Clone Core Portfolio
Suggested core stocks and ETFs portfolio. These are for longer term horizons. Thanks to a fellow portfoliolabster. 🙏
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Clone Core 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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 15, 2024, the Clone Core Portfolio returned 32.80% Year-To-Date and 24.72% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
Clone Core Portfolio | 32.80% | 2.46% | 22.09% | 43.01% | 24.87% | 24.72% |
Portfolio components: | ||||||
Merck & Co., Inc. | 2.54% | -4.69% | -11.18% | 8.12% | 9.85% | 11.21% |
Schwab US Dividend Equity ETF | 16.18% | 4.17% | 15.58% | 25.58% | 13.41% | 12.39% |
Equinix, Inc. | 9.19% | -0.63% | 17.93% | 17.70% | 10.64% | 18.63% |
Microsoft Corporation | 12.07% | -2.66% | 1.46% | 26.95% | 25.84% | 27.45% |
UnitedHealth Group Incorporated | 16.35% | 2.23% | 30.12% | 14.24% | 21.83% | 23.17% |
Broadcom Inc. | 65.08% | 9.08% | 38.06% | 105.10% | 49.10% | 40.92% |
Taiwan Semiconductor Manufacturing Company Limited | 86.84% | 11.43% | 38.43% | 114.00% | 33.86% | 28.27% |
Raytheon Technologies Corporation | 50.81% | 4.63% | 25.01% | 72.78% | 0.35% | 4.46% |
The Progressive Corporation | 59.15% | -1.36% | 21.00% | 61.41% | 31.75% | 29.40% |
Lockheed Martin Corporation | 37.45% | 7.19% | 36.12% | 42.46% | 13.17% | 16.38% |
Monthly Returns
The table below presents the monthly returns of Clone Core Portfolio, 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 | 3.67% | 4.11% | 3.44% | -2.90% | 3.26% | 4.16% | 4.58% | 5.08% | 1.90% | 32.80% | |||
2023 | 2.64% | -0.85% | 3.69% | 0.35% | 2.77% | 3.83% | 0.11% | -0.75% | -2.86% | 5.16% | 6.09% | 2.55% | 24.78% |
2022 | -2.30% | -0.27% | 4.76% | -4.69% | 2.25% | -4.35% | 3.95% | -2.68% | -7.69% | 8.76% | 8.11% | -2.43% | 1.93% |
2021 | -1.76% | 0.34% | 6.64% | 3.77% | 1.62% | 1.79% | 0.79% | 1.69% | -4.70% | 8.74% | -1.76% | 9.08% | 28.43% |
2020 | 1.90% | -7.91% | -4.13% | 10.81% | 2.58% | 2.17% | 6.72% | 5.15% | -1.10% | -3.36% | 7.14% | 5.48% | 26.63% |
2019 | 7.23% | 4.30% | 2.91% | 4.26% | -3.11% | 5.58% | 1.45% | -0.30% | 0.75% | 2.88% | 5.42% | 2.94% | 39.64% |
2018 | 4.70% | -2.34% | -1.05% | 0.59% | 2.46% | -0.51% | 4.06% | 4.15% | 3.58% | -6.69% | 3.10% | -6.02% | 5.30% |
2017 | 4.28% | 3.40% | 1.48% | 2.47% | 4.21% | 0.88% | 4.20% | 2.23% | 0.14% | 4.44% | 4.35% | 0.04% | 37.09% |
2016 | -2.41% | 1.18% | 8.61% | -2.28% | 3.68% | 3.17% | 2.36% | 0.55% | -0.16% | 0.36% | 4.16% | 1.77% | 22.53% |
2015 | -1.71% | 7.90% | 0.18% | 0.82% | 4.62% | -3.08% | 3.46% | -4.05% | 0.87% | 7.67% | -0.49% | 2.75% | 19.74% |
2014 | -1.36% | 6.09% | 3.00% | -1.08% | 3.65% | 1.92% | -1.42% | 6.61% | 1.19% | 3.74% | 4.23% | -0.53% | 28.83% |
2013 | 4.29% | 1.06% | 4.51% | 3.06% | 3.96% | 0.01% | 2.76% | -0.35% | 4.29% | 0.10% | 5.04% | 4.71% | 38.77% |
Expense Ratio
Clone Core Portfolio has an expense ratio of 0.01%, 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 Clone Core Portfolio is 98, placing it in the top 2% 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 | |
---|---|---|---|---|---|
Merck & Co., Inc. | 0.43 | 0.69 | 1.10 | 0.49 | 1.26 |
Schwab US Dividend Equity ETF | 2.30 | 3.29 | 1.40 | 2.03 | 12.08 |
Equinix, Inc. | 0.75 | 1.35 | 1.16 | 0.78 | 1.82 |
Microsoft Corporation | 1.41 | 1.91 | 1.24 | 1.78 | 4.89 |
UnitedHealth Group Incorporated | 0.77 | 1.23 | 1.16 | 0.85 | 2.29 |
Broadcom Inc. | 2.29 | 2.87 | 1.37 | 4.13 | 12.74 |
Taiwan Semiconductor Manufacturing Company Limited | 2.92 | 3.51 | 1.45 | 3.04 | 16.01 |
Raytheon Technologies Corporation | 4.01 | 6.75 | 1.84 | 1.51 | 31.25 |
The Progressive Corporation | 3.57 | 4.72 | 1.63 | 10.83 | 31.77 |
Lockheed Martin Corporation | 3.05 | 4.56 | 1.60 | 2.99 | 14.39 |
Dividends
Dividend yield
Clone Core Portfolio granted a 1.57% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Clone Core Portfolio | 1.57% | 1.73% | 1.86% | 2.54% | 2.20% | 2.46% | 2.37% | 1.92% | 2.26% | 2.57% | 2.73% | 1.89% |
Portfolio components: | ||||||||||||
Merck & Co., Inc. | 2.81% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Equinix, Inc. | 1.97% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
UnitedHealth Group Incorporated | 1.31% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Broadcom Inc. | 1.15% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Taiwan Semiconductor Manufacturing Company Limited | 1.14% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Raytheon Technologies Corporation | 1.96% | 2.76% | 2.14% | 2.33% | 2.64% | 1.24% | 1.68% | 2.13% | 2.39% | 2.66% | 2.05% | 1.21% |
The Progressive Corporation | 0.46% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
Lockheed Martin Corporation | 2.06% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
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 Clone Core Portfolio. 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 Clone Core Portfolio was 29.68%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-29.68% | Feb 13, 2020 | 27 | Mar 23, 2020 | 79 | Jul 15, 2020 | 106 |
-15.66% | Oct 3, 2018 | 57 | Dec 24, 2018 | 35 | Feb 14, 2019 | 92 |
-15.44% | Apr 8, 2022 | 131 | Oct 14, 2022 | 32 | Nov 30, 2022 | 163 |
-10.85% | Jul 21, 2015 | 26 | Aug 25, 2015 | 39 | Oct 20, 2015 | 65 |
-9.44% | Apr 3, 2012 | 43 | Jun 4, 2012 | 72 | Sep 14, 2012 | 115 |
Volatility
Volatility Chart
The current Clone Core Portfolio volatility is 2.22%, 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 | EQIX | TSM | UNH | LMT | PGR | AVGO | MSFT | RTX | SCHD | |
---|---|---|---|---|---|---|---|---|---|---|
MRK | 1.00 | 0.27 | 0.14 | 0.37 | 0.32 | 0.36 | 0.20 | 0.28 | 0.31 | 0.46 |
EQIX | 0.27 | 1.00 | 0.28 | 0.28 | 0.25 | 0.28 | 0.33 | 0.40 | 0.27 | 0.40 |
TSM | 0.14 | 0.28 | 1.00 | 0.22 | 0.21 | 0.21 | 0.56 | 0.47 | 0.31 | 0.48 |
UNH | 0.37 | 0.28 | 0.22 | 1.00 | 0.33 | 0.35 | 0.27 | 0.34 | 0.36 | 0.47 |
LMT | 0.32 | 0.25 | 0.21 | 0.33 | 1.00 | 0.39 | 0.24 | 0.28 | 0.57 | 0.52 |
PGR | 0.36 | 0.28 | 0.21 | 0.35 | 0.39 | 1.00 | 0.26 | 0.33 | 0.42 | 0.51 |
AVGO | 0.20 | 0.33 | 0.56 | 0.27 | 0.24 | 0.26 | 1.00 | 0.51 | 0.36 | 0.52 |
MSFT | 0.28 | 0.40 | 0.47 | 0.34 | 0.28 | 0.33 | 0.51 | 1.00 | 0.37 | 0.55 |
RTX | 0.31 | 0.27 | 0.31 | 0.36 | 0.57 | 0.42 | 0.36 | 0.37 | 1.00 | 0.66 |
SCHD | 0.46 | 0.40 | 0.48 | 0.47 | 0.52 | 0.51 | 0.52 | 0.55 | 0.66 | 1.00 |