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US 10 Equal
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 10%AAPL 10%NVDA 10%GOOGL 10%AMZN 10%BRK-B 10%LLY 10%AVGO 10%META 10%TSLA 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
10%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
AVGO
Broadcom Inc.
Technology
10%
BRK-B
Berkshire Hathaway Inc.
Financial Services
10%
GOOGL
Alphabet Inc.
Communication Services
10%
LLY
Eli Lilly and Company
Healthcare
10%
META
Meta Platforms, Inc.
Communication Services
10%
MSFT
Microsoft Corporation
Technology
10%
NVDA
NVIDIA Corporation
Technology
10%
TSLA
Tesla, Inc.
Consumer Cyclical
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in US 10 Equal, 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


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
23.54%
12.76%
US 10 Equal
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Nov 14, 2024, the US 10 Equal returned 52.75% Year-To-Date and 35.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
25.48%2.14%12.76%33.14%13.96%11.39%
US 10 Equal52.75%5.16%23.54%58.04%44.36%35.69%
MSFT
Microsoft Corporation
13.69%1.45%0.68%15.70%24.40%25.99%
AAPL
Apple Inc
17.50%-2.56%18.93%20.69%28.54%24.42%
NVDA
NVIDIA Corporation
195.43%5.94%54.60%194.66%96.24%77.64%
GOOGL
Alphabet Inc.
28.37%8.44%3.95%34.20%21.96%20.55%
AMZN
Amazon.com, Inc.
40.91%14.16%15.11%46.84%19.81%29.37%
BRK-B
Berkshire Hathaway Inc.
31.25%1.77%13.41%32.14%16.38%12.42%
LLY
Eli Lilly and Company
39.94%-12.66%3.29%33.55%50.37%30.78%
AVGO
Broadcom Inc.
57.18%-4.79%21.65%81.15%45.30%38.20%
META
Meta Platforms, Inc.
64.35%-1.76%20.68%72.98%24.51%22.80%
TSLA
Tesla, Inc.
32.90%50.68%89.80%39.10%69.97%34.42%

Monthly Returns

The table below presents the monthly returns of US 10 Equal, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.84%11.78%2.46%-2.20%7.00%9.44%-0.68%2.45%4.00%-1.15%52.75%
202314.72%4.13%11.45%2.58%14.14%8.84%4.08%2.02%-5.32%-1.77%10.40%4.65%93.60%
2022-7.93%-4.13%9.06%-14.09%-1.43%-9.80%13.44%-6.76%-9.32%-0.63%7.33%-8.47%-31.15%
20213.77%-0.27%0.99%7.37%0.20%8.10%2.78%6.18%-5.64%12.45%4.24%2.36%50.18%
20208.54%-4.12%-7.72%18.48%6.03%9.30%9.58%20.63%-6.66%-4.09%12.52%6.89%87.66%
20196.70%2.09%5.08%3.25%-11.73%8.92%2.74%-1.87%1.57%8.36%5.24%7.66%42.85%
20189.40%-1.43%-6.35%2.20%6.57%1.69%1.64%7.17%-0.43%-6.28%-0.62%-6.11%6.09%
20177.40%3.36%4.00%2.93%7.61%-0.59%3.59%3.44%-0.30%6.74%1.22%-0.73%45.65%
2016-6.38%-2.15%9.61%-1.04%5.61%-1.23%8.79%1.30%2.65%-0.70%0.90%5.85%24.36%
2015-0.41%7.56%-1.96%4.33%4.99%-1.21%5.59%-2.52%0.67%7.75%4.40%1.67%34.64%
20142.18%10.71%-3.20%-0.09%4.19%3.40%-0.93%8.91%-0.39%0.30%5.16%-2.44%30.34%
20135.77%-0.80%1.83%6.14%14.08%0.68%10.14%4.91%7.75%3.59%1.02%5.70%79.35%

Expense Ratio

US 10 Equal 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

Risk-Adjusted Performance Rank

The current rank of US 10 Equal is 59, 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.


The Risk-Adjusted Performance Rank of US 10 Equal is 5959
Combined Rank
The Sharpe Ratio Rank of US 10 Equal is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of US 10 Equal is 5858Sortino Ratio Rank
The Omega Ratio Rank of US 10 Equal is 6161Omega Ratio Rank
The Calmar Ratio Rank of US 10 Equal is 6060Calmar Ratio Rank
The Martin Ratio Rank of US 10 Equal is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


US 10 Equal
Sharpe ratio
The chart of Sharpe ratio for US 10 Equal, currently valued at 2.86, compared to the broader market0.002.004.006.002.86
Sortino ratio
The chart of Sortino ratio for US 10 Equal, currently valued at 3.60, compared to the broader market-2.000.002.004.006.003.60
Omega ratio
The chart of Omega ratio for US 10 Equal, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.802.001.49
Calmar ratio
The chart of Calmar ratio for US 10 Equal, currently valued at 3.75, compared to the broader market0.005.0010.0015.003.75
Martin ratio
The chart of Martin ratio for US 10 Equal, currently valued at 14.07, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
0.861.211.161.092.65
AAPL
Apple Inc
1.001.561.191.353.17
NVDA
NVIDIA Corporation
3.883.901.507.4323.42
GOOGL
Alphabet Inc.
1.351.891.251.624.06
AMZN
Amazon.com, Inc.
1.862.541.332.148.53
BRK-B
Berkshire Hathaway Inc.
2.353.281.424.4511.65
LLY
Eli Lilly and Company
1.141.721.231.755.68
AVGO
Broadcom Inc.
1.882.521.323.4110.40
META
Meta Platforms, Inc.
2.133.041.424.1612.93
TSLA
Tesla, Inc.
0.781.551.190.732.08

Sharpe Ratio

The current US 10 Equal Sharpe ratio is 2.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.06 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of US 10 Equal with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.86
2.91
US 10 Equal
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

US 10 Equal provided a 0.33% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.33%0.37%0.60%0.47%0.65%0.80%0.90%0.79%0.89%0.90%0.99%1.21%
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%
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%0.29%0.45%1.20%1.70%1.94%
GOOGL
Alphabet Inc.
0.22%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%
BRK-B
Berkshire Hathaway 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%
LLY
Eli Lilly and Company
0.48%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
AVGO
Broadcom Inc.
1.21%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
META
Meta Platforms, Inc.
0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.70%
-0.27%
US 10 Equal
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the US 10 Equal. 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 US 10 Equal was 35.52%, occurring on Nov 3, 2022. Recovery took 139 trading sessions.

The current US 10 Equal drawdown is 0.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.52%Dec 28, 2021216Nov 3, 2022139May 25, 2023355
-31.99%Feb 20, 202023Mar 23, 202050Jun 3, 202073
-21%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-17.5%Dec 30, 201530Feb 11, 201634Apr 1, 201664
-16.29%Jul 11, 202420Aug 7, 202458Oct 29, 202478

Volatility

Volatility Chart

The current US 10 Equal volatility is 6.31%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.31%
3.75%
US 10 Equal
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LLYTSLABRK-BMETAAVGONVDAAAPLAMZNGOOGLMSFT
LLY1.000.140.330.250.260.230.240.260.290.32
TSLA0.141.000.230.330.380.390.370.390.360.36
BRK-B0.330.231.000.310.390.320.390.360.420.43
META0.250.330.311.000.430.470.450.560.600.50
AVGO0.260.380.390.431.000.590.520.460.460.51
NVDA0.230.390.320.470.591.000.480.510.500.56
AAPL0.240.370.390.450.520.481.000.500.540.56
AMZN0.260.390.360.560.460.510.501.000.650.60
GOOGL0.290.360.420.600.460.500.540.651.000.64
MSFT0.320.360.430.500.510.560.560.600.641.00
The correlation results are calculated based on daily price changes starting from May 21, 2012