US GLOBAL TITAN 50 EQ.WEIGHT
Last updated Oct 2, 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 2.38% |
MSFT | 2.38% | |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.38% |
NVDA | 2.38% | |
GOOGL Alphabet Inc. | Communication Services | 2.38% |
META | 2.38% | |
TSLA | 2.38% | |
UNH | 2.38% | |
XOM | 2.38% | |
JNJ Johnson & Johnson | Healthcare | 2.38% |
JPM JPMorgan Chase & Co. | Financial Services | 2.38% |
V | 2.38% | |
PG | 2.38% | |
TSM | 2.38% | |
MA | 2.38% | |
AVGO Broadcom Inc. | Technology | 2.38% |
MRK | 2.38% | |
ASML ASML Holding N.V. | Technology | 2.38% |
CVX Chevron Corporation | Energy | 2.38% |
PEP | 2.38% | |
TCEHY | 2.38% | |
ABBV AbbVie Inc. | Healthcare | 2.38% |
KO | 2.38% | |
PFE | 2.38% | |
CRM salesforce.com, inc. | Technology | 2.38% |
MCD | 2.38% | |
SHEL | 2.38% | |
WMT | 2.38% | |
TMO | 2.38% | |
CSCO Cisco Systems, Inc. | Technology | 2.38% |
ACN Accenture plc | Technology | 2.38% |
ADBE Adobe Inc | Technology | 2.38% |
ABT Abbott Laboratories | Healthcare | 2.38% |
CMCSA Comcast Corporation | Communication Services | 2.38% |
DIS The Walt Disney Company | Communication Services | 2.38% |
ORCL | 2.38% | |
PM | 2.38% | |
BHP BHP Group | Basic Materials | 2.38% |
IBM International Business Machines Corporation | Technology | 2.38% |
INTC Intel Corporation | Technology | 2.38% |
MDT | 2.38% | |
C Citigroup Inc. | Financial Services | 2.38% |
Quarterly
Performance
The chart shows the growth of an initial investment of $10,000 in US GLOBAL TITAN 50 EQ.WEIGHT, 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
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components
Returns
As of Oct 2, 2023, the US GLOBAL TITAN 50 EQ.WEIGHT returned 19.10% Year-To-Date and 18.00% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.35% | 11.68% | 19.59% | 7.99% | 9.86% |
| US GLOBAL TITAN 50 EQ.WEIGHT | -4.15% | 5.84% | 19.10% | 33.09% | 15.52% | 18.00% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -9.63% | 4.11% | 32.33% | 24.62% | 25.63% | 27.59% |
MSFT | -3.93% | 9.99% | 32.56% | 36.88% | 23.77% | 27.33% |
AMZN Amazon.com, Inc. | -7.96% | 23.07% | 51.33% | 12.50% | 5.24% | 23.29% |
NVDA | -10.32% | 56.63% | 197.76% | 258.56% | 43.86% | 61.67% |
GOOGL Alphabet Inc. | -3.54% | 26.15% | 48.32% | 36.81% | 16.79% | 19.61% |
META | 1.29% | 41.65% | 149.47% | 121.26% | 13.55% | 19.88% |
TSLA | 2.13% | 20.61% | 103.13% | -5.67% | 65.91% | 36.11% |
UNH | 6.28% | 7.54% | -3.80% | 1.30% | 15.00% | 23.33% |
XOM | 3.58% | 9.04% | 9.24% | 39.15% | 11.99% | 7.77% |
JNJ Johnson & Johnson | -2.95% | 1.98% | -9.88% | -1.92% | 4.87% | 8.98% |
JPM JPMorgan Chase & Co. | -1.23% | 12.93% | 10.55% | 43.13% | 8.19% | 13.90% |
V | -7.30% | 2.41% | 11.35% | 30.52% | 9.74% | 18.04% |
PG | -5.60% | -0.67% | -1.94% | 18.56% | 14.54% | 9.91% |
TSM | -6.37% | -5.89% | 18.00% | 28.77% | 17.11% | 19.94% |
MA | -4.73% | 9.27% | 14.38% | 40.11% | 12.89% | 20.24% |
AVGO Broadcom Inc. | -4.29% | 30.87% | 51.23% | 92.03% | 31.90% | 38.09% |
MRK | -5.63% | -1.92% | -5.30% | 22.81% | 11.91% | 11.79% |
ASML ASML Holding N.V. | -11.15% | -13.14% | 8.41% | 42.98% | 26.52% | 20.38% |
CVX Chevron Corporation | 2.63% | 5.36% | -3.38% | 21.65% | 11.01% | 8.05% |
PEP | -3.35% | -5.75% | -4.25% | 6.62% | 12.47% | 11.04% |
TCEHY | -8.47% | -20.76% | -4.20% | 20.80% | 0.97% | 14.82% |
ABBV AbbVie Inc. | 0.58% | -4.56% | -4.99% | 15.57% | 14.91% | 17.21% |
KO | -4.87% | -8.34% | -9.94% | 2.99% | 7.09% | 7.55% |
PFE | -7.29% | -16.91% | -33.23% | -21.14% | -0.96% | 5.78% |
CRM salesforce.com, inc. | -8.46% | 1.50% | 52.94% | 40.98% | 5.23% | 14.62% |
MCD | -6.23% | -4.77% | 1.62% | 16.71% | 12.40% | 13.80% |
SHEL | 2.43% | 14.16% | 16.42% | 34.44% | 3.17% | 4.86% |
WMT | -1.02% | 9.26% | 14.09% | 25.20% | 12.89% | 10.51% |
TMO | -9.10% | -12.06% | -7.90% | 0.05% | 15.69% | 19.11% |
CSCO Cisco Systems, Inc. | -7.05% | 4.40% | 15.47% | 38.80% | 5.01% | 12.26% |
ACN Accenture plc | -6.29% | 8.27% | 16.44% | 21.29% | 13.89% | 17.61% |
ADBE Adobe Inc | -9.47% | 32.31% | 51.52% | 85.28% | 13.44% | 25.99% |
ABT Abbott Laboratories | -5.83% | -3.42% | -10.52% | 2.01% | 7.36% | 13.46% |
CMCSA Comcast Corporation | -3.04% | 18.69% | 29.67% | 55.98% | 6.75% | 9.17% |
DIS The Walt Disney Company | -0.72% | -19.06% | -6.71% | -14.08% | -6.83% | 3.38% |
ORCL | -12.41% | 14.88% | 31.08% | 76.34% | 18.08% | 14.08% |
PM | -1.88% | -2.17% | -4.74% | 17.63% | 8.01% | 5.80% |
BHP BHP Group | 0.38% | -7.78% | -2.99% | 20.29% | 10.69% | 5.18% |
IBM International Business Machines Corporation | -5.16% | 9.73% | 3.35% | 24.02% | 4.07% | 1.90% |
INTC Intel Corporation | -2.90% | 9.65% | 37.19% | 42.61% | -3.21% | 7.72% |
MDT | -3.78% | -1.20% | 3.36% | 0.37% | -2.14% | 6.40% |
C Citigroup Inc. | -1.11% | -10.29% | -6.08% | 3.12% | -7.36% | 0.56% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.47% | 1.24% | 1.19% | 5.74% | 3.41% | -1.50% |
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components
Dividend yield
US GLOBAL TITAN 50 EQ.WEIGHT granted a 2.19% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US GLOBAL TITAN 50 EQ.WEIGHT | 2.19% | 2.31% | 2.12% | 2.34% | 2.48% | 2.66% | 2.26% | 2.51% | 2.93% | 2.52% | 2.49% | 3.08% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.55% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
MSFT | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
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% |
NVDA | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
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% |
META | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.40% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
XOM | 3.10% | 3.30% | 6.08% | 9.55% | 6.00% | 6.06% | 4.88% | 4.57% | 5.29% | 4.33% | 3.70% | 3.94% |
JNJ Johnson & Johnson | 2.98% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
JPM JPMorgan Chase & Co. | 2.76% | 3.05% | 2.46% | 3.06% | 2.65% | 2.93% | 2.25% | 2.58% | 3.17% | 3.19% | 3.05% | 3.53% |
V | 0.78% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
PG | 2.54% | 2.43% | 2.17% | 2.40% | 2.60% | 3.49% | 3.48% | 3.83% | 4.12% | 3.57% | 3.85% | 4.45% |
TSM | 1.64% | 1.95% | 1.27% | 1.29% | 2.93% | 3.09% | 2.63% | 3.04% | 3.04% | 2.19% | 2.87% | 2.96% |
MA | 0.56% | 0.57% | 0.49% | 0.46% | 0.45% | 0.54% | 0.60% | 0.77% | 0.69% | 0.54% | 0.27% | 0.23% |
AVGO Broadcom Inc. | 2.22% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
MRK | 2.84% | 2.58% | 3.59% | 3.31% | 2.80% | 3.01% | 4.00% | 3.86% | 4.34% | 4.08% | 4.67% | 5.78% |
ASML ASML Holding N.V. | 0.90% | 1.04% | 0.43% | 0.51% | 1.04% | 0.96% | 0.67% | 0.97% | 0.78% | 0.72% | 0.68% | 21.06% |
CVX Chevron Corporation | 3.53% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
PEP | 2.85% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
TCEHY | 5.05% | 3.70% | 0.38% | 0.23% | 0.29% | 0.28% | 0.17% | 0.27% | 0.26% | 0.24% | 0.22% | 0.33% |
ABBV AbbVie Inc. | 3.92% | 3.59% | 4.11% | 4.94% | 5.72% | 4.87% | 3.44% | 4.90% | 4.77% | 3.66% | 4.52% | 0.00% |
KO | 3.25% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
PFE | 4.91% | 3.22% | 2.81% | 4.33% | 4.23% | 3.72% | 4.37% | 4.75% | 4.63% | 4.60% | 4.48% | 5.18% |
CRM salesforce.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% |
MCD | 2.31% | 2.18% | 2.04% | 2.50% | 2.61% | 2.63% | 2.55% | 3.48% | 3.52% | 4.38% | 4.16% | 4.35% |
SHEL | 3.59% | 3.58% | 4.03% | 6.04% | 7.15% | 6.79% | 6.22% | 8.07% | 10.23% | 7.31% | 6.85% | 7.12% |
WMT | 1.42% | 1.60% | 1.56% | 1.56% | 1.89% | 2.42% | 2.29% | 3.29% | 3.74% | 2.69% | 2.95% | 2.94% |
TMO | 0.27% | 0.22% | 0.16% | 0.19% | 0.24% | 0.31% | 0.32% | 0.43% | 0.43% | 0.49% | 0.56% | 0.88% |
CSCO Cisco Systems, Inc. | 2.86% | 3.24% | 2.45% | 3.47% | 3.23% | 3.41% | 3.51% | 4.04% | 3.85% | 3.50% | 3.09% | 3.53% |
ACN Accenture plc | 1.46% | 1.53% | 0.89% | 1.30% | 1.13% | 2.11% | 1.80% | 2.19% | 2.30% | 2.52% | 2.51% | 2.71% |
ADBE Adobe 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% |
ABT Abbott Laboratories | 2.07% | 1.74% | 1.32% | 1.38% | 1.57% | 1.67% | 2.05% | 3.05% | 2.47% | 2.31% | 1.76% | 3.75% |
CMCSA Comcast Corporation | 2.53% | 3.10% | 2.04% | 1.84% | 1.53% | 2.99% | 1.34% | 2.25% | 2.03% | 1.39% | 1.82% | 2.15% |
DIS The Walt Disney Company | 0.00% | 0.00% | 0.00% | 0.00% | 1.22% | 1.59% | 1.55% | 1.49% | 1.38% | 1.31% | 1.22% | 1.66% |
ORCL | 1.36% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
PM | 5.52% | 5.19% | 5.66% | 6.62% | 6.69% | 8.77% | 5.50% | 6.44% | 6.85% | 7.46% | 6.74% | 5.13% |
BHP BHP Group | 5.98% | 10.87% | 11.27% | 4.52% | 11.07% | 6.89% | 5.35% | 2.58% | 14.66% | 8.53% | 5.87% | 5.09% |
IBM International Business Machines Corporation | 4.72% | 4.85% | 5.16% | 5.91% | 5.77% | 6.89% | 5.07% | 4.53% | 5.16% | 3.89% | 2.96% | 2.64% |
INTC Intel Corporation | 2.76% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
MDT | 3.50% | 3.52% | 2.52% | 2.10% | 2.07% | 2.43% | 2.59% | 2.77% | 2.26% | 2.03% | 2.40% | 3.94% |
C Citigroup Inc. | 5.01% | 4.66% | 3.63% | 3.66% | 2.77% | 3.50% | 1.56% | 0.87% | 0.38% | 0.09% | 0.10% | 0.13% |
Expense Ratio
The US GLOBAL TITAN 50 EQ.WEIGHT 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.53 | ||||
MSFT | N/A | ||||
AMZN Amazon.com, Inc. | 0.20 | ||||
NVDA | N/A | ||||
GOOGL Alphabet Inc. | 0.91 | ||||
META | N/A | ||||
TSLA | N/A | ||||
UNH | N/A | ||||
XOM | N/A | ||||
JNJ Johnson & Johnson | -0.22 | ||||
JPM JPMorgan Chase & Co. | 1.59 | ||||
V | N/A | ||||
PG | N/A | ||||
TSM | N/A | ||||
MA | N/A | ||||
AVGO Broadcom Inc. | 2.48 | ||||
MRK | N/A | ||||
ASML ASML Holding N.V. | 0.86 | ||||
CVX Chevron Corporation | 0.81 | ||||
PEP | N/A | ||||
TCEHY | N/A | ||||
ABBV AbbVie Inc. | 0.34 | ||||
KO | N/A | ||||
PFE | N/A | ||||
CRM salesforce.com, inc. | 0.98 | ||||
MCD | N/A | ||||
SHEL | N/A | ||||
WMT | N/A | ||||
TMO | N/A | ||||
CSCO Cisco Systems, Inc. | 1.63 | ||||
ACN Accenture plc | 0.69 | ||||
ADBE Adobe Inc | 2.32 | ||||
ABT Abbott Laboratories | -0.00 | ||||
CMCSA Comcast Corporation | 1.86 | ||||
DIS The Walt Disney Company | -0.57 | ||||
ORCL | N/A | ||||
PM | N/A | ||||
BHP BHP Group | 0.63 | ||||
IBM International Business Machines Corporation | 1.07 | ||||
INTC Intel Corporation | 0.89 | ||||
MDT | N/A | ||||
C Citigroup Inc. | -0.04 |
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| TCEHY | TSLA | WMT | PM | SHEL | MRK | ABBV | PG | XOM | PFE | UNH | BHP | CVX | MCD | KO | PEP | JNJ | META | TSM | CMCSA | NVDA | DIS | AMZN | CRM | AAPL | C | AVGO | MDT | JPM | IBM | INTC | ORCL | ABT | ASML | TMO | ADBE | GOOGL | CSCO | MSFT | V | MA | ACN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TCEHY | 1.00 | 0.13 | 0.00 | 0.04 | 0.12 | 0.04 | 0.05 | 0.01 | 0.10 | 0.06 | 0.03 | 0.20 | 0.09 | 0.02 | 0.03 | 0.00 | 0.03 | 0.10 | 0.25 | 0.06 | 0.13 | 0.13 | 0.15 | 0.13 | 0.14 | 0.17 | 0.14 | 0.10 | 0.13 | 0.09 | 0.11 | 0.10 | 0.10 | 0.16 | 0.13 | 0.12 | 0.14 | 0.12 | 0.12 | 0.11 | 0.15 | 0.11 |
| TSLA | 0.13 | 1.00 | 0.16 | 0.13 | 0.16 | 0.12 | 0.18 | 0.13 | 0.15 | 0.15 | 0.18 | 0.23 | 0.16 | 0.18 | 0.16 | 0.16 | 0.13 | 0.35 | 0.34 | 0.24 | 0.40 | 0.31 | 0.41 | 0.40 | 0.38 | 0.26 | 0.38 | 0.23 | 0.24 | 0.21 | 0.33 | 0.27 | 0.26 | 0.36 | 0.29 | 0.40 | 0.37 | 0.28 | 0.37 | 0.30 | 0.32 | 0.31 |
| WMT | 0.00 | 0.16 | 1.00 | 0.31 | 0.16 | 0.29 | 0.25 | 0.45 | 0.22 | 0.28 | 0.31 | 0.20 | 0.22 | 0.36 | 0.38 | 0.44 | 0.37 | 0.18 | 0.20 | 0.30 | 0.22 | 0.29 | 0.27 | 0.21 | 0.26 | 0.23 | 0.22 | 0.32 | 0.26 | 0.32 | 0.27 | 0.32 | 0.34 | 0.25 | 0.31 | 0.27 | 0.28 | 0.33 | 0.31 | 0.30 | 0.29 | 0.33 |
| PM | 0.04 | 0.13 | 0.31 | 1.00 | 0.31 | 0.33 | 0.30 | 0.46 | 0.33 | 0.31 | 0.31 | 0.29 | 0.32 | 0.37 | 0.53 | 0.50 | 0.39 | 0.20 | 0.23 | 0.35 | 0.18 | 0.31 | 0.20 | 0.20 | 0.25 | 0.32 | 0.23 | 0.37 | 0.32 | 0.38 | 0.25 | 0.31 | 0.33 | 0.26 | 0.28 | 0.24 | 0.28 | 0.33 | 0.27 | 0.32 | 0.32 | 0.36 |
| SHEL | 0.12 | 0.16 | 0.16 | 0.31 | 1.00 | 0.25 | 0.24 | 0.19 | 0.70 | 0.25 | 0.25 | 0.59 | 0.72 | 0.22 | 0.27 | 0.21 | 0.23 | 0.18 | 0.32 | 0.29 | 0.22 | 0.32 | 0.22 | 0.22 | 0.25 | 0.47 | 0.28 | 0.28 | 0.45 | 0.40 | 0.34 | 0.31 | 0.22 | 0.34 | 0.24 | 0.23 | 0.27 | 0.34 | 0.27 | 0.32 | 0.34 | 0.33 |
| MRK | 0.04 | 0.12 | 0.29 | 0.33 | 0.25 | 1.00 | 0.44 | 0.39 | 0.29 | 0.54 | 0.39 | 0.23 | 0.30 | 0.35 | 0.37 | 0.39 | 0.53 | 0.21 | 0.15 | 0.32 | 0.15 | 0.25 | 0.22 | 0.24 | 0.22 | 0.27 | 0.23 | 0.42 | 0.32 | 0.35 | 0.26 | 0.33 | 0.45 | 0.22 | 0.44 | 0.28 | 0.27 | 0.35 | 0.29 | 0.34 | 0.32 | 0.34 |
| ABBV | 0.05 | 0.18 | 0.25 | 0.30 | 0.24 | 0.44 | 1.00 | 0.32 | 0.28 | 0.47 | 0.38 | 0.22 | 0.28 | 0.28 | 0.31 | 0.33 | 0.46 | 0.23 | 0.21 | 0.32 | 0.23 | 0.28 | 0.25 | 0.28 | 0.24 | 0.30 | 0.27 | 0.42 | 0.33 | 0.35 | 0.30 | 0.31 | 0.45 | 0.27 | 0.40 | 0.30 | 0.32 | 0.35 | 0.32 | 0.34 | 0.35 | 0.33 |
| PG | 0.01 | 0.13 | 0.45 | 0.46 | 0.19 | 0.39 | 0.32 | 1.00 | 0.24 | 0.37 | 0.34 | 0.23 | 0.24 | 0.42 | 0.60 | 0.64 | 0.49 | 0.21 | 0.21 | 0.34 | 0.20 | 0.30 | 0.25 | 0.24 | 0.27 | 0.24 | 0.24 | 0.38 | 0.27 | 0.38 | 0.28 | 0.35 | 0.41 | 0.27 | 0.37 | 0.30 | 0.30 | 0.37 | 0.36 | 0.37 | 0.37 | 0.40 |
| XOM | 0.10 | 0.15 | 0.22 | 0.33 | 0.70 | 0.29 | 0.28 | 0.24 | 1.00 | 0.29 | 0.29 | 0.52 | 0.82 | 0.26 | 0.30 | 0.24 | 0.28 | 0.20 | 0.29 | 0.33 | 0.23 | 0.37 | 0.23 | 0.23 | 0.26 | 0.51 | 0.30 | 0.33 | 0.50 | 0.45 | 0.35 | 0.34 | 0.25 | 0.28 | 0.25 | 0.23 | 0.29 | 0.38 | 0.26 | 0.35 | 0.36 | 0.34 |
| PFE | 0.06 | 0.15 | 0.28 | 0.31 | 0.25 | 0.54 | 0.47 | 0.37 | 0.29 | 1.00 | 0.40 | 0.26 | 0.29 | 0.29 | 0.36 | 0.38 | 0.52 | 0.23 | 0.20 | 0.33 | 0.22 | 0.29 | 0.24 | 0.25 | 0.26 | 0.33 | 0.28 | 0.42 | 0.35 | 0.38 | 0.29 | 0.33 | 0.47 | 0.28 | 0.45 | 0.30 | 0.31 | 0.38 | 0.32 | 0.37 | 0.34 | 0.37 |
| UNH | 0.03 | 0.18 | 0.31 | 0.31 | 0.25 | 0.39 | 0.38 | 0.34 | 0.29 | 0.40 | 1.00 | 0.26 | 0.30 | 0.33 | 0.33 | 0.35 | 0.44 | 0.26 | 0.25 | 0.33 | 0.27 | 0.31 | 0.29 | 0.27 | 0.31 | 0.35 | 0.30 | 0.43 | 0.40 | 0.37 | 0.30 | 0.36 | 0.43 | 0.31 | 0.42 | 0.32 | 0.36 | 0.37 | 0.36 | 0.39 | 0.39 | 0.40 |
| BHP | 0.20 | 0.23 | 0.20 | 0.29 | 0.59 | 0.23 | 0.22 | 0.23 | 0.52 | 0.26 | 0.26 | 1.00 | 0.54 | 0.24 | 0.26 | 0.22 | 0.24 | 0.27 | 0.39 | 0.31 | 0.31 | 0.35 | 0.30 | 0.30 | 0.33 | 0.47 | 0.35 | 0.31 | 0.45 | 0.41 | 0.37 | 0.36 | 0.28 | 0.39 | 0.33 | 0.32 | 0.33 | 0.40 | 0.34 | 0.35 | 0.38 | 0.38 |
| CVX | 0.09 | 0.16 | 0.22 | 0.32 | 0.72 | 0.30 | 0.28 | 0.24 | 0.82 | 0.29 | 0.30 | 0.54 | 1.00 | 0.27 | 0.31 | 0.23 | 0.28 | 0.21 | 0.31 | 0.32 | 0.25 | 0.34 | 0.23 | 0.23 | 0.26 | 0.51 | 0.31 | 0.32 | 0.51 | 0.45 | 0.37 | 0.34 | 0.26 | 0.32 | 0.27 | 0.25 | 0.29 | 0.39 | 0.30 | 0.36 | 0.37 | 0.38 |
| MCD | 0.02 | 0.18 | 0.36 | 0.37 | 0.22 | 0.35 | 0.28 | 0.42 | 0.26 | 0.29 | 0.33 | 0.24 | 0.27 | 1.00 | 0.48 | 0.46 | 0.39 | 0.29 | 0.26 | 0.36 | 0.25 | 0.36 | 0.31 | 0.30 | 0.31 | 0.33 | 0.32 | 0.39 | 0.36 | 0.37 | 0.31 | 0.37 | 0.39 | 0.32 | 0.36 | 0.35 | 0.35 | 0.39 | 0.39 | 0.43 | 0.44 | 0.42 |
| KO | 0.03 | 0.16 | 0.38 | 0.53 | 0.27 | 0.37 | 0.31 | 0.60 | 0.30 | 0.36 | 0.33 | 0.26 | 0.31 | 0.48 | 1.00 | 0.71 | 0.45 | 0.20 | 0.22 | 0.37 | 0.18 | 0.35 | 0.24 | 0.25 | 0.26 | 0.29 | 0.26 | 0.42 | 0.34 | 0.40 | 0.28 | 0.34 | 0.39 | 0.27 | 0.34 | 0.31 | 0.31 | 0.37 | 0.34 | 0.40 | 0.40 | 0.42 |
| PEP | 0.00 | 0.16 | 0.44 | 0.50 | 0.21 | 0.39 | 0.33 | 0.64 | 0.24 | 0.38 | 0.35 | 0.22 | 0.23 | 0.46 | 0.71 | 1.00 | 0.49 | 0.25 | 0.24 | 0.38 | 0.21 | 0.32 | 0.29 | 0.28 | 0.31 | 0.23 | 0.28 | 0.41 | 0.28 | 0.36 | 0.31 | 0.37 | 0.41 | 0.30 | 0.37 | 0.33 | 0.34 | 0.39 | 0.39 | 0.40 | 0.39 | 0.44 |
| JNJ | 0.03 | 0.13 | 0.37 | 0.39 | 0.23 | 0.53 | 0.46 | 0.49 | 0.28 | 0.52 | 0.44 | 0.24 | 0.28 | 0.39 | 0.45 | 0.49 | 1.00 | 0.22 | 0.23 | 0.36 | 0.20 | 0.29 | 0.26 | 0.24 | 0.26 | 0.29 | 0.26 | 0.48 | 0.33 | 0.42 | 0.30 | 0.36 | 0.51 | 0.29 | 0.44 | 0.31 | 0.33 | 0.41 | 0.34 | 0.39 | 0.39 | 0.42 |
| META | 0.10 | 0.35 | 0.18 | 0.20 | 0.18 | 0.21 | 0.23 | 0.21 | 0.20 | 0.23 | 0.26 | 0.27 | 0.21 | 0.29 | 0.20 | 0.25 | 0.22 | 1.00 | 0.37 | 0.36 | 0.48 | 0.37 | 0.58 | 0.51 | 0.49 | 0.31 | 0.45 | 0.34 | 0.32 | 0.28 | 0.42 | 0.38 | 0.36 | 0.44 | 0.39 | 0.55 | 0.64 | 0.38 | 0.52 | 0.48 | 0.47 | 0.43 |
| TSM | 0.25 | 0.34 | 0.20 | 0.23 | 0.32 | 0.15 | 0.21 | 0.21 | 0.29 | 0.20 | 0.25 | 0.39 | 0.31 | 0.26 | 0.22 | 0.24 | 0.23 | 0.37 | 1.00 | 0.32 | 0.55 | 0.36 | 0.42 | 0.41 | 0.48 | 0.39 | 0.55 | 0.31 | 0.37 | 0.37 | 0.52 | 0.40 | 0.34 | 0.60 | 0.40 | 0.47 | 0.47 | 0.42 | 0.47 | 0.43 | 0.45 | 0.43 |
| CMCSA | 0.06 | 0.24 | 0.30 | 0.35 | 0.29 | 0.32 | 0.32 | 0.34 | 0.33 | 0.33 | 0.33 | 0.31 | 0.32 | 0.36 | 0.37 | 0.38 | 0.36 | 0.36 | 0.32 | 1.00 | 0.33 | 0.55 | 0.36 | 0.36 | 0.35 | 0.43 | 0.37 | 0.42 | 0.46 | 0.42 | 0.40 | 0.38 | 0.38 | 0.35 | 0.37 | 0.39 | 0.40 | 0.45 | 0.41 | 0.44 | 0.45 | 0.45 |
| NVDA | 0.13 | 0.40 | 0.22 | 0.18 | 0.22 | 0.15 | 0.23 | 0.20 | 0.23 | 0.22 | 0.27 | 0.31 | 0.25 | 0.25 | 0.18 | 0.21 | 0.20 | 0.48 | 0.55 | 0.33 | 1.00 | 0.35 | 0.52 | 0.52 | 0.51 | 0.37 | 0.58 | 0.32 | 0.35 | 0.32 | 0.55 | 0.41 | 0.37 | 0.61 | 0.43 | 0.58 | 0.53 | 0.46 | 0.56 | 0.46 | 0.48 | 0.48 |
| DIS | 0.13 | 0.31 | 0.29 | 0.31 | 0.32 | 0.25 | 0.28 | 0.30 | 0.37 | 0.29 | 0.31 | 0.35 | 0.34 | 0.36 | 0.35 | 0.32 | 0.29 | 0.37 | 0.36 | 0.55 | 0.35 | 1.00 | 0.42 | 0.41 | 0.37 | 0.49 | 0.38 | 0.42 | 0.49 | 0.41 | 0.41 | 0.41 | 0.37 | 0.40 | 0.38 | 0.42 | 0.44 | 0.46 | 0.41 | 0.49 | 0.50 | 0.47 |
| AMZN | 0.15 | 0.41 | 0.27 | 0.20 | 0.22 | 0.22 | 0.25 | 0.25 | 0.23 | 0.24 | 0.29 | 0.30 | 0.23 | 0.31 | 0.24 | 0.29 | 0.26 | 0.58 | 0.42 | 0.36 | 0.52 | 0.42 | 1.00 | 0.56 | 0.51 | 0.34 | 0.46 | 0.35 | 0.33 | 0.32 | 0.43 | 0.42 | 0.40 | 0.47 | 0.44 | 0.60 | 0.66 | 0.43 | 0.59 | 0.51 | 0.52 | 0.48 |
| CRM | 0.13 | 0.40 | 0.21 | 0.20 | 0.22 | 0.24 | 0.28 | 0.24 | 0.23 | 0.25 | 0.27 | 0.30 | 0.23 | 0.30 | 0.25 | 0.28 | 0.24 | 0.51 | 0.41 | 0.36 | 0.52 | 0.41 | 0.56 | 1.00 | 0.47 | 0.35 | 0.47 | 0.38 | 0.33 | 0.33 | 0.42 | 0.46 | 0.42 | 0.47 | 0.46 | 0.67 | 0.55 | 0.46 | 0.58 | 0.53 | 0.54 | 0.52 |
| AAPL | 0.14 | 0.38 | 0.26 | 0.25 | 0.25 | 0.22 | 0.24 | 0.27 | 0.26 | 0.26 | 0.31 | 0.33 | 0.26 | 0.31 | 0.26 | 0.31 | 0.26 | 0.49 | 0.48 | 0.35 | 0.51 | 0.37 | 0.51 | 0.47 | 1.00 | 0.35 | 0.54 | 0.35 | 0.36 | 0.36 | 0.47 | 0.43 | 0.39 | 0.51 | 0.43 | 0.52 | 0.55 | 0.49 | 0.58 | 0.46 | 0.48 | 0.47 |
| C | 0.17 | 0.26 | 0.23 | 0.32 | 0.47 | 0.27 | 0.30 | 0.24 | 0.51 | 0.33 | 0.35 | 0.47 | 0.51 | 0.33 | 0.29 | 0.23 | 0.29 | 0.31 | 0.39 | 0.43 | 0.37 | 0.49 | 0.34 | 0.35 | 0.35 | 1.00 | 0.41 | 0.40 | 0.84 | 0.50 | 0.44 | 0.42 | 0.36 | 0.41 | 0.38 | 0.36 | 0.41 | 0.46 | 0.38 | 0.48 | 0.48 | 0.46 |
| AVGO | 0.14 | 0.38 | 0.22 | 0.23 | 0.28 | 0.23 | 0.27 | 0.24 | 0.30 | 0.28 | 0.30 | 0.35 | 0.31 | 0.32 | 0.26 | 0.28 | 0.26 | 0.45 | 0.55 | 0.37 | 0.58 | 0.38 | 0.46 | 0.47 | 0.54 | 0.41 | 1.00 | 0.39 | 0.41 | 0.39 | 0.56 | 0.42 | 0.40 | 0.60 | 0.44 | 0.51 | 0.48 | 0.51 | 0.51 | 0.47 | 0.48 | 0.49 |
| MDT | 0.10 | 0.23 | 0.32 | 0.37 | 0.28 | 0.42 | 0.42 | 0.38 | 0.33 | 0.42 | 0.43 | 0.31 | 0.32 | 0.39 | 0.42 | 0.41 | 0.48 | 0.34 | 0.31 | 0.42 | 0.32 | 0.42 | 0.35 | 0.38 | 0.35 | 0.40 | 0.39 | 1.00 | 0.41 | 0.43 | 0.39 | 0.41 | 0.58 | 0.38 | 0.51 | 0.41 | 0.43 | 0.43 | 0.42 | 0.50 | 0.51 | 0.50 |
| JPM | 0.13 | 0.24 | 0.26 | 0.32 | 0.45 | 0.32 | 0.33 | 0.27 | 0.50 | 0.35 | 0.40 | 0.45 | 0.51 | 0.36 | 0.34 | 0.28 | 0.33 | 0.32 | 0.37 | 0.46 | 0.35 | 0.49 | 0.33 | 0.33 | 0.36 | 0.84 | 0.41 | 0.41 | 1.00 | 0.51 | 0.44 | 0.44 | 0.38 | 0.40 | 0.38 | 0.33 | 0.40 | 0.48 | 0.38 | 0.48 | 0.49 | 0.47 |
| IBM | 0.09 | 0.21 | 0.32 | 0.38 | 0.40 | 0.35 | 0.35 | 0.38 | 0.45 | 0.38 | 0.37 | 0.41 | 0.45 | 0.37 | 0.40 | 0.36 | 0.42 | 0.28 | 0.37 | 0.42 | 0.32 | 0.41 | 0.32 | 0.33 | 0.36 | 0.50 | 0.39 | 0.43 | 0.51 | 1.00 | 0.45 | 0.51 | 0.41 | 0.39 | 0.39 | 0.37 | 0.41 | 0.54 | 0.42 | 0.48 | 0.48 | 0.55 |
| INTC | 0.11 | 0.33 | 0.27 | 0.25 | 0.34 | 0.26 | 0.30 | 0.28 | 0.35 | 0.29 | 0.30 | 0.37 | 0.37 | 0.31 | 0.28 | 0.31 | 0.30 | 0.42 | 0.52 | 0.40 | 0.55 | 0.41 | 0.43 | 0.42 | 0.47 | 0.44 | 0.56 | 0.39 | 0.44 | 0.45 | 1.00 | 0.44 | 0.42 | 0.56 | 0.43 | 0.48 | 0.48 | 0.54 | 0.54 | 0.46 | 0.48 | 0.49 |
| ORCL | 0.10 | 0.27 | 0.32 | 0.31 | 0.31 | 0.33 | 0.31 | 0.35 | 0.34 | 0.33 | 0.36 | 0.36 | 0.34 | 0.37 | 0.34 | 0.37 | 0.36 | 0.38 | 0.40 | 0.38 | 0.41 | 0.41 | 0.42 | 0.46 | 0.43 | 0.42 | 0.42 | 0.41 | 0.44 | 0.51 | 0.44 | 1.00 | 0.43 | 0.44 | 0.44 | 0.51 | 0.47 | 0.53 | 0.54 | 0.49 | 0.51 | 0.54 |
| ABT | 0.10 | 0.26 | 0.34 | 0.33 | 0.22 | 0.45 | 0.45 | 0.41 | 0.25 | 0.47 | 0.43 | 0.28 | 0.26 | 0.39 | 0.39 | 0.41 | 0.51 | 0.36 | 0.34 | 0.38 | 0.37 | 0.37 | 0.40 | 0.42 | 0.39 | 0.36 | 0.40 | 0.58 | 0.38 | 0.41 | 0.42 | 0.43 | 1.00 | 0.42 | 0.62 | 0.48 | 0.46 | 0.47 | 0.48 | 0.49 | 0.49 | 0.51 |
| ASML | 0.16 | 0.36 | 0.25 | 0.26 | 0.34 | 0.22 | 0.27 | 0.27 | 0.28 | 0.28 | 0.31 | 0.39 | 0.32 | 0.32 | 0.27 | 0.30 | 0.29 | 0.44 | 0.60 | 0.35 | 0.61 | 0.40 | 0.47 | 0.47 | 0.51 | 0.41 | 0.60 | 0.38 | 0.40 | 0.39 | 0.56 | 0.44 | 0.42 | 1.00 | 0.48 | 0.55 | 0.51 | 0.49 | 0.55 | 0.49 | 0.51 | 0.53 |
| TMO | 0.13 | 0.29 | 0.31 | 0.28 | 0.24 | 0.44 | 0.40 | 0.37 | 0.25 | 0.45 | 0.42 | 0.33 | 0.27 | 0.36 | 0.34 | 0.37 | 0.44 | 0.39 | 0.40 | 0.37 | 0.43 | 0.38 | 0.44 | 0.46 | 0.43 | 0.38 | 0.44 | 0.51 | 0.38 | 0.39 | 0.43 | 0.44 | 0.62 | 0.48 | 1.00 | 0.53 | 0.48 | 0.48 | 0.51 | 0.50 | 0.50 | 0.55 |
| ADBE | 0.12 | 0.40 | 0.27 | 0.24 | 0.23 | 0.28 | 0.30 | 0.30 | 0.23 | 0.30 | 0.32 | 0.32 | 0.25 | 0.35 | 0.31 | 0.33 | 0.31 | 0.55 | 0.47 | 0.39 | 0.58 | 0.42 | 0.60 | 0.67 | 0.52 | 0.36 | 0.51 | 0.41 | 0.33 | 0.37 | 0.48 | 0.51 | 0.48 | 0.55 | 0.53 | 1.00 | 0.62 | 0.51 | 0.68 | 0.60 | 0.59 | 0.59 |
| GOOGL | 0.14 | 0.37 | 0.28 | 0.28 | 0.27 | 0.27 | 0.32 | 0.30 | 0.29 | 0.31 | 0.36 | 0.33 | 0.29 | 0.35 | 0.31 | 0.34 | 0.33 | 0.64 | 0.47 | 0.40 | 0.53 | 0.44 | 0.66 | 0.55 | 0.55 | 0.41 | 0.48 | 0.43 | 0.40 | 0.41 | 0.48 | 0.47 | 0.46 | 0.51 | 0.48 | 0.62 | 1.00 | 0.49 | 0.66 | 0.57 | 0.57 | 0.56 |
| CSCO | 0.12 | 0.28 | 0.33 | 0.33 | 0.34 | 0.35 | 0.35 | 0.37 | 0.38 | 0.38 | 0.37 | 0.40 | 0.39 | 0.39 | 0.37 | 0.39 | 0.41 | 0.38 | 0.42 | 0.45 | 0.46 | 0.46 | 0.43 | 0.46 | 0.49 | 0.46 | 0.51 | 0.43 | 0.48 | 0.54 | 0.54 | 0.53 | 0.47 | 0.49 | 0.48 | 0.51 | 0.49 | 1.00 | 0.54 | 0.51 | 0.51 | 0.57 |
| MSFT | 0.12 | 0.37 | 0.31 | 0.27 | 0.27 | 0.29 | 0.32 | 0.36 | 0.26 | 0.32 | 0.36 | 0.34 | 0.30 | 0.39 | 0.34 | 0.39 | 0.34 | 0.52 | 0.47 | 0.41 | 0.56 | 0.41 | 0.59 | 0.58 | 0.58 | 0.38 | 0.51 | 0.42 | 0.38 | 0.42 | 0.54 | 0.54 | 0.48 | 0.55 | 0.51 | 0.68 | 0.66 | 0.54 | 1.00 | 0.57 | 0.58 | 0.61 |
| V | 0.11 | 0.30 | 0.30 | 0.32 | 0.32 | 0.34 | 0.34 | 0.37 | 0.35 | 0.37 | 0.39 | 0.35 | 0.36 | 0.43 | 0.40 | 0.40 | 0.39 | 0.48 | 0.43 | 0.44 | 0.46 | 0.49 | 0.51 | 0.53 | 0.46 | 0.48 | 0.47 | 0.50 | 0.48 | 0.48 | 0.46 | 0.49 | 0.49 | 0.49 | 0.50 | 0.60 | 0.57 | 0.51 | 0.57 | 1.00 | 0.84 | 0.60 |
| MA | 0.15 | 0.32 | 0.29 | 0.32 | 0.34 | 0.32 | 0.35 | 0.37 | 0.36 | 0.34 | 0.39 | 0.38 | 0.37 | 0.44 | 0.40 | 0.39 | 0.39 | 0.47 | 0.45 | 0.45 | 0.48 | 0.50 | 0.52 | 0.54 | 0.48 | 0.48 | 0.48 | 0.51 | 0.49 | 0.48 | 0.48 | 0.51 | 0.49 | 0.51 | 0.50 | 0.59 | 0.57 | 0.51 | 0.58 | 0.84 | 1.00 | 0.61 |
| ACN | 0.11 | 0.31 | 0.33 | 0.36 | 0.33 | 0.34 | 0.33 | 0.40 | 0.34 | 0.37 | 0.40 | 0.38 | 0.38 | 0.42 | 0.42 | 0.44 | 0.42 | 0.43 | 0.43 | 0.45 | 0.48 | 0.47 | 0.48 | 0.52 | 0.47 | 0.46 | 0.49 | 0.50 | 0.47 | 0.55 | 0.49 | 0.54 | 0.51 | 0.53 | 0.55 | 0.59 | 0.56 | 0.57 | 0.61 | 0.60 | 0.61 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below shows the maximum drawdowns of the US GLOBAL TITAN 50 EQ.WEIGHT. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the US GLOBAL TITAN 50 EQ.WEIGHT is 31.49%, recorded on Mar 23, 2020. It took 78 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -23.92% | Jan 4, 2022 | 194 | Oct 11, 2022 | 161 | Jun 2, 2023 | 355 |
| -15.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 53 | Mar 13, 2019 | 111 |
| -12.71% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
| -12.17% | Dec 30, 2015 | 30 | Feb 11, 2016 | 25 | Mar 18, 2016 | 55 |
Volatility Chart
The current US GLOBAL TITAN 50 EQ.WEIGHT volatility is 3.03%, 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.
US GLOBAL TITAN 50 EQ.WEIGHT
Benchmark (^GSPC)
Portfolio components