5 stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 18% |
ASML ASML Holding N.V. | Technology | 15% |
CSCO Cisco Systems, Inc. | Technology | 20% |
MSFT Microsoft Corporation | Technology | 20% |
ORCL 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 Sep 5, 2024, the 5 stocks returned 16.42% Year-To-Date and 21.19% 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 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| 5 stocks | 16.42% | 6.02% | 8.42% | 15.82% | 24.16% | 21.24% |
| Portfolio components: | ||||||
AAPL Apple Inc | 15.14% | 6.70% | 31.01% | 21.36% | 33.88% | 26.11% |
CSCO Cisco Systems, Inc. | 0.81% | 10.05% | 3.34% | -10.26% | 3.54% | 10.57% |
ASML ASML Holding N.V. | 7.82% | -3.74% | -22.22% | 22.84% | 29.06% | 24.89% |
MSFT Microsoft Corporation | 9.33% | 2.51% | 0.30% | 23.76% | 25.30% | 26.32% |
ORCL Oracle Corporation | 34.83% | 9.78% | 23.63% | 14.75% | 23.53% | 15.05% |
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% | 16.42% | ||||
| 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 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | 0.76 | 1.23 | 1.15 | 1.03 | 2.26 |
CSCO Cisco Systems, Inc. | -0.56 | -0.63 | 0.91 | -0.48 | -0.89 |
ASML ASML Holding N.V. | 0.58 | 1.03 | 1.14 | 0.68 | 2.32 |
MSFT Microsoft Corporation | 1.27 | 1.74 | 1.22 | 1.64 | 5.21 |
ORCL Oracle Corporation | 0.53 | 0.91 | 1.15 | 0.88 | 1.75 |
Dividends
Dividend yield
5 stocks granted a 1.29% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 stocks | 1.29% | 1.37% | 1.58% | 1.13% | 1.43% | 1.65% | 1.87% | 1.75% | 2.05% | 1.97% | 1.73% | 1.63% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
CSCO Cisco Systems, Inc. | 3.18% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
ASML ASML Holding N.V. | 0.81% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
ORCL Oracle Corporation | 1.14% | 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 6.28%.
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 5.26%, 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 | 0.49 |
| 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 | 0.49 | 0.54 | 0.54 | 1.00 |