Portfolio long
Aktien long
Asset Allocation
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 Quarterly
The earliest data available for this chart is Nov 10, 2021, corresponding to the inception date of RIVN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 20.57% | 4.18% | 10.51% | 35.06% | 14.29% | 11.53% |
Portfolio long | 21.55% | 2.61% | 15.50% | 34.08% | N/A | N/A |
Portfolio components: | ||||||
Apple Inc | 18.25% | 2.69% | 34.08% | 30.33% | 32.86% | 26.38% |
Walmart Inc. | 54.54% | 4.13% | 35.23% | 53.72% | 17.19% | 14.38% |
Eli Lilly and Company | 52.93% | -6.25% | 13.48% | 64.94% | 54.53% | 32.67% |
Mastercard Inc | 17.21% | 3.01% | 4.61% | 26.82% | 13.33% | 21.95% |
Netflix, Inc. | 47.82% | 5.89% | 13.13% | 93.16% | 21.45% | 27.21% |
Caterpillar Inc. | 35.97% | 17.92% | 5.50% | 54.94% | 29.80% | 18.62% |
Starbucks Corporation | 2.58% | 4.60% | 12.72% | 7.21% | 4.56% | 12.14% |
Amgen Inc. | 13.43% | -3.32% | 20.09% | 24.22% | 13.74% | 12.05% |
Exxon Mobil Corporation | 25.75% | 7.47% | 2.64% | 16.41% | 17.91% | 7.21% |
Booking Holdings Inc. | 18.91% | 10.48% | 16.80% | 39.72% | 16.32% | 14.32% |
Alphabet Inc. | 19.89% | 6.92% | 9.82% | 23.99% | 22.61% | 19.33% |
Rivian Automotive, Inc. | -55.50% | -21.39% | 3.37% | -42.86% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.67% | 1.81% | 3.23% | -3.85% | 7.05% | 5.03% | 1.42% | 4.96% | 0.07% | 21.55% | |||
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% | 1.40% |
Expense Ratio
Portfolio long 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 rank of Portfolio long is 41, 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.
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 | |
---|---|---|---|---|---|
Apple Inc | 1.39 | 2.08 | 1.26 | 1.88 | 4.44 |
Walmart Inc. | 2.78 | 3.69 | 1.57 | 4.80 | 14.47 |
Eli Lilly and Company | 2.25 | 3.02 | 1.40 | 3.63 | 13.17 |
Mastercard Inc | 1.65 | 2.12 | 1.32 | 2.16 | 5.51 |
Netflix, Inc. | 2.84 | 3.96 | 1.52 | 1.82 | 21.05 |
Caterpillar Inc. | 1.98 | 2.51 | 1.35 | 2.47 | 6.81 |
Starbucks Corporation | 0.23 | 0.70 | 1.10 | 0.24 | 0.50 |
Amgen Inc. | 0.97 | 1.55 | 1.20 | 1.31 | 3.12 |
Exxon Mobil Corporation | 0.68 | 1.10 | 1.13 | 0.74 | 2.19 |
Booking Holdings Inc. | 1.46 | 1.81 | 1.28 | 1.95 | 5.76 |
Alphabet Inc. | 0.86 | 1.25 | 1.18 | 1.08 | 2.90 |
Rivian Automotive, Inc. | -0.73 | -0.89 | 0.89 | -0.59 | -1.32 |
Dividends
Dividend yield
Portfolio long granted a 1.07% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio long | 1.07% | 1.15% | 1.17% | 1.35% | 1.61% | 1.40% | 1.55% | 1.39% | 1.60% | 1.58% | 1.21% | 1.21% |
Portfolio components: | ||||||||||||
Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Walmart Inc. | 1.01% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
Eli Lilly and Company | 0.57% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Mastercard Inc | 0.40% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
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% |
Caterpillar Inc. | 1.34% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
Starbucks Corporation | 2.36% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
Amgen Inc. | 2.78% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
Exxon Mobil Corporation | 3.10% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Booking Holdings Inc. | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 0.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.06% | Nov 17, 2021 | 147 | Jun 17, 2022 | 249 | Jun 15, 2023 | 396 |
-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 |
-4.47% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current Portfolio long volatility is 3.27%, 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
XOM | LLY | WMT | AMGN | RIVN | CAT | NFLX | SBUX | BKNG | GOOGL | AAPL | MA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
XOM | 1.00 | 0.08 | 0.16 | 0.16 | 0.09 | 0.52 | 0.10 | 0.16 | 0.20 | 0.10 | 0.15 | 0.25 |
LLY | 0.08 | 1.00 | 0.25 | 0.33 | 0.08 | 0.17 | 0.21 | 0.20 | 0.16 | 0.23 | 0.26 | 0.27 |
WMT | 0.16 | 0.25 | 1.00 | 0.26 | 0.14 | 0.21 | 0.21 | 0.30 | 0.19 | 0.25 | 0.25 | 0.31 |
AMGN | 0.16 | 0.33 | 0.26 | 1.00 | 0.13 | 0.29 | 0.19 | 0.26 | 0.22 | 0.24 | 0.24 | 0.27 |
RIVN | 0.09 | 0.08 | 0.14 | 0.13 | 1.00 | 0.28 | 0.44 | 0.38 | 0.34 | 0.39 | 0.41 | 0.34 |
CAT | 0.52 | 0.17 | 0.21 | 0.29 | 0.28 | 1.00 | 0.29 | 0.33 | 0.46 | 0.29 | 0.33 | 0.45 |
NFLX | 0.10 | 0.21 | 0.21 | 0.19 | 0.44 | 0.29 | 1.00 | 0.40 | 0.40 | 0.53 | 0.52 | 0.44 |
SBUX | 0.16 | 0.20 | 0.30 | 0.26 | 0.38 | 0.33 | 0.40 | 1.00 | 0.46 | 0.42 | 0.46 | 0.49 |
BKNG | 0.20 | 0.16 | 0.19 | 0.22 | 0.34 | 0.46 | 0.40 | 0.46 | 1.00 | 0.46 | 0.45 | 0.50 |
GOOGL | 0.10 | 0.23 | 0.25 | 0.24 | 0.39 | 0.29 | 0.53 | 0.42 | 0.46 | 1.00 | 0.65 | 0.51 |
AAPL | 0.15 | 0.26 | 0.25 | 0.24 | 0.41 | 0.33 | 0.52 | 0.46 | 0.45 | 0.65 | 1.00 | 0.50 |
MA | 0.25 | 0.27 | 0.31 | 0.27 | 0.34 | 0.45 | 0.44 | 0.49 | 0.50 | 0.51 | 0.50 | 1.00 |