Tier_1
Retirement options
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADP Automatic Data Processing, Inc. | Industrials | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
BLK BlackRock, Inc. | Financial Services | 6.67% |
CAT Caterpillar Inc. | Industrials | 6.67% |
HD The Home Depot, Inc. | Consumer Cyclical | 6.67% |
JNJ Johnson & Johnson | Healthcare | 6.67% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NKE NIKE, Inc. | Consumer Cyclical | 6.67% |
PEP PepsiCo, Inc. | Consumer Defensive | 6.67% |
PLD Prologis, Inc. | Real Estate | 6.67% |
SPGI S&P Global Inc. | Financial Services | 6.67% |
TROW T. Rowe Price Group, Inc. | Financial Services | 6.67% |
TXN Texas Instruments Incorporated | Technology | 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 Tier_1, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Sep 21, 2024, the Tier_1 returned 14.27% Year-To-Date and 18.46% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Tier_1 | 14.27% | 4.08% | 7.11% | 28.01% | 17.20% | 18.34% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.95% |
JNJ Johnson & Johnson | 7.19% | 1.88% | 7.42% | 5.52% | 7.43% | 7.13% |
PEP PepsiCo, Inc. | 3.14% | -1.85% | 1.06% | 0.71% | 7.84% | 9.37% |
V Visa Inc. | 10.01% | 6.28% | 0.92% | 22.09% | 11.04% | 19.06% |
AVGO Broadcom Inc. | 54.93% | 5.74% | 27.23% | 109.55% | 47.53% | 38.02% |
CAT Caterpillar Inc. | 26.29% | 7.73% | 3.79% | 37.45% | 26.41% | 16.97% |
LOW Lowe's Companies, Inc. | 18.61% | 8.25% | 1.61% | 26.14% | 20.91% | 19.27% |
TXN Texas Instruments Incorporated | 21.86% | -0.23% | 19.49% | 30.76% | 12.88% | 18.54% |
BLK BlackRock, Inc. | 16.57% | 7.98% | 14.02% | 44.31% | 18.81% | 13.83% |
ADP Automatic Data Processing, Inc. | 20.63% | 3.13% | 12.84% | 18.12% | 14.03% | 16.69% |
HD The Home Depot, Inc. | 14.65% | 7.35% | 1.20% | 30.83% | 14.28% | 18.18% |
NKE NIKE, Inc. | -19.35% | 4.20% | -7.04% | -3.29% | 0.84% | 9.16% |
SPGI S&P Global Inc. | 19.59% | 5.19% | 25.43% | 42.05% | 16.75% | 21.19% |
TROW T. Rowe Price Group, Inc. | 3.95% | 0.33% | -6.62% | 7.44% | 2.75% | 6.86% |
PLD Prologis, Inc. | -3.65% | 0.34% | -0.88% | 13.31% | 11.04% | 16.02% |
Monthly Returns
The table below presents the monthly returns of Tier_1, 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 | 0.25% | 4.70% | 1.99% | -6.65% | 3.11% | 0.52% | 5.22% | 2.66% | 14.27% | ||||
| 2023 | 4.76% | -4.02% | 2.98% | 1.18% | -1.11% | 6.86% | 3.68% | -1.69% | -6.13% | -4.83% | 10.23% | 7.59% | 19.55% |
| 2022 | -7.88% | -6.07% | 5.22% | -6.16% | -1.00% | -8.43% | 9.98% | -4.43% | -9.96% | 9.32% | 9.90% | -3.21% | -14.76% |
| 2021 | -0.75% | 1.91% | 7.12% | 3.57% | 2.34% | 2.32% | 3.22% | 2.32% | -5.25% | 9.47% | -0.33% | 5.99% | 35.97% |
| 2020 | 1.63% | -8.21% | -9.20% | 13.09% | 6.72% | 3.00% | 3.77% | 6.59% | -0.41% | -1.79% | 9.24% | 3.18% | 28.40% |
| 2019 | 6.30% | 5.29% | 3.07% | 6.09% | -8.37% | 8.86% | 1.41% | 0.86% | 1.22% | 1.94% | 3.91% | 2.38% | 37.07% |
| 2018 | 5.50% | -3.84% | -1.65% | 0.12% | 5.06% | 0.74% | 1.93% | 2.43% | 1.99% | -9.20% | 4.24% | -6.23% | -0.08% |
| 2017 | 1.90% | 4.53% | 1.61% | 2.75% | 2.07% | 1.47% | 4.47% | -0.35% | 2.83% | 4.88% | 4.51% | 3.18% | 39.43% |
| 2016 | -4.32% | -0.48% | 8.55% | 0.38% | 1.72% | 0.18% | 5.80% | 0.18% | -0.63% | -2.62% | 3.14% | 1.80% | 13.87% |
| 2015 | -2.95% | 7.99% | -1.29% | -0.31% | 2.46% | -3.48% | 2.14% | -4.07% | -0.40% | 9.79% | 2.23% | -1.00% | 10.60% |
| 2014 | -2.59% | 4.98% | 1.16% | -0.88% | 3.20% | 2.04% | -1.99% | 6.15% | 0.67% | 5.57% | 4.62% | -0.07% | 24.82% |
| 2013 | 7.54% | -0.58% | 4.62% | 2.75% | 3.25% | -1.35% | 3.86% | -2.53% | 5.40% | 5.34% | 2.34% | 3.40% | 39.23% |
Expense Ratio
Tier_1 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 rank of Tier_1 is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
JNJ Johnson & Johnson | 0.26 | 0.48 | 1.06 | 0.21 | 0.71 |
PEP PepsiCo, Inc. | -0.06 | 0.03 | 1.00 | -0.06 | -0.21 |
V Visa Inc. | 1.24 | 1.68 | 1.22 | 1.50 | 3.93 |
AVGO Broadcom Inc. | 2.40 | 2.96 | 1.38 | 4.32 | 13.40 |
CAT Caterpillar Inc. | 1.32 | 1.80 | 1.24 | 1.63 | 4.38 |
LOW Lowe's Companies, Inc. | 1.05 | 1.61 | 1.20 | 0.87 | 2.82 |
TXN Texas Instruments Incorporated | 1.13 | 1.68 | 1.20 | 1.15 | 6.37 |
BLK BlackRock, Inc. | 2.00 | 2.79 | 1.34 | 1.13 | 8.27 |
ADP Automatic Data Processing, Inc. | 0.88 | 1.17 | 1.18 | 0.78 | 3.30 |
HD The Home Depot, Inc. | 1.40 | 2.04 | 1.24 | 0.94 | 3.45 |
NKE NIKE, Inc. | -0.19 | -0.02 | 1.00 | -0.11 | -0.29 |
SPGI S&P Global Inc. | 2.06 | 2.73 | 1.39 | 1.34 | 7.94 |
TROW T. Rowe Price Group, Inc. | 0.17 | 0.41 | 1.05 | 0.07 | 0.61 |
PLD Prologis, Inc. | 0.26 | 0.55 | 1.07 | 0.17 | 0.63 |
Dividends
Dividend yield
Tier_1 granted a 2.05% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tier_1 | 2.05% | 2.13% | 2.18% | 1.69% | 1.89% | 2.07% | 2.33% | 1.86% | 2.18% | 2.41% | 1.97% | 1.98% |
| Portfolio components: | ||||||||||||
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% |
JNJ Johnson & Johnson | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PEP PepsiCo, Inc. | 3.06% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
V Visa Inc. | 0.73% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
AVGO Broadcom Inc. | 1.23% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
CAT Caterpillar Inc. | 1.44% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
LOW Lowe's Companies, Inc. | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
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% |
BLK BlackRock, Inc. | 2.19% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
ADP Automatic Data Processing, Inc. | 2.03% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
HD The Home Depot, Inc. | 2.27% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
NKE NIKE, Inc. | 1.71% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
SPGI S&P Global Inc. | 0.69% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
TROW T. Rowe Price Group, Inc. | 4.56% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
PLD Prologis, Inc. | 2.99% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
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 Tier_1. 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 Tier_1 was 34.79%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Tier_1 drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -27.09% | Dec 30, 2021 | 200 | Oct 14, 2022 | 292 | Dec 13, 2023 | 492 |
| -19.44% | Jul 8, 2011 | 24 | Aug 10, 2011 | 105 | Jan 10, 2012 | 129 |
| -19% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -17.51% | Apr 26, 2010 | 50 | Jul 6, 2010 | 86 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current Tier_1 volatility is 3.85%, 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
| PEP | JNJ | AVGO | PLD | CAT | NKE | LOW | MSFT | V | SPGI | HD | TXN | ADP | BLK | TROW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PEP | 1.00 | 0.48 | 0.24 | 0.43 | 0.25 | 0.33 | 0.34 | 0.37 | 0.37 | 0.38 | 0.38 | 0.32 | 0.48 | 0.37 | 0.37 |
| JNJ | 0.48 | 1.00 | 0.24 | 0.36 | 0.33 | 0.32 | 0.32 | 0.34 | 0.39 | 0.38 | 0.36 | 0.35 | 0.46 | 0.42 | 0.41 |
| AVGO | 0.24 | 0.24 | 1.00 | 0.33 | 0.42 | 0.39 | 0.36 | 0.49 | 0.42 | 0.43 | 0.37 | 0.65 | 0.42 | 0.46 | 0.47 |
| PLD | 0.43 | 0.36 | 0.33 | 1.00 | 0.38 | 0.40 | 0.42 | 0.41 | 0.42 | 0.45 | 0.46 | 0.42 | 0.48 | 0.48 | 0.49 |
| CAT | 0.25 | 0.33 | 0.42 | 0.38 | 1.00 | 0.41 | 0.42 | 0.39 | 0.42 | 0.41 | 0.42 | 0.51 | 0.46 | 0.57 | 0.57 |
| NKE | 0.33 | 0.32 | 0.39 | 0.40 | 0.41 | 1.00 | 0.47 | 0.44 | 0.46 | 0.45 | 0.50 | 0.46 | 0.48 | 0.49 | 0.51 |
| LOW | 0.34 | 0.32 | 0.36 | 0.42 | 0.42 | 0.47 | 1.00 | 0.40 | 0.42 | 0.45 | 0.78 | 0.45 | 0.48 | 0.50 | 0.52 |
| MSFT | 0.37 | 0.34 | 0.49 | 0.41 | 0.39 | 0.44 | 0.40 | 1.00 | 0.52 | 0.51 | 0.44 | 0.56 | 0.53 | 0.50 | 0.52 |
| V | 0.37 | 0.39 | 0.42 | 0.42 | 0.42 | 0.46 | 0.42 | 0.52 | 1.00 | 0.54 | 0.45 | 0.49 | 0.56 | 0.53 | 0.51 |
| SPGI | 0.38 | 0.38 | 0.43 | 0.45 | 0.41 | 0.45 | 0.45 | 0.51 | 0.54 | 1.00 | 0.49 | 0.49 | 0.55 | 0.56 | 0.56 |
| HD | 0.38 | 0.36 | 0.37 | 0.46 | 0.42 | 0.50 | 0.78 | 0.44 | 0.45 | 0.49 | 1.00 | 0.47 | 0.53 | 0.51 | 0.53 |
| TXN | 0.32 | 0.35 | 0.65 | 0.42 | 0.51 | 0.46 | 0.45 | 0.56 | 0.49 | 0.49 | 0.47 | 1.00 | 0.53 | 0.55 | 0.58 |
| ADP | 0.48 | 0.46 | 0.42 | 0.48 | 0.46 | 0.48 | 0.48 | 0.53 | 0.56 | 0.55 | 0.53 | 0.53 | 1.00 | 0.56 | 0.59 |
| BLK | 0.37 | 0.42 | 0.46 | 0.48 | 0.57 | 0.49 | 0.50 | 0.50 | 0.53 | 0.56 | 0.51 | 0.55 | 0.56 | 1.00 | 0.75 |
| TROW | 0.37 | 0.41 | 0.47 | 0.49 | 0.57 | 0.51 | 0.52 | 0.52 | 0.51 | 0.56 | 0.53 | 0.58 | 0.59 | 0.75 | 1.00 |