PC S6
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NFLX Netflix, Inc. | Communication Services | 10% |
INTC Intel Corporation | Technology | 10% |
VZ Verizon Communications Inc. | Communication Services | 10% |
NOW ServiceNow, Inc. | Technology | 10% |
QCOM QUALCOMM Incorporated | Technology | 10% |
SBUX Starbucks Corporation | Consumer Cyclical | 10% |
AMD Advanced Micro Devices, Inc. | Technology | 10% |
SAP SAP SE | Technology | 10% |
MSFT Microsoft Corporation | Technology | 10% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in PC S6, 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 Jun 29, 2012, corresponding to the inception date of NOW
Returns
As of Dec 7, 2023, the PC S6 returned 43.76% Year-To-Date and 21.36% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| PC S6 | 43.76% | 5.65% | 12.30% | 39.10% | 20.90% | 21.37% |
| Portfolio components: | ||||||
NFLX Netflix, Inc. | 51.50% | 2.76% | 11.75% | 46.20% | 11.03% | 24.37% |
INTC Intel Corporation | 59.79% | 8.75% | 32.85% | 47.67% | 0.46% | 8.25% |
VZ Verizon Communications Inc. | 4.89% | 8.02% | 13.51% | 12.03% | -2.99% | 2.34% |
NOW ServiceNow, Inc. | 76.74% | 12.64% | 29.89% | 76.34% | 30.43% | 29.31% |
QCOM QUALCOMM Incorporated | 21.37% | 9.05% | 14.35% | 11.40% | 21.46% | 8.98% |
SBUX Starbucks Corporation | -0.10% | -6.70% | 0.20% | -2.92% | 10.40% | 11.53% |
AMD Advanced Micro Devices, Inc. | 80.36% | 4.54% | -0.86% | 66.24% | 43.23% | 41.46% |
SAP SAP SE | 55.76% | 14.11% | 20.05% | 49.14% | 11.44% | 8.58% |
MSFT Microsoft Corporation | 55.15% | 3.65% | 14.52% | 51.79% | 30.03% | 27.62% |
RMS.PA Hermès International Société en commandite par actions | 36.36% | 7.99% | 3.48% | 29.85% | 32.58% | 23.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.13% | 4.20% | 1.80% | -3.09% | -5.84% | 3.40% | 15.68% |
Dividend yield
PC S6 granted a 1.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PC S6 | 1.61% | 2.09% | 1.31% | 1.29% | 1.37% | 1.74% | 1.59% | 1.66% | 1.72% | 1.73% | 1.54% | 1.76% |
| Portfolio components: | ||||||||||||
NFLX Netflix, 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% |
INTC Intel Corporation | 1.79% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% | 4.22% |
VZ Verizon Communications Inc. | 6.81% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% | 4.66% |
NOW ServiceNow, 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% |
QCOM QUALCOMM Incorporated | 2.42% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% | 1.56% |
SBUX Starbucks Corporation | 2.23% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.13% | 1.34% | 1.14% | 1.34% |
AMD Advanced Micro Devices, 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% |
SAP SAP SE | 1.38% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.38% | 1.27% | 1.84% |
MSFT Microsoft Corporation | 0.76% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
RMS.PA Hermès International Société en commandite par actions | 0.66% | 0.55% | 0.30% | 0.52% | 0.68% | 0.85% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% | 0.88% |
Expense Ratio
The PC S6 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
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 | |
|---|---|---|---|---|---|
NFLX Netflix, Inc. | 1.10 | ||||
INTC Intel Corporation | 1.18 | ||||
VZ Verizon Communications Inc. | 0.50 | ||||
NOW ServiceNow, Inc. | 2.34 | ||||
QCOM QUALCOMM Incorporated | 0.25 | ||||
SBUX Starbucks Corporation | -0.19 | ||||
AMD Advanced Micro Devices, Inc. | 1.26 | ||||
SAP SAP SE | 2.10 | ||||
MSFT Microsoft Corporation | 1.89 | ||||
RMS.PA Hermès International Société en commandite par actions | 1.01 |
Asset Correlations Table
| VZ | RMS.PA | NFLX | AMD | SBUX | NOW | INTC | SAP | QCOM | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.11 | 0.10 | 0.11 | 0.28 | 0.14 | 0.26 | 0.26 | 0.21 | 0.25 |
| RMS.PA | 0.11 | 1.00 | 0.16 | 0.18 | 0.26 | 0.20 | 0.22 | 0.41 | 0.27 | 0.25 |
| NFLX | 0.10 | 0.16 | 1.00 | 0.36 | 0.33 | 0.44 | 0.37 | 0.32 | 0.35 | 0.43 |
| AMD | 0.11 | 0.18 | 0.36 | 1.00 | 0.29 | 0.41 | 0.45 | 0.37 | 0.47 | 0.45 |
| SBUX | 0.28 | 0.26 | 0.33 | 0.29 | 1.00 | 0.38 | 0.36 | 0.41 | 0.38 | 0.45 |
| NOW | 0.14 | 0.20 | 0.44 | 0.41 | 0.38 | 1.00 | 0.38 | 0.43 | 0.42 | 0.54 |
| INTC | 0.26 | 0.22 | 0.37 | 0.45 | 0.36 | 0.38 | 1.00 | 0.45 | 0.57 | 0.53 |
| SAP | 0.26 | 0.41 | 0.32 | 0.37 | 0.41 | 0.43 | 0.45 | 1.00 | 0.44 | 0.51 |
| QCOM | 0.21 | 0.27 | 0.35 | 0.47 | 0.38 | 0.42 | 0.57 | 0.44 | 1.00 | 0.52 |
| MSFT | 0.25 | 0.25 | 0.43 | 0.45 | 0.45 | 0.54 | 0.53 | 0.51 | 0.52 | 1.00 |
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 PC S6. 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 PC S6 was 41.52%, occurring on Oct 11, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.52% | Nov 22, 2021 | 231 | Oct 11, 2022 | — | — | — |
| -27.25% | Feb 20, 2020 | 18 | Mar 16, 2020 | 58 | Jun 5, 2020 | 76 |
| -18.99% | Sep 28, 2018 | 62 | Dec 24, 2018 | 42 | Feb 22, 2019 | 104 |
| -17.25% | Dec 30, 2015 | 31 | Feb 11, 2016 | 72 | May 24, 2016 | 103 |
| -13.45% | Jul 17, 2014 | 66 | Oct 16, 2014 | 84 | Feb 13, 2015 | 150 |
Volatility Chart
The current PC S6 volatility is 4.04%, 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.