MS+GOOG+etc
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2% |
GOOGL Alphabet Inc. | Communication Services | 30% |
MSFT Microsoft Corporation | Technology | 60% |
MUB iShares National AMT-Free Muni Bond ETF | Municipal Bonds | 4% |
NVDA NVIDIA Corporation | Technology | 2% |
SHOP Shopify Inc. | Technology | 2% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| MS+GOOG+etc | 2.27% | -0.82% | -0.03% | 51.05% | 32.28% | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 0.73% | -4.81% | -8.59% | 13.82% | 22.51% | 26.54% |
GOOGL Alphabet Inc. | 2.46% | 10.59% | 1.70% | 38.10% | 22.27% | 22.81% |
AAPL Apple Inc | -3.08% | -1.64% | 4.41% | 31.73% | 26.50% | 25.60% |
MUB iShares National AMT-Free Muni Bond ETF | -0.42% | -1.86% | 0.79% | 0.82% | 0.78% | 1.93% |
NVDA NVIDIA Corporation | 4.33% | 0.94% | 3.87% | 163.72% | 87.65% | 76.66% |
SHOP Shopify Inc. | 1.23% | -6.64% | 64.06% | 34.37% | 20.26% | N/A |
Monthly Returns
The table below presents the monthly returns of MS+GOOG+etc, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.28% | 8.49% | 6.00% | -4.47% | 11.61% | 9.22% | -5.82% | 0.78% | 2.65% | 1.00% | 5.46% | -0.18% | 50.22% |
| 2023 | 10.21% | 0.35% | 16.04% | 4.60% | 13.23% | 4.74% | 3.21% | 0.22% | -6.42% | 1.01% | 13.68% | 1.97% | 80.43% |
| 2022 | -11.24% | -5.00% | 3.86% | -16.46% | -1.81% | -7.37% | 10.06% | -7.89% | -12.06% | 1.87% | 11.27% | -8.66% | -38.57% |
| 2021 | 2.60% | 4.89% | -1.32% | 8.73% | 1.02% | 10.28% | 4.86% | 6.52% | -7.52% | 15.33% | 3.05% | -1.36% | 55.77% |
| 2020 | 7.94% | -3.46% | -5.47% | 17.19% | 6.72% | 10.44% | 3.55% | 10.55% | -6.10% | -2.87% | 8.23% | 2.65% | 57.81% |
| 2019 | 5.21% | 5.84% | 5.96% | 8.17% | -5.62% | 6.64% | 4.33% | 2.15% | -0.52% | 3.65% | 5.62% | 5.25% | 56.92% |
| 2018 | 13.04% | -2.02% | -4.04% | 0.93% | 7.42% | -0.18% | 6.63% | 5.57% | 1.08% | -9.52% | 1.30% | -8.34% | 9.95% |
| 2017 | 3.99% | 0.77% | 2.77% | 5.00% | 6.81% | -2.77% | 4.82% | 3.51% | 0.97% | 8.89% | 0.92% | 0.91% | 42.66% |
| 2016 | -1.65% | -5.87% | 7.97% | -7.92% | 6.78% | -3.84% | 11.33% | 1.85% | 1.39% | 2.57% | 0.73% | 3.61% | 16.33% |
| 2015 | -1.10% | -3.51% | 10.26% | -4.59% | 1.23% | 16.03% | 3.31% | 1.79% | 24.01% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of MS+GOOG+etc is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.71 | 1.02 | 1.14 | 0.91 | 2.03 |
GOOGL Alphabet Inc. | 1.43 | 1.99 | 1.27 | 1.82 | 4.40 |
AAPL Apple Inc | 1.40 | 2.06 | 1.26 | 1.89 | 4.95 |
MUB iShares National AMT-Free Muni Bond ETF | 0.21 | 0.31 | 1.04 | 0.18 | 0.77 |
NVDA NVIDIA Corporation | 3.19 | 3.45 | 1.43 | 6.22 | 19.03 |
SHOP Shopify Inc. | 0.73 | 1.34 | 1.19 | 0.56 | 1.93 |
Dividends
Dividend yield
MS+GOOG+etc provided a 0.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.66% | 0.66% | 0.56% | 0.74% | 0.49% | 0.66% | 0.84% | 1.16% | 1.24% | 1.56% | 1.56% | 1.66% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
GOOGL Alphabet Inc. | 0.31% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MUB iShares National AMT-Free Muni Bond ETF | 3.02% | 3.01% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MS+GOOG+etc. 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 MS+GOOG+etc was 47.14%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.
The current MS+GOOG+etc drawdown is 3.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.14% | Nov 22, 2021 | 240 | Nov 3, 2022 | 256 | Nov 10, 2023 | 496 |
| -29.78% | Feb 20, 2020 | 18 | Mar 16, 2020 | 38 | May 8, 2020 | 56 |
| -22.57% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -19.21% | Jul 11, 2024 | 18 | Aug 5, 2024 | 67 | Nov 7, 2024 | 85 |
| -14.47% | Sep 3, 2020 | 14 | Sep 23, 2020 | 63 | Dec 22, 2020 | 77 |
Volatility
Volatility Chart
The current MS+GOOG+etc volatility is 7.51%, 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.
Diversification
Asset Correlations Table
| MUB | SHOP | NVDA | AAPL | GOOGL | MSFT | |
|---|---|---|---|---|---|---|
| MUB | 1.00 | 0.08 | 0.02 | 0.01 | 0.01 | 0.01 |
| SHOP | 0.08 | 1.00 | 0.48 | 0.42 | 0.44 | 0.48 |
| NVDA | 0.02 | 0.48 | 1.00 | 0.53 | 0.53 | 0.60 |
| AAPL | 0.01 | 0.42 | 0.53 | 1.00 | 0.60 | 0.64 |
| GOOGL | 0.01 | 0.44 | 0.53 | 0.60 | 1.00 | 0.71 |
| MSFT | 0.01 | 0.48 | 0.60 | 0.64 | 0.71 | 1.00 |