PLAN
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in PLAN, 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
Returns
As of Sep 23, 2023, the PLAN returned 17.54% Year-To-Date and 20.87% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.24% |
| PLAN | -0.70% | 9.09% | 17.54% | 20.46% | 21.96% | 20.87% |
| Portfolio components: | ||||||
VICI VICI Properties Inc. | -0.68% | -1.78% | -4.67% | 1.22% | 13.01% | 13.92% |
V Visa Inc. | -1.83% | 6.76% | 13.81% | 28.82% | 10.30% | 14.87% |
MSFT Microsoft Corporation | -0.93% | 13.47% | 33.09% | 34.53% | 23.95% | 28.40% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.49% | -2.64% | 5.50% | 17.02% | 9.78% | 6.91% |
SLV iShares Silver Trust | -2.40% | 1.70% | -2.00% | 24.31% | 10.16% | 5.24% |
DHI D.R. Horton, Inc. | -6.34% | 13.25% | 23.46% | 54.54% | 22.56% | 19.14% |
TSLA Tesla, Inc. | 6.45% | 28.61% | 98.80% | -11.06% | 65.27% | 48.10% |
VNM VanEck Vectors Vietnam ETF | -2.21% | 19.86% | 19.76% | 1.85% | -2.70% | -0.66% |
DFS Discover Financial Services | -2.19% | -4.70% | -9.05% | -4.54% | 4.45% | 7.42% |
OXY Occidental Petroleum Corporation | 2.79% | 8.72% | 0.71% | 8.23% | -2.42% | 2.44% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SGOL | SLV | OXY | TSLA | VNM | DHI | VICI | DFS | MSFT | V | |
|---|---|---|---|---|---|---|---|---|---|---|
| SGOL | 1.00 | 0.77 | 0.04 | 0.02 | 0.04 | 0.11 | 0.04 | -0.04 | 0.03 | 0.03 |
| SLV | 0.77 | 1.00 | 0.16 | 0.14 | 0.13 | 0.16 | 0.14 | 0.10 | 0.13 | 0.14 |
| OXY | 0.04 | 0.16 | 1.00 | 0.17 | 0.26 | 0.18 | 0.29 | 0.45 | 0.20 | 0.28 |
| TSLA | 0.02 | 0.14 | 0.17 | 1.00 | 0.24 | 0.25 | 0.25 | 0.27 | 0.43 | 0.33 |
| VNM | 0.04 | 0.13 | 0.26 | 0.24 | 1.00 | 0.25 | 0.24 | 0.32 | 0.38 | 0.37 |
| DHI | 0.11 | 0.16 | 0.18 | 0.25 | 0.25 | 1.00 | 0.38 | 0.35 | 0.36 | 0.36 |
| VICI | 0.04 | 0.14 | 0.29 | 0.25 | 0.24 | 0.38 | 1.00 | 0.40 | 0.31 | 0.38 |
| DFS | -0.04 | 0.10 | 0.45 | 0.27 | 0.32 | 0.35 | 0.40 | 1.00 | 0.36 | 0.49 |
| MSFT | 0.03 | 0.13 | 0.20 | 0.43 | 0.38 | 0.36 | 0.31 | 0.36 | 1.00 | 0.64 |
| V | 0.03 | 0.14 | 0.28 | 0.33 | 0.37 | 0.36 | 0.38 | 0.49 | 0.64 | 1.00 |
Dividend yield
PLAN granted a 1.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PLAN | 1.27% | 1.19% | 0.94% | 1.55% | 1.96% | 2.02% | 1.13% | 1.43% | 1.62% | 1.37% | 1.23% | 1.38% |
| Portfolio components: | ||||||||||||
VICI VICI Properties Inc. | 5.33% | 4.81% | 5.00% | 5.63% | 5.56% | 6.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.77% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHI D.R. Horton, Inc. | 0.91% | 1.04% | 0.78% | 1.08% | 1.23% | 1.60% | 0.89% | 1.34% | 0.91% | 0.87% | 0.00% | 1.69% |
TSLA Tesla, 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% |
VNM VanEck Vectors Vietnam ETF | 0.80% | 0.96% | 0.49% | 0.41% | 0.77% | 0.85% | 1.02% | 2.55% | 3.95% | 2.95% | 3.64% | 2.40% |
DFS Discover Financial Services | 2.98% | 2.40% | 1.70% | 2.06% | 2.17% | 2.84% | 1.93% | 1.87% | 2.39% | 1.70% | 1.32% | 1.42% |
OXY Occidental Petroleum Corporation | 1.07% | 0.83% | 0.14% | 4.83% | 8.01% | 5.67% | 4.87% | 5.21% | 5.63% | 4.62% | 3.55% | 3.82% |
Expense Ratio
The PLAN features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 | |
|---|---|---|---|---|---|
VICI VICI Properties Inc. | -0.12 | ||||
V Visa Inc. | 1.34 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.05 | ||||
SLV iShares Silver Trust | 0.67 | ||||
DHI D.R. Horton, Inc. | 1.69 | ||||
TSLA Tesla, Inc. | -0.30 | ||||
VNM VanEck Vectors Vietnam ETF | -0.01 | ||||
DFS Discover Financial Services | -0.24 | ||||
OXY Occidental Petroleum Corporation | 0.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the PLAN. 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 PLAN is 45.53%, recorded on Mar 18, 2020. It took 87 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.53% | Feb 20, 2020 | 20 | Mar 18, 2020 | 87 | Jul 22, 2020 | 107 |
| -18.09% | Mar 30, 2022 | 138 | Oct 14, 2022 | 157 | Jun 1, 2023 | 295 |
| -14.78% | Jan 23, 2018 | 233 | Dec 24, 2018 | 66 | Apr 1, 2019 | 299 |
| -10.09% | Sep 1, 2020 | 16 | Sep 23, 2020 | 34 | Nov 10, 2020 | 50 |
| -8.38% | Jul 19, 2023 | 23 | Aug 18, 2023 | — | — | — |
Volatility Chart
The current PLAN volatility is 3.12%, 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.