85% | 13.47% | 33.09% | 34.53% | 16.65% | N/A |
NFLX Netflix, Inc. | -8.71% | 15.66% | 28.80% | 67.75% | -9.00% | N/A |
NVDA NVIDIA Corporation | -9.57% | 55.41% | 184.83% | 232.66% | 52.43% | N/A |
PLTR Palantir Technologies Inc. | -2.75% | 72.32% | 120.09% | 90.95% | -20.40% | N/A |
PLUG Plug Power Inc. | -8.61% | -33.84% | -39.94% | -67.17% | -36.94% | N/A |
TSLA Tesla, Inc. | 2.64% | 28.61% | 98.80% | -11.06% | 7.27% | N/A |
SFSNX Schwab Fundamental US Small Company Index Fund | -3.12% | 4.37% | 4.37% | 12.90% | 6.44% | N/A |
SWPPX Schwab S&P 500 Index Fund | -1.82% | 9.64% | 13.85% | 18.91% | 7.66% | N/A |
USNQX USAA Nasdaq 100 Index Fund | -1.57% | 15.36% | 34.79% | 30.45% | 6.76% | N/A |
Returns over 1 year are annualized |
Asset Correlations Table
AI | PLUG | TSLA | NFLX | PLTR | SFSNX | GOOGL | AMZN | AAPL | NVDA | ADBE | MSFT | SWPPX | USNQX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AI | 1.00 | 0.59 | 0.47 | 0.46 | 0.64 | 0.48 | 0.38 | 0.44 | 0.46 | 0.49 | 0.47 | 0.44 | 0.50 | 0.56 |
PLUG | 0.59 | 1.00 | 0.54 | 0.41 | 0.60 | 0.58 | 0.41 | 0.46 | 0.43 | 0.50 | 0.46 | 0.41 | 0.54 | 0.57 |
TSLA | 0.47 | 0.54 | 1.00 | 0.49 | 0.53 | 0.46 | 0.46 | 0.49 | 0.54 | 0.56 | 0.51 | 0.48 | 0.57 | 0.66 |
NFLX | 0.46 | 0.41 | 0.49 | 1.00 | 0.49 | 0.40 | 0.51 | 0.59 | 0.53 | 0.54 | 0.60 | 0.53 | 0.57 | 0.65 |
PLTR | 0.64 | 0.60 | 0.53 | 0.49 | 1.00 | 0.50 | 0.47 | 0.54 | 0.46 | 0.56 | 0.51 | 0.46 | 0.53 | 0.61 |
SFSNX | 0.48 | 0.58 | 0.46 | 0.40 | 0.50 | 1.00 | 0.51 | 0.49 | 0.54 | 0.53 | 0.49 | 0.47 | 0.81 | 0.66 |
GOOGL | 0.38 | 0.41 | 0.46 | 0.51 | 0.47 | 0.51 | 1.00 | 0.71 | 0.69 | 0.63 | 0.68 | 0.76 | 0.76 | 0.82 |
AMZN | 0.44 | 0.46 | 0.49 | 0.59 | 0.54 | 0.49 | 0.71 | 1.00 | 0.65 | 0.62 | 0.65 | 0.69 | 0.71 | 0.80 |
AAPL | 0.46 | 0.43 | 0.54 | 0.53 | 0.46 | 0.54 | 0.69 | 0.65 | 1.00 | 0.62 | 0.66 | 0.74 | 0.79 | 0.84 |
NVDA | 0.49 | 0.50 | 0.56 | 0.54 | 0.56 | 0.53 | 0.63 | 0.62 | 0.62 | 1.00 | 0.68 | 0.68 | 0.72 | 0.82 |
ADBE | 0.47 | 0.46 | 0.51 | 0.60 | 0.51 | 0.49 | 0.68 | 0.65 | 0.66 | 0.68 | 1.00 | 0.76 | 0.75 | 0.83 |
MSFT | 0.44 | 0.41 | 0.48 | 0.53 | 0.46 | 0.47 | 0.76 | 0.69 | 0.74 | 0.68 | 0.76 | 1.00 | 0.79 | 0.87 |
SWPPX | 0.50 | 0.54 | 0.57 | 0.57 | 0.53 | 0.81 | 0.76 | 0.71 | 0.79 | 0.72 | 0.75 | 0.79 | 1.00 | 0.93 |
USNQX | 0.56 | 0.57 | 0.66 | 0.65 | 0.61 | 0.66 | 0.82 | 0.80 | 0.84 | 0.82 | 0.83 | 0.87 | 0.93 | 1.00 |
Dividend yield
Steel1 granted a 0.81% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Steel1 | 0.81% | 0.97% | 1.00% | 0.73% | 0.89% | 1.48% | 1.20% | 1.27% | 1.88% | 1.46% | 1.51% | 1.71% |
Portfolio components: | ||||||||||||
ADBE Adobe 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% |
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% |
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% |
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% |
AI C3.ai, 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 | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
NFLX Netflix, 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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
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% |
PLUG Plug Power 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% |
TSLA Tesla, 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% |
SFSNX Schwab Fundamental US Small Company Index Fund | 6.75% | 7.05% | 13.11% | 1.71% | 4.46% | 14.61% | 9.72% | 2.80% | 9.80% | 10.52% | 8.64% | 19.58% |
SWPPX Schwab S&P 500 Index Fund | 1.47% | 1.67% | 1.29% | 1.87% | 2.04% | 2.85% | 1.96% | 2.85% | 3.63% | 2.12% | 2.01% | 2.71% |
USNQX USAA Nasdaq 100 Index Fund | 3.07% | 4.13% | 4.66% | 1.66% | 0.97% | 0.76% | 2.21% | 0.57% | 3.14% | 0.25% | 0.33% | 1.11% |
Expense Ratio
The Steel1 has an expense ratio of 0.03% 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 | |
---|---|---|---|---|---|
ADBE Adobe Inc | 2.26 | ||||
GOOGL Alphabet Inc. | 0.92 | ||||
AMZN Amazon.com, Inc. | 0.23 | ||||
AAPL Apple Inc. | 0.51 | ||||
AI C3.ai, Inc. | 0.78 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
NFLX Netflix, Inc. | 1.35 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
PLTR Palantir Technologies Inc. | 1.23 | ||||
PLUG Plug Power Inc. | -1.01 | ||||
TSLA Tesla, Inc. | -0.30 | ||||
SFSNX Schwab Fundamental US Small Company Index Fund | 0.33 | ||||
SWPPX Schwab S&P 500 Index Fund | 0.90 | ||||
USNQX USAA Nasdaq 100 Index Fund | 1.15 |
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 Steel1. 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 Steel1 is 40.02%, recorded on Dec 28, 2022. It took 116 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.02% | Nov 22, 2021 | 277 | Dec 28, 2022 | 116 | Jun 15, 2023 | 393 |
-13.01% | Feb 9, 2021 | 19 | Mar 8, 2021 | 25 | Apr 13, 2021 | 44 |
-8.81% | Apr 16, 2021 | 19 | May 12, 2021 | 21 | Jun 11, 2021 | 40 |
-8.64% | Jul 19, 2023 | 47 | Sep 22, 2023 | — | — | — |
-7.5% | Sep 8, 2021 | 19 | Oct 4, 2021 | 11 | Oct 19, 2021 | 30 |
Volatility Chart
The current Steel1 volatility is 5.59%, 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.