My portfolio2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BLDR Builders FirstSource, Inc. | Industrials | 26.27% |
CG The Carlyle Group Inc. | Financial Services | 12.55% |
CVS CVS Health Corporation | Healthcare | 12.50% |
META Meta Platforms, Inc. | Communication Services | 8.63% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 20% |
USB U.S. Bancorp | Financial Services | 11.76% |
WFC Wells Fargo & Company | Financial Services | 8.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio2, 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 Jun 19, 2012, corresponding to the inception date of SPHY
Returns By Period
As of Sep 21, 2024, the My portfolio2 returned 13.95% Year-To-Date and 18.80% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| My portfolio2 | 13.95% | 7.87% | -0.37% | 41.34% | 23.86% | 18.82% |
| Portfolio components: | ||||||
BLDR Builders FirstSource, Inc. | 18.45% | 18.02% | -6.08% | 62.29% | 57.66% | 42.44% |
CVS CVS Health Corporation | -24.96% | -0.40% | -25.18% | -16.00% | 1.03% | -0.78% |
META Meta Platforms, Inc. | 59.07% | 5.63% | 10.37% | 88.26% | 24.75% | 21.83% |
CG The Carlyle Group Inc. | 10.01% | 10.16% | -4.32% | 48.69% | 14.41% | 10.24% |
USB U.S. Bancorp | 8.86% | 4.12% | 8.09% | 44.88% | 0.36% | 4.19% |
WFC Wells Fargo & Company | 16.71% | 0.59% | -0.15% | 40.57% | 5.70% | 3.73% |
SPHY SPDR Portfolio High Yield Bond ETF | 8.29% | 2.02% | 6.42% | 15.65% | 4.84% | 4.59% |
Monthly Returns
The table below presents the monthly returns of My portfolio2, 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 | 0.88% | 8.74% | 4.37% | -7.66% | -3.66% | -3.38% | 10.41% | -0.53% | 13.95% | ||||
| 2023 | 13.56% | 1.71% | -2.70% | 2.61% | 3.74% | 10.57% | 8.48% | -5.02% | -5.16% | -5.26% | 13.81% | 14.92% | 60.16% |
| 2022 | -5.58% | -2.48% | -4.77% | -8.62% | 3.85% | -12.73% | 12.90% | -6.77% | -6.76% | 2.13% | 6.95% | -2.99% | -24.48% |
| 2021 | -2.06% | 7.19% | 7.57% | 6.79% | 0.50% | -0.67% | 2.21% | 6.70% | -1.76% | 6.97% | 3.14% | 9.99% | 56.54% |
| 2020 | -3.95% | -8.27% | -24.33% | 18.38% | 8.16% | 0.24% | 5.33% | 8.59% | -0.36% | -1.68% | 15.17% | 6.26% | 17.32% |
| 2019 | 13.12% | -0.24% | -1.83% | 5.80% | -2.97% | 10.08% | 3.04% | 2.76% | 4.75% | 5.42% | 8.12% | 1.21% | 60.17% |
| 2018 | 3.77% | -7.70% | -3.73% | -0.47% | 2.93% | -1.45% | 1.76% | -1.10% | -2.75% | -7.28% | 2.73% | -12.83% | -24.35% |
| 2017 | 3.17% | 5.73% | 3.24% | 4.51% | -4.95% | 6.21% | 2.17% | 0.69% | 6.46% | -1.88% | 4.19% | 3.38% | 37.51% |
| 2016 | -9.87% | 0.65% | 13.56% | 0.61% | 1.17% | -2.32% | 6.17% | 2.58% | -6.31% | -4.04% | 4.05% | 1.03% | 5.42% |
| 2015 | -5.01% | 3.59% | 3.04% | 24.63% | -0.66% | 1.46% | 6.25% | -5.32% | -7.93% | 2.44% | 3.34% | -6.72% | 16.49% |
| 2014 | 4.02% | 5.64% | 1.39% | -5.75% | -0.11% | 3.02% | -5.62% | 5.19% | -6.23% | 2.41% | 3.25% | 3.70% | 10.29% |
| 2013 | 8.63% | -1.18% | -0.65% | 4.27% | 0.84% | -4.49% | 7.10% | -2.11% | 4.01% | 11.60% | 0.38% | 4.25% | 36.40% |
Expense Ratio
My portfolio2 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 rank of My portfolio2 is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
BLDR Builders FirstSource, Inc. | 1.21 | 1.70 | 1.24 | 1.49 | 3.43 |
CVS CVS Health Corporation | -0.54 | -0.53 | 0.92 | -0.34 | -0.92 |
META Meta Platforms, Inc. | 2.39 | 3.28 | 1.44 | 3.58 | 14.48 |
CG The Carlyle Group Inc. | 1.20 | 1.72 | 1.22 | 0.81 | 4.26 |
USB U.S. Bancorp | 1.40 | 2.11 | 1.25 | 0.86 | 6.08 |
WFC Wells Fargo & Company | 1.39 | 1.94 | 1.26 | 1.11 | 6.17 |
SPHY SPDR Portfolio High Yield Bond ETF | 2.88 | 4.52 | 1.58 | 1.90 | 22.17 |
Dividends
Dividend yield
My portfolio2 granted a 3.24% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My portfolio2 | 3.24% | 3.01% | 2.83% | 1.97% | 2.65% | 2.62% | 2.83% | 2.37% | 2.98% | 4.26% | 2.25% | 1.97% |
| Portfolio components: | ||||||||||||
BLDR Builders FirstSource, 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% |
CVS CVS Health Corporation | 4.52% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
META Meta Platforms, Inc. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CG The Carlyle Group Inc. | 3.21% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% |
USB U.S. Bancorp | 4.24% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% | 2.19% |
WFC Wells Fargo & Company | 2.58% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.68% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% | 4.41% |
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 My portfolio2. 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 My portfolio2 was 41.55%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.
The current My portfolio2 drawdown is 1.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.55% | Jan 17, 2020 | 45 | Mar 23, 2020 | 139 | Oct 8, 2020 | 184 |
| -31.57% | Jan 29, 2018 | 229 | Dec 24, 2018 | 203 | Oct 15, 2019 | 432 |
| -31.46% | Jan 5, 2022 | 182 | Sep 26, 2022 | 198 | Jul 12, 2023 | 380 |
| -29.37% | Aug 4, 2015 | 133 | Feb 11, 2016 | 264 | Mar 1, 2017 | 397 |
| -16.38% | Aug 8, 2023 | 58 | Oct 27, 2023 | 27 | Dec 6, 2023 | 85 |
Volatility
Volatility Chart
The current My portfolio2 volatility is 6.15%, 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
| SPHY | META | CVS | BLDR | CG | WFC | USB | |
|---|---|---|---|---|---|---|---|
| SPHY | 1.00 | 0.25 | 0.17 | 0.27 | 0.34 | 0.22 | 0.25 |
| META | 0.25 | 1.00 | 0.17 | 0.30 | 0.35 | 0.24 | 0.26 |
| CVS | 0.17 | 0.17 | 1.00 | 0.23 | 0.26 | 0.40 | 0.41 |
| BLDR | 0.27 | 0.30 | 0.23 | 1.00 | 0.40 | 0.39 | 0.41 |
| CG | 0.34 | 0.35 | 0.26 | 0.40 | 1.00 | 0.40 | 0.42 |
| WFC | 0.22 | 0.24 | 0.40 | 0.39 | 0.40 | 1.00 | 0.77 |
| USB | 0.25 | 0.26 | 0.41 | 0.41 | 0.42 | 0.77 | 1.00 |