APPL+MSFT+GOOG+NVDA+AMZN (20% each)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in APPL+MSFT+GOOG+NVDA+AMZN (20% each), 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the APPL+MSFT+GOOG+NVDA+AMZN (20% each) returned 39.36% Year-To-Date and 37.16% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| APPL+MSFT+GOOG+NVDA+AMZN (20% each) | 39.36% | -3.95% | 27.65% | 52.77% | 39.07% | 37.20% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.81% | 4.53% | 12.85% | 12.96% | 34.37% | 25.94% |
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.33% |
MSFT Microsoft Corporation | 14.47% | -4.89% | 6.32% | 27.97% | 26.14% | 27.69% |
GOOG Alphabet Inc. | 23.87% | -6.04% | 13.62% | 34.64% | 22.88% | 19.53% |
AMZN Amazon.com, Inc. | 19.01% | -2.96% | 14.63% | 41.11% | 13.28% | 27.50% |
Monthly Returns
The table below presents the monthly returns of APPL+MSFT+GOOG+NVDA+AMZN (20% each), 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 | 5.72% | 9.65% | 5.30% | -1.47% | 10.52% | 9.02% | 39.36% | ||||||
| 2023 | 16.69% | 1.26% | 14.80% | 3.11% | 15.09% | 6.25% | 4.60% | 1.26% | -7.34% | 0.08% | 11.02% | 3.03% | 92.16% |
| 2022 | -8.46% | -1.59% | 6.01% | -18.64% | -2.27% | -9.26% | 16.33% | -7.86% | -12.90% | 2.18% | 7.24% | -11.53% | -37.66% |
| 2021 | 1.31% | 1.23% | 0.30% | 11.11% | -0.83% | 10.78% | 2.76% | 7.35% | -6.96% | 12.20% | 8.10% | -1.49% | 53.99% |
| 2020 | 5.95% | -3.09% | -4.14% | 16.59% | 7.17% | 8.89% | 9.72% | 15.62% | -6.81% | -2.12% | 7.12% | 2.93% | 70.88% |
| 2019 | 7.65% | 2.92% | 9.01% | 5.33% | -11.34% | 8.96% | 4.66% | -1.58% | 2.59% | 7.11% | 5.42% | 5.72% | 55.01% |
| 2018 | 14.54% | 0.50% | -4.70% | 0.95% | 8.41% | -0.06% | 5.49% | 10.69% | -0.24% | -13.04% | -5.75% | -10.42% | 2.63% |
| 2017 | 4.84% | 2.50% | 4.10% | 2.66% | 11.92% | -2.91% | 5.11% | 3.77% | -0.17% | 11.60% | 1.55% | -0.36% | 53.45% |
| 2016 | -6.92% | -2.46% | 9.89% | -3.99% | 12.63% | -2.44% | 11.68% | 2.73% | 5.85% | 0.71% | 4.41% | 6.17% | 42.71% |
| 2015 | 0.97% | 9.15% | -3.77% | 7.61% | 0.39% | -3.91% | 9.09% | -1.24% | 1.46% | 16.31% | 5.36% | 0.11% | 47.66% |
| 2014 | -1.95% | 4.55% | 1.74% | -0.71% | 6.68% | -1.75% | 1.19% | 5.82% | -5.18% | 10.18% |
Expense Ratio
APPL+MSFT+GOOG+NVDA+AMZN (20% each) 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 APPL+MSFT+GOOG+NVDA+AMZN (20% each) is 91, placing it in the top 9% 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 | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
GOOG Alphabet Inc. | 1.56 | 2.07 | 1.30 | 2.33 | 9.47 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.16 |
Dividends
Dividend yield
APPL+MSFT+GOOG+NVDA+AMZN (20% each) granted a 0.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APPL+MSFT+GOOG+NVDA+AMZN (20% each) | 0.25% | 0.25% | 0.37% | 0.25% | 0.33% | 0.50% | 0.79% | 0.72% | 0.95% | 1.09% | 1.16% | 1.33% |
| 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
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 APPL+MSFT+GOOG+NVDA+AMZN (20% each). 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 APPL+MSFT+GOOG+NVDA+AMZN (20% each) was 41.92%, occurring on Jan 5, 2023. Recovery took 109 trading sessions.
The current APPL+MSFT+GOOG+NVDA+AMZN (20% each) drawdown is 9.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.92% | Nov 22, 2021 | 282 | Jan 5, 2023 | 109 | Jun 13, 2023 | 391 |
| -32.5% | Oct 2, 2018 | 58 | Dec 24, 2018 | 211 | Oct 25, 2019 | 269 |
| -28.61% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -18.78% | Dec 7, 2015 | 44 | Feb 9, 2016 | 71 | May 20, 2016 | 115 |
| -16.17% | Sep 3, 2020 | 14 | Sep 23, 2020 | 82 | Jan 21, 2021 | 96 |
Volatility
Volatility Chart
The current APPL+MSFT+GOOG+NVDA+AMZN (20% each) volatility is 7.87%, 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
| NVDA | AAPL | AMZN | GOOG | MSFT | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.52 | 0.53 | 0.52 | 0.58 |
| AAPL | 0.52 | 1.00 | 0.56 | 0.58 | 0.62 |
| AMZN | 0.53 | 0.56 | 1.00 | 0.67 | 0.64 |
| GOOG | 0.52 | 0.58 | 0.67 | 1.00 | 0.69 |
| MSFT | 0.58 | 0.62 | 0.64 | 0.69 | 1.00 |