Etoro 07/08/2023

Last updated Sep 21, 2023

Asset Allocation

Position	Category/Sector	Weight
EPRT Essential Properties Realty Trust, Inc.	Real Estate	3.33%
AMP Ameriprise Financial, Inc.	Financial Services	3.33%
IIPR Innovative Industrial Properties, Inc.	Real Estate	3.33%
ETR Entergy Corporation	Utilities	3.33%
MRK Merck & Co., Inc.	Healthcare	3.33%
PFE		3.33%
TROW		3.33%
WPC		3.33%
O Realty Income Corporation	Real Estate	3.33%
TXN		3.33%
SPGI		3.33%
LOW Lowe's Companies, Inc.	Consumer Cyclical	3.33%
SCHD		3.33%
MDC M.D.C. Holdings, Inc.	Consumer Cyclical	3.33%
EPD Enterprise Products Partners L.P.	Energy	3.33%
JPM JPMorgan Chase & Co.	Financial Services	3.33%
STAG		3.33%
JNJ Johnson & Johnson	Healthcare	3.33%
CSCO Cisco Systems, Inc.	Technology	3.33%
PG		3.33%
MAIN Main Street Capital Corporation	Financial Services	3.33%
KO The Coca-Cola Company	Consumer Defensive	3.33%
WMT		3.33%
LMT Lockheed Martin Corporation	Industrials	3.33%
PEP PepsiCo, Inc.	Consumer Defensive	3.33%
COP ConocoPhillips Company	Energy	3.33%
AFL Aflac Incorporated	Financial Services	3.33%
V		3.33%
MSFT Microsoft Corporation	Technology	3.33%
AAPL Apple Inc.	Technology	3.33%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in Etoro 07/08/2023, 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

Etoro 07/08/2023

Benchmark (^GSPC)

Portfolio components

Returns

As of Sep 21, 2023, the Etoro 07/08/2023 returned 5.99% Year-To-Date and 15.19% of annualized return in the last 10 years.

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	0.33%	11.48%	14.66%	16.16%	8.51%	9.40%
Etoro 07/08/2023	0.46%	8.14%	5.99%	14.52%	13.78%	15.19%
Portfolio components:
EPRT Essential Properties Realty Trust, Inc.	-0.25%	4.01%	2.42%	12.68%	15.58%	16.04%
AMP Ameriprise Financial, Inc.	4.97%	17.10%	12.16%	29.93%	20.75%	20.35%
IIPR Innovative Industrial Properties, Inc.	11.54%	19.99%	-12.24%	-4.72%	17.49%	23.96%
ETR Entergy Corporation	3.67%	-1.14%	-10.91%	-10.56%	7.25%	7.79%
MRK Merck & Co., Inc.	0.76%	4.35%	-1.29%	30.42%	13.05%	15.80%
PFE	-8.74%	-14.48%	-32.32%	-20.37%	-0.62%	3.33%
TROW	2.33%	2.09%	3.07%	3.19%	3.04%	1.05%
WPC	-0.30%	-12.42%	-15.71%	-15.96%	5.28%	5.34%
O Realty Income Corporation	-4.04%	-6.89%	-12.33%	-9.63%	4.08%	5.38%
TXN	-3.00%	-8.76%	0.27%	2.26%	11.12%	10.28%
SPGI	0.94%	16.82%	16.18%	16.48%	13.88%	13.71%
LOW Lowe's Companies, Inc.	-4.80%	14.40%	9.48%	16.43%	15.05%	18.04%
SCHD	0.24%	5.02%	-1.48%	8.21%	9.83%	11.14%
MDC M.D.C. Holdings, Inc.	-7.92%	16.03%	39.87%	56.90%	12.82%	12.76%
EPD Enterprise Products Partners L.P.	3.15%	13.11%	19.30%	15.43%	6.53%	7.39%
JPM JPMorgan Chase & Co.	1.31%	18.65%	13.05%	35.98%	7.95%	9.56%
STAG	2.54%	16.04%	15.23%	25.38%	10.20%	10.68%
JNJ Johnson & Johnson	-1.16%	9.40%	-5.73%	2.64%	5.46%	8.64%
CSCO Cisco Systems, Inc.	0.07%	13.29%	19.21%	37.82%	5.88%	8.15%
PG	1.08%	8.08%	3.18%	16.03%	15.32%	17.28%
MAIN Main Street Capital Corporation	3.86%	10.05%	17.61%	14.34%	8.20%	8.73%
KO The Coca-Cola Company	-1.93%	-0.95%	-5.98%	1.40%	7.98%	9.37%
WMT	4.39%	17.40%	16.93%	23.48%	13.27%	15.54%
LMT Lockheed Martin Corporation	-5.11%	-7.52%	-10.50%	4.27%	7.67%	9.84%
PEP PepsiCo, Inc.	2.24%	2.98%	0.80%	8.79%	12.38%	13.40%
COP ConocoPhillips Company	4.32%	28.41%	5.39%	14.60%	13.60%	16.46%
AFL Aflac Incorporated	5.12%	24.87%	9.19%	32.14%	12.70%	13.85%
V	0.54%	9.07%	17.09%	30.36%	10.80%	12.60%
MSFT Microsoft Corporation	-0.52%	16.02%	34.67%	35.54%	24.35%	26.04%
AAPL Apple Inc.	-0.98%	10.72%	35.64%	14.84%	27.58%	30.09%
Returns over 1 year are annualized

Asset Correlations Table

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

	COP	MRK	EPD	WMT	IIPR	PFE	LMT	MDC	JNJ	ETR	PG	EPRT	MAIN	WPC	O	AAPL	LOW	PEP	MSFT	TXN	JPM	KO	SPGI	STAG	V	CSCO	AFL	AMP	TROW	SCHD
COP	1.00	0.22	0.58	0.15	0.21	0.23	0.36	0.24	0.17	0.15	0.10	0.27	0.36	0.25	0.19	0.24	0.25	0.14	0.21	0.32	0.48	0.23	0.25	0.22	0.32	0.35	0.48	0.50	0.39	0.55
MRK	0.22	1.00	0.18	0.27	0.14	0.54	0.30	0.12	0.53	0.30	0.41	0.21	0.22	0.28	0.27	0.22	0.21	0.41	0.27	0.22	0.25	0.40	0.32	0.28	0.32	0.32	0.31	0.26	0.24	0.41
EPD	0.58	0.18	1.00	0.16	0.26	0.19	0.29	0.27	0.17	0.22	0.12	0.30	0.39	0.31	0.26	0.29	0.30	0.13	0.23	0.31	0.44	0.22	0.27	0.30	0.31	0.36	0.42	0.46	0.38	0.50
WMT	0.15	0.27	0.16	1.00	0.22	0.26	0.28	0.22	0.36	0.34	0.46	0.21	0.22	0.24	0.23	0.31	0.37	0.48	0.33	0.29	0.25	0.38	0.32	0.32	0.29	0.36	0.31	0.28	0.33	0.44
IIPR	0.21	0.14	0.26	0.22	1.00	0.17	0.16	0.37	0.16	0.20	0.18	0.40	0.37	0.34	0.34	0.35	0.38	0.22	0.40	0.37	0.29	0.21	0.37	0.44	0.36	0.32	0.28	0.36	0.42	0.40
PFE	0.23	0.54	0.19	0.26	0.17	1.00	0.27	0.13	0.50	0.32	0.36	0.19	0.23	0.26	0.28	0.26	0.25	0.37	0.29	0.27	0.29	0.37	0.32	0.32	0.31	0.37	0.30	0.29	0.30	0.47
LMT	0.36	0.30	0.29	0.28	0.16	0.27	1.00	0.23	0.33	0.33	0.33	0.26	0.32	0.31	0.31	0.24	0.29	0.37	0.24	0.26	0.36	0.42	0.28	0.29	0.35	0.33	0.45	0.38	0.34	0.51
MDC	0.24	0.12	0.27	0.22	0.37	0.13	0.23	1.00	0.16	0.23	0.24	0.39	0.38	0.35	0.34	0.34	0.54	0.25	0.34	0.39	0.33	0.28	0.38	0.40	0.36	0.34	0.38	0.42	0.46	0.48
JNJ	0.17	0.53	0.17	0.36	0.16	0.50	0.33	0.16	1.00	0.35	0.50	0.20	0.21	0.28	0.29	0.27	0.29	0.50	0.30	0.28	0.27	0.48	0.33	0.33	0.33	0.40	0.35	0.28	0.32	0.48
ETR	0.15	0.30	0.22	0.34	0.20	0.32	0.33	0.23	0.35	1.00	0.50	0.39	0.27	0.52	0.52	0.21	0.25	0.53	0.24	0.19	0.22	0.53	0.32	0.48	0.29	0.30	0.35	0.26	0.26	0.41
PG	0.10	0.41	0.12	0.46	0.18	0.36	0.33	0.24	0.50	0.50	1.00	0.28	0.23	0.37	0.38	0.30	0.33	0.68	0.36	0.31	0.25	0.63	0.37	0.42	0.36	0.40	0.34	0.27	0.30	0.49
EPRT	0.27	0.21	0.30	0.21	0.40	0.19	0.26	0.39	0.20	0.39	0.28	1.00	0.44	0.61	0.65	0.27	0.31	0.33	0.29	0.30	0.35	0.39	0.34	0.58	0.36	0.34	0.44	0.40	0.39	0.47
MAIN	0.36	0.22	0.39	0.22	0.37	0.23	0.32	0.38	0.21	0.27	0.23	0.44	1.00	0.39	0.40	0.38	0.40	0.27	0.37	0.37	0.48	0.34	0.37	0.41	0.39	0.36	0.47	0.52	0.51	0.55
WPC	0.25	0.28	0.31	0.24	0.34	0.26	0.31	0.35	0.28	0.52	0.37	0.61	0.39	1.00	0.76	0.26	0.29	0.41	0.27	0.29	0.30	0.48	0.36	0.68	0.35	0.34	0.41	0.35	0.35	0.48
O	0.19	0.27	0.26	0.23	0.34	0.28	0.31	0.34	0.29	0.52	0.38	0.65	0.40	0.76	1.00	0.27	0.32	0.43	0.30	0.27	0.28	0.50	0.37	0.68	0.38	0.31	0.40	0.33	0.35	0.46
AAPL	0.24	0.22	0.29	0.31	0.35	0.26	0.24	0.34	0.27	0.21	0.30	0.27	0.38	0.26	0.27	1.00	0.44	0.36	0.72	0.62	0.38	0.29	0.52	0.40	0.55	0.57	0.32	0.46	0.53	0.53
LOW	0.25	0.21	0.30	0.37	0.38	0.25	0.29	0.54	0.29	0.25	0.33	0.31	0.40	0.29	0.32	0.44	1.00	0.37	0.47	0.48	0.41	0.33	0.49	0.41	0.46	0.47	0.40	0.49	0.55	0.60
PEP	0.14	0.41	0.13	0.48	0.22	0.37	0.37	0.25	0.50	0.53	0.68	0.33	0.27	0.41	0.43	0.36	0.37	1.00	0.41	0.32	0.26	0.72	0.42	0.47	0.39	0.41	0.37	0.30	0.35	0.52
MSFT	0.21	0.27	0.23	0.33	0.40	0.29	0.24	0.34	0.30	0.24	0.36	0.29	0.37	0.27	0.30	0.72	0.47	0.41	1.00	0.63	0.34	0.34	0.62	0.41	0.63	0.57	0.31	0.46	0.56	0.53
TXN	0.32	0.22	0.31	0.29	0.37	0.27	0.26	0.39	0.28	0.19	0.31	0.30	0.37	0.29	0.27	0.62	0.48	0.32	0.63	1.00	0.46	0.31	0.53	0.37	0.57	0.59	0.40	0.56	0.60	0.66
JPM	0.48	0.25	0.44	0.25	0.29	0.29	0.36	0.33	0.27	0.22	0.25	0.35	0.48	0.30	0.28	0.38	0.41	0.26	0.34	0.46	1.00	0.39	0.39	0.37	0.48	0.47	0.71	0.78	0.61	0.75
KO	0.23	0.40	0.22	0.38	0.21	0.37	0.42	0.28	0.48	0.53	0.63	0.39	0.34	0.48	0.50	0.29	0.33	0.72	0.34	0.31	0.39	1.00	0.41	0.48	0.43	0.39	0.49	0.41	0.38	0.59
SPGI	0.25	0.32	0.27	0.32	0.37	0.32	0.28	0.38	0.33	0.32	0.37	0.34	0.37	0.36	0.37	0.52	0.49	0.42	0.62	0.53	0.39	0.41	1.00	0.47	0.61	0.49	0.41	0.49	0.58	0.55
STAG	0.22	0.28	0.30	0.32	0.44	0.32	0.29	0.40	0.33	0.48	0.42	0.58	0.41	0.68	0.68	0.40	0.41	0.47	0.41	0.37	0.37	0.48	0.47	1.00	0.43	0.42	0.42	0.44	0.46	0.55
V	0.32	0.32	0.31	0.29	0.36	0.31	0.35	0.36	0.33	0.29	0.36	0.36	0.39	0.35	0.38	0.55	0.46	0.39	0.63	0.57	0.48	0.43	0.61	0.43	1.00	0.54	0.45	0.54	0.54	0.60
CSCO	0.35	0.32	0.36	0.36	0.32	0.37	0.33	0.34	0.40	0.30	0.40	0.34	0.36	0.34	0.31	0.57	0.47	0.41	0.57	0.59	0.47	0.39	0.49	0.42	0.54	1.00	0.44	0.55	0.55	0.68
AFL	0.48	0.31	0.42	0.31	0.28	0.30	0.45	0.38	0.35	0.35	0.34	0.44	0.47	0.41	0.40	0.32	0.40	0.37	0.31	0.40	0.71	0.49	0.41	0.42	0.45	0.44	1.00	0.72	0.57	0.73
AMP	0.50	0.26	0.46	0.28	0.36	0.29	0.38	0.42	0.28	0.26	0.27	0.40	0.52	0.35	0.33	0.46	0.49	0.30	0.46	0.56	0.78	0.41	0.49	0.44	0.54	0.55	0.72	1.00	0.71	0.79
TROW	0.39	0.24	0.38	0.33	0.42	0.30	0.34	0.46	0.32	0.26	0.30	0.39	0.51	0.35	0.35	0.53	0.55	0.35	0.56	0.60	0.61	0.38	0.58	0.46	0.54	0.55	0.57	0.71	1.00	0.74
SCHD	0.55	0.41	0.50	0.44	0.40	0.47	0.51	0.48	0.48	0.41	0.49	0.47	0.55	0.48	0.46	0.53	0.60	0.52	0.53	0.66	0.75	0.59	0.55	0.55	0.60	0.68	0.73	0.79	0.74	1.00

Sharpe Ratio

The current Etoro 07/08/2023 Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The Sharpe ratio of Etoro 07/08/2023 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.

Etoro 07/08/2023

Benchmark (^GSPC)

Portfolio components

Dividend yield

Etoro 07/08/2023 granted a 3.56% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Etoro 07/08/2023	3.56%	3.50%	2.94%	3.48%	3.32%	3.97%	3.54%	3.99%	4.69%	4.08%	4.25%	5.15%
Portfolio components:
EPRT Essential Properties Realty Trust, Inc.	4.68%	4.69%	3.72%	4.89%	4.18%	3.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMP Ameriprise Financial, Inc.	1.51%	1.59%	1.51%	2.20%	2.46%	3.74%	2.17%	3.05%	2.92%	2.09%	2.18%	2.92%
IIPR Innovative Industrial Properties, Inc.	8.49%	7.35%	2.43%	2.80%	4.45%	3.26%	2.16%	0.00%	0.00%	0.00%	0.00%	0.00%
ETR Entergy Corporation	4.36%	3.72%	3.66%	4.11%	3.47%	4.90%	5.30%	6.01%	6.60%	5.37%	7.77%	8.11%
MRK Merck & Co., Inc.	2.72%	2.58%	3.59%	3.31%	2.80%	3.01%	4.00%	3.86%	4.34%	4.08%	4.67%	5.78%
PFE	4.85%	3.22%	2.81%	4.33%	4.23%	3.72%	4.37%	4.75%	4.63%	4.60%	4.48%	5.18%
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%
WPC	6.66%	5.59%	5.57%	6.79%	6.33%	8.06%	7.99%	9.70%	10.06%	8.68%	9.96%	8.62%
O Realty Income Corporation	5.63%	4.84%	4.67%	5.27%	4.52%	5.33%	5.95%	5.85%	6.44%	7.03%	9.40%	7.51%
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%
SPGI	0.92%	1.00%	0.66%	0.84%	0.86%	1.23%	1.02%	1.43%	1.45%	1.48%	1.59%	7.30%
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%
SCHD	3.61%	3.48%	2.96%	3.46%	3.39%	3.60%	3.18%	3.59%	3.81%	3.47%	3.34%	3.98%
MDC M.D.C. Holdings, Inc.	4.81%	6.56%	3.28%	3.23%	3.68%	5.18%	3.67%	5.08%	5.33%	5.33%	0.00%	7.97%
EPD Enterprise Products Partners L.P.	7.18%	8.24%	9.34%	11.21%	8.44%	10.06%	9.65%	9.59%	10.24%	7.22%	7.72%	15.17%
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%
STAG	4.05%	4.65%	3.25%	5.13%	5.31%	7.02%	6.68%	7.98%	10.82%	8.23%	9.72%	10.42%
JNJ Johnson & Johnson	2.85%	2.57%	2.57%	2.72%	2.84%	3.12%	2.77%	3.27%	3.53%	3.34%	3.68%	4.59%
CSCO Cisco Systems, Inc.	2.77%	3.24%	2.44%	3.47%	3.23%	3.41%	3.51%	4.04%	3.85%	3.50%	3.09%	3.53%
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%
MAIN Main Street Capital Corporation	8.44%	8.28%	6.35%	8.23%	8.51%	11.79%	10.62%	12.05%	16.14%	16.80%	17.09%	12.88%
KO The Coca-Cola Company	3.11%	2.83%	2.99%	3.25%	3.25%	3.82%	3.87%	4.19%	3.93%	3.82%	3.69%	3.94%
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%
LMT Lockheed Martin Corporation	2.81%	2.39%	3.14%	2.98%	2.56%	3.55%	2.70%	3.23%	3.48%	3.61%	4.20%	6.13%
PEP PepsiCo, Inc.	2.71%	2.56%	2.56%	2.93%	3.08%	3.71%	3.12%	3.44%	3.46%	3.45%	3.57%	4.23%
COP ConocoPhillips Company	4.36%	4.30%	2.90%	4.70%	2.38%	2.20%	2.33%	2.46%	7.96%	5.46%	5.27%	6.16%
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%
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%
MSFT Microsoft Corporation	0.85%	1.07%	0.69%	0.96%	1.24%	1.78%	1.99%	2.59%	2.61%	2.86%	3.07%	3.79%
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%

Expense Ratio

The Etoro 07/08/2023 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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
EPRT Essential Properties Realty Trust, Inc.	0.39
AMP Ameriprise Financial, Inc.	0.89
IIPR Innovative Industrial Properties, Inc.	-0.22
ETR Entergy Corporation	-0.54
MRK Merck & Co., Inc.	1.35
PFE	N/A
TROW	N/A
WPC	N/A
O Realty Income Corporation	-0.60
TXN	N/A
SPGI	N/A
LOW Lowe's Companies, Inc.	0.45
SCHD	N/A
MDC M.D.C. Holdings, Inc.	1.46
EPD Enterprise Products Partners L.P.	0.88
JPM JPMorgan Chase & Co.	1.19
STAG	N/A
JNJ Johnson & Johnson	0.05
CSCO Cisco Systems, Inc.	1.55
PG	N/A
MAIN Main Street Capital Corporation	0.56
KO The Coca-Cola Company	0.03
WMT	N/A
LMT Lockheed Martin Corporation	0.25
PEP PepsiCo, Inc.	0.56
COP ConocoPhillips Company	0.38
AFL Aflac Incorporated	1.42
V	N/A
MSFT Microsoft Corporation	1.05
AAPL Apple Inc.	0.51

Drawdowns Chart

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

Etoro 07/08/2023

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Etoro 07/08/2023. 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 Etoro 07/08/2023 is 38.13%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.13%	Feb 18, 2020	25	Mar 23, 2020	114	Sep 2, 2020	139
-18.21%	Jan 5, 2022	186	Sep 30, 2022	194	Jul 12, 2023	380
-13.81%	Sep 24, 2018	64	Dec 24, 2018	27	Feb 4, 2019	91
-8.61%	Oct 13, 2020	14	Oct 30, 2020	7	Nov 10, 2020	21
-7.58%	Sep 3, 2020	14	Sep 23, 2020	13	Oct 12, 2020	27

Volatility Chart

The current Etoro 07/08/2023 volatility is 2.78%, 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.

Etoro 07/08/2023

Benchmark (^GSPC)

Portfolio components