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Пропорциональный

Last updated Sep 21, 2023

Asset Allocation


BTC-USD 3%ETH-USD 3%BNB-USD 1.5%O 6.25%SPG 6.25%KIM 6.25%REG 6.25%USD=X 5%VTI 3.75%SPY 3.75%IVV 3.75%VOO 3.75%USDT-USD 2.5%KO 1.5%MSFT 1.5%MCD 1.5%AMZN 1.5%JNJ 1.5%GOOGL 1.5%TSLA 1.5%NVDA 1.5%AAPL 1.5%PEP 1.5%JPM 1.2%BLK 1.2%TROW 1.2%ALLY 1.2%UPS 1.2%HPQ 1.2%FAST 1.14%HD 1.14%APD 1.14%TXN 1.14%MFC 1.14%PKG 1.14%BAH 1.14%GLW 1.14%WSM 1.14%FITB 1.14%FNF 1.14%SWKS 1.14%MDLZ 1.14%PLD 1.14%DVN 1.14%CNQ 1.14%TSCO 1.14%AFL 1.14%SNA 1.14%HIG 1.14%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
3%
ETH-USD
Ethereum
3%
BNB-USD
Binance Coin
1.5%
O
6.25%
SPG
6.25%
KIM
6.25%
REG
6.25%
USD=X
5%
VTI
3.75%
SPY
3.75%
IVV
3.75%
VOO
3.75%
USDT-USD
2.5%
KO
1.5%
MSFT
1.5%
MCD
1.5%
AMZN
Amazon.com, Inc.
Consumer Cyclical1.5%
JNJ
1.5%
GOOGL
Alphabet Inc.
Communication Services1.5%
TSLA
1.5%
NVDA
1.5%
AAPL
Apple Inc.
Technology1.5%
PEP
1.5%
JPM
1.2%
BLK
BlackRock, Inc.
Financial Services1.2%
TROW
1.2%
ALLY
Ally Financial Inc.
Financial Services1.2%
UPS
1.2%
HPQ
HP Inc.
Technology1.2%
FAST
Fastenal Company
Industrials1.14%
HD
The Home Depot, Inc.
Consumer Cyclical1.14%
APD
Air Products and Chemicals, Inc.
Basic Materials1.14%
TXN
1.14%
MFC
1.14%
PKG
1.14%
BAH
Booz Allen Hamilton Holding Corporation
Industrials1.14%
GLW
Corning Incorporated
Technology1.14%
WSM
1.14%
FITB
Fifth Third Bancorp
Financial Services1.14%
FNF
Fidelity National Financial, Inc.
Financial Services1.14%
SWKS
1.14%
MDLZ
1.14%
PLD
1.14%
DVN
Devon Energy Corporation
Energy1.14%
CNQ
Canadian Natural Resources Limited
Energy1.14%
TSCO
1.14%
AFL
Aflac Incorporated
Financial Services1.14%
SNA
1.14%
HIG
The Hartford Financial Services Group, Inc.
Financial Services1.14%

Performance

The chart shows the growth of an initial investment of $10,000 in Пропорциональный, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.36%
10.86%
Пропорциональный
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Пропорциональный returned 12.48% Year-To-Date and 13.09% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%5.78%6.47%
Пропорциональный0.36%8.21%12.48%14.95%12.91%13.09%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%
O
-3.89%-7.09%-12.33%-10.42%2.79%3.03%
SPG
2.61%12.73%1.59%23.25%-2.44%-0.22%
KIM
-0.42%7.63%-9.66%-4.51%4.79%3.18%
REG
4.47%13.28%3.20%14.55%2.24%2.17%
VTI
0.13%12.30%15.20%14.72%6.45%7.29%
SPY
0.19%12.68%15.97%16.00%7.00%7.71%
IVV
0.21%12.73%16.04%16.14%7.04%7.75%
VOO
0.20%12.72%16.07%16.08%7.04%7.76%
KO
-2.53%-1.16%-5.98%0.55%5.43%5.12%
MSFT
-0.34%18.31%34.67%33.58%16.17%18.05%
MCD
-0.48%4.59%6.93%10.95%9.13%7.91%
AMZN
Amazon.com, Inc.
0.45%37.07%61.06%10.72%4.89%10.83%
JNJ
-1.95%9.45%-5.73%1.59%3.72%3.71%
GOOGL
Alphabet Inc.
4.18%29.38%51.58%32.23%12.06%11.66%
TSLA
13.54%37.37%113.18%-14.95%42.73%35.22%
NVDA
-10.06%59.61%189.13%220.77%29.39%28.31%
AAPL
Apple Inc.
-0.20%11.49%35.64%12.51%18.24%18.49%
PEP
1.46%2.48%0.80%8.48%8.36%7.87%
JPM
-0.79%18.33%13.05%32.05%5.40%7.12%
BLK
BlackRock, Inc.
2.51%6.97%-1.43%13.02%6.70%6.51%
TROW
2.26%2.77%3.07%1.58%2.08%4.32%
ALLY
Ally Financial Inc.
1.69%14.93%16.50%-10.48%2.05%2.85%
UPS
-6.44%-13.44%-6.80%-6.92%6.29%6.37%
HPQ
HP Inc.
-12.74%-1.11%3.44%6.05%2.91%5.10%
FAST
Fastenal Company
-5.09%6.05%16.97%16.63%10.80%12.20%
HD
The Home Depot, Inc.
-3.46%11.50%0.48%16.46%7.19%9.71%
APD
Air Products and Chemicals, Inc.
3.37%8.38%-3.18%23.37%9.57%9.14%
TXN
-3.48%-6.71%0.27%0.56%7.52%8.18%
MFC
10.15%12.28%13.64%21.22%4.23%2.12%
PKG
3.36%15.94%19.63%30.79%5.77%6.02%
BAH
Booz Allen Hamilton Holding Corporation
-1.30%24.77%8.18%18.55%13.15%15.37%
GLW
Corning Incorporated
-0.34%-1.80%1.58%3.18%0.22%1.92%
WSM
10.82%21.69%26.81%11.28%13.13%15.38%
FITB
Fifth Third Bancorp
4.40%6.12%-16.23%-20.18%1.33%1.95%
FNF
Fidelity National Financial, Inc.
6.84%27.24%16.45%15.65%4.29%4.28%
SWKS
-9.42%-14.66%7.65%0.62%1.92%-0.43%
MDLZ
1.29%7.50%8.65%22.71%8.64%8.29%
PLD
1.35%7.46%9.58%12.11%10.29%9.27%
DVN
Devon Energy Corporation
-4.19%1.05%-21.22%-23.97%4.91%4.17%
CNQ
Canadian Natural Resources Limited
3.37%23.87%17.26%23.75%13.83%10.53%
TSCO
-3.27%-8.42%-6.43%11.03%13.36%16.51%
AFL
Aflac Incorporated
4.21%23.69%9.19%30.53%8.57%9.24%
SNA
-4.29%10.81%14.07%20.81%6.17%7.80%
HIG
The Hartford Financial Services Group, Inc.
4.17%11.45%-0.75%16.52%7.06%5.22%
BTC-USD
Bitcoin
3.86%-0.64%63.96%43.63%21.21%17.00%
ETH-USD
Ethereum
-2.66%-6.61%35.61%22.54%29.73%21.01%
BNB-USD
Binance Coin
1.77%-33.40%-12.98%-19.52%51.81%73.41%
USDT-USD
0.04%-0.17%0.05%0.01%0.08%-0.09%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

USD=XUSDT-USDBNB-USDBTC-USDETH-USDTSLAJNJTSCOBAHDVNCNQPEPOMDLZWSMMCDKOAMZNPLDFNFNVDAKIMREGHIGSPGPKGUPSGOOGLFITBAAPLHDMFCAPDSWKSSNAFASTALLYAFLMSFTJPMHPQTXNGLWBLKTROWVTIVOOSPYIVV
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
USDT-USD0.001.000.020.050.030.040.020.000.01-0.00-0.030.040.040.020.010.050.040.040.060.040.010.040.040.040.050.010.010.03-0.010.050.020.050.030.02-0.000.030.030.040.050.010.040.010.030.020.040.050.050.050.05
BNB-USD0.000.021.000.670.690.110.080.090.090.070.110.090.080.060.130.100.080.140.110.130.150.110.110.090.120.100.100.140.110.140.130.130.120.120.120.120.120.110.150.090.130.140.120.150.160.180.180.180.18
BTC-USD0.000.050.671.000.800.130.060.090.070.080.120.060.060.060.110.100.050.170.100.130.180.120.110.110.130.090.100.170.130.160.120.160.110.160.090.090.140.100.180.120.130.160.140.150.150.200.200.200.20
ETH-USD0.000.030.690.801.000.120.080.080.070.090.140.080.050.070.130.090.070.160.100.110.180.110.090.100.110.100.100.180.120.170.130.150.130.160.100.100.130.110.180.110.140.160.140.150.160.200.200.200.20
TSLA0.000.040.110.130.121.000.080.200.190.180.190.140.170.150.260.170.140.390.220.170.440.220.210.150.270.170.210.360.210.400.220.240.230.390.220.260.250.170.400.220.310.370.260.320.320.450.440.440.44
JNJ0.000.020.080.060.080.081.000.210.290.110.110.450.270.420.130.340.440.170.310.200.140.220.260.250.210.300.270.250.180.250.300.250.330.200.240.330.180.340.300.260.250.280.310.320.300.360.390.390.38
TSCO0.000.000.090.090.080.200.211.000.260.200.150.250.150.260.420.250.200.270.250.230.310.220.220.240.220.290.320.270.260.300.500.250.290.310.310.440.260.260.350.260.340.350.320.320.340.420.410.410.41
BAH0.000.010.090.070.070.190.290.261.000.170.150.310.320.330.210.300.310.250.330.300.250.290.290.310.220.270.280.300.250.290.330.220.310.210.300.370.240.350.360.260.290.300.280.340.340.430.430.430.43
DVN0.00-0.000.070.080.090.180.110.200.171.000.690.090.140.130.270.150.160.180.130.300.240.300.290.380.350.370.280.250.470.250.220.450.290.330.360.270.450.400.210.440.400.320.400.370.360.450.430.430.43
CNQ0.00-0.030.110.120.140.190.110.150.150.691.000.100.150.140.260.170.190.190.170.310.250.300.280.320.350.360.280.260.420.270.250.490.310.290.380.270.400.370.210.410.370.320.370.380.360.450.430.430.43
PEP0.000.040.090.060.080.140.450.250.310.090.101.000.400.660.180.440.680.240.420.240.180.280.330.290.260.260.300.280.150.320.360.190.370.210.250.360.190.340.360.210.230.290.270.330.310.400.430.430.43
O0.000.040.080.060.050.170.270.150.320.140.150.401.000.370.200.340.450.180.610.340.170.610.650.330.560.260.270.230.220.240.320.230.310.220.310.320.260.350.290.220.230.260.270.280.290.380.380.380.38
MDLZ0.000.020.060.060.070.150.420.260.330.130.140.660.371.000.190.400.600.230.410.280.190.330.350.320.290.300.330.280.220.300.350.240.380.220.290.360.230.390.340.260.230.290.290.350.340.420.450.450.45
WSM0.000.010.130.110.130.260.130.420.210.270.260.180.200.191.000.210.170.330.250.300.370.320.310.260.350.300.380.290.340.290.470.320.290.350.380.390.360.290.300.320.390.360.380.400.420.460.440.440.44
MCD0.000.050.100.100.090.170.340.250.300.150.170.440.340.400.211.000.470.240.380.310.230.320.330.360.290.280.330.290.260.330.370.280.360.250.300.350.300.370.360.320.320.330.320.360.310.440.450.450.45
KO0.000.040.080.050.070.140.440.200.310.160.190.680.450.600.170.471.000.190.410.310.140.350.390.380.320.340.340.280.270.270.330.290.420.180.340.340.270.450.310.320.270.290.300.360.320.420.450.450.44
AMZN0.000.040.140.170.160.390.170.270.250.180.190.240.180.230.330.240.191.000.290.250.570.170.200.160.210.210.330.650.230.580.370.280.310.470.250.370.310.180.650.280.390.490.340.430.440.600.620.610.61
PLD0.000.060.110.100.100.220.310.250.330.130.170.420.610.410.250.380.410.291.000.350.300.480.530.310.470.300.360.350.240.360.390.250.370.310.320.390.280.330.420.260.290.350.310.380.360.490.500.500.50
FNF0.000.040.130.130.110.170.200.230.300.300.310.240.340.280.300.310.310.250.351.000.260.420.410.490.390.390.340.300.450.290.380.450.400.330.420.370.470.520.300.430.430.370.400.450.440.510.500.500.50
NVDA0.000.010.150.180.180.440.140.310.250.240.250.180.170.190.370.230.140.570.300.261.000.200.190.190.230.250.370.570.290.570.400.320.370.630.300.400.350.240.620.330.470.640.420.470.480.630.630.630.63
KIM0.000.040.110.120.110.220.220.220.290.300.300.280.610.330.320.320.350.170.480.420.201.000.790.440.720.410.320.230.420.250.370.370.310.290.440.340.470.460.260.420.350.310.400.370.380.470.460.460.46
REG0.000.040.110.110.090.210.260.220.290.290.280.330.650.350.310.330.390.200.530.410.190.791.000.440.730.380.330.250.410.260.380.370.350.270.450.340.450.440.280.400.360.310.370.350.390.470.460.470.47
HIG0.000.040.090.110.100.150.250.240.310.380.320.290.330.320.260.360.380.160.310.490.190.440.441.000.440.450.360.230.600.240.320.510.400.310.450.330.500.670.250.590.420.330.420.450.450.480.480.480.48
SPG0.000.050.120.130.110.270.210.220.220.350.350.260.560.290.350.290.320.210.470.390.230.720.730.441.000.380.340.260.440.300.350.410.320.310.460.320.490.440.280.440.390.320.410.390.410.480.470.470.47
PKG0.000.010.100.090.100.170.300.290.270.370.360.260.260.300.300.280.340.210.300.390.250.410.380.450.381.000.460.290.490.290.370.490.460.360.520.430.480.480.280.490.430.370.500.470.480.510.500.500.50
UPS0.000.010.100.100.100.210.270.320.280.280.280.300.270.330.380.330.340.330.360.340.370.320.330.360.340.461.000.340.400.400.480.370.440.390.450.520.370.380.400.420.430.430.480.490.520.550.550.550.55
GOOGL0.000.030.140.170.180.360.250.270.300.250.260.280.230.280.290.290.280.650.350.300.570.230.250.230.260.290.341.000.300.610.390.360.380.520.320.420.370.290.700.360.450.550.450.510.490.670.690.690.69
FITB0.00-0.010.110.130.120.210.180.260.250.470.420.150.220.220.340.260.270.230.240.450.290.420.410.600.440.490.400.301.000.270.360.590.380.390.510.380.680.610.270.750.500.370.510.550.570.550.540.540.54
AAPL0.000.050.140.160.170.400.250.300.290.250.270.320.240.300.290.330.270.580.360.290.570.250.260.240.300.290.400.610.271.000.400.350.410.590.340.420.340.290.660.350.470.570.460.460.470.680.700.700.70
HD0.000.020.130.120.130.220.300.500.330.220.250.360.320.350.470.370.330.370.390.380.400.370.380.320.350.370.480.390.360.401.000.360.440.410.440.530.390.370.460.380.450.480.450.490.500.580.590.590.59
MFC0.000.050.130.160.150.240.250.250.220.450.490.190.230.240.320.280.290.280.250.450.320.370.370.510.410.490.370.360.590.350.361.000.450.420.500.390.560.570.330.600.500.410.510.540.520.570.560.560.56
APD0.000.030.120.110.130.230.330.290.310.290.310.370.310.380.290.360.420.310.370.400.370.310.350.400.320.460.440.380.380.410.440.451.000.430.460.470.400.460.440.450.450.490.470.540.490.600.600.600.60
SWKS0.000.020.120.160.160.390.200.310.210.330.290.210.220.220.350.250.180.470.310.330.630.290.270.310.310.360.390.520.390.590.410.420.431.000.410.430.430.330.540.420.520.720.540.500.530.670.660.660.66
SNA0.00-0.000.120.090.100.220.240.310.300.360.380.250.310.290.380.300.340.250.320.420.300.440.450.450.460.520.450.320.510.340.440.500.460.411.000.530.500.530.330.520.510.420.540.470.520.560.550.550.55
FAST0.000.030.120.090.100.260.330.440.370.270.270.360.320.360.390.350.340.370.390.370.400.340.340.330.320.430.520.420.380.420.530.390.470.430.531.000.390.390.440.420.440.500.480.500.510.600.600.600.60
ALLY0.000.030.120.140.130.250.180.260.240.450.400.190.260.230.360.300.270.310.280.470.350.470.450.500.490.480.370.370.680.340.390.560.400.430.500.391.000.520.340.630.490.440.540.560.570.590.570.570.57
AFL0.000.040.110.100.110.170.340.260.350.400.370.340.350.390.290.370.450.180.330.520.240.460.440.670.440.480.380.290.610.290.370.570.460.330.530.390.521.000.310.640.460.380.480.530.520.550.560.560.56
MSFT0.000.050.150.180.180.400.300.350.360.210.210.360.290.340.300.360.310.650.420.300.620.260.280.250.280.280.400.700.270.660.460.330.440.540.330.440.340.311.000.330.480.590.450.510.520.720.740.740.74
JPM0.000.010.090.120.110.220.260.260.260.440.410.210.220.260.320.320.320.280.260.430.330.420.400.590.440.490.420.360.750.350.380.600.450.420.520.420.630.640.331.000.510.420.530.610.570.590.600.600.60
HPQ0.000.040.130.130.140.310.250.340.290.400.370.230.230.230.390.320.270.390.290.430.470.350.360.420.390.430.430.450.500.470.450.500.450.520.510.440.490.460.480.511.000.550.560.530.540.660.650.650.65
TXN0.000.010.140.160.160.370.280.350.300.320.320.290.260.290.360.330.290.490.350.370.640.310.310.330.320.370.430.550.370.570.480.410.490.720.420.500.440.380.590.420.551.000.570.540.550.700.710.710.71
GLW0.000.030.120.140.140.260.310.320.280.400.370.270.270.290.380.320.300.340.310.400.420.400.370.420.410.500.480.450.510.460.450.510.470.540.540.480.540.480.450.530.560.571.000.580.580.660.660.660.66
BLK0.000.020.150.150.150.320.320.320.340.370.380.330.280.350.400.360.360.430.380.450.470.370.350.450.390.470.490.510.550.460.490.540.540.500.470.500.560.530.510.610.530.540.581.000.740.710.710.710.71
TROW0.000.040.160.150.160.320.300.340.340.360.360.310.290.340.420.310.320.440.360.440.480.380.390.450.410.480.520.490.570.470.500.520.490.530.520.510.570.520.520.570.540.550.580.741.000.720.710.710.71
VTI0.000.050.180.200.200.450.360.420.430.450.450.400.380.420.460.440.420.600.490.510.630.470.470.480.480.510.550.670.550.680.580.570.600.670.560.600.590.550.720.590.660.700.660.710.721.000.980.980.98
VOO0.000.050.180.200.200.440.390.410.430.430.430.430.380.450.440.450.450.620.500.500.630.460.460.480.470.500.550.690.540.700.590.560.600.660.550.600.570.560.740.600.650.710.660.710.710.981.001.001.00
SPY0.000.050.180.200.200.440.390.410.430.430.430.430.380.450.440.450.450.610.500.500.630.460.470.480.470.500.550.690.540.700.590.560.600.660.550.600.570.560.740.600.650.710.660.710.710.981.001.001.00
IVV0.000.050.180.200.200.440.380.410.430.430.430.430.380.450.440.450.440.610.500.500.630.460.470.480.470.500.550.690.540.700.590.560.600.660.550.600.570.560.740.600.650.710.660.710.710.981.001.001.00

Sharpe Ratio

The current Пропорциональный Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.63

The Sharpe ratio of Пропорциональный lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

Пропорциональный granted a 2.71% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Пропорциональный2.71%2.69%2.01%2.75%2.72%3.18%2.72%2.72%2.86%2.77%3.14%4.11%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
O
5.63%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
SPG
6.46%6.16%4.08%8.19%6.95%6.17%5.73%5.26%4.62%4.21%4.83%4.22%
KIM
4.99%4.11%2.97%4.00%6.31%9.44%7.98%5.78%5.37%5.52%6.83%6.64%
REG
4.16%4.17%3.47%5.82%4.36%4.61%3.84%3.79%3.82%4.07%5.71%5.81%
VTI
1.90%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
SPY
1.48%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
IVV
1.49%1.68%1.23%1.63%2.10%2.38%1.93%2.25%2.59%2.14%2.15%2.55%
VOO
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
KO
3.11%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
MSFT
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
MCD
2.19%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
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%
JNJ
2.85%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
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%
TSLA
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
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
PEP
2.71%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
JPM
2.70%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
BLK
BlackRock, Inc.
2.91%2.82%1.90%2.16%2.89%3.47%2.26%2.86%3.12%2.70%2.72%3.81%
TROW
4.47%4.55%3.98%2.66%2.88%3.59%2.60%3.53%7.30%2.78%2.51%5.12%
ALLY
Ally Financial Inc.
4.35%5.06%1.97%2.32%2.50%2.84%1.61%1.00%0.00%0.00%0.00%0.00%
UPS
4.05%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
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%
FAST
Fastenal Company
2.51%2.67%1.83%3.04%2.58%3.31%2.70%3.03%3.35%2.64%2.16%3.44%
HD
The Home Depot, Inc.
2.63%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
APD
Air Products and Chemicals, Inc.
2.29%2.13%2.05%2.08%2.14%3.04%2.64%2.69%2.98%2.62%3.18%3.93%
TXN
3.06%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
MFC
5.43%5.93%5.40%5.43%4.53%6.33%3.99%4.28%4.95%3.97%3.87%5.96%
PKG
3.33%3.79%3.10%2.66%3.17%4.16%2.49%3.39%4.39%2.67%3.18%3.56%
BAH
Booz Allen Hamilton Holding Corporation
1.65%1.67%1.80%1.50%1.44%1.83%1.96%1.87%1.93%10.68%9.57%85.59%
GLW
Corning Incorporated
3.51%3.47%2.73%2.65%3.07%2.74%2.28%2.67%3.24%2.20%2.82%3.30%
WSM
2.35%2.71%1.49%2.05%2.77%3.74%3.45%3.60%2.90%2.15%2.52%2.62%
FITB
Fifth Third Bancorp
4.92%3.94%2.78%4.28%3.52%3.75%2.42%2.46%3.33%3.31%3.02%3.29%
FNF
Fidelity National Financial, Inc.
4.26%4.74%3.24%3.87%4.13%4.63%2.59%3.33%3.04%2.60%2.81%3.49%
SWKS
2.64%2.64%1.42%1.30%1.45%2.28%1.40%1.62%1.16%0.55%0.00%0.00%
MDLZ
2.15%2.23%2.09%2.17%2.14%2.65%2.16%1.87%1.67%1.90%1.85%3.38%
PLD
2.81%2.86%1.57%2.49%2.61%3.68%3.17%3.80%4.38%3.94%4.03%4.20%
DVN
Devon Energy Corporation
4.07%8.51%1.10%4.77%1.59%1.54%0.59%1.04%3.69%1.93%1.77%1.99%
CNQ
Canadian Natural Resources Limited
4.18%6.52%4.07%5.91%4.27%5.88%3.16%3.03%4.54%3.77%2.39%2.18%
TSCO
1.93%1.66%0.91%1.11%1.54%1.54%1.53%1.34%1.00%0.87%0.72%0.94%
AFL
Aflac Incorporated
2.15%2.26%2.35%2.70%2.25%2.56%2.28%2.80%3.18%3.03%2.69%3.28%
SNA
2.53%2.62%2.50%2.80%2.56%2.65%1.95%1.74%1.53%1.64%1.78%2.22%
HIG
The Hartford Financial Services Group, Inc.
2.30%2.12%2.16%2.83%2.17%2.77%1.91%2.11%2.14%1.92%1.70%2.24%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNB-USD
Binance Coin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDT-USD
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 Пропорциональный has an expense ratio of 0.01% 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
USD=X
N/A
O
N/A
SPG
N/A
KIM
N/A
REG
N/A
VTI
N/A
SPY
N/A
IVV
N/A
VOO
N/A
KO
N/A
MSFT
N/A
MCD
N/A
AMZN
Amazon.com, Inc.
0.22
JNJ
N/A
GOOGL
Alphabet Inc.
0.87
TSLA
N/A
NVDA
N/A
AAPL
Apple Inc.
0.51
PEP
N/A
JPM
N/A
BLK
BlackRock, Inc.
0.38
TROW
N/A
ALLY
Ally Financial Inc.
-0.27
UPS
N/A
HPQ
HP Inc.
0.14
FAST
Fastenal Company
0.73
HD
The Home Depot, Inc.
0.55
APD
Air Products and Chemicals, Inc.
0.84
TXN
N/A
MFC
N/A
PKG
N/A
BAH
Booz Allen Hamilton Holding Corporation
0.76
GLW
Corning Incorporated
0.04
WSM
N/A
FITB
Fifth Third Bancorp
-0.55
FNF
Fidelity National Financial, Inc.
0.49
SWKS
N/A
MDLZ
N/A
PLD
N/A
DVN
Devon Energy Corporation
-0.62
CNQ
Canadian Natural Resources Limited
0.67
TSCO
N/A
AFL
Aflac Incorporated
1.42
SNA
N/A
HIG
The Hartford Financial Services Group, Inc.
0.63
BTC-USD
Bitcoin
1.37
ETH-USD
Ethereum
0.44
BNB-USD
Binance Coin
-0.69
USDT-USD
N/A

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.12%
-8.22%
Пропорциональный
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Пропорциональный. 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 Пропорциональный is 38.51%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.51%Feb 15, 202038Mar 23, 2020162Sep 1, 2020200
-25.03%Nov 8, 2021329Oct 2, 2022
-20.09%Jan 14, 2018346Dec 25, 2018101Apr 5, 2019447
-9.68%Sep 3, 202021Sep 23, 202047Nov 9, 202068
-7.65%May 10, 202171Jul 19, 202123Aug 11, 202194

Volatility Chart

The current Пропорциональный volatility is 1.79%, 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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.79%
2.21%
Пропорциональный
Benchmark (^GSPC)
Portfolio components