Investment
Dividendentitel
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 28.1% |
GOOGL Alphabet Inc. | Communication Services | 10.5% |
CVX Chevron Corporation | Energy | 8.9% |
EW Edwards Lifesciences Corporation | Healthcare | 8.2% |
NEE NextEra Energy, Inc. | Utilities | 6% |
V Visa Inc. | Financial Services | 6% |
JCI Johnson Controls International plc | Industrials | 5% |
ROL Rollins, Inc. | Consumer Cyclical | 4.8% |
JNJ Johnson & Johnson | Healthcare | 4.5% |
UPS United Parcel Service, Inc. | Industrials | 4.5% |
PLTR Palantir Technologies Inc. | Technology | 3.4% |
SBUX Starbucks Corporation | Consumer Cyclical | 3.1% |
KO The Coca-Cola Company | Consumer Defensive | 2.4% |
KDP Keurig Dr Pepper Inc. | Consumer Defensive | 2.4% |
NKE NIKE, Inc. | Consumer Cyclical | 2.2% |
Performance
The chart shows the growth of an initial investment of $10,000 in Investment, 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 Sep 30, 2020, corresponding to the inception date of PLTR
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Investment | 21.86% | 5.28% | 3.72% | 20.33% | N/A | N/A |
| Portfolio components: | ||||||
CVX Chevron Corporation | -16.44% | 2.40% | -7.32% | -13.58% | 9.27% | 5.92% |
EW Edwards Lifesciences Corporation | -7.28% | 4.44% | -17.74% | -4.55% | 5.72% | 20.87% |
JCI Johnson Controls International plc | -10.74% | 10.79% | -10.60% | -13.98% | 14.19% | 8.72% |
JNJ Johnson & Johnson | -9.93% | 3.53% | -2.01% | -10.21% | 3.99% | 7.99% |
KO The Coca-Cola Company | -4.95% | 3.48% | -0.78% | -5.25% | 6.90% | 7.30% |
MSFT Microsoft Corporation | 57.43% | 3.25% | 14.99% | 52.61% | 30.35% | 27.89% |
NEE NextEra Energy, Inc. | -26.57% | 4.67% | -18.18% | -28.42% | 7.90% | 14.08% |
NKE NIKE, Inc. | 0.34% | 6.32% | 10.23% | 5.43% | 10.72% | 12.62% |
PLTR Palantir Technologies Inc. | 176.79% | -3.89% | 18.31% | 149.58% | N/A | N/A |
ROL Rollins, Inc. | 14.98% | 9.20% | 2.27% | 7.06% | 11.46% | 18.61% |
UPS United Parcel Service, Inc. | -6.51% | 11.40% | -6.41% | -9.53% | 11.75% | 7.66% |
V Visa Inc. | 24.07% | 4.85% | 14.85% | 23.28% | 14.07% | 18.62% |
GOOGL Alphabet Inc. | 53.00% | 2.39% | 10.44% | 44.05% | 20.89% | 17.43% |
KDP Keurig Dr Pepper Inc. | -7.71% | 3.41% | 3.93% | -14.10% | 6.38% | -1.80% |
SBUX Starbucks Corporation | -0.55% | -7.35% | -0.29% | -4.90% | 10.28% | 11.84% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.72% | 4.65% | 1.45% | -3.98% | -4.43% | -1.26% | 8.69% |
Dividend yield
Investment granted a 1.56% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Investment | 1.56% | 1.39% | 1.22% | 1.49% | 1.49% | 11.51% | 1.66% | 2.45% | 1.95% | 1.81% | 1.82% | 2.11% |
| Portfolio components: | ||||||||||||
CVX Chevron Corporation | 4.19% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% | 3.25% |
EW Edwards Lifesciences Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JCI Johnson Controls International plc | 2.59% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 14.17% | 2.79% | 1.78% | 1.72% | 1.99% |
JNJ Johnson & Johnson | 3.04% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | 3.42% |
KO The Coca-Cola Company | 3.14% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
MSFT Microsoft Corporation | 0.75% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
NEE NextEra Energy, Inc. | 3.13% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% | 3.47% |
NKE NIKE, Inc. | 1.20% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% | 1.45% |
PLTR Palantir Technologies 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% |
ROL Rollins, Inc. | 1.30% | 1.18% | 0.99% | 0.61% | 1.26% | 1.28% | 1.19% | 1.46% | 1.60% | 1.54% | 1.45% | 1.94% |
UPS United Parcel Service, Inc. | 4.15% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% | 3.09% |
V Visa Inc. | 0.73% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% | 0.65% |
GOOGL 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% |
KDP Keurig Dr Pepper Inc. | 2.54% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% | 3.12% | 3.08% |
SBUX Starbucks Corporation | 2.24% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.13% | 1.34% | 1.14% | 1.34% |
Expense Ratio
The Investment 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 | |
|---|---|---|---|---|---|
CVX Chevron Corporation | -0.56 | ||||
EW Edwards Lifesciences Corporation | -0.17 | ||||
JCI Johnson Controls International plc | -0.54 | ||||
JNJ Johnson & Johnson | -0.62 | ||||
KO The Coca-Cola Company | -0.36 | ||||
MSFT Microsoft Corporation | 2.12 | ||||
NEE NextEra Energy, Inc. | -1.01 | ||||
NKE NIKE, Inc. | 0.30 | ||||
PLTR Palantir Technologies Inc. | 2.16 | ||||
ROL Rollins, Inc. | 0.28 | ||||
UPS United Parcel Service, Inc. | -0.30 | ||||
V Visa Inc. | 1.51 | ||||
GOOGL Alphabet Inc. | 1.36 | ||||
KDP Keurig Dr Pepper Inc. | -0.75 | ||||
SBUX Starbucks Corporation | -0.14 |
Asset Correlations Table
| CVX | PLTR | JNJ | KDP | ROL | NEE | KO | EW | UPS | GOOGL | JCI | NKE | MSFT | SBUX | V | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CVX | 1.00 | 0.12 | 0.17 | 0.13 | 0.12 | 0.15 | 0.23 | 0.11 | 0.26 | 0.20 | 0.34 | 0.25 | 0.11 | 0.20 | 0.27 |
| PLTR | 0.12 | 1.00 | -0.00 | 0.09 | 0.18 | 0.18 | 0.01 | 0.36 | 0.28 | 0.43 | 0.27 | 0.38 | 0.44 | 0.33 | 0.29 |
| JNJ | 0.17 | -0.00 | 1.00 | 0.33 | 0.33 | 0.37 | 0.50 | 0.35 | 0.28 | 0.22 | 0.27 | 0.21 | 0.24 | 0.29 | 0.31 |
| KDP | 0.13 | 0.09 | 0.33 | 1.00 | 0.36 | 0.37 | 0.57 | 0.29 | 0.38 | 0.25 | 0.34 | 0.28 | 0.31 | 0.34 | 0.34 |
| ROL | 0.12 | 0.18 | 0.33 | 0.36 | 1.00 | 0.42 | 0.37 | 0.37 | 0.39 | 0.27 | 0.36 | 0.34 | 0.35 | 0.38 | 0.37 |
| NEE | 0.15 | 0.18 | 0.37 | 0.37 | 0.42 | 1.00 | 0.44 | 0.39 | 0.37 | 0.32 | 0.38 | 0.33 | 0.38 | 0.38 | 0.31 |
| KO | 0.23 | 0.01 | 0.50 | 0.57 | 0.37 | 0.44 | 1.00 | 0.34 | 0.38 | 0.29 | 0.38 | 0.32 | 0.33 | 0.42 | 0.44 |
| EW | 0.11 | 0.36 | 0.35 | 0.29 | 0.37 | 0.39 | 0.34 | 1.00 | 0.39 | 0.47 | 0.39 | 0.44 | 0.51 | 0.48 | 0.49 |
| UPS | 0.26 | 0.28 | 0.28 | 0.38 | 0.39 | 0.37 | 0.38 | 0.39 | 1.00 | 0.39 | 0.48 | 0.48 | 0.44 | 0.43 | 0.44 |
| GOOGL | 0.20 | 0.43 | 0.22 | 0.25 | 0.27 | 0.32 | 0.29 | 0.47 | 0.39 | 1.00 | 0.39 | 0.47 | 0.76 | 0.46 | 0.53 |
| JCI | 0.34 | 0.27 | 0.27 | 0.34 | 0.36 | 0.38 | 0.38 | 0.39 | 0.48 | 0.39 | 1.00 | 0.55 | 0.39 | 0.49 | 0.48 |
| NKE | 0.25 | 0.38 | 0.21 | 0.28 | 0.34 | 0.33 | 0.32 | 0.44 | 0.48 | 0.47 | 0.55 | 1.00 | 0.50 | 0.59 | 0.49 |
| MSFT | 0.11 | 0.44 | 0.24 | 0.31 | 0.35 | 0.38 | 0.33 | 0.51 | 0.44 | 0.76 | 0.39 | 0.50 | 1.00 | 0.48 | 0.54 |
| SBUX | 0.20 | 0.33 | 0.29 | 0.34 | 0.38 | 0.38 | 0.42 | 0.48 | 0.43 | 0.46 | 0.49 | 0.59 | 0.48 | 1.00 | 0.53 |
| V | 0.27 | 0.29 | 0.31 | 0.34 | 0.37 | 0.31 | 0.44 | 0.49 | 0.44 | 0.53 | 0.48 | 0.49 | 0.54 | 0.53 | 1.00 |
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 Investment. 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 Investment was 22.87%, occurring on Sep 30, 2022. Recovery took 177 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.87% | Dec 30, 2021 | 190 | Sep 30, 2022 | 177 | Jun 15, 2023 | 367 |
| -12.27% | Jul 26, 2023 | 67 | Oct 27, 2023 | — | — | — |
| -6.81% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
| -6.33% | Sep 3, 2021 | 21 | Oct 4, 2021 | 11 | Oct 19, 2021 | 32 |
| -5.02% | Nov 17, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
Volatility Chart
The current Investment volatility is 2.98%, 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.