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Millie

Last updated Mar 2, 2024

Asset Allocation


AAPL 6.67%MSFT 6.67%NVDA 6.67%AMZN 6.67%AVGO 6.67%AMGN 6.67%PEP 6.67%ABBV 6.67%MRK 6.67%TXN 6.67%GOOGL 6.67%LLY 6.67%V 6.67%UNH 6.67%JPM 6.67%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

6.67%

MSFT
Microsoft Corporation
Technology

6.67%

NVDA
NVIDIA Corporation
Technology

6.67%

AMZN
Amazon.com, Inc.
Consumer Cyclical

6.67%

AVGO
Broadcom Inc.
Technology

6.67%

AMGN
Amgen Inc.
Healthcare

6.67%

PEP
PepsiCo, Inc.
Consumer Defensive

6.67%

ABBV
AbbVie Inc.
Healthcare

6.67%

MRK
Merck & Co., Inc.
Healthcare

6.67%

TXN
Texas Instruments Incorporated
Technology

6.67%

GOOGL
Alphabet Inc.
Communication Services

6.67%

LLY
Eli Lilly and Company
Healthcare

6.67%

V
Visa Inc.
Financial Services

6.67%

UNH
UnitedHealth Group Incorporated
Healthcare

6.67%

JPM
JPMorgan Chase & Co.
Financial Services

6.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Millie, 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,418.85%
262.14%
Millie
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns

As of Mar 2, 2024, the Millie returned 12.19% Year-To-Date and 26.37% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Millie12.19%7.12%21.22%54.89%28.28%26.37%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
AVGO
Broadcom Inc.
25.35%18.57%61.97%139.04%43.40%39.98%
AMGN
Amgen Inc.
-1.91%-10.10%10.92%23.44%11.32%11.39%
PEP
PepsiCo, Inc.
-3.09%-2.34%-5.40%-2.97%10.12%10.52%
ABBV
AbbVie Inc.
16.55%8.83%23.10%20.58%23.01%18.03%
MRK
Merck & Co., Inc.
16.46%5.12%17.22%21.96%13.70%12.26%
TXN
Texas Instruments Incorporated
1.14%6.83%2.44%1.42%12.99%17.37%
GOOGL
Alphabet Inc.
-1.83%-2.11%1.09%49.07%19.03%16.29%
LLY
Eli Lilly and Company
34.41%21.36%40.89%150.33%45.69%32.10%
V
Visa Inc.
8.96%3.82%14.58%30.28%14.42%18.37%
UNH
UnitedHealth Group Incorporated
-7.02%-4.34%3.54%4.01%16.48%22.03%
JPM
JPMorgan Chase & Co.
9.60%6.27%27.92%35.10%15.57%15.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.73%5.73%
20231.24%-3.86%-0.89%7.71%5.02%

Sharpe Ratio

The current Millie Sharpe ratio is 4.37. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.37

The Sharpe ratio of Millie is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.37
2.44
Millie
Benchmark (^GSPC)
Portfolio components

Dividend yield

Millie granted a 1.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Millie1.49%1.57%1.68%1.59%1.76%1.82%1.92%1.68%1.87%1.86%1.78%2.00%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
AMGN
Amgen Inc.
3.08%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
PEP
PepsiCo, Inc.
3.07%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
ABBV
AbbVie Inc.
3.35%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
MRK
Merck & Co., Inc.
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
TXN
Texas Instruments Incorporated
2.97%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
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%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
V
Visa Inc.
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
UNH
UnitedHealth Group Incorporated
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
JPM
JPMorgan Chase & Co.
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Expense Ratio

The Millie 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Millie
4.37
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
NVDA
NVIDIA Corporation
5.65
AMZN
Amazon.com, Inc.
3.07
AVGO
Broadcom Inc.
4.19
AMGN
Amgen Inc.
1.04
PEP
PepsiCo, Inc.
-0.08
ABBV
AbbVie Inc.
1.04
MRK
Merck & Co., Inc.
1.24
TXN
Texas Instruments Incorporated
0.11
GOOGL
Alphabet Inc.
1.87
LLY
Eli Lilly and Company
5.18
V
Visa Inc.
2.03
UNH
UnitedHealth Group Incorporated
0.22
JPM
JPMorgan Chase & Co.
1.68

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MRKPEPLLYABBVUNHJPMAMGNNVDAAAPLAMZNAVGOVGOOGLTXNMSFT
MRK1.000.380.500.440.390.310.490.150.210.210.220.340.250.260.29
PEP0.381.000.330.320.350.270.380.200.300.280.270.400.330.330.37
LLY0.500.331.000.440.370.250.460.210.250.260.250.320.300.270.33
ABBV0.440.320.441.000.370.330.500.220.240.250.270.340.310.310.31
UNH0.390.350.370.371.000.390.410.250.300.280.290.380.340.330.35
JPM0.310.270.250.330.391.000.340.350.350.320.400.480.390.470.38
AMGN0.490.380.460.500.410.341.000.270.300.320.320.380.360.370.35
NVDA0.150.200.210.220.250.350.271.000.510.530.580.450.530.630.56
AAPL0.210.300.250.240.300.350.300.511.000.510.540.460.550.540.58
AMZN0.210.280.260.250.280.320.320.530.511.000.470.500.660.480.60
AVGO0.220.270.250.270.290.400.320.580.540.471.000.460.480.680.51
V0.340.400.320.340.380.480.380.450.460.500.461.000.560.530.57
GOOGL0.250.330.300.310.340.390.360.530.550.660.480.561.000.530.66
TXN0.260.330.270.310.330.470.370.630.540.480.680.530.531.000.56
MSFT0.290.370.330.310.350.380.350.560.580.600.510.570.660.561.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Millie
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Millie. 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 Millie was 28.19%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.19%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-18.41%Mar 30, 2022128Sep 30, 2022124Mar 30, 2023252
-17.63%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-14.46%Dec 30, 201530Feb 11, 201642Apr 13, 201672
-12.14%Aug 18, 20156Aug 25, 201542Oct 23, 201548

Volatility Chart

The current Millie volatility is 4.31%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
4.31%
3.47%
Millie
Benchmark (^GSPC)
Portfolio components
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