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#3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
Technology

3.33%

ACN
Accenture plc
Technology

3.33%

AVGO
Broadcom Inc.
Technology

3.33%

CAT
Caterpillar Inc.
Industrials

3.33%

CCI
Crown Castle International Corp.
Real Estate

3.33%

CRM
salesforce.com, inc.
Technology

3.33%

CVX
Chevron Corporation
Energy

3.33%

DECK
Deckers Outdoor Corporation
Consumer Cyclical

3.33%

DG
Dollar General Corporation
Consumer Defensive

3.33%

DHR
Danaher Corporation
Healthcare

3.33%

HAL
Halliburton Company
Energy

3.33%

HCA
HCA Healthcare, Inc.
Healthcare

3.33%

HD
The Home Depot, Inc.
Consumer Cyclical

3.33%

HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical

3.33%

JPM
JPMorgan Chase & Co.
Financial Services

3.33%

LOW
Lowe's Companies, Inc.
Consumer Cyclical

3.33%

LPLA
LPL Financial Holdings Inc.
Financial Services

3.33%

LRCX
Lam Research Corporation
Technology

3.33%

MA
Mastercard Inc
Financial Services

3.33%

MAR
Marriott International, Inc.
Consumer Cyclical

3.33%

MCD

3.33%

MCHP

3.33%

PG

3.33%

SHW

3.33%

STZ

3.33%

TXRH

3.33%

V

3.33%

WMT

3.33%

YUM

3.33%

ZTS

3.33%

S&P 500

Performance

Performance Chart

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


200.00%300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
582.95%
214.53%
#3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT

Returns By Period

As of Jul 12, 2024, the #3 returned 10.25% Year-To-Date and 19.70% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.08%3.89%16.83%24.87%13.16%10.96%
#310.25%0.84%10.35%19.16%19.43%19.73%
AAPL
Apple Inc
18.51%6.81%22.72%20.07%36.02%26.93%
ACN
Accenture plc
-14.07%4.75%-15.37%-3.94%10.36%16.20%
CAT
Caterpillar Inc.
12.92%0.73%14.97%31.82%21.96%14.79%
CCI
Crown Castle International Corp.
-8.44%4.31%-6.42%-5.83%-1.16%7.41%
CRM
salesforce.com, inc.
-4.29%6.66%-7.39%9.32%9.79%16.75%
CVX
Chevron Corporation
6.29%0.67%7.65%2.69%9.00%6.27%
DG
Dollar General Corporation
-1.98%5.81%-1.46%-19.11%-0.40%10.13%
DHR
Danaher Corporation
6.68%-6.83%9.57%16.86%15.19%22.71%
HAL
Halliburton Company
-6.08%-2.72%-1.53%-9.30%9.12%-5.45%
HCA
HCA Healthcare, Inc.
17.77%-6.66%12.97%8.20%18.62%19.91%
HD
The Home Depot, Inc.
3.41%2.80%0.75%15.41%12.89%18.82%
HLT
Hilton Worldwide Holdings Inc.
19.27%2.92%19.23%43.26%17.21%16.36%
JPM
JPMorgan Chase & Co.
24.11%8.91%24.11%42.85%15.85%16.77%
LOW
Lowe's Companies, Inc.
4.25%2.10%5.98%2.15%18.61%19.24%
LPLA
LPL Financial Holdings Inc.
16.78%-4.94%15.11%20.27%26.63%20.38%
LRCX
Lam Research Corporation
35.87%2.34%40.09%67.69%42.81%33.01%
MAR
Marriott International, Inc.
6.84%1.36%6.85%26.47%11.72%15.11%
MCD
-13.02%0.13%-12.12%-11.64%6.09%12.69%
MCHP
3.15%-2.57%8.92%1.77%16.84%16.56%
PG
14.41%0.22%11.33%13.99%10.29%10.50%
STZ
8.10%2.72%1.18%4.14%6.95%12.74%
V
1.22%-2.87%-0.24%8.74%8.57%17.69%
WMT
33.28%5.26%30.25%37.31%14.57%12.85%
YUM
0.11%-5.67%1.30%-2.87%5.03%10.08%
ZTS
-9.48%1.07%-10.20%4.95%10.23%19.47%
AVGO
Broadcom Inc.
53.97%14.43%55.16%94.97%47.62%40.92%
TXRH
38.11%-2.45%44.55%49.52%27.77%22.91%
SHW
1.12%4.90%4.26%18.97%16.00%17.79%
MA
Mastercard Inc
2.78%-1.34%2.00%9.60%9.95%19.53%
DECK
Deckers Outdoor Corporation
32.94%-14.51%25.75%64.75%37.96%26.85%

Monthly Returns

The table below presents the monthly returns of #3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.26%6.66%2.22%-5.27%3.10%0.79%10.25%
20236.54%-2.77%2.42%1.97%-1.58%7.25%4.20%-1.87%-5.16%-2.81%9.88%6.09%25.46%
2022-5.22%-2.75%2.99%-3.56%0.22%-9.94%10.88%-4.05%-7.57%12.47%6.80%-4.85%-7.13%
2021-2.55%6.58%5.10%4.97%0.60%0.21%3.38%0.77%-2.19%5.95%-0.22%7.51%33.79%
20200.22%-8.72%-16.28%16.04%7.49%2.60%6.21%8.49%-3.01%-0.86%13.46%3.78%27.88%
20197.26%5.04%1.86%5.18%-6.65%8.21%2.04%-0.28%1.40%2.24%3.43%3.98%38.33%
20185.75%-3.19%-0.73%0.55%3.16%-0.05%2.29%3.42%1.61%-6.71%3.68%-6.64%2.27%
20173.85%2.85%1.63%2.81%4.21%-0.47%2.04%1.72%3.72%4.23%4.24%2.96%39.38%
2016-4.15%0.24%9.07%0.39%2.16%0.44%6.44%0.17%-0.60%-1.40%5.62%0.81%20.11%
2015-2.79%8.56%-1.47%0.09%2.47%-0.73%0.82%-5.35%-3.15%6.15%1.32%-1.22%3.94%
2014-2.91%4.95%0.40%0.01%2.23%3.31%-1.47%6.07%-0.32%2.00%4.78%0.41%20.82%
20134.49%4.49%

Expense Ratio

#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

Risk-Adjusted Performance Rank

The current rank of #3 is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of #3 is 3939
#3
The Sharpe Ratio Rank of #3 is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of #3 is 3737Sortino Ratio Rank
The Omega Ratio Rank of #3 is 3838Omega Ratio Rank
The Calmar Ratio Rank of #3 is 5252Calmar Ratio Rank
The Martin Ratio Rank of #3 is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


#3
Sharpe ratio
The chart of Sharpe ratio for #3, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for #3, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for #3, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for #3, currently valued at 1.79, compared to the broader market0.002.004.006.008.0010.001.79
Martin ratio
The chart of Martin ratio for #3, currently valued at 5.17, compared to the broader market0.0010.0020.0030.0040.005.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.971.521.181.302.59
ACN
Accenture plc
-0.090.031.00-0.06-0.16
CAT
Caterpillar Inc.
1.311.861.251.574.16
CCI
Crown Castle International Corp.
-0.24-0.180.98-0.11-0.49
CRM
salesforce.com, inc.
0.410.731.130.381.25
CVX
Chevron Corporation
0.110.291.040.100.27
DG
Dollar General Corporation
-0.60-0.680.92-0.35-0.98
DHR
Danaher Corporation
0.751.261.150.482.71
HAL
Halliburton Company
-0.35-0.330.96-0.19-0.65
HCA
HCA Healthcare, Inc.
0.370.651.080.320.86
HD
The Home Depot, Inc.
0.821.291.150.521.76
HLT
Hilton Worldwide Holdings Inc.
2.273.121.374.5513.65
JPM
JPMorgan Chase & Co.
2.613.151.472.759.75
LOW
Lowe's Companies, Inc.
0.100.311.040.080.21
LPLA
LPL Financial Holdings Inc.
0.831.211.160.933.67
LRCX
Lam Research Corporation
2.152.791.353.8610.30
MAR
Marriott International, Inc.
1.321.881.232.335.24
MCD
-0.73-0.930.89-0.67-1.36
MCHP
0.200.501.060.260.60
PG
1.081.611.201.524.26
STZ
0.230.461.060.270.53
V
0.731.061.131.062.55
WMT
2.172.871.453.4110.17
YUM
-0.10-0.031.00-0.09-0.25
ZTS
0.210.491.060.140.49
AVGO
Broadcom Inc.
2.583.441.416.9116.20
TXRH
2.233.421.392.316.31
SHW
1.071.561.190.662.69
MA
Mastercard Inc
0.680.961.130.822.16
DECK
Deckers Outdoor Corporation
1.582.761.343.268.71

Sharpe Ratio

The current #3 Sharpe ratio is 1.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.58 to 2.51, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of #3 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.78
2.31
#3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

#3 granted a 1.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
#31.50%1.47%1.49%1.15%1.38%1.57%1.84%1.41%2.85%1.73%1.39%1.22%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ACN
Accenture plc
1.73%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
CAT
Caterpillar Inc.
1.57%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
CCI
Crown Castle International Corp.
6.12%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
CRM
salesforce.com, inc.
0.32%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
4.04%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
DG
Dollar General Corporation
1.79%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%0.00%
DHR
Danaher Corporation
0.43%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%
HAL
Halliburton Company
1.96%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
HCA
HCA Healthcare, Inc.
0.79%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%0.00%
HD
The Home Depot, Inc.
2.45%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
HLT
Hilton Worldwide Holdings Inc.
0.28%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.12%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
LOW
Lowe's Companies, Inc.
1.92%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
LPLA
LPL Financial Holdings Inc.
0.45%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%1.38%
LRCX
Lam Research Corporation
0.75%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
MAR
Marriott International, Inc.
0.91%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
MCD
2.56%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
MCHP
1.90%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
PG
2.31%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
STZ
1.42%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%0.00%0.00%
V
0.77%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
WMT
1.14%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
YUM
1.97%1.85%1.78%1.44%1.73%1.67%1.57%1.47%0.11%0.12%0.11%0.09%
ZTS
0.91%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
AVGO
Broadcom Inc.
1.19%1.71%3.02%2.24%3.05%3.54%4.48%1.94%1.52%1.23%1.34%1.87%
TXRH
1.38%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
SHW
0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
MA
Mastercard Inc
0.58%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
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%

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.48%
-0.88%
#3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the #3. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the #3 was 37.97%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current #3 drawdown is 1.48%.


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
-11.18%Aug 2, 202361Oct 26, 202325Dec 1, 202386

Volatility

Volatility Chart

The current #3 volatility is 1.85%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.85%
2.07%
#3
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

DGCCIWMTPGHALTXRHCVXDECKSTZHCAMCDLPLACRMZTSAAPLHLTYUMDHRAVGOSHWCATLRCXMARJPMLOWMCHPHDVACNMA
DG1.000.250.420.300.110.250.140.260.260.260.270.190.230.290.220.190.290.290.220.320.200.220.200.210.430.220.430.250.290.26
CCI0.251.000.280.370.120.150.170.170.320.250.360.130.290.370.290.200.340.370.240.360.200.230.180.210.300.230.340.320.370.31
WMT0.420.281.000.440.130.220.210.210.300.230.340.180.200.290.270.190.310.300.220.320.240.230.200.250.350.220.400.290.330.29
PG0.300.370.441.000.130.190.220.150.340.250.420.140.220.330.270.210.370.370.210.370.240.220.220.260.310.230.360.360.380.36
HAL0.110.120.130.131.000.250.710.250.270.300.170.410.200.190.240.360.250.210.300.200.570.300.380.460.290.340.260.270.300.30
TXRH0.250.150.220.190.251.000.220.350.280.300.340.340.290.250.250.390.400.240.260.290.280.280.420.350.360.310.360.310.330.34
CVX0.140.170.210.220.710.221.000.230.280.320.260.410.220.230.250.340.290.260.290.230.560.290.360.500.290.330.290.350.350.35
DECK0.260.170.210.150.250.350.231.000.240.310.250.360.320.290.300.390.320.320.330.320.340.340.370.360.400.380.410.340.360.36
STZ0.260.320.300.340.270.280.280.241.000.330.360.310.300.330.310.330.380.340.290.350.320.310.350.350.350.300.390.410.400.40
HCA0.260.250.230.250.300.300.320.310.331.000.320.340.280.380.300.370.380.360.340.380.380.320.370.410.380.350.380.360.390.37
MCD0.270.360.340.420.170.340.260.250.360.321.000.260.300.350.320.330.570.380.300.370.290.260.340.350.360.290.400.420.410.43
LPLA0.190.130.180.140.410.340.410.360.310.340.261.000.340.260.300.430.330.300.350.300.480.380.430.600.350.410.330.400.400.42
CRM0.230.290.200.220.200.290.220.320.300.280.300.341.000.420.490.350.350.440.470.380.290.460.370.320.390.470.380.540.530.54
ZTS0.290.370.290.330.190.250.230.290.330.380.350.260.421.000.420.310.410.530.390.440.310.390.320.320.400.390.440.450.500.47
AAPL0.220.290.270.270.240.250.250.300.310.300.320.300.490.421.000.360.330.420.550.380.350.510.370.360.370.500.390.490.480.49
HLT0.190.200.190.210.360.390.340.390.330.370.330.430.350.310.361.000.410.320.400.370.460.410.800.480.400.450.390.470.400.48
YUM0.290.340.310.370.250.400.290.320.380.380.570.330.350.410.330.411.000.400.360.410.370.360.420.390.400.370.440.470.440.48
DHR0.290.370.300.370.210.240.260.320.340.360.380.300.440.530.420.320.401.000.420.480.370.420.320.360.430.450.460.480.540.49
AVGO0.220.240.220.210.300.260.290.330.290.340.300.350.470.390.550.400.360.421.000.400.410.650.420.390.370.680.380.460.500.48
SHW0.320.360.320.370.200.290.230.320.350.380.370.300.380.440.380.370.410.480.401.000.370.410.380.370.530.410.550.450.510.46
CAT0.200.200.240.240.570.280.560.340.320.380.290.480.290.310.350.460.370.370.410.371.000.430.490.580.410.480.400.420.440.44
LRCX0.220.230.230.220.300.280.290.340.310.320.260.380.460.390.510.410.360.420.650.410.431.000.440.420.380.720.400.470.480.50
MAR0.200.180.200.220.380.420.360.370.350.370.340.430.370.320.370.800.420.320.420.380.490.441.000.500.410.470.410.470.440.48
JPM0.210.210.250.260.460.350.500.360.350.410.350.600.320.320.360.480.390.360.390.370.580.420.501.000.420.450.420.480.450.48
LOW0.430.300.350.310.290.360.290.400.350.380.360.350.390.400.370.400.400.430.370.530.410.380.410.421.000.410.800.430.470.44
MCHP0.220.230.220.230.340.310.330.380.300.350.290.410.470.390.500.450.370.450.680.410.480.720.470.450.411.000.430.470.530.49
HD0.430.340.400.360.260.360.290.410.390.380.400.330.380.440.390.390.440.460.380.550.400.400.410.420.800.431.000.460.510.46
V0.250.320.290.360.270.310.350.340.410.360.420.400.540.450.490.470.470.480.460.450.420.470.470.480.430.470.461.000.600.85
ACN0.290.370.330.380.300.330.350.360.400.390.410.400.530.500.480.400.440.540.500.510.440.480.440.450.470.530.510.601.000.61
MA0.260.310.290.360.300.340.350.360.400.370.430.420.540.470.490.480.480.490.480.460.440.500.480.480.440.490.460.850.611.00
The correlation results are calculated based on daily price changes starting from Dec 13, 2013