Core with trend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5.59% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.47% |
AVGO Broadcom Inc. | Technology | 5.88% |
EQIX Equinix, Inc. | Real Estate | 4.71% |
GOOG Alphabet Inc. | Communication Services | 3.01% |
LMT Lockheed Martin Corporation | Industrials | 6% |
MRK Merck & Co., Inc. | Healthcare | 3.02% |
MSFT Microsoft Corporation | Technology | 11.75% |
NVDA NVIDIA Corporation | Technology | 4% |
PGR The Progressive Corporation | Financial Services | 8.47% |
RTX Raytheon Technologies Corporation | Industrials | 1.44% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 8.59% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 3.19% |
UNH UnitedHealth Group Incorporated | Healthcare | 9.43% |
VGT Vanguard Information Technology ETF | Technology Equities | 3.07% |
VNQ Vanguard Real Estate ETF | REIT | 4.25% |
VO Vanguard Mid-Cap ETF | Mid Cap Growth Equities | 5.37% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 8.76% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Core with trend , 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 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Core with trend returned 21.65% Year-To-Date and 23.90% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Core with trend | 21.65% | 1.65% | 16.68% | 32.03% | 24.09% | 23.91% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 14.47% | -4.89% | 6.32% | 27.97% | 26.14% | 27.69% |
UNH UnitedHealth Group Incorporated | 7.19% | 15.53% | 14.38% | 11.90% | 19.05% | 22.55% |
SCHD Schwab US Dividend Equity ETF | 7.96% | 3.79% | 6.64% | 11.01% | 11.83% | 11.16% |
PGR The Progressive Corporation | 36.07% | 3.49% | 21.14% | 71.82% | 24.30% | 27.68% |
VOO Vanguard S&P 500 ETF | 14.62% | -0.69% | 11.63% | 20.54% | 14.27% | 12.68% |
LMT Lockheed Martin Corporation | 15.28% | 10.07% | 21.21% | 16.98% | 9.81% | 14.84% |
AVGO Broadcom Inc. | 36.59% | -4.26% | 23.96% | 72.44% | 42.63% | 40.25% |
AAPL Apple Inc | 13.81% | 4.53% | 12.85% | 12.96% | 34.37% | 25.94% |
VO Vanguard Mid-Cap ETF | 6.49% | 1.18% | 7.30% | 9.56% | 9.21% | 9.32% |
EQIX Equinix, Inc. | -0.38% | 6.90% | -1.59% | -0.31% | 12.18% | 16.93% |
VNQ Vanguard Real Estate ETF | 2.06% | 6.98% | 5.87% | 6.37% | 3.87% | 5.63% |
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.33% |
AMZN Amazon.com, Inc. | 19.01% | -2.96% | 14.63% | 41.11% | 13.28% | 27.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 54.76% | -7.42% | 38.08% | 63.54% | 32.60% | 26.07% |
VGT Vanguard Information Technology ETF | 16.19% | -2.48% | 10.55% | 25.92% | 21.34% | 20.28% |
MRK Merck & Co., Inc. | 16.93% | -5.27% | 6.12% | 20.66% | 13.58% | 11.97% |
GOOG Alphabet Inc. | 23.87% | -6.04% | 13.62% | 34.64% | 22.88% | 19.53% |
RTX Raytheon Technologies Corporation | 26.16% | 3.21% | 16.73% | 24.78% | 6.85% | 6.91% |
Monthly Returns
The table below presents the monthly returns of Core with trend , 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 | 3.11% | 5.20% | 3.65% | -3.21% | 5.21% | 4.97% | 21.65% | ||||||
| 2023 | 6.55% | -0.64% | 5.83% | 0.93% | 4.43% | 5.09% | 1.60% | -0.87% | -4.43% | 2.26% | 8.07% | 3.39% | 36.46% |
| 2022 | -4.43% | -1.23% | 4.79% | -8.09% | 0.67% | -6.25% | 7.75% | -4.12% | -9.37% | 7.31% | 7.31% | -4.92% | -12.06% |
| 2021 | -0.90% | 1.08% | 4.71% | 5.55% | 0.81% | 3.97% | 1.65% | 3.10% | -5.21% | 9.04% | 0.65% | 5.94% | 34.03% |
| 2020 | 2.39% | -6.99% | -6.56% | 12.87% | 4.19% | 3.92% | 7.18% | 7.59% | -2.90% | -2.96% | 8.26% | 4.77% | 34.02% |
| 2019 | 7.64% | 3.97% | 4.07% | 4.36% | -5.46% | 6.55% | 2.19% | -0.73% | 1.53% | 3.65% | 4.92% | 3.58% | 42.05% |
| 2018 | 6.21% | -1.96% | -1.83% | 0.51% | 3.98% | -0.05% | 4.00% | 5.64% | 1.89% | -7.76% | 0.84% | -8.19% | 2.09% |
| 2017 | 3.80% | 3.50% | 1.69% | 2.07% | 5.08% | -0.03% | 3.90% | 2.26% | 0.30% | 5.45% | 3.38% | 0.14% | 36.27% |
| 2016 | -3.98% | 0.36% | 8.81% | -2.56% | 5.10% | 1.51% | 4.77% | 0.85% | 1.26% | -0.21% | 3.85% | 2.85% | 24.30% |
| 2015 | -1.07% | 7.46% | -0.76% | 1.77% | 2.89% | -3.22% | 3.97% | -3.97% | 0.47% | 9.32% | 0.86% | 1.02% | 19.47% |
| 2014 | -0.83% | 3.58% | 1.94% | -1.14% | 6.08% | -0.29% | 3.44% | 4.36% | -0.88% | 17.15% |
Expense Ratio
Core with trend has an expense ratio of 0.02%, which is considered low compared to other funds. 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 risk-adjusted rank of Core with trend is 93, placing it in the top 7% 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
UNH UnitedHealth Group Incorporated | 0.54 | 0.92 | 1.12 | 0.59 | 1.57 |
SCHD Schwab US Dividend Equity ETF | 0.99 | 1.50 | 1.17 | 0.84 | 3.09 |
PGR The Progressive Corporation | 3.25 | 4.75 | 1.60 | 4.30 | 32.30 |
VOO Vanguard S&P 500 ETF | 1.82 | 2.53 | 1.32 | 1.80 | 7.20 |
LMT Lockheed Martin Corporation | 0.92 | 1.60 | 1.21 | 0.81 | 3.98 |
AVGO Broadcom Inc. | 1.80 | 2.51 | 1.31 | 4.17 | 11.14 |
AAPL Apple Inc | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
VO Vanguard Mid-Cap ETF | 0.78 | 1.18 | 1.14 | 0.44 | 2.09 |
EQIX Equinix, Inc. | -0.04 | 0.13 | 1.02 | -0.04 | -0.10 |
VNQ Vanguard Real Estate ETF | 0.33 | 0.61 | 1.07 | 0.18 | 0.85 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.16 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.94 | 2.67 | 1.33 | 1.73 | 9.78 |
VGT Vanguard Information Technology ETF | 1.38 | 1.89 | 1.24 | 1.98 | 6.09 |
MRK Merck & Co., Inc. | 1.06 | 1.68 | 1.21 | 1.32 | 4.62 |
GOOG Alphabet Inc. | 1.56 | 2.07 | 1.30 | 2.33 | 9.47 |
RTX Raytheon Technologies Corporation | 0.50 | 0.79 | 1.13 | 0.34 | 1.62 |
Dividends
Dividend yield
Core with trend granted a 1.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Core with trend | 1.45% | 1.49% | 1.62% | 1.84% | 1.78% | 1.99% | 2.19% | 1.78% | 2.11% | 2.28% | 2.35% | 1.99% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
UNH UnitedHealth Group Incorporated | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
SCHD Schwab US Dividend Equity ETF | 3.51% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
PGR The Progressive Corporation | 0.53% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
VOO Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
LMT Lockheed Martin Corporation | 2.42% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
AVGO Broadcom Inc. | 1.34% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
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% |
VO Vanguard Mid-Cap ETF | 1.57% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
EQIX Equinix, Inc. | 2.04% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.03% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AMZN Amazon.com, 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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.29% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
VGT Vanguard Information Technology ETF | 0.66% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
MRK Merck & Co., Inc. | 2.41% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
GOOG Alphabet Inc. | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RTX Raytheon Technologies Corporation | 2.29% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Core with trend . 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 Core with trend was 30.42%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Core with trend drawdown is 2.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -21.36% | Mar 30, 2022 | 138 | Oct 14, 2022 | 148 | May 18, 2023 | 286 |
| -20.38% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -11.58% | Dec 30, 2015 | 30 | Feb 11, 2016 | 23 | Mar 16, 2016 | 53 |
| -11.15% | Aug 18, 2015 | 6 | Aug 25, 2015 | 37 | Oct 16, 2015 | 43 |
Volatility
Volatility Chart
The current Core with trend volatility is 3.05%, 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
| MRK | LMT | PGR | UNH | EQIX | RTX | TSM | VNQ | NVDA | AMZN | AVGO | AAPL | GOOG | MSFT | SCHD | VO | VGT | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRK | 1.00 | 0.31 | 0.36 | 0.39 | 0.28 | 0.30 | 0.13 | 0.31 | 0.14 | 0.18 | 0.20 | 0.22 | 0.25 | 0.29 | 0.45 | 0.37 | 0.29 | 0.42 |
| LMT | 0.31 | 1.00 | 0.39 | 0.33 | 0.23 | 0.57 | 0.18 | 0.33 | 0.17 | 0.18 | 0.22 | 0.25 | 0.23 | 0.27 | 0.50 | 0.41 | 0.31 | 0.43 |
| PGR | 0.36 | 0.39 | 1.00 | 0.35 | 0.27 | 0.41 | 0.20 | 0.35 | 0.21 | 0.23 | 0.25 | 0.27 | 0.27 | 0.32 | 0.50 | 0.45 | 0.36 | 0.47 |
| UNH | 0.39 | 0.33 | 0.35 | 1.00 | 0.29 | 0.35 | 0.22 | 0.34 | 0.23 | 0.26 | 0.27 | 0.32 | 0.33 | 0.34 | 0.47 | 0.44 | 0.36 | 0.48 |
| EQIX | 0.28 | 0.23 | 0.27 | 0.29 | 1.00 | 0.24 | 0.27 | 0.61 | 0.32 | 0.38 | 0.32 | 0.35 | 0.36 | 0.41 | 0.39 | 0.48 | 0.47 | 0.48 |
| RTX | 0.30 | 0.57 | 0.41 | 0.35 | 0.24 | 1.00 | 0.29 | 0.41 | 0.27 | 0.26 | 0.34 | 0.33 | 0.35 | 0.35 | 0.65 | 0.60 | 0.44 | 0.58 |
| TSM | 0.13 | 0.18 | 0.20 | 0.22 | 0.27 | 0.29 | 1.00 | 0.31 | 0.58 | 0.43 | 0.58 | 0.50 | 0.47 | 0.49 | 0.48 | 0.55 | 0.65 | 0.58 |
| VNQ | 0.31 | 0.33 | 0.35 | 0.34 | 0.61 | 0.41 | 0.31 | 1.00 | 0.29 | 0.32 | 0.33 | 0.36 | 0.37 | 0.40 | 0.62 | 0.66 | 0.48 | 0.61 |
| NVDA | 0.14 | 0.17 | 0.21 | 0.23 | 0.32 | 0.27 | 0.58 | 0.29 | 1.00 | 0.53 | 0.60 | 0.52 | 0.52 | 0.58 | 0.43 | 0.56 | 0.74 | 0.61 |
| AMZN | 0.18 | 0.18 | 0.23 | 0.26 | 0.38 | 0.26 | 0.43 | 0.32 | 0.53 | 1.00 | 0.47 | 0.56 | 0.67 | 0.64 | 0.41 | 0.54 | 0.69 | 0.63 |
| AVGO | 0.20 | 0.22 | 0.25 | 0.27 | 0.32 | 0.34 | 0.58 | 0.33 | 0.60 | 0.47 | 1.00 | 0.56 | 0.48 | 0.54 | 0.52 | 0.60 | 0.72 | 0.65 |
| AAPL | 0.22 | 0.25 | 0.27 | 0.32 | 0.35 | 0.33 | 0.50 | 0.36 | 0.52 | 0.56 | 0.56 | 1.00 | 0.58 | 0.62 | 0.50 | 0.57 | 0.79 | 0.69 |
| GOOG | 0.25 | 0.23 | 0.27 | 0.33 | 0.36 | 0.35 | 0.47 | 0.37 | 0.52 | 0.67 | 0.48 | 0.58 | 1.00 | 0.69 | 0.50 | 0.58 | 0.73 | 0.70 |
| MSFT | 0.29 | 0.27 | 0.32 | 0.34 | 0.41 | 0.35 | 0.49 | 0.40 | 0.58 | 0.64 | 0.54 | 0.62 | 0.69 | 1.00 | 0.55 | 0.62 | 0.83 | 0.74 |
| SCHD | 0.45 | 0.50 | 0.50 | 0.47 | 0.39 | 0.65 | 0.48 | 0.62 | 0.43 | 0.41 | 0.52 | 0.50 | 0.50 | 0.55 | 1.00 | 0.85 | 0.67 | 0.85 |
| VO | 0.37 | 0.41 | 0.45 | 0.44 | 0.48 | 0.60 | 0.55 | 0.66 | 0.56 | 0.54 | 0.60 | 0.57 | 0.58 | 0.62 | 0.85 | 1.00 | 0.81 | 0.93 |
| VGT | 0.29 | 0.31 | 0.36 | 0.36 | 0.47 | 0.44 | 0.65 | 0.48 | 0.74 | 0.69 | 0.72 | 0.79 | 0.73 | 0.83 | 0.67 | 0.81 | 1.00 | 0.89 |
| VOO | 0.42 | 0.43 | 0.47 | 0.48 | 0.48 | 0.58 | 0.58 | 0.61 | 0.61 | 0.63 | 0.65 | 0.69 | 0.70 | 0.74 | 0.85 | 0.93 | 0.89 | 1.00 |