Blank
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
LLY Eli Lilly and Company | Healthcare | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
V Visa Inc. | Financial Services | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Blank, 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 19, 2008, corresponding to the inception date of V
Returns By Period
As of Sep 19, 2024, the Blank returned 41.15% Year-To-Date and 36.89% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Blank | 41.15% | -1.01% | 12.95% | 56.88% | 40.73% | 37.03% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 15.19% | 1.41% | 0.70% | 35.31% | 26.56% | 26.83% |
LLY Eli Lilly and Company | 56.00% | -4.74% | 17.85% | 59.93% | 53.06% | 32.57% |
AMZN Amazon.com, Inc. | 22.70% | 4.22% | 4.65% | 37.80% | 15.81% | 27.73% |
V Visa Inc. | 11.44% | 7.63% | -0.27% | 20.21% | 11.45% | 19.24% |
AAPL Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 33.30% | 25.76% |
NVDA NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.83% | 74.00% |
Monthly Returns
The table below presents the monthly returns of Blank, 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 | 7.29% | 11.66% | 3.42% | -3.14% | 9.03% | 7.90% | -3.26% | 3.90% | 41.15% | ||||
| 2023 | 12.64% | 0.70% | 12.21% | 4.98% | 10.86% | 8.36% | 1.69% | 4.58% | -6.97% | 1.76% | 10.70% | 1.74% | 82.01% |
| 2022 | -7.15% | -1.65% | 7.22% | -12.87% | -0.19% | -7.17% | 14.00% | -7.89% | -9.62% | 6.84% | 6.05% | -8.35% | -22.09% |
| 2021 | 2.25% | 0.36% | -1.88% | 7.89% | 0.31% | 11.37% | 2.89% | 4.74% | -6.71% | 9.22% | 6.01% | 1.71% | 43.69% |
| 2020 | 5.77% | -4.42% | -1.66% | 14.90% | 6.46% | 8.71% | 5.68% | 13.54% | -5.29% | -6.95% | 9.06% | 5.89% | 61.45% |
| 2019 | 6.06% | 4.97% | 8.06% | 3.47% | -8.80% | 8.36% | 1.93% | 0.06% | 0.67% | 6.35% | 5.09% | 6.60% | 50.49% |
| 2018 | 11.04% | 0.55% | -3.41% | 2.83% | 7.33% | -0.23% | 6.23% | 11.43% | 0.75% | -10.43% | -2.56% | -9.02% | 12.46% |
| 2017 | 5.29% | 4.01% | 3.68% | 0.72% | 9.36% | -1.27% | 4.96% | 3.53% | 0.60% | 8.73% | 2.24% | -0.52% | 49.26% |
| 2016 | -7.09% | -2.84% | 8.14% | -1.17% | 9.65% | -1.33% | 9.66% | 2.06% | 5.64% | -0.93% | 1.97% | 6.61% | 32.92% |
| 2015 | 0.81% | 7.63% | -2.89% | 6.61% | 2.77% | -2.27% | 6.46% | -2.06% | 1.44% | 12.22% | 4.36% | -0.19% | 39.49% |
| 2014 | -3.21% | 7.25% | -1.08% | -0.62% | 4.12% | 1.33% | -0.76% | 6.53% | -1.23% | 4.11% | 7.05% | -3.27% | 21.20% |
| 2013 | 1.14% | 1.15% | 2.74% | 2.52% | 3.91% | -2.78% | 3.78% | 1.06% | 3.39% | 5.31% | 5.52% | 2.19% | 34.03% |
Expense Ratio
Blank 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Blank is 85, placing it in the top 15% 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 | 1.61 | 2.13 | 1.28 | 2.06 | 6.26 |
LLY Eli Lilly and Company | 1.96 | 2.72 | 1.36 | 3.17 | 11.60 |
AMZN Amazon.com, Inc. | 1.16 | 1.69 | 1.22 | 0.92 | 5.55 |
V Visa Inc. | 1.25 | 1.70 | 1.22 | 1.51 | 3.86 |
AAPL Apple Inc | 1.11 | 1.70 | 1.21 | 1.48 | 3.49 |
NVDA NVIDIA Corporation | 3.05 | 3.36 | 1.43 | 5.84 | 18.49 |
Dividends
Dividend yield
Blank granted a 0.41% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Blank | 0.41% | 0.46% | 0.62% | 0.51% | 0.66% | 0.84% | 1.09% | 1.11% | 1.38% | 1.41% | 1.55% | 1.85% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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% |
V Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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% |
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% |
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 Blank. 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 Blank was 52.86%, occurring on Nov 20, 2008. Recovery took 247 trading sessions.
The current Blank drawdown is 5.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.86% | Jun 6, 2008 | 118 | Nov 20, 2008 | 247 | Nov 13, 2009 | 365 |
| -27.69% | Dec 28, 2021 | 202 | Oct 14, 2022 | 133 | Apr 27, 2023 | 335 |
| -27.31% | Oct 2, 2018 | 58 | Dec 24, 2018 | 144 | Jul 23, 2019 | 202 |
| -25.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 34 | May 11, 2020 | 57 |
| -21% | Apr 23, 2010 | 48 | Jun 30, 2010 | 108 | Dec 2, 2010 | 156 |
Volatility
Volatility Chart
The current Blank volatility is 5.35%, 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
| LLY | V | NVDA | AAPL | AMZN | MSFT | |
|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.32 | 0.25 | 0.27 | 0.29 | 0.37 |
| V | 0.32 | 1.00 | 0.42 | 0.44 | 0.46 | 0.50 |
| NVDA | 0.25 | 0.42 | 1.00 | 0.48 | 0.49 | 0.53 |
| AAPL | 0.27 | 0.44 | 0.48 | 1.00 | 0.50 | 0.54 |
| AMZN | 0.29 | 0.46 | 0.49 | 0.50 | 1.00 | 0.57 |
| MSFT | 0.37 | 0.50 | 0.53 | 0.54 | 0.57 | 1.00 |