fundamentally strong companies at reasonable valuations.
| Company | Symbol | Sector | Allocation (%) | Expected Future Value ($) | |---------------------------------|--------|-----------------------|----------------|---------------------------| | Microsoft Corp | MSFT | Technology | 18% | 33,116 | | Apple Inc | AAPL | Technology | 18% | 36,604 | | Intel Corporation | INTC | Technology | 10% | 10,325 | | Home Depot Inc | HD | Consumer Discretionary| 18% | 30,804 | | Procter & Gamble Co | PG | Consumer Staples | 10% | 10,944 | | PepsiCo Inc | PEP | Consumer Staples | 8% | 7,589 | | UnitedHealth Group Inc | UNH | Healthcare | 8% | 9,341 | | Honeywell International Inc | HON | Industrials | 5% | 5,492 | | Union Pacific Corp | UNP | Industrials | 3% | 3,283 | | NextEra Energy Inc | NEE | Utilities | 2% | 2,335 | | Total | | | 100% | 149,833 |
This portfolio aims to provide solid long-term returns with reduced risk by focusing on fundamentally strong companies at reasonable valuations.
This adjusted portfolio aims to provide better diversification across sectors and reduce the concentration risk, which should help in achieving a higher Sharpe ratio.
Final Adjusted Portfolio: Company Symbol Sector Allocation (%) Microsoft Corp MSFT Technology 15% Apple Inc AAPL Technology 15% NVIDIA Corporation NVDA Technology 5% Home Depot Inc HD Consumer Discretionary 10% Procter & Gamble Co PG Consumer Staples 10% Texas Instruments Inc TXN Technology 5% PepsiCo Inc PEP Consumer Staples 8% UnitedHealth Group Inc UNH Healthcare 8% Visa Inc V Financial Services 5% Costco Wholesale Corporation COST Consumer Staples 5% Honeywell International Inc HON Industrials 5% Lockheed Martin Corp LMT Industrials 3% Union Pacific Corp UNP Industrials 3% NextEra Energy Inc NEE Utilities 3%
Company Symbol Sector Allocation (%) Microsoft Corp MSFT Technology 12% Apple Inc AAPL Technology 12% NVIDIA Corporation NVDA Technology 8% Home Depot Inc HD Consumer Discretionary 8% Procter & Gamble Co PG Consumer Staples 8% Texas Instruments Inc TXN Technology 6% PepsiCo Inc PEP Consumer Staples 6% UnitedHealth Group Inc UNH Healthcare 6% Visa Inc V Financial Services 6% Costco Wholesale Corporation COST Consumer Staples 5% Honeywell International Inc HON Industrials 5% Lockheed Martin Corp LMT Industrials 4% Union Pacific Corp UNP Industrials 4% NextEra Energy Inc NEE Utilities 4% AbbVie Inc ABBV Healthcare 4% Coca-Cola Co KO Consumer Staples 4%
Final Adjusted Portfolio: Company Symbol Sector New Allocation (%) Microsoft Corp MSFT Technology 15% Apple Inc AAPL Technology 15% NVIDIA Corporation NVDA Technology 11% Home Depot Inc HD Consumer Discretionary 11% Procter & Gamble Co PG Consumer Staples 11% Texas Instruments Inc TXN Technology 8% Visa Inc V Financial Services 8% Costco Wholesale Corporation COST Consumer Staples 7% Union Pacific Corp UNP Industrials 6% AbbVie Inc ABBV Healthcare 6%
MSFT: $25,000 HD: $15,000 PG: $10,000 COST: $25,000 UNP: $15,000 ABBV: $10,000
Microsoft Corporation (MSFT): 15% The Home Depot, Inc. (HD): 15% The Procter & Gamble Company (PG): 15% Texas Instruments Incorporated (TXN): 15% Visa Inc. (V): 15% Costco Wholesale Corporation (COST): 15% AbbVie Inc. (ABBV): 10%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 10% |
COST Costco Wholesale Corporation | Consumer Defensive | 15% |
HD The Home Depot, Inc. | Consumer Cyclical | 15% |
MSFT Microsoft Corporation | Technology | 15% |
PG The Procter & Gamble Company | Consumer Defensive | 15% |
TXN Texas Instruments Incorporated | Technology | 15% |
V Visa Inc. | Financial Services | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in fundamentally strong companies at reasonable valuations., 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 13, 2024, the fundamentally strong companies at reasonable valuations. returned 22.95% Year-To-Date and 19.66% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| fundamentally strong companies at reasonable valuations. | 22.95% | 1.61% | 11.41% | 34.91% | 18.68% | 19.66% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 13.11% | 1.61% | 1.92% | 16.23% | 24.59% | 25.94% |
HD The Home Depot, Inc. | 18.54% | -2.14% | 19.93% | 43.56% | 14.03% | 17.92% |
PG The Procter & Gamble Company | 15.99% | -2.50% | 1.24% | 11.48% | 9.29% | 9.59% |
COST Costco Wholesale Corporation | 42.08% | 5.02% | 20.19% | 65.88% | 27.30% | 23.65% |
ABBV AbbVie Inc. | 14.44% | -11.19% | 7.71% | 27.92% | 19.40% | 15.03% |
V Visa Inc. | 19.92% | 11.74% | 12.21% | 27.61% | 12.34% | 18.29% |
TXN Texas Instruments Incorporated | 28.38% | 4.42% | 12.79% | 50.03% | 15.83% | 18.41% |
Monthly Returns
The table below presents the monthly returns of fundamentally strong companies at reasonable valuations., 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 | 3.78% | 4.97% | 1.29% | -4.39% | 5.08% | 2.36% | 1.27% | 4.38% | 1.39% | -1.01% | 22.95% | ||
| 2023 | 3.94% | -3.23% | 6.08% | 0.87% | -1.68% | 5.22% | 3.42% | -1.50% | -3.78% | -1.18% | 7.62% | 5.42% | 22.36% |
| 2022 | -4.50% | -3.17% | 3.85% | -4.26% | -2.61% | -5.00% | 7.62% | -4.92% | -7.64% | 7.32% | 9.31% | -5.13% | -10.52% |
| 2021 | -2.97% | 0.48% | 6.82% | 4.06% | 0.54% | 2.70% | 4.64% | 1.16% | -2.76% | 6.24% | 2.19% | 6.55% | 33.23% |
| 2020 | 1.87% | -5.51% | -7.34% | 11.86% | 5.60% | 3.57% | 3.43% | 7.98% | -2.46% | -2.36% | 9.47% | 0.98% | 28.32% |
| 2019 | 3.38% | 4.10% | 4.96% | 5.65% | -4.91% | 7.56% | 3.64% | 2.55% | 1.97% | 1.28% | 1.71% | 1.98% | 38.97% |
| 2018 | 6.33% | -2.96% | -3.93% | 1.31% | 3.80% | 1.71% | 3.47% | 4.40% | 0.45% | -7.34% | 5.85% | -6.15% | 5.90% |
| 2017 | 3.49% | 3.91% | 1.10% | 2.57% | 2.59% | -2.44% | 2.68% | 2.40% | 5.02% | 3.20% | 5.52% | 2.78% | 37.94% |
| 2016 | -2.87% | -2.02% | 6.15% | -1.62% | 2.74% | -0.14% | 7.50% | -0.02% | -0.64% | -1.98% | 1.35% | 2.56% | 10.94% |
| 2015 | -3.95% | 6.58% | -2.38% | 1.55% | 1.19% | -3.06% | 4.61% | -5.17% | -0.09% | 11.45% | 2.35% | 0.06% | 12.61% |
| 2014 | -3.95% | 4.34% | 0.49% | -0.28% | 2.02% | 0.37% | -0.29% | 6.12% | 1.07% | 6.64% | 5.69% | -0.05% | 23.89% |
| 2013 | 3.50% | 1.54% | 4.21% | 5.22% | 2.22% | -0.54% | 3.41% | -2.50% | 3.03% | 5.03% | 4.29% | 1.40% | 35.20% |
Expense Ratio
fundamentally strong companies at reasonable valuations. 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 fundamentally strong companies at reasonable valuations. is 75, placing it in the top 25% 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 | 0.78 | 1.12 | 1.15 | 0.99 | 2.42 |
HD The Home Depot, Inc. | 2.04 | 2.80 | 1.34 | 1.52 | 5.12 |
PG The Procter & Gamble Company | 0.80 | 1.18 | 1.16 | 1.38 | 4.44 |
COST Costco Wholesale Corporation | 3.37 | 4.00 | 1.60 | 6.44 | 16.66 |
ABBV AbbVie Inc. | 1.22 | 1.55 | 1.26 | 1.74 | 5.55 |
V Visa Inc. | 1.66 | 2.21 | 1.32 | 2.19 | 5.57 |
TXN Texas Instruments Incorporated | 1.80 | 2.50 | 1.30 | 2.15 | 11.71 |
Dividends
Dividend yield
fundamentally strong companies at reasonable valuations. provided a 1.94% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 2.22% | 1.88% | 1.55% | 2.19% | 1.98% | 2.15% | 2.39% | 2.12% | 2.54% | 1.90% | 2.02% |
| Portfolio components: | ||||||||||||
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% |
HD The Home Depot, Inc. | 2.19% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
PG The Procter & Gamble Company | 2.39% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
ABBV AbbVie Inc. | 3.62% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
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% |
TXN Texas Instruments Incorporated | 2.47% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
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 fundamentally strong companies at reasonable valuations.. 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 fundamentally strong companies at reasonable valuations. was 26.75%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current fundamentally strong companies at reasonable valuations. drawdown is 2.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -20.32% | Dec 30, 2021 | 198 | Oct 12, 2022 | 188 | Jul 14, 2023 | 386 |
| -15.25% | Sep 24, 2018 | 64 | Dec 24, 2018 | 53 | Mar 13, 2019 | 117 |
| -11.72% | Jan 29, 2018 | 39 | Mar 23, 2018 | 76 | Jul 12, 2018 | 115 |
| -11.13% | Jul 30, 2015 | 19 | Aug 25, 2015 | 38 | Oct 19, 2015 | 57 |
Volatility
Volatility Chart
The current fundamentally strong companies at reasonable valuations. volatility is 3.54%, 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
| ABBV | PG | COST | HD | TXN | MSFT | V | |
|---|---|---|---|---|---|---|---|
| ABBV | 1.00 | 0.32 | 0.25 | 0.30 | 0.29 | 0.29 | 0.34 |
| PG | 0.32 | 1.00 | 0.40 | 0.35 | 0.29 | 0.32 | 0.35 |
| COST | 0.25 | 0.40 | 1.00 | 0.48 | 0.42 | 0.46 | 0.41 |
| HD | 0.30 | 0.35 | 0.48 | 1.00 | 0.46 | 0.43 | 0.45 |
| TXN | 0.29 | 0.29 | 0.42 | 0.46 | 1.00 | 0.56 | 0.51 |
| MSFT | 0.29 | 0.32 | 0.46 | 0.43 | 0.56 | 1.00 | 0.55 |
| V | 0.34 | 0.35 | 0.41 | 0.45 | 0.51 | 0.55 | 1.00 |