MS+GOOG+etc
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MUB iShares National AMT-Free Muni Bond ETF | Municipal Bonds | 4% |
MSFT Microsoft Corporation | Technology | 60% |
GOOGL Alphabet Inc. | Communication Services | 30% |
AAPL Apple Inc. | Technology | 2% |
NVDA NVIDIA Corporation | Technology | 2% |
SHOP Shopify Inc. | Technology | 2% |
Performance
The chart shows the growth of an initial investment of $10,000 in MS+GOOG+etc, 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 23, 2023, the MS+GOOG+etc returned 39.29% Year-To-Date and 26.29% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 8.86% |
| MS+GOOG+etc | -0.77% | 17.01% | 39.29% | 36.61% | 22.64% | 26.29% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.93% | 13.47% | 33.09% | 34.53% | 23.95% | 27.59% |
GOOGL Alphabet Inc. | 0.36% | 23.53% | 47.63% | 31.91% | 17.21% | 20.35% |
AAPL Apple Inc. | -0.90% | 9.37% | 35.10% | 16.88% | 27.09% | 23.72% |
MUB iShares National AMT-Free Muni Bond ETF | -0.90% | -1.89% | 0.26% | 3.17% | 1.51% | 1.75% |
NVDA NVIDIA Corporation | -11.77% | 55.41% | 184.83% | 232.66% | 44.71% | 69.80% |
SHOP Shopify Inc. | -4.29% | 18.01% | 52.92% | 84.56% | 26.83% | 43.85% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| MUB | SHOP | NVDA | AAPL | GOOGL | MSFT | |
|---|---|---|---|---|---|---|
| MUB | 1.00 | 0.06 | 0.02 | -0.01 | -0.01 | 0.01 |
| SHOP | 0.06 | 1.00 | 0.50 | 0.44 | 0.45 | 0.48 |
| NVDA | 0.02 | 0.50 | 1.00 | 0.57 | 0.56 | 0.61 |
| AAPL | -0.01 | 0.44 | 0.57 | 1.00 | 0.62 | 0.66 |
| GOOGL | -0.01 | 0.45 | 0.56 | 0.62 | 1.00 | 0.72 |
| MSFT | 0.01 | 0.48 | 0.61 | 0.66 | 0.72 | 1.00 |
Dividend yield
MS+GOOG+etc granted a 0.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MS+GOOG+etc | 0.63% | 0.74% | 0.50% | 0.68% | 0.88% | 1.22% | 1.33% | 1.70% | 1.75% | 1.92% | 2.08% | 2.46% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
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% |
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% |
MUB iShares National AMT-Free Muni Bond ETF | 2.59% | 2.15% | 1.88% | 2.23% | 2.61% | 2.72% | 2.57% | 2.57% | 2.97% | 3.32% | 3.78% | 3.73% |
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% |
SHOP Shopify 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 MS+GOOG+etc 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.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.11 | ||||
GOOGL Alphabet Inc. | 0.92 | ||||
AAPL Apple Inc. | 0.51 | ||||
MUB iShares National AMT-Free Muni Bond ETF | 0.51 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
SHOP Shopify Inc. | 1.12 |
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 MS+GOOG+etc. 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 MS+GOOG+etc is 39.30%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.3% | Nov 22, 2021 | 240 | Nov 3, 2022 | — | — | — |
| -28.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -18.85% | Oct 2, 2018 | 58 | Dec 24, 2018 | 56 | Mar 18, 2019 | 114 |
| -14.56% | Sep 3, 2020 | 14 | Sep 23, 2020 | 81 | Jan 20, 2021 | 95 |
| -12.78% | Aug 18, 2015 | 6 | Aug 25, 2015 | 36 | Oct 15, 2015 | 42 |
Volatility Chart
The current MS+GOOG+etc volatility is 5.05%, 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.