Portfolio long
Aktien long
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AAPL Apple Inc | Technology | 8.33% |
AMGN Amgen Inc. | Healthcare | 8.33% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 8.33% |
CAT Caterpillar Inc. | Industrials | 8.33% |
GOOGL Alphabet Inc Class A | Communication Services | 8.33% |
LLY Eli Lilly and Company | Healthcare | 8.33% |
MA Mastercard Inc | Financial Services | 8.33% |
NFLX Netflix, Inc. | Communication Services | 8.33% |
RIVN Rivian Automotive, Inc. | Consumer Cyclical | 8.33% |
SBUX Starbucks Corporation | Consumer Cyclical | 8.33% |
WMT Walmart Inc. | Consumer Defensive | 8.33% |
XOM Exxon Mobil Corporation | Energy | 8.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio long, 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 Every 3 months.
The earliest data available for this chart is Nov 10, 2021, corresponding to the inception date of RIVN
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
Portfolio long | 0.03% | 14.16% | 1.77% | 21.14% | N/A | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.29% | 21.49% |
WMT Walmart Inc. | 8.13% | 19.12% | 16.77% | 63.40% | 20.62% | 16.34% |
LLY Eli Lilly and Company | -2.49% | 3.47% | -5.45% | -2.41% | 39.23% | 28.61% |
MA Mastercard Inc | 8.03% | 18.36% | 9.85% | 25.44% | 15.66% | 20.67% |
NFLX Netflix, Inc. | 28.40% | 31.48% | 43.68% | 87.77% | 21.39% | 29.88% |
CAT Caterpillar Inc. | -9.84% | 18.95% | -19.88% | -4.33% | 26.31% | 16.86% |
SBUX Starbucks Corporation | -9.44% | 3.14% | -13.50% | 14.67% | 3.18% | 7.27% |
AMGN Amgen Inc. | 5.22% | -2.93% | -14.12% | -8.78% | 6.22% | 8.48% |
XOM Exxon Mobil Corporation | -0.51% | 5.26% | -10.94% | -5.60% | 23.92% | 6.52% |
BKNG Booking Holdings Inc. | 4.17% | 24.04% | 5.36% | 42.31% | 29.66% | 16.01% |
GOOGL Alphabet Inc Class A | -18.41% | 6.62% | -14.45% | -8.48% | 17.56% | 19.02% |
RIVN Rivian Automotive, Inc. | 2.86% | 26.67% | 36.12% | 33.20% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Portfolio long, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 4.22% | 1.70% | -5.45% | 1.48% | -1.64% | 0.03% | |||||||
2024 | 0.67% | 1.81% | 3.23% | -3.85% | 7.05% | 5.03% | 1.42% | 4.96% | 0.07% | 0.01% | 6.11% | -1.66% | 27.15% |
2023 | 7.40% | -4.07% | 3.29% | 1.68% | 0.54% | 7.36% | 8.71% | 1.41% | -1.98% | -5.88% | 7.15% | 6.10% | 35.07% |
2022 | -5.90% | -3.12% | 4.28% | -11.52% | 2.14% | -9.22% | 13.16% | -3.60% | -5.08% | 14.46% | 5.40% | -7.20% | -9.59% |
2021 | -3.06% | 4.60% | 1.41% |
Expense Ratio
Portfolio long has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, Portfolio long is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.23 | 0.61 | 1.09 | 0.26 | 0.90 |
WMT Walmart Inc. | 2.53 | 3.37 | 1.47 | 2.85 | 9.54 |
LLY Eli Lilly and Company | -0.05 | 0.16 | 1.02 | -0.11 | -0.22 |
MA Mastercard Inc | 1.21 | 1.73 | 1.26 | 1.55 | 6.47 |
NFLX Netflix, Inc. | 2.71 | 3.53 | 1.47 | 4.64 | 15.19 |
CAT Caterpillar Inc. | -0.21 | -0.00 | 1.00 | -0.13 | -0.35 |
SBUX Starbucks Corporation | 0.28 | 0.99 | 1.13 | 0.47 | 1.46 |
AMGN Amgen Inc. | -0.42 | -0.20 | 0.97 | -0.29 | -0.63 |
XOM Exxon Mobil Corporation | -0.31 | -0.16 | 0.98 | -0.30 | -0.66 |
BKNG Booking Holdings Inc. | 1.30 | 2.06 | 1.29 | 2.09 | 5.68 |
GOOGL Alphabet Inc Class A | -0.29 | -0.23 | 0.97 | -0.32 | -0.70 |
RIVN Rivian Automotive, Inc. | 0.47 | 1.23 | 1.14 | 0.35 | 1.16 |
Dividends
Dividend yield
Portfolio long provided a 1.31% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.31% | 1.21% | 1.15% | 1.17% | 1.35% | 1.61% | 1.40% | 1.55% | 1.39% | 1.60% | 1.58% | 1.21% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
WMT Walmart Inc. | 1.12% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
LLY Eli Lilly and Company | 0.72% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
MA Mastercard Inc | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
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% |
CAT Caterpillar Inc. | 1.74% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
SBUX Starbucks Corporation | 2.87% | 2.54% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% |
AMGN Amgen Inc. | 3.36% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% |
XOM Exxon Mobil Corporation | 3.66% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
BKNG Booking Holdings Inc. | 0.69% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RIVN Rivian Automotive, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio long. 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 Portfolio long was 26.06%, occurring on Jun 17, 2022. Recovery took 249 trading sessions.
The current Portfolio long drawdown is 7.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.06% | Nov 17, 2021 | 147 | Jun 17, 2022 | 249 | Jun 15, 2023 | 396 |
-18.9% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
-9.64% | Sep 12, 2023 | 34 | Oct 27, 2023 | 32 | Dec 13, 2023 | 66 |
-9.58% | Jul 17, 2024 | 16 | Aug 7, 2024 | 13 | Aug 26, 2024 | 29 |
-5.61% | Mar 28, 2024 | 24 | May 1, 2024 | 6 | May 9, 2024 | 30 |
Volatility
Volatility Chart
The current Portfolio long volatility is 7.03%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | XOM | LLY | AMGN | WMT | RIVN | CAT | NFLX | SBUX | BKNG | GOOGL | AAPL | MA | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.27 | 0.37 | 0.35 | 0.39 | 0.51 | 0.59 | 0.61 | 0.56 | 0.62 | 0.72 | 0.73 | 0.67 | 0.87 |
XOM | 0.27 | 1.00 | 0.08 | 0.18 | 0.14 | 0.10 | 0.50 | 0.10 | 0.19 | 0.21 | 0.10 | 0.17 | 0.24 | 0.36 |
LLY | 0.37 | 0.08 | 1.00 | 0.33 | 0.28 | 0.09 | 0.19 | 0.22 | 0.22 | 0.18 | 0.22 | 0.26 | 0.28 | 0.38 |
AMGN | 0.35 | 0.18 | 0.33 | 1.00 | 0.25 | 0.12 | 0.28 | 0.17 | 0.26 | 0.20 | 0.19 | 0.24 | 0.27 | 0.39 |
WMT | 0.39 | 0.14 | 0.28 | 0.25 | 1.00 | 0.16 | 0.21 | 0.24 | 0.32 | 0.21 | 0.25 | 0.27 | 0.34 | 0.41 |
RIVN | 0.51 | 0.10 | 0.09 | 0.12 | 0.16 | 1.00 | 0.28 | 0.41 | 0.35 | 0.33 | 0.39 | 0.41 | 0.33 | 0.69 |
CAT | 0.59 | 0.50 | 0.19 | 0.28 | 0.21 | 0.28 | 1.00 | 0.29 | 0.34 | 0.46 | 0.30 | 0.33 | 0.45 | 0.60 |
NFLX | 0.61 | 0.10 | 0.22 | 0.17 | 0.24 | 0.41 | 0.29 | 1.00 | 0.37 | 0.42 | 0.51 | 0.49 | 0.42 | 0.66 |
SBUX | 0.56 | 0.19 | 0.22 | 0.26 | 0.32 | 0.35 | 0.34 | 0.37 | 1.00 | 0.44 | 0.37 | 0.42 | 0.48 | 0.60 |
BKNG | 0.62 | 0.21 | 0.18 | 0.20 | 0.21 | 0.33 | 0.46 | 0.42 | 0.44 | 1.00 | 0.45 | 0.44 | 0.51 | 0.64 |
GOOGL | 0.72 | 0.10 | 0.22 | 0.19 | 0.25 | 0.39 | 0.30 | 0.51 | 0.37 | 0.45 | 1.00 | 0.62 | 0.47 | 0.66 |
AAPL | 0.73 | 0.17 | 0.26 | 0.24 | 0.27 | 0.41 | 0.33 | 0.49 | 0.42 | 0.44 | 0.62 | 1.00 | 0.47 | 0.69 |
MA | 0.67 | 0.24 | 0.28 | 0.27 | 0.34 | 0.33 | 0.45 | 0.42 | 0.48 | 0.51 | 0.47 | 0.47 | 1.00 | 0.65 |
Portfolio | 0.87 | 0.36 | 0.38 | 0.39 | 0.41 | 0.69 | 0.60 | 0.66 | 0.60 | 0.64 | 0.66 | 0.69 | 0.65 | 1.00 |