5 stocks
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 18% |
ASML Holding N.V. | Technology | 15% |
Cisco Systems, Inc. | Technology | 20% |
Microsoft Corporation | Technology | 20% |
Oracle Corporation | Technology | 27% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 stocks, 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 15, 1995, corresponding to the inception date of ASML
Returns By Period
As of Oct 18, 2024, the 5 stocks returned 26.75% Year-To-Date and 22.86% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
5 stocks | 27.61% | 1.47% | 23.39% | 40.28% | 25.63% | 22.52% |
Portfolio components: | ||||||
Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.06% | 26.06% |
Cisco Systems, Inc. | 16.01% | 10.05% | 19.82% | 10.73% | 7.14% | 12.60% |
ASML Holding N.V. | -3.90% | -9.06% | -16.74% | 25.71% | 24.20% | 23.77% |
Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.23% | 26.73% |
Oracle Corporation | 67.72% | 4.22% | 53.30% | 73.61% | 28.50% | 18.14% |
Monthly Returns
The table below presents the monthly returns of 5 stocks, 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 | 4.36% | 1.45% | 3.82% | -6.60% | 5.86% | 10.15% | -1.22% | 1.37% | 6.59% | 27.61% | |||
2023 | 8.71% | -0.87% | 10.10% | -0.26% | 8.54% | 6.80% | -0.27% | 0.45% | -8.39% | 0.63% | 8.73% | 0.02% | 37.77% |
2022 | -8.14% | -3.73% | 4.12% | -11.34% | -3.10% | -7.04% | 13.02% | -5.73% | -13.52% | 14.65% | 9.33% | -5.98% | -20.14% |
2021 | 0.58% | 1.52% | 7.31% | 5.64% | 1.39% | 3.50% | 8.22% | 5.19% | -6.23% | 9.49% | -0.36% | 3.82% | 46.84% |
2020 | 0.94% | -7.37% | -3.53% | 11.67% | 7.15% | 7.05% | 3.09% | 6.03% | -3.99% | -5.29% | 10.87% | 8.59% | 38.24% |
2019 | 8.57% | 5.92% | 4.85% | 6.82% | -8.41% | 9.94% | 2.96% | -5.02% | 5.92% | 2.68% | 3.21% | 3.88% | 47.89% |
2018 | 8.98% | 1.41% | -4.76% | 0.48% | 4.11% | -1.47% | 5.39% | 7.07% | 1.02% | -5.50% | -1.71% | -8.98% | 4.56% |
2017 | 4.69% | 6.23% | 3.89% | 1.49% | 0.51% | 1.15% | 4.27% | 3.94% | 0.23% | 6.93% | 1.11% | -0.44% | 39.40% |
2016 | -3.38% | 0.60% | 10.34% | -6.13% | 4.68% | -1.29% | 7.01% | 1.12% | 0.69% | -0.65% | 0.20% | 1.82% | 14.89% |
2015 | -4.75% | 7.86% | -4.51% | 6.38% | 1.07% | -6.15% | 0.56% | -7.37% | -0.89% | 10.41% | -0.29% | -3.81% | -3.23% |
2014 | -4.36% | 3.18% | 4.79% | 0.53% | 4.75% | 1.27% | 1.80% | 3.47% | -1.27% | 1.75% | 8.23% | 0.12% | 26.46% |
2013 | 3.08% | -1.61% | -1.58% | 5.31% | 6.94% | -4.59% | 5.80% | -0.08% | 2.84% | 2.14% | 3.23% | 3.04% | 26.67% |
Expense Ratio
5 stocks 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 5 stocks is 27, 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 | |
---|---|---|---|---|---|
Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Cisco Systems, Inc. | 0.44 | 0.70 | 1.11 | 0.38 | 1.19 |
ASML Holding N.V. | 0.56 | 0.98 | 1.14 | 0.66 | 1.88 |
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
Oracle Corporation | 1.89 | 2.71 | 1.40 | 3.08 | 11.25 |
Dividends
Dividend yield
5 stocks granted a 1.16% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
5 stocks | 1.16% | 1.37% | 1.58% | 1.13% | 1.43% | 1.65% | 1.87% | 1.75% | 2.05% | 1.97% | 1.73% | 1.63% |
Portfolio components: | ||||||||||||
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Cisco Systems, Inc. | 2.80% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
ASML Holding N.V. | 0.91% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Oracle Corporation | 0.92% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
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 5 stocks. 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 5 stocks was 75.83%, occurring on Oct 7, 2002. Recovery took 1149 trading sessions.
The current 5 stocks drawdown is 2.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-75.83% | Mar 28, 2000 | 634 | Oct 7, 2002 | 1149 | May 2, 2007 | 1783 |
-51.76% | Nov 7, 2007 | 335 | Mar 9, 2009 | 203 | Dec 24, 2009 | 538 |
-34.66% | Dec 16, 2021 | 206 | Oct 11, 2022 | 161 | Jun 2, 2023 | 367 |
-30.64% | Aug 21, 1997 | 88 | Dec 24, 1997 | 51 | Mar 11, 1998 | 139 |
-27.19% | Feb 13, 2020 | 20 | Mar 12, 2020 | 59 | Jun 5, 2020 | 79 |
Volatility
Volatility Chart
The current 5 stocks volatility is 4.89%, 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
AAPL | ASML | ORCL | MSFT | CSCO | |
---|---|---|---|---|---|
AAPL | 1.00 | 0.42 | 0.41 | 0.46 | 0.45 |
ASML | 0.42 | 1.00 | 0.43 | 0.46 | 0.48 |
ORCL | 0.41 | 0.43 | 1.00 | 0.53 | 0.54 |
MSFT | 0.46 | 0.46 | 0.53 | 1.00 | 0.54 |
CSCO | 0.45 | 0.48 | 0.54 | 0.54 | 1.00 |