Top 15 VOO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 21.40% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 8.70% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 4.55% |
GOOG Alphabet Inc. | Communication Services | 5.30% |
GOOGL Alphabet Inc. | Communication Services | 4.60% |
JNJ Johnson & Johnson | Healthcare | 3.25% |
JPM JPMorgan Chase & Co. | Financial Services | 3.15% |
LLY Eli Lilly and Company | Healthcare | 2.75% |
META Meta Platforms, Inc. | Communication Services | 4.75% |
MSFT Microsoft Corporation | Technology | 18.95% |
NVDA NVIDIA Corporation | Technology | 7.85% |
TSLA Tesla, Inc. | Consumer Cyclical | 5.30% |
UNH UnitedHealth Group Incorporated | Healthcare | 3.35% |
V Visa Inc. | Financial Services | 2.85% |
XOM Exxon Mobil Corporation | Energy | 3.25% |
Performance
Performance Chart
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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 17, 2024, the Top 15 VOO returned 27.32% Year-To-Date and 29.86% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| Top 15 VOO | 27.32% | -0.19% | 14.00% | 36.54% | 35.35% | 29.86% |
| Portfolio components: | ||||||
AAPL Apple Inc | 12.62% | -4.44% | 22.99% | 22.00% | 32.37% | 25.51% |
MSFT Microsoft Corporation | 15.33% | 3.08% | 2.73% | 32.07% | 26.32% | 26.73% |
AMZN Amazon.com, Inc. | 21.69% | 4.42% | 5.11% | 32.08% | 15.28% | 27.37% |
NVDA NVIDIA Corporation | 135.86% | -6.25% | 30.65% | 165.69% | 93.14% | 74.38% |
GOOG Alphabet Inc. | 13.09% | -3.36% | 7.75% | 14.70% | 20.90% | 18.34% |
TSLA Tesla, Inc. | -8.73% | 4.93% | 32.37% | -14.51% | 69.37% | 29.45% |
META Meta Platforms, Inc. | 51.11% | 1.21% | 7.67% | 76.79% | 23.08% | 21.31% |
GOOGL Alphabet Inc. | 13.00% | -3.25% | 7.36% | 14.21% | 20.67% | 18.01% |
BRK-B Berkshire Hathaway Inc. | 26.67% | 1.64% | 9.72% | 21.96% | 16.72% | 12.42% |
UNH UnitedHealth Group Incorporated | 13.22% | 2.35% | 20.36% | 23.05% | 22.28% | 22.89% |
XOM Exxon Mobil Corporation | 15.63% | -4.62% | 1.28% | -0.83% | 14.86% | 6.03% |
JNJ Johnson & Johnson | 9.04% | 5.56% | 8.58% | 6.03% | 8.08% | 7.38% |
JPM JPMorgan Chase & Co. | 24.35% | -2.86% | 8.48% | 42.90% | 15.11% | 16.24% |
V Visa Inc. | 12.21% | 8.64% | 1.48% | 19.66% | 11.37% | 19.20% |
LLY Eli Lilly and Company | 59.20% | 0.15% | 19.88% | 62.75% | 54.22% | 32.77% |
Monthly Returns
The table below presents the monthly returns of Top 15 VOO, 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 | 2.45% | 7.06% | 2.13% | -2.45% | 7.76% | 7.17% | 0.45% | 1.51% | 27.32% | ||||
| 2023 | 12.22% | 2.09% | 10.79% | 3.49% | 8.66% | 7.25% | 3.31% | -0.40% | -4.86% | -0.67% | 10.18% | 2.06% | 67.38% |
| 2022 | -5.05% | -3.59% | 6.49% | -12.45% | -1.69% | -8.25% | 13.38% | -5.92% | -10.19% | 3.31% | 4.83% | -9.05% | -27.36% |
| 2021 | 1.92% | 0.40% | 1.84% | 8.26% | -0.80% | 7.65% | 3.19% | 5.25% | -5.57% | 11.32% | 3.67% | 1.86% | 45.24% |
| 2020 | 6.66% | -5.52% | -7.40% | 17.22% | 5.68% | 8.34% | 9.00% | 17.45% | -7.78% | -3.60% | 10.77% | 6.15% | 67.61% |
| 2019 | 6.24% | 2.98% | 5.61% | 4.70% | -9.59% | 8.65% | 3.52% | -1.84% | 2.39% | 7.67% | 5.59% | 7.05% | 50.49% |
| 2018 | 9.43% | -0.55% | -5.42% | 1.99% | 6.62% | 1.12% | 3.88% | 8.88% | -0.59% | -6.51% | -2.99% | -9.44% | 4.50% |
| 2017 | 4.78% | 4.08% | 3.45% | 2.79% | 6.67% | -1.14% | 3.57% | 4.14% | -0.69% | 8.36% | 1.52% | -0.02% | 44.05% |
| 2016 | -5.39% | -2.17% | 9.10% | -3.31% | 6.51% | -1.86% | 8.68% | 1.20% | 3.36% | 0.43% | 1.80% | 4.99% | 24.53% |
| 2015 | -1.37% | 7.41% | -3.04% | 6.12% | 1.84% | -2.02% | 5.43% | -3.79% | 0.14% | 11.22% | 3.28% | -0.85% | 25.84% |
| 2014 | -0.49% | 3.97% | 2.69% | 0.16% | 6.72% | -0.95% | 2.21% | 4.85% | -3.66% | 16.13% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Top 15 VOO is 63, 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.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.06 | 1.64 | 1.20 | 1.42 | 3.35 |
MSFT Microsoft Corporation | 1.42 | 1.91 | 1.25 | 1.83 | 5.58 |
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.77 | 4.46 |
NVDA NVIDIA Corporation | 3.02 | 3.33 | 1.42 | 5.78 | 18.51 |
GOOG Alphabet Inc. | 0.52 | 0.85 | 1.12 | 0.66 | 1.96 |
TSLA Tesla, Inc. | -0.33 | -0.13 | 0.98 | -0.27 | -0.68 |
META Meta Platforms, Inc. | 1.95 | 2.80 | 1.37 | 2.92 | 11.78 |
GOOGL Alphabet Inc. | 0.50 | 0.84 | 1.12 | 0.65 | 1.90 |
BRK-B Berkshire Hathaway Inc. | 1.66 | 2.28 | 1.28 | 2.13 | 6.09 |
UNH UnitedHealth Group Incorporated | 1.07 | 1.62 | 1.21 | 1.18 | 3.22 |
XOM Exxon Mobil Corporation | -0.08 | 0.04 | 1.00 | -0.08 | -0.17 |
JNJ Johnson & Johnson | 0.34 | 0.60 | 1.07 | 0.28 | 0.91 |
JPM JPMorgan Chase & Co. | 2.22 | 2.62 | 1.40 | 2.66 | 13.78 |
V Visa Inc. | 1.41 | 1.89 | 1.25 | 1.70 | 4.31 |
LLY Eli Lilly and Company | 1.88 | 2.63 | 1.34 | 3.05 | 11.19 |
Dividends
Dividend yield
Top 15 VOO granted a 0.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Top 15 VOO | 0.62% | 0.63% | 0.73% | 0.67% | 0.87% | 0.90% | 1.18% | 1.07% | 1.31% | 1.38% | 1.36% | 1.51% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GOOG Alphabet Inc. | 0.25% | 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. | 0.28% | 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. | 0.25% | 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 | 1.35% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
XOM Exxon Mobil Corporation | 3.37% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
JNJ Johnson & Johnson | 2.91% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
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% |
V Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
LLY Eli Lilly and Company | 0.54% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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 Top 15 VOO. 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 Top 15 VOO was 31.30%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Top 15 VOO drawdown is 5.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -30.93% | Dec 28, 2021 | 258 | Jan 5, 2023 | 97 | May 25, 2023 | 355 |
| -24.9% | Oct 2, 2018 | 58 | Dec 24, 2018 | 138 | Jul 15, 2019 | 196 |
| -15.62% | Dec 7, 2015 | 46 | Feb 11, 2016 | 42 | Apr 13, 2016 | 88 |
| -14.53% | Sep 3, 2020 | 14 | Sep 23, 2020 | 53 | Dec 8, 2020 | 67 |
Volatility
Volatility Chart
The current Top 15 VOO volatility is 4.75%, 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
| XOM | LLY | TSLA | JNJ | UNH | JPM | NVDA | BRK-B | META | AAPL | AMZN | V | MSFT | GOOG | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XOM | 1.00 | 0.20 | 0.14 | 0.26 | 0.27 | 0.49 | 0.19 | 0.50 | 0.18 | 0.25 | 0.19 | 0.33 | 0.22 | 0.26 | 0.25 |
| LLY | 0.20 | 1.00 | 0.13 | 0.45 | 0.35 | 0.24 | 0.23 | 0.32 | 0.27 | 0.26 | 0.25 | 0.31 | 0.34 | 0.29 | 0.29 |
| TSLA | 0.14 | 0.13 | 1.00 | 0.11 | 0.16 | 0.25 | 0.41 | 0.23 | 0.36 | 0.41 | 0.41 | 0.30 | 0.38 | 0.37 | 0.37 |
| JNJ | 0.26 | 0.45 | 0.11 | 1.00 | 0.43 | 0.32 | 0.15 | 0.46 | 0.20 | 0.26 | 0.21 | 0.37 | 0.31 | 0.29 | 0.29 |
| UNH | 0.27 | 0.35 | 0.16 | 0.43 | 1.00 | 0.37 | 0.23 | 0.44 | 0.24 | 0.31 | 0.25 | 0.38 | 0.34 | 0.32 | 0.32 |
| JPM | 0.49 | 0.24 | 0.25 | 0.32 | 0.37 | 1.00 | 0.33 | 0.71 | 0.32 | 0.36 | 0.30 | 0.48 | 0.37 | 0.38 | 0.37 |
| NVDA | 0.19 | 0.23 | 0.41 | 0.15 | 0.23 | 0.33 | 1.00 | 0.33 | 0.51 | 0.52 | 0.54 | 0.44 | 0.58 | 0.52 | 0.52 |
| BRK-B | 0.50 | 0.32 | 0.23 | 0.46 | 0.44 | 0.71 | 0.33 | 1.00 | 0.33 | 0.41 | 0.33 | 0.53 | 0.44 | 0.43 | 0.42 |
| META | 0.18 | 0.27 | 0.36 | 0.20 | 0.24 | 0.32 | 0.51 | 0.33 | 1.00 | 0.51 | 0.61 | 0.49 | 0.58 | 0.65 | 0.66 |
| AAPL | 0.25 | 0.26 | 0.41 | 0.26 | 0.31 | 0.36 | 0.52 | 0.41 | 0.51 | 1.00 | 0.56 | 0.49 | 0.62 | 0.58 | 0.58 |
| AMZN | 0.19 | 0.25 | 0.41 | 0.21 | 0.25 | 0.30 | 0.54 | 0.33 | 0.61 | 0.56 | 1.00 | 0.49 | 0.64 | 0.67 | 0.67 |
| V | 0.33 | 0.31 | 0.30 | 0.37 | 0.38 | 0.48 | 0.44 | 0.53 | 0.49 | 0.49 | 0.49 | 1.00 | 0.59 | 0.55 | 0.55 |
| MSFT | 0.22 | 0.34 | 0.38 | 0.31 | 0.34 | 0.37 | 0.58 | 0.44 | 0.58 | 0.62 | 0.64 | 0.59 | 1.00 | 0.69 | 0.69 |
| GOOG | 0.26 | 0.29 | 0.37 | 0.29 | 0.32 | 0.38 | 0.52 | 0.43 | 0.65 | 0.58 | 0.67 | 0.55 | 0.69 | 1.00 | 0.99 |
| GOOGL | 0.25 | 0.29 | 0.37 | 0.29 | 0.32 | 0.37 | 0.52 | 0.42 | 0.66 | 0.58 | 0.67 | 0.55 | 0.69 | 0.99 | 1.00 |