Millie
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
ABBV AbbVie Inc. | Healthcare | 6.67% |
AMGN Amgen Inc. | Healthcare | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
GOOGL Alphabet Inc. | Communication Services | 6.67% |
JPM JPMorgan Chase & Co. | Financial Services | 6.67% |
LLY Eli Lilly and Company | Healthcare | 6.67% |
MRK Merck & Co., Inc. | Healthcare | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
PEP PepsiCo, Inc. | Consumer Defensive | 6.67% |
TXN Texas Instruments Incorporated | Technology | 6.67% |
UNH UnitedHealth Group Incorporated | Healthcare | 6.67% |
V Visa Inc. | Financial Services | 6.67% |
Performance
Performance Chart
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
The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of Nov 14, 2024, the Millie returned 32.44% Year-To-Date and 26.42% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Millie | 32.44% | -0.45% | 9.79% | 39.63% | 28.19% | 26.42% |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.50% | -2.56% | 18.93% | 20.69% | 28.54% | 24.42% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
AMZN Amazon.com, Inc. | 40.91% | 14.16% | 15.11% | 46.84% | 19.81% | 29.37% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
AMGN Amgen Inc. | 6.97% | -7.14% | -4.18% | 14.99% | 9.58% | 9.71% |
PEP PepsiCo, Inc. | -0.74% | -6.45% | -6.77% | 1.04% | 7.28% | 8.47% |
ABBV AbbVie Inc. | 13.95% | -12.23% | 5.81% | 27.91% | 19.02% | 14.98% |
MRK Merck & Co., Inc. | -7.92% | -10.20% | -24.28% | -1.04% | 7.22% | 9.03% |
TXN Texas Instruments Incorporated | 24.12% | -0.76% | 6.59% | 41.12% | 14.96% | 18.00% |
GOOGL Alphabet Inc. | 28.37% | 8.44% | 3.95% | 34.20% | 21.96% | 20.55% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
V Visa Inc. | 19.78% | 10.47% | 10.58% | 26.29% | 12.31% | 18.27% |
UNH UnitedHealth Group Incorporated | 16.44% | 0.08% | 17.98% | 13.81% | 19.40% | 22.23% |
JPM JPMorgan Chase & Co. | 45.16% | 8.89% | 20.72% | 66.34% | 16.61% | 18.13% |
Monthly Returns
The table below presents the monthly returns of Millie, 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 | 4.73% | 5.81% | 4.09% | -2.18% | 5.92% | 5.46% | 0.81% | 3.03% | -0.61% | -0.40% | 32.44% | ||
| 2023 | 5.32% | -0.75% | 7.62% | 2.68% | 5.76% | 4.97% | 3.41% | 1.24% | -3.86% | -0.89% | 7.71% | 5.02% | 44.69% |
| 2022 | -4.52% | -1.48% | 6.24% | -8.50% | 1.96% | -5.79% | 8.43% | -6.02% | -7.17% | 9.39% | 7.24% | -5.42% | -7.81% |
| 2021 | 0.48% | 1.61% | 2.83% | 4.27% | 1.72% | 5.32% | 2.57% | 2.81% | -4.93% | 8.38% | 0.61% | 5.81% | 35.65% |
| 2020 | 0.09% | -5.73% | -5.79% | 13.44% | 4.85% | 4.68% | 3.76% | 8.86% | -3.38% | -4.16% | 10.84% | 4.73% | 34.37% |
| 2019 | 3.72% | 2.78% | 5.02% | 2.84% | -7.25% | 6.28% | 2.09% | 0.31% | 1.07% | 5.48% | 5.51% | 4.73% | 36.90% |
| 2018 | 8.41% | -1.56% | -4.75% | 1.71% | 5.40% | 0.19% | 4.96% | 5.54% | 0.95% | -7.90% | 3.77% | -6.67% | 8.90% |
| 2017 | 4.14% | 4.74% | 1.64% | 1.36% | 4.97% | 0.69% | 3.16% | 2.60% | 2.28% | 4.70% | 3.19% | 0.07% | 39.03% |
| 2016 | -5.58% | -2.22% | 7.68% | 0.49% | 5.59% | -0.36% | 7.82% | 1.52% | 2.35% | -2.19% | 3.44% | 4.00% | 23.92% |
| 2015 | -0.31% | 7.41% | -1.53% | 2.60% | 4.06% | -2.45% | 5.36% | -4.40% | -1.28% | 10.28% | 2.21% | 0.84% | 24.11% |
| 2014 | -1.41% | 6.05% | 0.88% | -1.94% | 4.11% | 1.97% | -0.94% | 6.59% | 0.43% | 4.24% | 5.36% | -1.97% | 25.34% |
| 2013 | 1.82% | 1.66% | 3.94% | 3.05% | 3.04% | -1.31% | 5.25% | -1.25% | 3.60% | 4.65% | 4.30% | 3.52% | 37.17% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Millie 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.17 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
AMZN Amazon.com, Inc. | 1.86 | 2.54 | 1.33 | 2.14 | 8.53 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
AMGN Amgen Inc. | 0.66 | 1.10 | 1.15 | 0.89 | 2.17 |
PEP PepsiCo, Inc. | 0.08 | 0.23 | 1.03 | 0.08 | 0.26 |
ABBV AbbVie Inc. | 1.19 | 1.53 | 1.26 | 1.66 | 5.32 |
MRK Merck & Co., Inc. | -0.06 | 0.05 | 1.01 | -0.05 | -0.14 |
TXN Texas Instruments Incorporated | 1.65 | 2.32 | 1.28 | 2.20 | 10.78 |
GOOGL Alphabet Inc. | 1.35 | 1.89 | 1.25 | 1.62 | 4.06 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
V Visa Inc. | 1.67 | 2.22 | 1.32 | 2.20 | 5.60 |
UNH UnitedHealth Group Incorporated | 0.55 | 0.91 | 1.13 | 0.67 | 1.76 |
JPM JPMorgan Chase & Co. | 3.02 | 3.82 | 1.61 | 6.85 | 20.86 |
Dividends
Dividend yield
Millie provided a 1.50% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.50% | 1.57% | 1.68% | 1.59% | 1.76% | 1.82% | 1.92% | 1.67% | 1.86% | 1.86% | 1.77% | 1.98% |
| Portfolio components: | ||||||||||||
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% |
MSFT Microsoft Corporation | 0.71% | 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. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
AMGN Amgen Inc. | 2.95% | 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. | 3.19% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
ABBV AbbVie Inc. | 3.64% | 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. | 3.13% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
TXN Texas Instruments Incorporated | 2.56% | 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. | 0.22% | 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 | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 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 | 1.31% | 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. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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 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.
The current Millie drawdown is 2.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -18.41% | Mar 30, 2022 | 128 | Sep 30, 2022 | 124 | Mar 30, 2023 | 252 |
| -17.63% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -14.47% | Dec 30, 2015 | 30 | Feb 11, 2016 | 42 | Apr 13, 2016 | 72 |
| -12.14% | Aug 18, 2015 | 6 | Aug 25, 2015 | 42 | Oct 23, 2015 | 48 |
Volatility
Volatility Chart
The current Millie volatility is 4.19%, 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 | PEP | LLY | ABBV | UNH | JPM | AMGN | NVDA | AAPL | AMZN | AVGO | V | GOOGL | TXN | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRK | 1.00 | 0.37 | 0.48 | 0.43 | 0.37 | 0.30 | 0.48 | 0.12 | 0.20 | 0.20 | 0.19 | 0.33 | 0.25 | 0.24 | 0.27 |
| PEP | 0.37 | 1.00 | 0.30 | 0.32 | 0.34 | 0.26 | 0.37 | 0.17 | 0.28 | 0.25 | 0.24 | 0.39 | 0.30 | 0.30 | 0.35 |
| LLY | 0.48 | 0.30 | 1.00 | 0.41 | 0.34 | 0.24 | 0.44 | 0.22 | 0.24 | 0.26 | 0.25 | 0.30 | 0.29 | 0.26 | 0.32 |
| ABBV | 0.43 | 0.32 | 0.41 | 1.00 | 0.37 | 0.32 | 0.50 | 0.20 | 0.22 | 0.23 | 0.25 | 0.34 | 0.29 | 0.29 | 0.29 |
| UNH | 0.37 | 0.34 | 0.34 | 0.37 | 1.00 | 0.37 | 0.39 | 0.23 | 0.28 | 0.25 | 0.26 | 0.37 | 0.32 | 0.32 | 0.32 |
| JPM | 0.30 | 0.26 | 0.24 | 0.32 | 0.37 | 1.00 | 0.34 | 0.32 | 0.34 | 0.31 | 0.38 | 0.47 | 0.37 | 0.45 | 0.36 |
| AMGN | 0.48 | 0.37 | 0.44 | 0.50 | 0.39 | 0.34 | 1.00 | 0.25 | 0.29 | 0.31 | 0.31 | 0.37 | 0.35 | 0.37 | 0.34 |
| NVDA | 0.12 | 0.17 | 0.22 | 0.20 | 0.23 | 0.32 | 0.25 | 1.00 | 0.49 | 0.52 | 0.59 | 0.42 | 0.51 | 0.61 | 0.56 |
| AAPL | 0.20 | 0.28 | 0.24 | 0.22 | 0.28 | 0.34 | 0.29 | 0.49 | 1.00 | 0.50 | 0.52 | 0.44 | 0.54 | 0.52 | 0.57 |
| AMZN | 0.20 | 0.25 | 0.26 | 0.23 | 0.25 | 0.31 | 0.31 | 0.52 | 0.50 | 1.00 | 0.46 | 0.48 | 0.65 | 0.46 | 0.60 |
| AVGO | 0.19 | 0.24 | 0.25 | 0.25 | 0.26 | 0.38 | 0.31 | 0.59 | 0.52 | 0.46 | 1.00 | 0.44 | 0.46 | 0.67 | 0.51 |
| V | 0.33 | 0.39 | 0.30 | 0.34 | 0.37 | 0.47 | 0.37 | 0.42 | 0.44 | 0.48 | 0.44 | 1.00 | 0.53 | 0.51 | 0.55 |
| GOOGL | 0.25 | 0.30 | 0.29 | 0.29 | 0.32 | 0.37 | 0.35 | 0.51 | 0.54 | 0.65 | 0.46 | 0.53 | 1.00 | 0.51 | 0.65 |
| TXN | 0.24 | 0.30 | 0.26 | 0.29 | 0.32 | 0.45 | 0.37 | 0.61 | 0.52 | 0.46 | 0.67 | 0.51 | 0.51 | 1.00 | 0.55 |
| MSFT | 0.27 | 0.35 | 0.32 | 0.29 | 0.32 | 0.36 | 0.34 | 0.56 | 0.57 | 0.60 | 0.51 | 0.55 | 0.65 | 0.55 | 1.00 |