5 stocks
Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
The earliest data available for this chart is Mar 15, 1995, corresponding to the inception date of ASML
Returns By Period
As of May 9, 2025, the 5 stocks returned -4.50% Year-To-Date and 20.20% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 5 stocks | -4.50% | 18.53% | -5.22% | 14.35% | 21.45% | 20.20% |
| Portfolio components: | ||||||
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.29% | 21.49% |
CSCO Cisco Systems, Inc. | 2.23% | 12.26% | 4.20% | 28.13% | 10.13% | 10.84% |
ASML ASML Holding N.V. | 2.69% | 19.29% | 5.10% | -21.59% | 19.52% | 21.84% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
ORCL Oracle Corporation | -9.25% | 21.16% | -18.85% | 29.48% | 24.84% | 14.92% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.90% | -0.45% | -8.52% | -0.49% | 4.44% | -4.50% | |||||||
| 2024 | 4.36% | 1.45% | 3.82% | -6.60% | 5.86% | 10.15% | -1.22% | 1.37% | 6.59% | -4.09% | 6.65% | -1.81% | 28.31% |
| 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% | -3.11% | -7.04% | 13.02% | -5.73% | -13.52% | 14.65% | 9.33% | -5.98% | -20.15% |
| 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% | -1.46% | 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% | 8.22% | 0.12% | 26.46% |
Expense Ratio
5 stocks has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 5 stocks is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.27 | 0.63 | 1.09 | 0.28 | 0.95 |
CSCO Cisco Systems, Inc. | 1.25 | 1.93 | 1.29 | 1.28 | 5.85 |
ASML ASML Holding N.V. | -0.45 | -0.37 | 0.95 | -0.48 | -0.76 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
ORCL Oracle Corporation | 0.70 | 1.21 | 1.17 | 0.80 | 2.21 |
Dividends
Dividend yield
5 stocks provided a 1.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.23% | 1.16% | 1.37% | 1.58% | 1.13% | 1.43% | 1.65% | 1.87% | 1.75% | 2.05% | 1.97% | 1.73% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
CSCO Cisco Systems, Inc. | 2.70% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
ASML ASML Holding N.V. | 0.98% | 0.97% | 0.85% | 1.21% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
ORCL Oracle Corporation | 1.13% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
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 9.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.83% | Mar 28, 2000 | 634 | Oct 7, 2002 | 1149 | May 2, 2007 | 1783 |
| -51.74% | 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
Volatility Chart
The current 5 stocks volatility is 14.25%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.81, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AAPL | ASML | ORCL | MSFT | CSCO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.54 | 0.60 | 0.60 | 0.67 | 0.65 | 0.77 |
| AAPL | 0.54 | 1.00 | 0.42 | 0.41 | 0.46 | 0.45 | 0.69 |
| ASML | 0.60 | 0.42 | 1.00 | 0.43 | 0.46 | 0.48 | 0.70 |
| ORCL | 0.60 | 0.41 | 0.43 | 1.00 | 0.53 | 0.54 | 0.78 |
| MSFT | 0.67 | 0.46 | 0.46 | 0.53 | 1.00 | 0.54 | 0.74 |
| CSCO | 0.65 | 0.45 | 0.48 | 0.54 | 0.54 | 1.00 | 0.76 |
| Portfolio | 0.77 | 0.69 | 0.70 | 0.78 | 0.74 | 0.76 | 1.00 |