Cash Cows Portfolio
Consists of cash cows Apple, Microsoft, and Google.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 34% |
MSFT Microsoft Corporation | Technology | 33% |
AAPL Apple Inc. | Technology | 33% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AAPL | GOOG | MSFT | |
|---|---|---|---|
| AAPL | 1.00 | 0.59 | 0.63 |
| GOOG | 0.59 | 1.00 | 0.69 |
| MSFT | 0.63 | 0.69 | 1.00 |
Dividend yield
Cash Cows Portfolio granted a 0.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cash Cows Portfolio | 0.46% | 0.58% | 0.39% | 0.52% | 0.76% | 1.20% | 1.16% | 1.54% | 1.56% | 1.56% | 1.80% | 1.64% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2021 | 258 | Jan 5, 2023 | 140 | Jul 28, 2023 | 398 |
| -29.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -24.47% | Oct 4, 2018 | 56 | Dec 24, 2018 | 79 | Apr 18, 2019 | 135 |
| -16.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 66 | Dec 28, 2020 | 80 |
| -15.26% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
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.