Stahl Goal
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 15% |
MSFT Microsoft Corporation | Technology | 15% |
QQQ Invesco QQQ | Large Cap Blend Equities | 15% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 15% |
META Meta Platforms, Inc. | Communication Services | 12% |
TSLA Tesla, Inc. | Consumer Cyclical | 12% |
NVDA NVIDIA Corporation | Technology | 10% |
FPE First Trust Preferred Securities & Income ETF | Preferred Stock/Convertible Bonds, Actively Managed | 6% |
Performance
The chart shows the growth of an initial investment of $10,000 in Stahl Goal, 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 21, 2023, the Stahl Goal returned 64.49% Year-To-Date and 29.04% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| Stahl Goal | 1.01% | 26.12% | 64.49% | 43.40% | 29.93% | 29.04% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 3.37% | 49.98% | 149.02% | 105.13% | 13.00% | 20.26% |
AAPL Apple Inc. | -0.20% | 11.49% | 35.64% | 12.51% | 27.58% | 28.31% |
MSFT Microsoft Corporation | -0.34% | 18.31% | 34.67% | 33.58% | 24.35% | 27.91% |
NVDA NVIDIA Corporation | -10.06% | 59.61% | 189.13% | 220.77% | 45.44% | 60.70% |
FPE First Trust Preferred Securities & Income ETF | 1.44% | 6.44% | 0.46% | -0.69% | 1.94% | 4.51% |
QQQ Invesco QQQ | 0.32% | 19.42% | 37.50% | 27.11% | 15.58% | 17.60% |
VOO Vanguard S&P 500 ETF | 0.20% | 12.72% | 16.07% | 16.08% | 10.40% | 12.02% |
TSLA Tesla, Inc. | 13.54% | 37.37% | 113.18% | -14.95% | 67.74% | 35.96% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FPE | TSLA | META | NVDA | AAPL | MSFT | VOO | QQQ | |
|---|---|---|---|---|---|---|---|---|
| FPE | 1.00 | 0.22 | 0.27 | 0.29 | 0.28 | 0.28 | 0.39 | 0.36 |
| TSLA | 0.22 | 1.00 | 0.35 | 0.40 | 0.37 | 0.37 | 0.44 | 0.51 |
| META | 0.27 | 0.35 | 1.00 | 0.48 | 0.49 | 0.53 | 0.58 | 0.68 |
| NVDA | 0.29 | 0.40 | 0.48 | 1.00 | 0.51 | 0.57 | 0.61 | 0.71 |
| AAPL | 0.28 | 0.37 | 0.49 | 0.51 | 1.00 | 0.58 | 0.66 | 0.76 |
| MSFT | 0.28 | 0.37 | 0.53 | 0.57 | 0.58 | 1.00 | 0.72 | 0.80 |
| VOO | 0.39 | 0.44 | 0.58 | 0.61 | 0.66 | 0.72 | 1.00 | 0.90 |
| QQQ | 0.36 | 0.51 | 0.68 | 0.71 | 0.76 | 0.80 | 0.90 | 1.00 |
Dividend yield
Stahl Goal granted a 0.91% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stahl Goal | 0.91% | 1.01% | 0.73% | 0.91% | 1.17% | 1.54% | 1.42% | 1.76% | 1.85% | 2.02% | 2.00% | 1.42% |
| Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
FPE First Trust Preferred Securities & Income ETF | 6.34% | 5.92% | 4.94% | 5.62% | 6.45% | 7.87% | 7.31% | 8.56% | 8.34% | 9.64% | 8.01% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
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% |
Expense Ratio
The Stahl Goal has an expense ratio of 0.09% 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 2.00 | ||||
AAPL Apple Inc. | 0.51 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
FPE First Trust Preferred Securities & Income ETF | -0.11 | ||||
QQQ Invesco QQQ | 1.14 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
TSLA Tesla, Inc. | -0.25 |
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 Stahl Goal. 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 Stahl Goal is 40.16%, recorded on Dec 28, 2022. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.16% | Jan 4, 2022 | 248 | Dec 28, 2022 | 114 | Jun 13, 2023 | 362 |
| -35.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -23.87% | Oct 2, 2018 | 58 | Dec 24, 2018 | 137 | Jul 12, 2019 | 195 |
| -16.36% | Dec 7, 2015 | 45 | Feb 10, 2016 | 35 | Apr 1, 2016 | 80 |
| -14.37% | Sep 2, 2020 | 4 | Sep 8, 2020 | 59 | Dec 1, 2020 | 63 |
Volatility Chart
The current Stahl Goal volatility is 5.97%, 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.