40-30-30
40% portfolio - stability stocks, good returns 30% portfolio - market index 30% portfolio - growth stocks
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 40-30-30, 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 May 15, 2015, corresponding to the inception date of FTAI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| 40-30-30 | 56.86% | 5.46% | 26.21% | 63.77% | 33.64% | N/A |
| Portfolio components: | ||||||
WMT Walmart Inc. | 79.68% | 13.77% | 40.80% | 84.26% | 20.59% | 15.09% |
UNH UnitedHealth Group Incorporated | 16.31% | 6.64% | 20.67% | 11.69% | 18.29% | 21.53% |
LMT Lockheed Martin Corporation | 17.05% | -4.60% | 11.57% | 17.72% | 8.93% | 13.57% |
HD The Home Depot, Inc. | 26.93% | 9.94% | 32.28% | 35.75% | 17.92% | 18.51% |
LOW Lowe's Companies, Inc. | 25.64% | 4.75% | 27.88% | 34.72% | 21.10% | 17.65% |
NVR NVR, Inc. | 31.20% | 0.50% | 21.76% | 43.78% | 19.03% | 22.10% |
PGR The Progressive Corporation | 65.92% | 8.19% | 24.00% | 61.73% | 32.47% | 28.68% |
NVDA NVIDIA Corporation | 183.27% | 3.59% | 20.47% | 208.27% | 93.70% | 75.74% |
COKE Coca-Cola Consolidated, Inc. | 43.61% | 14.96% | 32.53% | 78.68% | 37.88% | 31.73% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 252.27% | 13.38% | 107.12% | 287.24% | 68.07% | N/A |
LLY Eli Lilly and Company | 40.44% | -0.52% | -2.01% | 39.78% | 48.78% | 29.99% |
BRO Brown & Brown, Inc. | 57.57% | 7.07% | 24.23% | 50.40% | 24.87% | 22.36% |
MCD McDonald's Corporation | 1.74% | 0.36% | 13.43% | 5.43% | 11.27% | 14.74% |
WM Waste Management, Inc. | 27.01% | 5.15% | 11.31% | 30.44% | 16.99% | 18.73% |
SO The Southern Company | 27.54% | -1.77% | 8.65% | 25.47% | 10.92% | 10.88% |
Monthly Returns
The table below presents the monthly returns of 40-30-30, 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 | 4.58% | 7.48% | 6.04% | -2.82% | 7.34% | 4.56% | 5.21% | 8.25% | 2.37% | -2.23% | 6.68% | 56.86% | |
| 2023 | 5.19% | 1.50% | 5.87% | 4.36% | 1.39% | 6.92% | 1.06% | 3.38% | -4.87% | 1.61% | 7.01% | 5.36% | 45.61% |
| 2022 | -5.66% | -3.67% | 5.06% | -5.28% | 1.89% | -4.15% | 6.94% | -3.74% | -6.32% | 9.38% | 5.39% | -2.94% | -4.69% |
| 2021 | -0.89% | 0.83% | 7.71% | 5.51% | 3.91% | 3.30% | 0.90% | 2.82% | -4.57% | 7.86% | 4.69% | 8.08% | 47.29% |
| 2020 | 3.92% | -7.62% | -11.11% | 13.91% | 6.02% | 1.31% | 7.43% | 7.38% | -0.23% | -4.24% | 7.59% | 3.17% | 27.72% |
| 2019 | 7.15% | 5.60% | 4.71% | 3.98% | -3.16% | 4.76% | 1.08% | 3.75% | -0.14% | 0.58% | 3.61% | 3.72% | 41.48% |
| 2018 | 2.16% | -5.27% | -1.66% | 2.02% | 0.56% | 0.19% | 4.62% | 4.84% | 1.46% | -5.72% | 3.43% | -7.49% | -1.81% |
| 2017 | 1.78% | 3.87% | 3.10% | 1.96% | 5.54% | 0.74% | 3.97% | 0.76% | 3.56% | 5.00% | 3.62% | 1.74% | 41.88% |
| 2016 | -2.31% | -0.12% | 6.61% | -0.43% | 2.74% | 2.93% | 3.63% | -0.46% | 0.61% | -2.22% | 8.16% | 4.31% | 25.40% |
| 2015 | 0.44% | 1.51% | 4.76% | -2.85% | 3.04% | 5.17% | 0.51% | 0.98% | 14.14% |
Expense Ratio
40-30-30 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 risk-adjusted rank of 40-30-30 is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
WMT Walmart Inc. | 4.88 | 7.26 | 1.93 | 7.79 | 54.19 |
UNH UnitedHealth Group Incorporated | 0.48 | 0.83 | 1.12 | 0.60 | 1.58 |
LMT Lockheed Martin Corporation | 1.08 | 1.54 | 1.23 | 1.18 | 3.63 |
HD The Home Depot, Inc. | 1.87 | 2.55 | 1.31 | 2.08 | 4.60 |
LOW Lowe's Companies, Inc. | 1.66 | 2.35 | 1.29 | 2.05 | 4.68 |
NVR NVR, Inc. | 1.96 | 2.69 | 1.34 | 4.25 | 10.28 |
PGR The Progressive Corporation | 3.05 | 4.06 | 1.54 | 8.83 | 23.34 |
NVDA NVIDIA Corporation | 3.84 | 3.86 | 1.50 | 7.39 | 23.49 |
COKE Coca-Cola Consolidated, Inc. | 2.54 | 3.68 | 1.47 | 4.93 | 12.15 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 6.91 | 5.78 | 1.79 | 20.90 | 80.11 |
LLY Eli Lilly and Company | 1.33 | 1.94 | 1.26 | 1.66 | 5.48 |
BRO Brown & Brown, Inc. | 2.75 | 3.66 | 1.50 | 6.13 | 17.34 |
MCD McDonald's Corporation | 0.31 | 0.54 | 1.07 | 0.32 | 0.69 |
WM Waste Management, Inc. | 1.72 | 2.24 | 1.37 | 2.61 | 7.48 |
SO The Southern Company | 1.46 | 2.18 | 1.26 | 2.04 | 6.67 |
Dividends
Dividend yield
40-30-30 provided a 1.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.22% | 1.47% | 1.75% | 1.89% | 1.93% | 2.13% | 2.42% | 2.03% | 2.55% | 2.21% | 2.19% | 2.07% |
| Portfolio components: | ||||||||||||
WMT Walmart Inc. | 0.87% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
UNH UnitedHealth Group Incorporated | 1.00% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
LMT Lockheed Martin Corporation | 2.47% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
HD The Home Depot, Inc. | 2.10% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
LOW Lowe's Companies, Inc. | 1.64% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
NVR NVR, 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% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
NVDA NVIDIA Corporation | 0.01% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
COKE Coca-Cola Consolidated, Inc. | 1.53% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% | 1.37% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.74% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.64% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
BRO Brown & Brown, Inc. | 0.48% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
MCD McDonald's Corporation | 2.30% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
WM Waste Management, Inc. | 1.00% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
SO The Southern Company | 3.32% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.89% |
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 40-30-30. 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 40-30-30 was 33.51%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current 40-30-30 drawdown is 0.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.51% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -17.81% | Dec 30, 2021 | 118 | Jun 17, 2022 | 155 | Jan 31, 2023 | 273 |
| -15.4% | Sep 19, 2018 | 67 | Dec 24, 2018 | 36 | Feb 15, 2019 | 103 |
| -9.86% | Jan 29, 2018 | 39 | Mar 23, 2018 | 96 | Aug 9, 2018 | 135 |
| -8.41% | Oct 13, 2020 | 14 | Oct 30, 2020 | 11 | Nov 16, 2020 | 25 |
Volatility
Volatility Chart
The current 40-30-30 volatility is 3.73%, 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
| FTAI | NVDA | LLY | COKE | SO | WMT | LMT | NVR | UNH | PGR | MCD | LOW | WM | BRO | HD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FTAI | 1.00 | 0.24 | 0.14 | 0.16 | 0.09 | 0.07 | 0.18 | 0.25 | 0.16 | 0.18 | 0.18 | 0.26 | 0.16 | 0.26 | 0.24 |
| NVDA | 0.24 | 1.00 | 0.22 | 0.19 | 0.04 | 0.21 | 0.15 | 0.29 | 0.22 | 0.19 | 0.22 | 0.35 | 0.19 | 0.31 | 0.36 |
| LLY | 0.14 | 0.22 | 1.00 | 0.16 | 0.22 | 0.24 | 0.22 | 0.17 | 0.34 | 0.29 | 0.23 | 0.23 | 0.33 | 0.32 | 0.25 |
| COKE | 0.16 | 0.19 | 0.16 | 1.00 | 0.23 | 0.24 | 0.25 | 0.27 | 0.19 | 0.25 | 0.33 | 0.24 | 0.29 | 0.30 | 0.27 |
| SO | 0.09 | 0.04 | 0.22 | 0.23 | 1.00 | 0.30 | 0.28 | 0.22 | 0.24 | 0.26 | 0.36 | 0.19 | 0.43 | 0.30 | 0.24 |
| WMT | 0.07 | 0.21 | 0.24 | 0.24 | 0.30 | 1.00 | 0.27 | 0.22 | 0.28 | 0.30 | 0.33 | 0.33 | 0.36 | 0.33 | 0.39 |
| LMT | 0.18 | 0.15 | 0.22 | 0.25 | 0.28 | 0.27 | 1.00 | 0.24 | 0.31 | 0.39 | 0.34 | 0.28 | 0.43 | 0.38 | 0.30 |
| NVR | 0.25 | 0.29 | 0.17 | 0.27 | 0.22 | 0.22 | 0.24 | 1.00 | 0.22 | 0.25 | 0.32 | 0.47 | 0.31 | 0.36 | 0.46 |
| UNH | 0.16 | 0.22 | 0.34 | 0.19 | 0.24 | 0.28 | 0.31 | 0.22 | 1.00 | 0.34 | 0.32 | 0.32 | 0.39 | 0.38 | 0.34 |
| PGR | 0.18 | 0.19 | 0.29 | 0.25 | 0.26 | 0.30 | 0.39 | 0.25 | 0.34 | 1.00 | 0.33 | 0.31 | 0.41 | 0.49 | 0.33 |
| MCD | 0.18 | 0.22 | 0.23 | 0.33 | 0.36 | 0.33 | 0.34 | 0.32 | 0.32 | 0.33 | 1.00 | 0.37 | 0.45 | 0.42 | 0.40 |
| LOW | 0.26 | 0.35 | 0.23 | 0.24 | 0.19 | 0.33 | 0.28 | 0.47 | 0.32 | 0.31 | 0.37 | 1.00 | 0.37 | 0.43 | 0.80 |
| WM | 0.16 | 0.19 | 0.33 | 0.29 | 0.43 | 0.36 | 0.43 | 0.31 | 0.39 | 0.41 | 0.45 | 0.37 | 1.00 | 0.50 | 0.42 |
| BRO | 0.26 | 0.31 | 0.32 | 0.30 | 0.30 | 0.33 | 0.38 | 0.36 | 0.38 | 0.49 | 0.42 | 0.43 | 0.50 | 1.00 | 0.45 |
| HD | 0.24 | 0.36 | 0.25 | 0.27 | 0.24 | 0.39 | 0.30 | 0.46 | 0.34 | 0.33 | 0.40 | 0.80 | 0.42 | 0.45 | 1.00 |