My portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^GSPC S&P 500 | 14.40% | |
AMZN Amazon.com, Inc. | Consumer Cyclical | 11.11% |
BLDR Builders FirstSource, Inc. | Industrials | 22.06% |
CG The Carlyle Group Inc. | Financial Services | 9.83% |
CVS CVS Health Corporation | Healthcare | 8.36% |
META Meta Platforms, Inc. | Communication Services | 9.08% |
PANW Palo Alto Networks, Inc. | Technology | 5% |
PYPL PayPal Holdings, Inc. | Financial Services | 5.38% |
USB U.S. Bancorp | Financial Services | 7.95% |
WFC Wells Fargo & Company | Financial Services | 6.83% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio, 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 Jul 6, 2015, corresponding to the inception date of PYPL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| My portfolio | 22.51% | 1.66% | 13.00% | 59.08% | 25.39% | N/A |
| Portfolio components: | ||||||
BLDR Builders FirstSource, Inc. | 2.79% | -11.66% | -6.14% | 60.00% | 50.18% | 40.12% |
CVS CVS Health Corporation | -25.78% | -7.34% | -15.05% | -13.83% | -0.29% | -1.51% |
META Meta Platforms, Inc. | 68.12% | 4.57% | 38.19% | 96.61% | 25.52% | 23.08% |
CG The Carlyle Group Inc. | 28.75% | 17.27% | 16.02% | 90.47% | 17.41% | 12.81% |
USB U.S. Bancorp | 15.36% | 7.20% | 21.50% | 61.26% | 0.90% | 4.73% |
WFC Wells Fargo & Company | 35.40% | 16.82% | 11.56% | 70.52% | 7.74% | 5.09% |
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
PYPL PayPal Holdings, Inc. | 30.73% | 3.08% | 18.20% | 57.26% | -5.08% | N/A |
PANW Palo Alto Networks, Inc. | 23.91% | 8.83% | 25.61% | 53.17% | 37.11% | 26.42% |
AMZN Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
Monthly Returns
The table below presents the monthly returns of My portfolio, 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 | 2.27% | 9.33% | 3.90% | -6.67% | -2.46% | -0.43% | 8.13% | 0.55% | 5.68% | 22.51% | |||
| 2023 | 15.75% | 1.21% | 0.65% | 2.49% | 5.38% | 11.45% | 7.76% | -4.89% | -6.07% | -4.34% | 14.54% | 12.54% | 68.47% |
| 2022 | -7.23% | -3.64% | -2.07% | -12.02% | 1.82% | -13.09% | 15.03% | -5.24% | -8.45% | 0.70% | 5.21% | -5.34% | -31.78% |
| 2021 | -2.22% | 6.41% | 5.79% | 8.43% | -0.57% | 1.29% | 1.90% | 7.46% | -3.14% | 6.49% | 2.79% | 7.95% | 50.64% |
| 2020 | -1.62% | -9.49% | -20.21% | 22.08% | 8.97% | 2.32% | 7.61% | 9.67% | -2.27% | -3.18% | 15.92% | 7.03% | 33.98% |
| 2019 | 14.28% | 1.03% | -0.13% | 6.68% | -5.03% | 9.99% | 2.58% | 0.84% | 3.39% | 5.61% | 7.14% | 1.44% | 57.73% |
| 2018 | 7.78% | -5.55% | -3.70% | 0.71% | 4.55% | -0.49% | 1.59% | 2.02% | -2.81% | -10.17% | 2.70% | -12.59% | -16.55% |
| 2017 | 4.80% | 5.90% | 2.22% | 4.49% | -2.18% | 5.36% | 2.85% | 0.83% | 5.69% | 1.66% | 4.60% | 2.50% | 45.94% |
| 2016 | -10.84% | -0.47% | 13.22% | 1.18% | 1.64% | -2.71% | 6.48% | 2.16% | -2.85% | -4.18% | 2.65% | 0.24% | 4.73% |
| 2015 | 8.76% | -6.45% | -6.87% | 5.93% | 4.34% | -4.90% | -0.40% |
Expense Ratio
My portfolio 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 My portfolio is 49, 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 | |
|---|---|---|---|---|---|
BLDR Builders FirstSource, Inc. | 1.37 | 1.86 | 1.27 | 1.65 | 3.78 |
CVS CVS Health Corporation | -0.37 | -0.29 | 0.96 | -0.24 | -0.61 |
META Meta Platforms, Inc. | 2.81 | 3.74 | 1.53 | 4.75 | 17.06 |
CG The Carlyle Group Inc. | 2.68 | 3.20 | 1.43 | 1.80 | 9.32 |
USB U.S. Bancorp | 2.36 | 3.33 | 1.39 | 1.40 | 10.08 |
WFC Wells Fargo & Company | 2.84 | 3.58 | 1.49 | 2.41 | 12.60 |
^GSPC S&P 500 | 3.43 | 4.52 | 1.64 | 3.17 | 22.22 |
PYPL PayPal Holdings, Inc. | 1.72 | 2.30 | 1.30 | 0.71 | 9.26 |
PANW Palo Alto Networks, Inc. | 1.20 | 1.52 | 1.27 | 1.74 | 3.65 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
Dividends
Dividend yield
My portfolio provided a 1.16% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My portfolio | 1.16% | 1.12% | 1.13% | 0.68% | 1.12% | 1.10% | 1.51% | 1.11% | 1.62% | 2.63% | 1.11% | 0.82% |
| Portfolio components: | ||||||||||||
BLDR Builders FirstSource, 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% |
CVS CVS Health Corporation | 4.73% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
META Meta Platforms, Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CG The Carlyle Group Inc. | 2.74% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% |
USB U.S. Bancorp | 4.09% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% | 2.19% |
WFC Wells Fargo & Company | 2.22% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% |
^GSPC S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PYPL PayPal Holdings, 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% |
PANW Palo Alto Networks, 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% |
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% |
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 My portfolio. 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 My portfolio was 39.19%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current My portfolio drawdown is 3.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -36% | Jan 5, 2022 | 210 | Nov 3, 2022 | 173 | Jul 17, 2023 | 383 |
| -28.54% | Jan 29, 2018 | 229 | Dec 24, 2018 | 135 | Jul 10, 2019 | 364 |
| -27.42% | Aug 4, 2015 | 131 | Feb 9, 2016 | 140 | Aug 29, 2016 | 271 |
| -16.57% | Aug 1, 2023 | 63 | Oct 27, 2023 | 26 | Dec 5, 2023 | 89 |
Volatility
Volatility Chart
The current My portfolio volatility is 4.34%, 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
| CVS | PANW | BLDR | WFC | META | AMZN | USB | PYPL | CG | ^GSPC | |
|---|---|---|---|---|---|---|---|---|---|---|
| CVS | 1.00 | 0.15 | 0.22 | 0.39 | 0.16 | 0.15 | 0.40 | 0.19 | 0.26 | 0.43 |
| PANW | 0.15 | 1.00 | 0.32 | 0.23 | 0.39 | 0.45 | 0.21 | 0.44 | 0.36 | 0.51 |
| BLDR | 0.22 | 0.32 | 1.00 | 0.41 | 0.33 | 0.32 | 0.43 | 0.34 | 0.44 | 0.54 |
| WFC | 0.39 | 0.23 | 0.41 | 1.00 | 0.24 | 0.23 | 0.78 | 0.29 | 0.42 | 0.56 |
| META | 0.16 | 0.39 | 0.33 | 0.24 | 1.00 | 0.62 | 0.26 | 0.53 | 0.40 | 0.62 |
| AMZN | 0.15 | 0.45 | 0.32 | 0.23 | 0.62 | 1.00 | 0.23 | 0.54 | 0.40 | 0.64 |
| USB | 0.40 | 0.21 | 0.43 | 0.78 | 0.26 | 0.23 | 1.00 | 0.31 | 0.45 | 0.59 |
| PYPL | 0.19 | 0.44 | 0.34 | 0.29 | 0.53 | 0.54 | 0.31 | 1.00 | 0.41 | 0.62 |
| CG | 0.26 | 0.36 | 0.44 | 0.42 | 0.40 | 0.40 | 0.45 | 0.41 | 1.00 | 0.61 |
| ^GSPC | 0.43 | 0.51 | 0.54 | 0.56 | 0.62 | 0.64 | 0.59 | 0.62 | 0.61 | 1.00 |