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#3

Last updated Sep 21, 2023

Asset Allocation


AAPL 3.33%ACN 3.33%CAT 3.33%CCI 3.33%CRM 3.33%CVX 3.33%DG 3.33%DHR 3.33%HAL 3.33%HCA 3.33%HD 3.33%HLT 3.33%JPM 3.33%LOW 3.33%LPLA 3.33%LRCX 3.33%MAR 3.33%MCD 3.33%MCHP 3.33%PG 3.33%STZ 3.33%V 3.33%WMT 3.33%YUM 3.33%ZTS 3.33%AVGO 3.33%TXRH 3.33%SHW 3.33%MA 3.33%DECK 3.33%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology3.33%
ACN
Accenture plc
Technology3.33%
CAT
Caterpillar Inc.
Industrials3.33%
CCI
Crown Castle International Corp.
Real Estate3.33%
CRM
salesforce.com, inc.
Technology3.33%
CVX
Chevron Corporation
Energy3.33%
DG
Dollar General Corporation
Consumer Defensive3.33%
DHR
Danaher Corporation
Healthcare3.33%
HAL
Halliburton Company
Energy3.33%
HCA
HCA Healthcare, Inc.
Healthcare3.33%
HD
The Home Depot, Inc.
Consumer Cyclical3.33%
HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical3.33%
JPM
JPMorgan Chase & Co.
Financial Services3.33%
LOW
Lowe's Companies, Inc.
Consumer Cyclical3.33%
LPLA
LPL Financial Holdings Inc.
Financial Services3.33%
LRCX
Lam Research Corporation
Technology3.33%
MAR
Marriott International, Inc.
Consumer Cyclical3.33%
MCD
3.33%
MCHP
3.33%
PG
3.33%
STZ
3.33%
V
3.33%
WMT
3.33%
YUM
3.33%
ZTS
3.33%
AVGO
Broadcom Inc.
Technology3.33%
TXRH
3.33%
SHW
3.33%
MA
Mastercard Inc
Financial Services3.33%
DECK
Deckers Outdoor Corporation
Consumer Cyclical3.33%

Performance

The chart shows the growth of an initial investment of $10,000 in #3, 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
11.27%
10.86%
#3
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the #3 returned 13.55% Year-To-Date and 19.10% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.76%
#3-1.07%11.01%13.55%23.29%17.65%19.10%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%26.61%
ACN
Accenture plc
2.56%17.50%20.11%21.29%14.46%18.11%
CAT
Caterpillar Inc.
3.11%28.29%18.07%65.60%15.09%16.06%
CCI
Crown Castle International Corp.
-0.40%-19.46%-25.63%-35.62%0.80%6.61%
CRM
salesforce.com, inc.
3.03%13.65%60.67%44.30%6.52%15.79%
CVX
Chevron Corporation
4.81%9.98%-4.48%11.46%11.41%7.77%
DG
Dollar General Corporation
-27.64%-42.63%-52.74%-51.35%2.26%7.86%
DHR
Danaher Corporation
1.91%3.28%-3.91%-4.83%19.25%17.32%
HAL
Halliburton Company
7.45%41.63%6.35%55.04%2.19%-0.15%
HCA
HCA Healthcare, Inc.
-7.29%1.01%6.66%29.02%14.87%19.75%
HD
The Home Depot, Inc.
-3.59%10.98%0.48%17.58%10.63%17.83%
HLT
Hilton Worldwide Holdings Inc.
1.94%12.81%21.25%23.07%13.96%14.16%
JPM
JPMorgan Chase & Co.
1.31%18.65%13.05%35.98%7.95%13.56%
LOW
Lowe's Companies, Inc.
-4.80%14.40%9.48%16.43%15.05%18.96%
LPLA
LPL Financial Holdings Inc.
7.81%21.35%14.60%8.50%31.62%21.54%
LRCX
Lam Research Corporation
-6.91%18.88%48.63%57.29%33.96%31.09%
MAR
Marriott International, Inc.
-2.01%25.63%35.31%36.30%9.65%17.42%
MCD
-0.58%3.91%6.93%12.86%13.54%14.71%
MCHP
-4.37%-5.84%10.78%20.77%14.96%16.54%
PG
1.08%8.08%3.18%16.03%15.32%9.72%
STZ
1.78%22.70%14.22%11.19%5.39%15.77%
V
0.54%9.07%17.09%30.36%10.80%18.15%
WMT
4.39%17.40%16.93%23.48%13.27%10.18%
YUM
-1.39%0.44%0.59%14.97%9.22%11.81%
ZTS
-0.19%13.04%24.67%21.06%15.92%20.65%
AVGO
Broadcom Inc.
-2.42%31.34%51.23%76.85%31.90%38.32%
TXRH
-4.32%-4.00%11.33%13.74%9.00%16.11%
SHW
-3.92%24.88%10.31%22.73%11.69%17.37%
MA
Mastercard Inc
3.19%16.19%18.61%35.66%13.76%19.25%
DECK
Deckers Outdoor Corporation
-5.71%18.42%31.20%58.84%36.48%20.74%

Asset Correlations Table

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

DGCCIWMTPGHALTXRHDECKCVXSTZHCAMCDLPLACRMZTSAAPLHLTSHWYUMCATDHRMARAVGOLRCXLOWJPMMCHPHDVMAACN
DG1.000.250.440.310.110.250.270.140.250.270.290.200.250.300.250.190.320.300.210.290.200.250.240.450.210.230.460.270.270.31
CCI0.251.000.290.390.120.160.180.180.320.260.360.140.300.380.290.210.360.350.190.380.190.260.240.300.200.230.340.330.330.39
WMT0.440.291.000.450.140.220.210.210.290.240.350.180.210.310.280.190.330.320.250.320.200.230.240.370.260.240.420.290.290.35
PG0.310.390.451.000.140.190.160.230.330.260.420.150.240.340.290.210.380.370.250.390.230.230.240.320.270.240.370.360.370.40
HAL0.110.120.140.141.000.260.270.710.270.310.180.430.210.200.250.370.210.260.580.220.390.310.310.290.480.350.260.290.310.31
TXRH0.250.160.220.190.261.000.350.230.280.310.340.350.290.260.260.390.280.400.280.240.420.270.280.370.360.320.350.320.350.35
DECK0.270.180.210.160.270.351.000.240.250.310.260.360.320.290.310.390.330.330.350.330.380.330.340.400.370.390.410.340.360.37
CVX0.140.180.210.230.710.230.241.000.290.320.260.430.230.240.270.350.240.300.570.270.370.310.310.290.510.350.300.360.360.38
STZ0.250.320.290.330.270.280.250.291.000.330.360.320.310.340.320.330.350.380.320.350.350.320.330.350.360.320.390.410.400.42
HCA0.270.260.240.260.310.310.310.320.331.000.330.350.290.390.310.370.390.380.380.350.370.350.320.370.420.350.380.360.370.40
MCD0.290.360.350.420.180.340.260.260.360.331.000.270.310.360.330.330.370.570.310.380.350.320.280.370.360.300.410.430.440.43
LPLA0.200.140.180.150.430.350.360.430.320.350.271.000.350.280.320.440.310.340.500.310.450.360.390.370.620.420.350.420.430.42
CRM0.250.300.210.240.210.290.320.230.310.290.310.351.000.440.500.360.390.360.280.460.370.480.470.390.330.470.390.540.550.54
ZTS0.300.380.310.340.200.260.290.240.340.390.360.280.441.000.430.320.450.420.320.550.320.410.410.400.330.400.440.470.480.52
AAPL0.250.290.280.290.250.260.310.270.320.310.330.320.500.431.000.370.380.340.360.450.380.570.530.380.380.520.400.500.510.51
HLT0.190.210.190.210.370.390.390.350.330.370.330.440.360.320.371.000.360.420.460.320.800.400.410.400.480.460.390.480.480.41
SHW0.320.360.330.380.210.280.330.240.350.390.370.310.390.450.380.361.000.410.370.490.380.400.410.530.380.410.550.450.460.51
YUM0.300.350.320.370.260.400.330.300.380.380.570.340.360.420.340.420.411.000.380.410.420.370.370.410.410.380.450.480.480.45
CAT0.210.190.250.250.580.280.350.570.320.380.310.500.280.320.360.460.370.381.000.380.490.420.430.410.590.480.390.430.440.45
DHR0.290.380.320.390.220.240.330.270.350.350.380.310.460.550.450.320.490.410.381.000.330.450.430.420.370.460.470.500.510.56
MAR0.200.190.200.230.390.420.380.370.350.370.350.450.370.320.380.800.380.420.490.331.000.420.440.410.510.480.410.470.480.45
AVGO0.250.260.230.230.310.270.330.310.320.350.320.360.480.410.570.400.400.370.420.450.421.000.640.380.410.690.390.470.490.51
LRCX0.240.240.240.240.310.280.340.310.330.320.280.390.470.410.530.410.410.370.430.430.440.641.000.380.440.730.400.490.510.49
LOW0.450.300.370.320.290.370.400.290.350.370.370.370.390.400.380.400.530.410.410.420.410.380.381.000.420.420.790.430.440.48
JPM0.210.200.260.270.480.360.370.510.360.420.360.620.330.330.380.480.380.410.590.370.510.410.440.421.000.470.420.480.490.48
MCHP0.230.230.240.240.350.320.390.350.320.350.300.420.470.400.520.460.410.380.480.460.480.690.730.420.471.000.430.490.510.54
HD0.460.340.420.370.260.350.410.300.390.380.410.350.390.440.400.390.550.450.390.470.410.390.400.790.420.431.000.470.470.53
V0.270.330.290.360.290.320.340.360.410.360.430.420.540.470.500.480.450.480.430.500.470.470.490.430.480.490.471.000.850.61
MA0.270.330.290.370.310.350.360.360.400.370.440.430.550.480.510.480.460.480.440.510.480.490.510.440.490.510.470.851.000.63
ACN0.310.390.350.400.310.350.370.380.420.400.430.420.540.520.510.410.510.450.450.560.450.510.490.480.480.540.530.610.631.00

Sharpe Ratio

The current #3 Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.12

The Sharpe ratio of #3 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.12
0.74
#3
Benchmark (^GSPC)
Portfolio components

Dividend yield

#3 granted a 1.57% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
#31.57%1.52%1.19%1.47%1.71%1.99%1.60%2.00%2.14%1.79%1.59%2.77%
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%
ACN
Accenture plc
1.41%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
CAT
Caterpillar Inc.
1.76%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
CCI
Crown Castle International Corp.
6.47%4.59%2.83%3.45%3.70%4.68%4.35%5.34%5.18%3.31%0.00%0.00%
CRM
salesforce.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%
CVX
Chevron Corporation
3.57%3.25%4.82%6.85%4.68%5.08%4.42%4.85%6.62%5.46%4.70%5.05%
DG
Dollar General Corporation
1.97%1.07%0.70%0.68%0.83%1.09%0.88%1.44%1.32%0.00%0.00%0.00%
DHR
Danaher Corporation
0.41%0.38%0.26%0.33%0.45%0.63%0.62%0.65%0.60%0.49%0.14%0.19%
HAL
Halliburton Company
1.45%1.24%0.81%1.73%3.11%2.96%1.64%1.50%2.43%1.87%1.22%1.24%
HCA
HCA Healthcare, Inc.
0.93%0.94%0.76%0.48%1.12%1.18%0.00%0.00%0.00%0.00%0.00%22.77%
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%
HLT
Hilton Worldwide Holdings Inc.
0.39%0.36%0.00%0.14%0.55%0.85%0.77%1.06%0.68%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.70%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
LOW
Lowe's Companies, Inc.
1.98%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
LPLA
LPL Financial Holdings Inc.
0.47%0.46%0.62%0.97%1.12%1.71%1.85%3.08%2.64%2.48%1.63%9.53%
LRCX
Lam Research Corporation
1.16%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
MAR
Marriott International, Inc.
0.92%0.68%0.00%0.37%1.24%1.48%0.99%1.47%1.52%1.08%1.43%1.47%
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%
MCHP
1.93%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PG
2.42%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
STZ
1.29%1.38%1.24%1.42%1.66%1.83%0.93%1.08%0.72%0.00%0.00%0.00%
V
0.74%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
WMT
1.38%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
YUM
1.88%1.81%1.49%1.82%1.79%1.71%1.63%2.42%2.67%2.46%2.19%2.20%
ZTS
0.80%0.89%0.42%0.49%0.51%0.61%0.61%0.74%0.73%0.71%0.64%0.00%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
TXRH
2.12%2.05%1.38%0.48%2.26%1.81%1.75%1.76%2.17%2.06%2.05%3.30%
SHW
0.93%1.02%0.64%0.75%0.80%0.91%0.87%1.33%1.11%0.91%1.20%1.13%
MA
Mastercard Inc
0.54%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%
DECK
Deckers Outdoor Corporation
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 #3 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.


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
AAPL
Apple Inc.
0.51
ACN
Accenture plc
0.62
CAT
Caterpillar Inc.
1.89
CCI
Crown Castle International Corp.
-1.31
CRM
salesforce.com, inc.
1.10
CVX
Chevron Corporation
0.40
DG
Dollar General Corporation
-1.58
DHR
Danaher Corporation
-0.30
HAL
Halliburton Company
1.11
HCA
HCA Healthcare, Inc.
0.91
HD
The Home Depot, Inc.
0.55
HLT
Hilton Worldwide Holdings Inc.
0.64
JPM
JPMorgan Chase & Co.
1.19
LOW
Lowe's Companies, Inc.
0.45
LPLA
LPL Financial Holdings Inc.
0.21
LRCX
Lam Research Corporation
1.20
MAR
Marriott International, Inc.
1.10
MCD
N/A
MCHP
N/A
PG
N/A
STZ
N/A
V
N/A
WMT
N/A
YUM
N/A
ZTS
N/A
AVGO
Broadcom Inc.
2.14
TXRH
N/A
SHW
N/A
MA
Mastercard Inc
1.45
DECK
Deckers Outdoor Corporation
1.72

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.85%
-8.22%
#3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the #3. 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 #3 is 37.97%, recorded on Mar 23, 2020. It took 93 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.97%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-19.16%Jan 5, 2022113Jun 16, 2022209Apr 18, 2023322
-16.11%Sep 21, 201865Dec 24, 201834Feb 13, 201999
-14.83%Jun 23, 2015162Feb 11, 201632Mar 30, 2016194
-9.3%Jan 29, 20189Feb 8, 201880Jun 5, 201889

Volatility Chart

The current #3 volatility is 3.13%, 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%6.00%AprilMayJuneJulyAugustSeptember
3.13%
3.47%
#3
Benchmark (^GSPC)
Portfolio components