Пропорциональный

Last updated Sep 21, 2023

Asset Allocation

Position	Category/Sector	Weight
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 Cyclical	1.5%
JNJ		1.5%
GOOGL Alphabet Inc.	Communication Services	1.5%
TSLA		1.5%
NVDA		1.5%
AAPL Apple Inc.	Technology	1.5%
PEP		1.5%
JPM		1.2%
BLK BlackRock, Inc.	Financial Services	1.2%
TROW		1.2%
ALLY Ally Financial Inc.	Financial Services	1.2%
UPS		1.2%
HPQ HP Inc.	Technology	1.2%
FAST Fastenal Company	Industrials	1.14%
HD The Home Depot, Inc.	Consumer Cyclical	1.14%
APD Air Products and Chemicals, Inc.	Basic Materials	1.14%
TXN		1.14%
MFC		1.14%
PKG		1.14%
BAH Booz Allen Hamilton Holding Corporation	Industrials	1.14%
GLW Corning Incorporated	Technology	1.14%
WSM		1.14%
FITB Fifth Third Bancorp	Financial Services	1.14%
FNF Fidelity National Financial, Inc.	Financial Services	1.14%
SWKS		1.14%
MDLZ		1.14%
PLD		1.14%
DVN Devon Energy Corporation	Energy	1.14%
CNQ Canadian Natural Resources Limited	Energy	1.14%
TSCO		1.14%
AFL Aflac Incorporated	Financial Services	1.14%
SNA		1.14%
HIG The Hartford Financial Services Group, Inc.	Financial Services	1.14%

Benchmark

Rebalance portfolio

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

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 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	0.06%	11.82%	14.66%	14.17%	5.78%	6.47%
Пропорциональный	0.36%	8.21%	12.48%	14.95%	12.91%	13.09%
Portfolio components:
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%
Returns over 1 year are annualized

Asset Correlations Table

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

	USD=X	USDT-USD	BNB-USD	BTC-USD	ETH-USD	TSLA	JNJ	TSCO	BAH	DVN	CNQ	PEP	O	MDLZ	WSM	MCD	KO	AMZN	PLD	FNF	NVDA	KIM	REG	HIG	SPG	PKG	UPS	GOOGL	FITB	AAPL	HD	MFC	APD	SWKS	SNA	FAST	ALLY	AFL	MSFT	JPM	HPQ	TXN	GLW	BLK	TROW	VTI	VOO	SPY	IVV
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	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	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	1.00	0.02	0.05	0.03	0.04	0.02	0.00	0.01	-0.00	-0.03	0.04	0.04	0.02	0.01	0.05	0.04	0.04	0.06	0.04	0.01	0.04	0.04	0.04	0.05	0.01	0.01	0.03	-0.01	0.05	0.02	0.05	0.03	0.02	-0.00	0.03	0.03	0.04	0.05	0.01	0.04	0.01	0.03	0.02	0.04	0.05	0.05	0.05	0.05
BNB-USD	0.00	0.02	1.00	0.67	0.69	0.11	0.08	0.09	0.09	0.07	0.11	0.09	0.08	0.06	0.13	0.10	0.08	0.14	0.11	0.13	0.15	0.11	0.11	0.09	0.12	0.10	0.10	0.14	0.11	0.14	0.13	0.13	0.12	0.12	0.12	0.12	0.12	0.11	0.15	0.09	0.13	0.14	0.12	0.15	0.16	0.18	0.18	0.18	0.18
BTC-USD	0.00	0.05	0.67	1.00	0.80	0.13	0.06	0.09	0.07	0.08	0.12	0.06	0.06	0.06	0.11	0.10	0.05	0.17	0.10	0.13	0.18	0.12	0.11	0.11	0.13	0.09	0.10	0.17	0.13	0.16	0.12	0.16	0.11	0.16	0.09	0.09	0.14	0.10	0.18	0.12	0.13	0.16	0.14	0.15	0.15	0.20	0.20	0.20	0.20
ETH-USD	0.00	0.03	0.69	0.80	1.00	0.12	0.08	0.08	0.07	0.09	0.14	0.08	0.05	0.07	0.13	0.09	0.07	0.16	0.10	0.11	0.18	0.11	0.09	0.10	0.11	0.10	0.10	0.18	0.12	0.17	0.13	0.15	0.13	0.16	0.10	0.10	0.13	0.11	0.18	0.11	0.14	0.16	0.14	0.15	0.16	0.20	0.20	0.20	0.20
TSLA	0.00	0.04	0.11	0.13	0.12	1.00	0.08	0.20	0.19	0.18	0.19	0.14	0.17	0.15	0.26	0.17	0.14	0.39	0.22	0.17	0.44	0.22	0.21	0.15	0.27	0.17	0.21	0.36	0.21	0.40	0.22	0.24	0.23	0.39	0.22	0.26	0.25	0.17	0.40	0.22	0.31	0.37	0.26	0.32	0.32	0.45	0.44	0.44	0.44
JNJ	0.00	0.02	0.08	0.06	0.08	0.08	1.00	0.21	0.29	0.11	0.11	0.45	0.27	0.42	0.13	0.34	0.44	0.17	0.31	0.20	0.14	0.22	0.26	0.25	0.21	0.30	0.27	0.25	0.18	0.25	0.30	0.25	0.33	0.20	0.24	0.33	0.18	0.34	0.30	0.26	0.25	0.28	0.31	0.32	0.30	0.36	0.39	0.39	0.38
TSCO	0.00	0.00	0.09	0.09	0.08	0.20	0.21	1.00	0.26	0.20	0.15	0.25	0.15	0.26	0.42	0.25	0.20	0.27	0.25	0.23	0.31	0.22	0.22	0.24	0.22	0.29	0.32	0.27	0.26	0.30	0.50	0.25	0.29	0.31	0.31	0.44	0.26	0.26	0.35	0.26	0.34	0.35	0.32	0.32	0.34	0.42	0.41	0.41	0.41
BAH	0.00	0.01	0.09	0.07	0.07	0.19	0.29	0.26	1.00	0.17	0.15	0.31	0.32	0.33	0.21	0.30	0.31	0.25	0.33	0.30	0.25	0.29	0.29	0.31	0.22	0.27	0.28	0.30	0.25	0.29	0.33	0.22	0.31	0.21	0.30	0.37	0.24	0.35	0.36	0.26	0.29	0.30	0.28	0.34	0.34	0.43	0.43	0.43	0.43
DVN	0.00	-0.00	0.07	0.08	0.09	0.18	0.11	0.20	0.17	1.00	0.69	0.09	0.14	0.13	0.27	0.15	0.16	0.18	0.13	0.30	0.24	0.30	0.29	0.38	0.35	0.37	0.28	0.25	0.47	0.25	0.22	0.45	0.29	0.33	0.36	0.27	0.45	0.40	0.21	0.44	0.40	0.32	0.40	0.37	0.36	0.45	0.43	0.43	0.43
CNQ	0.00	-0.03	0.11	0.12	0.14	0.19	0.11	0.15	0.15	0.69	1.00	0.10	0.15	0.14	0.26	0.17	0.19	0.19	0.17	0.31	0.25	0.30	0.28	0.32	0.35	0.36	0.28	0.26	0.42	0.27	0.25	0.49	0.31	0.29	0.38	0.27	0.40	0.37	0.21	0.41	0.37	0.32	0.37	0.38	0.36	0.45	0.43	0.43	0.43
PEP	0.00	0.04	0.09	0.06	0.08	0.14	0.45	0.25	0.31	0.09	0.10	1.00	0.40	0.66	0.18	0.44	0.68	0.24	0.42	0.24	0.18	0.28	0.33	0.29	0.26	0.26	0.30	0.28	0.15	0.32	0.36	0.19	0.37	0.21	0.25	0.36	0.19	0.34	0.36	0.21	0.23	0.29	0.27	0.33	0.31	0.40	0.43	0.43	0.43
O	0.00	0.04	0.08	0.06	0.05	0.17	0.27	0.15	0.32	0.14	0.15	0.40	1.00	0.37	0.20	0.34	0.45	0.18	0.61	0.34	0.17	0.61	0.65	0.33	0.56	0.26	0.27	0.23	0.22	0.24	0.32	0.23	0.31	0.22	0.31	0.32	0.26	0.35	0.29	0.22	0.23	0.26	0.27	0.28	0.29	0.38	0.38	0.38	0.38
MDLZ	0.00	0.02	0.06	0.06	0.07	0.15	0.42	0.26	0.33	0.13	0.14	0.66	0.37	1.00	0.19	0.40	0.60	0.23	0.41	0.28	0.19	0.33	0.35	0.32	0.29	0.30	0.33	0.28	0.22	0.30	0.35	0.24	0.38	0.22	0.29	0.36	0.23	0.39	0.34	0.26	0.23	0.29	0.29	0.35	0.34	0.42	0.45	0.45	0.45
WSM	0.00	0.01	0.13	0.11	0.13	0.26	0.13	0.42	0.21	0.27	0.26	0.18	0.20	0.19	1.00	0.21	0.17	0.33	0.25	0.30	0.37	0.32	0.31	0.26	0.35	0.30	0.38	0.29	0.34	0.29	0.47	0.32	0.29	0.35	0.38	0.39	0.36	0.29	0.30	0.32	0.39	0.36	0.38	0.40	0.42	0.46	0.44	0.44	0.44
MCD	0.00	0.05	0.10	0.10	0.09	0.17	0.34	0.25	0.30	0.15	0.17	0.44	0.34	0.40	0.21	1.00	0.47	0.24	0.38	0.31	0.23	0.32	0.33	0.36	0.29	0.28	0.33	0.29	0.26	0.33	0.37	0.28	0.36	0.25	0.30	0.35	0.30	0.37	0.36	0.32	0.32	0.33	0.32	0.36	0.31	0.44	0.45	0.45	0.45
KO	0.00	0.04	0.08	0.05	0.07	0.14	0.44	0.20	0.31	0.16	0.19	0.68	0.45	0.60	0.17	0.47	1.00	0.19	0.41	0.31	0.14	0.35	0.39	0.38	0.32	0.34	0.34	0.28	0.27	0.27	0.33	0.29	0.42	0.18	0.34	0.34	0.27	0.45	0.31	0.32	0.27	0.29	0.30	0.36	0.32	0.42	0.45	0.45	0.44
AMZN	0.00	0.04	0.14	0.17	0.16	0.39	0.17	0.27	0.25	0.18	0.19	0.24	0.18	0.23	0.33	0.24	0.19	1.00	0.29	0.25	0.57	0.17	0.20	0.16	0.21	0.21	0.33	0.65	0.23	0.58	0.37	0.28	0.31	0.47	0.25	0.37	0.31	0.18	0.65	0.28	0.39	0.49	0.34	0.43	0.44	0.60	0.62	0.61	0.61
PLD	0.00	0.06	0.11	0.10	0.10	0.22	0.31	0.25	0.33	0.13	0.17	0.42	0.61	0.41	0.25	0.38	0.41	0.29	1.00	0.35	0.30	0.48	0.53	0.31	0.47	0.30	0.36	0.35	0.24	0.36	0.39	0.25	0.37	0.31	0.32	0.39	0.28	0.33	0.42	0.26	0.29	0.35	0.31	0.38	0.36	0.49	0.50	0.50	0.50
FNF	0.00	0.04	0.13	0.13	0.11	0.17	0.20	0.23	0.30	0.30	0.31	0.24	0.34	0.28	0.30	0.31	0.31	0.25	0.35	1.00	0.26	0.42	0.41	0.49	0.39	0.39	0.34	0.30	0.45	0.29	0.38	0.45	0.40	0.33	0.42	0.37	0.47	0.52	0.30	0.43	0.43	0.37	0.40	0.45	0.44	0.51	0.50	0.50	0.50
NVDA	0.00	0.01	0.15	0.18	0.18	0.44	0.14	0.31	0.25	0.24	0.25	0.18	0.17	0.19	0.37	0.23	0.14	0.57	0.30	0.26	1.00	0.20	0.19	0.19	0.23	0.25	0.37	0.57	0.29	0.57	0.40	0.32	0.37	0.63	0.30	0.40	0.35	0.24	0.62	0.33	0.47	0.64	0.42	0.47	0.48	0.63	0.63	0.63	0.63
KIM	0.00	0.04	0.11	0.12	0.11	0.22	0.22	0.22	0.29	0.30	0.30	0.28	0.61	0.33	0.32	0.32	0.35	0.17	0.48	0.42	0.20	1.00	0.79	0.44	0.72	0.41	0.32	0.23	0.42	0.25	0.37	0.37	0.31	0.29	0.44	0.34	0.47	0.46	0.26	0.42	0.35	0.31	0.40	0.37	0.38	0.47	0.46	0.46	0.46
REG	0.00	0.04	0.11	0.11	0.09	0.21	0.26	0.22	0.29	0.29	0.28	0.33	0.65	0.35	0.31	0.33	0.39	0.20	0.53	0.41	0.19	0.79	1.00	0.44	0.73	0.38	0.33	0.25	0.41	0.26	0.38	0.37	0.35	0.27	0.45	0.34	0.45	0.44	0.28	0.40	0.36	0.31	0.37	0.35	0.39	0.47	0.46	0.47	0.47
HIG	0.00	0.04	0.09	0.11	0.10	0.15	0.25	0.24	0.31	0.38	0.32	0.29	0.33	0.32	0.26	0.36	0.38	0.16	0.31	0.49	0.19	0.44	0.44	1.00	0.44	0.45	0.36	0.23	0.60	0.24	0.32	0.51	0.40	0.31	0.45	0.33	0.50	0.67	0.25	0.59	0.42	0.33	0.42	0.45	0.45	0.48	0.48	0.48	0.48
SPG	0.00	0.05	0.12	0.13	0.11	0.27	0.21	0.22	0.22	0.35	0.35	0.26	0.56	0.29	0.35	0.29	0.32	0.21	0.47	0.39	0.23	0.72	0.73	0.44	1.00	0.38	0.34	0.26	0.44	0.30	0.35	0.41	0.32	0.31	0.46	0.32	0.49	0.44	0.28	0.44	0.39	0.32	0.41	0.39	0.41	0.48	0.47	0.47	0.47
PKG	0.00	0.01	0.10	0.09	0.10	0.17	0.30	0.29	0.27	0.37	0.36	0.26	0.26	0.30	0.30	0.28	0.34	0.21	0.30	0.39	0.25	0.41	0.38	0.45	0.38	1.00	0.46	0.29	0.49	0.29	0.37	0.49	0.46	0.36	0.52	0.43	0.48	0.48	0.28	0.49	0.43	0.37	0.50	0.47	0.48	0.51	0.50	0.50	0.50
UPS	0.00	0.01	0.10	0.10	0.10	0.21	0.27	0.32	0.28	0.28	0.28	0.30	0.27	0.33	0.38	0.33	0.34	0.33	0.36	0.34	0.37	0.32	0.33	0.36	0.34	0.46	1.00	0.34	0.40	0.40	0.48	0.37	0.44	0.39	0.45	0.52	0.37	0.38	0.40	0.42	0.43	0.43	0.48	0.49	0.52	0.55	0.55	0.55	0.55
GOOGL	0.00	0.03	0.14	0.17	0.18	0.36	0.25	0.27	0.30	0.25	0.26	0.28	0.23	0.28	0.29	0.29	0.28	0.65	0.35	0.30	0.57	0.23	0.25	0.23	0.26	0.29	0.34	1.00	0.30	0.61	0.39	0.36	0.38	0.52	0.32	0.42	0.37	0.29	0.70	0.36	0.45	0.55	0.45	0.51	0.49	0.67	0.69	0.69	0.69
FITB	0.00	-0.01	0.11	0.13	0.12	0.21	0.18	0.26	0.25	0.47	0.42	0.15	0.22	0.22	0.34	0.26	0.27	0.23	0.24	0.45	0.29	0.42	0.41	0.60	0.44	0.49	0.40	0.30	1.00	0.27	0.36	0.59	0.38	0.39	0.51	0.38	0.68	0.61	0.27	0.75	0.50	0.37	0.51	0.55	0.57	0.55	0.54	0.54	0.54
AAPL	0.00	0.05	0.14	0.16	0.17	0.40	0.25	0.30	0.29	0.25	0.27	0.32	0.24	0.30	0.29	0.33	0.27	0.58	0.36	0.29	0.57	0.25	0.26	0.24	0.30	0.29	0.40	0.61	0.27	1.00	0.40	0.35	0.41	0.59	0.34	0.42	0.34	0.29	0.66	0.35	0.47	0.57	0.46	0.46	0.47	0.68	0.70	0.70	0.70
HD	0.00	0.02	0.13	0.12	0.13	0.22	0.30	0.50	0.33	0.22	0.25	0.36	0.32	0.35	0.47	0.37	0.33	0.37	0.39	0.38	0.40	0.37	0.38	0.32	0.35	0.37	0.48	0.39	0.36	0.40	1.00	0.36	0.44	0.41	0.44	0.53	0.39	0.37	0.46	0.38	0.45	0.48	0.45	0.49	0.50	0.58	0.59	0.59	0.59
MFC	0.00	0.05	0.13	0.16	0.15	0.24	0.25	0.25	0.22	0.45	0.49	0.19	0.23	0.24	0.32	0.28	0.29	0.28	0.25	0.45	0.32	0.37	0.37	0.51	0.41	0.49	0.37	0.36	0.59	0.35	0.36	1.00	0.45	0.42	0.50	0.39	0.56	0.57	0.33	0.60	0.50	0.41	0.51	0.54	0.52	0.57	0.56	0.56	0.56
APD	0.00	0.03	0.12	0.11	0.13	0.23	0.33	0.29	0.31	0.29	0.31	0.37	0.31	0.38	0.29	0.36	0.42	0.31	0.37	0.40	0.37	0.31	0.35	0.40	0.32	0.46	0.44	0.38	0.38	0.41	0.44	0.45	1.00	0.43	0.46	0.47	0.40	0.46	0.44	0.45	0.45	0.49	0.47	0.54	0.49	0.60	0.60	0.60	0.60
SWKS	0.00	0.02	0.12	0.16	0.16	0.39	0.20	0.31	0.21	0.33	0.29	0.21	0.22	0.22	0.35	0.25	0.18	0.47	0.31	0.33	0.63	0.29	0.27	0.31	0.31	0.36	0.39	0.52	0.39	0.59	0.41	0.42	0.43	1.00	0.41	0.43	0.43	0.33	0.54	0.42	0.52	0.72	0.54	0.50	0.53	0.67	0.66	0.66	0.66
SNA	0.00	-0.00	0.12	0.09	0.10	0.22	0.24	0.31	0.30	0.36	0.38	0.25	0.31	0.29	0.38	0.30	0.34	0.25	0.32	0.42	0.30	0.44	0.45	0.45	0.46	0.52	0.45	0.32	0.51	0.34	0.44	0.50	0.46	0.41	1.00	0.53	0.50	0.53	0.33	0.52	0.51	0.42	0.54	0.47	0.52	0.56	0.55	0.55	0.55
FAST	0.00	0.03	0.12	0.09	0.10	0.26	0.33	0.44	0.37	0.27	0.27	0.36	0.32	0.36	0.39	0.35	0.34	0.37	0.39	0.37	0.40	0.34	0.34	0.33	0.32	0.43	0.52	0.42	0.38	0.42	0.53	0.39	0.47	0.43	0.53	1.00	0.39	0.39	0.44	0.42	0.44	0.50	0.48	0.50	0.51	0.60	0.60	0.60	0.60
ALLY	0.00	0.03	0.12	0.14	0.13	0.25	0.18	0.26	0.24	0.45	0.40	0.19	0.26	0.23	0.36	0.30	0.27	0.31	0.28	0.47	0.35	0.47	0.45	0.50	0.49	0.48	0.37	0.37	0.68	0.34	0.39	0.56	0.40	0.43	0.50	0.39	1.00	0.52	0.34	0.63	0.49	0.44	0.54	0.56	0.57	0.59	0.57	0.57	0.57
AFL	0.00	0.04	0.11	0.10	0.11	0.17	0.34	0.26	0.35	0.40	0.37	0.34	0.35	0.39	0.29	0.37	0.45	0.18	0.33	0.52	0.24	0.46	0.44	0.67	0.44	0.48	0.38	0.29	0.61	0.29	0.37	0.57	0.46	0.33	0.53	0.39	0.52	1.00	0.31	0.64	0.46	0.38	0.48	0.53	0.52	0.55	0.56	0.56	0.56
MSFT	0.00	0.05	0.15	0.18	0.18	0.40	0.30	0.35	0.36	0.21	0.21	0.36	0.29	0.34	0.30	0.36	0.31	0.65	0.42	0.30	0.62	0.26	0.28	0.25	0.28	0.28	0.40	0.70	0.27	0.66	0.46	0.33	0.44	0.54	0.33	0.44	0.34	0.31	1.00	0.33	0.48	0.59	0.45	0.51	0.52	0.72	0.74	0.74	0.74
JPM	0.00	0.01	0.09	0.12	0.11	0.22	0.26	0.26	0.26	0.44	0.41	0.21	0.22	0.26	0.32	0.32	0.32	0.28	0.26	0.43	0.33	0.42	0.40	0.59	0.44	0.49	0.42	0.36	0.75	0.35	0.38	0.60	0.45	0.42	0.52	0.42	0.63	0.64	0.33	1.00	0.51	0.42	0.53	0.61	0.57	0.59	0.60	0.60	0.60
HPQ	0.00	0.04	0.13	0.13	0.14	0.31	0.25	0.34	0.29	0.40	0.37	0.23	0.23	0.23	0.39	0.32	0.27	0.39	0.29	0.43	0.47	0.35	0.36	0.42	0.39	0.43	0.43	0.45	0.50	0.47	0.45	0.50	0.45	0.52	0.51	0.44	0.49	0.46	0.48	0.51	1.00	0.55	0.56	0.53	0.54	0.66	0.65	0.65	0.65
TXN	0.00	0.01	0.14	0.16	0.16	0.37	0.28	0.35	0.30	0.32	0.32	0.29	0.26	0.29	0.36	0.33	0.29	0.49	0.35	0.37	0.64	0.31	0.31	0.33	0.32	0.37	0.43	0.55	0.37	0.57	0.48	0.41	0.49	0.72	0.42	0.50	0.44	0.38	0.59	0.42	0.55	1.00	0.57	0.54	0.55	0.70	0.71	0.71	0.71
GLW	0.00	0.03	0.12	0.14	0.14	0.26	0.31	0.32	0.28	0.40	0.37	0.27	0.27	0.29	0.38	0.32	0.30	0.34	0.31	0.40	0.42	0.40	0.37	0.42	0.41	0.50	0.48	0.45	0.51	0.46	0.45	0.51	0.47	0.54	0.54	0.48	0.54	0.48	0.45	0.53	0.56	0.57	1.00	0.58	0.58	0.66	0.66	0.66	0.66
BLK	0.00	0.02	0.15	0.15	0.15	0.32	0.32	0.32	0.34	0.37	0.38	0.33	0.28	0.35	0.40	0.36	0.36	0.43	0.38	0.45	0.47	0.37	0.35	0.45	0.39	0.47	0.49	0.51	0.55	0.46	0.49	0.54	0.54	0.50	0.47	0.50	0.56	0.53	0.51	0.61	0.53	0.54	0.58	1.00	0.74	0.71	0.71	0.71	0.71
TROW	0.00	0.04	0.16	0.15	0.16	0.32	0.30	0.34	0.34	0.36	0.36	0.31	0.29	0.34	0.42	0.31	0.32	0.44	0.36	0.44	0.48	0.38	0.39	0.45	0.41	0.48	0.52	0.49	0.57	0.47	0.50	0.52	0.49	0.53	0.52	0.51	0.57	0.52	0.52	0.57	0.54	0.55	0.58	0.74	1.00	0.72	0.71	0.71	0.71
VTI	0.00	0.05	0.18	0.20	0.20	0.45	0.36	0.42	0.43	0.45	0.45	0.40	0.38	0.42	0.46	0.44	0.42	0.60	0.49	0.51	0.63	0.47	0.47	0.48	0.48	0.51	0.55	0.67	0.55	0.68	0.58	0.57	0.60	0.67	0.56	0.60	0.59	0.55	0.72	0.59	0.66	0.70	0.66	0.71	0.72	1.00	0.98	0.98	0.98
VOO	0.00	0.05	0.18	0.20	0.20	0.44	0.39	0.41	0.43	0.43	0.43	0.43	0.38	0.45	0.44	0.45	0.45	0.62	0.50	0.50	0.63	0.46	0.46	0.48	0.47	0.50	0.55	0.69	0.54	0.70	0.59	0.56	0.60	0.66	0.55	0.60	0.57	0.56	0.74	0.60	0.65	0.71	0.66	0.71	0.71	0.98	1.00	1.00	1.00
SPY	0.00	0.05	0.18	0.20	0.20	0.44	0.39	0.41	0.43	0.43	0.43	0.43	0.38	0.45	0.44	0.45	0.45	0.61	0.50	0.50	0.63	0.46	0.47	0.48	0.47	0.50	0.55	0.69	0.54	0.70	0.59	0.56	0.60	0.66	0.55	0.60	0.57	0.56	0.74	0.60	0.65	0.71	0.66	0.71	0.71	0.98	1.00	1.00	1.00
IVV	0.00	0.05	0.18	0.20	0.20	0.44	0.38	0.41	0.43	0.43	0.43	0.43	0.38	0.45	0.44	0.45	0.44	0.61	0.50	0.50	0.63	0.46	0.47	0.48	0.47	0.50	0.55	0.69	0.54	0.70	0.59	0.56	0.60	0.66	0.55	0.60	0.57	0.56	0.74	0.60	0.65	0.71	0.66	0.71	0.71	0.98	1.00	1.00	1.00

Sharpe Ratio

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

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.

Not enough data

Dividend yield

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

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Пропорциональный	2.71%	2.69%	2.01%	2.75%	2.72%	3.18%	2.72%	2.72%	2.86%	2.77%	3.14%	4.11%
Portfolio components:
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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer 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.

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, 2020	38	Mar 23, 2020	162	Sep 1, 2020	200
-25.03%	Nov 8, 2021	329	Oct 2, 2022	—	—	—
-20.09%	Jan 14, 2018	346	Dec 25, 2018	101	Apr 5, 2019	447
-9.68%	Sep 3, 2020	21	Sep 23, 2020	47	Nov 9, 2020	68
-7.65%	May 10, 2021	71	Jul 19, 2021	23	Aug 11, 2021	94

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.

Пропорциональный

Benchmark (^GSPC)

Portfolio components