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Cash Cows Portfolio

Last updated Sep 22, 2023

Consists of cash cows Apple, Microsoft, and Google.

Asset Allocation


GOOG 34%MSFT 33%AAPL 33%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services34%
MSFT
Microsoft Corporation
Technology33%
AAPL
Apple Inc.
Technology33%

Performance

The chart shows the growth of an initial investment of $10,000 in Cash Cows Portfolio, 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


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
18.15%
8.86%
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the Cash Cows Portfolio returned 39.29% Year-To-Date and 24.83% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.39%9.04%12.78%15.22%8.15%9.17%
Cash Cows Portfolio-2.50%15.96%39.29%26.49%23.99%24.83%
MSFT
Microsoft Corporation
-2.28%14.38%34.15%33.88%24.23%26.40%
GOOG
Alphabet Inc.
-1.39%23.85%48.04%30.62%17.68%17.58%
AAPL
Apple Inc.
-3.97%8.83%34.44%14.55%27.33%27.88%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AAPLGOOGMSFT
AAPL1.000.590.63
GOOG0.591.000.69
MSFT0.630.691.00

Sharpe Ratio

The current Cash Cows Portfolio Sharpe ratio is 0.88. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.88

The Sharpe ratio of Cash Cows Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.88
0.70
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Cash Cows Portfolio granted a 0.46% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Cash Cows Portfolio0.46%0.58%0.39%0.52%0.76%1.20%1.16%1.54%1.56%1.56%1.80%1.64%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
GOOG
Alphabet 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%
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%

Expense Ratio

The Cash Cows Portfolio 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MSFT
Microsoft Corporation
1.08
GOOG
Alphabet Inc.
0.84
AAPL
Apple Inc.
0.41

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.76%
-9.73%
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Cash Cows Portfolio. 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 Cash Cows Portfolio is 35.29%, recorded on Jan 5, 2023. It took 140 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.29%Dec 28, 2021258Jan 5, 2023140Jul 28, 2023398
-29.59%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-24.47%Oct 4, 201856Dec 24, 201879Apr 18, 2019135
-16.84%Sep 3, 202014Sep 23, 202066Dec 28, 202080
-15.26%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility Chart

The current Cash Cows Portfolio volatility is 5.76%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
5.76%
3.66%
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components