5 stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ORCL Oracle Corporation | Technology | 27% |
CSCO Cisco Systems, Inc. | Technology | 20% |
MSFT Microsoft Corporation | Technology | 20% |
AAPL Apple Inc. | Technology | 18% |
ASML ASML Holding N.V. | Technology | 15% |
Performance
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
Returns
As of Sep 23, 2023, the 5 stocks returned 27.17% Year-To-Date and 21.04% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 9.86% |
| 5 stocks | -4.64% | 11.50% | 27.17% | 43.17% | 21.06% | 21.09% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -2.14% | 10.73% | 35.10% | 16.88% | 27.18% | 27.88% |
CSCO Cisco Systems, Inc. | -3.82% | 7.60% | 15.06% | 36.07% | 5.20% | 12.15% |
ASML ASML Holding N.V. | -9.82% | -8.37% | 8.24% | 35.95% | 26.82% | 20.69% |
MSFT Microsoft Corporation | -1.85% | 15.19% | 33.09% | 34.53% | 24.14% | 27.62% |
ORCL Oracle Corporation | -6.06% | 21.90% | 34.93% | 71.73% | 18.13% | 14.23% |
| Returns over 1 year are annualized | ||||||
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 | 0.49 |
| ORCL | 0.41 | 0.43 | 1.00 | 0.53 | 0.55 |
| MSFT | 0.46 | 0.46 | 0.53 | 1.00 | 0.55 |
| CSCO | 0.45 | 0.49 | 0.55 | 0.55 | 1.00 |
Dividend yield
5 stocks granted a 1.36% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 stocks | 1.36% | 1.59% | 1.18% | 1.50% | 1.76% | 2.01% | 1.93% | 2.31% | 2.27% | 2.05% | 1.96% | 5.29% |
| Portfolio components: | ||||||||||||
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% |
CSCO Cisco Systems, Inc. | 2.87% | 3.24% | 2.45% | 3.47% | 3.23% | 3.41% | 3.51% | 4.04% | 3.85% | 3.50% | 3.09% | 3.53% |
ASML ASML Holding N.V. | 1.04% | 1.19% | 0.50% | 0.56% | 1.22% | 0.97% | 0.68% | 0.98% | 0.78% | 0.72% | 0.68% | 21.46% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
ORCL Oracle Corporation | 1.32% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
CSCO Cisco Systems, Inc. | 1.57 | ||||
ASML ASML Holding N.V. | 0.70 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
ORCL Oracle Corporation | 2.29 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 5 stocks. 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 5 stocks is 75.83%, recorded on Oct 7, 2002. It took 1149 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.83% | Mar 28, 2000 | 634 | Oct 7, 2002 | 1149 | May 2, 2007 | 1783 |
| -51.75% | Nov 7, 2007 | 335 | Mar 9, 2009 | 203 | Dec 24, 2009 | 538 |
| -34.67% | 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 Chart
The current 5 stocks volatility is 6.79%, 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.