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Top 15 VOO

Last updated Sep 21, 2023

Asset Allocation


AAPL 21.4%MSFT 18.95%AMZN 8.7%NVDA 7.85%GOOG 5.3%TSLA 5.3%META 4.75%GOOGL 4.6%BRK-B 4.55%UNH 3.35%XOM 3.25%JNJ 3.25%JPM 3.15%V 2.85%LLY 2.75%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology21.4%
MSFT
Microsoft Corporation
Technology18.95%
AMZN
Amazon.com, Inc.
Consumer Cyclical8.7%
NVDA
NVIDIA Corporation
Technology7.85%
GOOG
Alphabet Inc.
Communication Services5.3%
TSLA
Tesla, Inc.
Consumer Cyclical5.3%
META
Meta Platforms, Inc.
Communication Services4.75%
GOOGL
Alphabet Inc.
Communication Services4.6%
BRK-B
Berkshire Hathaway Inc.
Financial Services4.55%
UNH
UnitedHealth Group Incorporated
Healthcare3.35%
XOM
Exxon Mobil Corporation
Energy3.25%
JNJ
Johnson & Johnson
Healthcare3.25%
JPM
JPMorgan Chase & Co.
Financial Services3.15%
V
Visa Inc.
Financial Services2.85%
LLY
Eli Lilly and Company
Healthcare2.75%

Performance

The chart shows the growth of an initial investment of $10,000 in Top 15 VOO, 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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
24.33%
10.86%
Top 15 VOO
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Top 15 VOO returned 53.23% Year-To-Date and 29.28% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.59%
Top 15 VOO0.83%25.95%53.23%39.87%27.70%29.28%
AAPL
Apple Inc.
-0.20%11.49%35.64%12.51%27.58%27.99%
MSFT
Microsoft Corporation
-0.34%18.31%34.67%33.58%24.35%26.95%
AMZN
Amazon.com, Inc.
0.45%37.07%61.06%10.72%7.18%24.54%
NVDA
NVIDIA Corporation
-10.06%59.61%189.13%220.77%45.44%62.64%
GOOG
Alphabet Inc.
4.39%29.14%51.68%32.17%18.28%18.10%
TSLA
Tesla, Inc.
13.54%37.37%113.18%-14.95%67.74%36.46%
META
Meta Platforms, Inc.
3.37%49.98%149.02%105.13%13.00%18.31%
GOOGL
Alphabet Inc.
4.18%29.38%51.58%32.23%18.00%18.00%
BRK-B
Berkshire Hathaway Inc.
4.18%22.38%18.75%32.36%10.75%12.18%
UNH
UnitedHealth Group Incorporated
-0.73%4.32%-6.10%-4.49%14.78%22.86%
XOM
Exxon Mobil Corporation
7.07%13.18%8.14%30.11%12.10%6.59%
JNJ
Johnson & Johnson
-1.95%9.45%-5.73%1.59%5.46%8.50%
JPM
JPMorgan Chase & Co.
-0.79%18.33%13.05%32.05%7.95%13.17%
V
Visa Inc.
1.00%10.34%17.09%26.94%10.80%17.98%
LLY
Eli Lilly and Company
3.56%72.93%56.95%90.81%42.41%30.18%

Asset Correlations Table

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

XOMLLYTSLAJNJUNHJPMNVDAMETABRK-BAMZNAAPLVMSFTGOOGGOOGL
XOM1.000.220.150.260.290.510.220.200.520.210.280.350.260.290.28
LLY0.221.000.130.510.390.250.200.260.340.240.270.320.340.300.30
TSLA0.150.131.000.120.180.250.430.370.240.420.410.310.390.380.38
JNJ0.260.510.121.000.440.320.190.230.470.240.280.380.340.320.33
UNH0.290.390.180.441.000.400.270.270.460.280.340.400.380.360.36
JPM0.510.250.250.320.401.000.350.330.730.320.380.490.390.400.40
NVDA0.220.200.430.190.270.351.000.500.360.540.540.470.590.540.54
META0.200.260.370.230.270.330.501.000.350.610.530.500.570.670.67
BRK-B0.520.340.240.470.460.730.360.351.000.350.430.540.460.450.44
AMZN0.210.240.420.240.280.320.540.610.351.000.570.510.630.680.68
AAPL0.280.270.410.280.340.380.540.530.430.571.000.510.630.590.59
V0.350.320.310.380.400.490.470.500.540.510.511.000.610.580.58
MSFT0.260.340.390.340.380.390.590.570.460.630.630.611.000.690.69
GOOG0.290.300.380.320.360.400.540.670.450.680.590.580.691.000.99
GOOGL0.280.300.380.330.360.400.540.670.440.680.590.580.690.991.00

Sharpe Ratio

The current Top 15 VOO Sharpe ratio is 1.60. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.60

The Sharpe ratio of Top 15 VOO is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.60
0.74
Top 15 VOO
Benchmark (^GSPC)
Portfolio components

Dividend yield

Top 15 VOO granted a 0.65% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Top 15 VOO0.65%0.74%0.69%0.93%0.98%1.29%1.19%1.47%1.59%1.60%1.80%1.63%
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%
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%
AMZN
Amazon.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%
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%
GOOG
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%
TSLA
Tesla, 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%
META
Meta Platforms, 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%
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%
BRK-B
Berkshire Hathaway 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%
UNH
UnitedHealth Group Incorporated
1.43%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
XOM
Exxon Mobil Corporation
3.13%3.30%6.08%9.55%6.00%6.06%4.88%4.57%5.29%4.33%3.70%3.94%
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%
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%
V
Visa Inc.
0.74%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
LLY
Eli Lilly and Company
0.77%1.08%1.26%1.82%2.08%2.10%2.73%3.16%2.77%3.41%4.76%5.11%

Expense Ratio

The Top 15 VOO 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
MSFT
Microsoft Corporation
1.05
AMZN
Amazon.com, Inc.
0.22
NVDA
NVIDIA Corporation
3.98
GOOG
Alphabet Inc.
0.87
TSLA
Tesla, Inc.
-0.25
META
Meta Platforms, Inc.
2.00
GOOGL
Alphabet Inc.
0.87
BRK-B
Berkshire Hathaway Inc.
1.77
UNH
UnitedHealth Group Incorporated
-0.20
XOM
Exxon Mobil Corporation
1.06
JNJ
Johnson & Johnson
0.05
JPM
JPMorgan Chase & Co.
1.19
V
Visa Inc.
1.31
LLY
Eli Lilly and Company
3.16

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.31%
-8.22%
Top 15 VOO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Top 15 VOO. 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 Top 15 VOO is 31.30%, recorded on Mar 23, 2020. It took 52 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.3%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-30.93%Dec 28, 2021258Jan 5, 202397May 25, 2023355
-24.9%Oct 2, 201858Dec 24, 2018138Jul 15, 2019196
-15.62%Dec 7, 201546Feb 11, 201642Apr 13, 201688
-14.53%Sep 3, 202014Sep 23, 202053Dec 8, 202067

Volatility Chart

The current Top 15 VOO volatility is 5.02%, 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%7.00%AprilMayJuneJulyAugustSeptember
5.02%
3.47%
Top 15 VOO
Benchmark (^GSPC)
Portfolio components