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ANDY'S 15 Holdings
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ANDY'S 15 Holdings

Last updated Sep 19, 2024

Asset Allocation

VTI 10%VOO 10%VGT 10%SCHD 10%VT 10%VYM 10%VUG 10%VFMO 10%VHT 10%META 2%NVDA 2%MSFT 2%AMZN 2%GOOG 2%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
2%
GOOG
Alphabet Inc.		Communication Services
2%
META
Meta Platforms, Inc.		Communication Services
2%
MSFT
Microsoft Corporation		Technology
2%
NVDA
NVIDIA Corporation		Technology
2%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
10%
VFMO
Vanguard U.S. Momentum Factor ETF		All Cap Equities
10%
VGT
Vanguard Information Technology ETF		Technology Equities
10%
VHT
Vanguard Health Care ETF		Health & Biotech Equities
10%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
10%
VT
Vanguard Total World Stock ETF		Large Cap Growth Equities
10%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
10%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
10%
VYM
Vanguard High Dividend Yield ETF		Dividend, Large Cap Value Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ANDY'S 15 Holdings , 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.78%
7.54%
ANDY'S 15 Holdings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 15, 2018, corresponding to the inception date of VFMO

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
ANDY'S 15 Holdings 19.80%0.10%7.78%30.42%17.41%N/A
Portfolio components:
VTI
Vanguard Total Stock Market ETF		17.74%0.58%7.81%27.69%14.53%12.29%
VOO
Vanguard S&P 500 ETF		18.91%0.30%8.27%28.20%15.31%12.87%
VGT
Vanguard Information Technology ETF		16.75%-3.05%7.18%32.75%22.22%20.04%
SCHD
Schwab US Dividend Equity ETF		12.56%2.06%7.31%18.96%12.84%11.41%
VT
Vanguard Total World Stock ETF		14.45%0.29%6.63%23.29%11.37%8.91%
VYM
Vanguard High Dividend Yield ETF		15.13%1.74%7.66%21.62%10.75%9.83%
VUG
Vanguard Growth ETF		20.25%-1.27%7.86%32.48%18.16%15.05%
META
Meta Platforms, Inc.		52.44%1.74%6.62%76.87%23.30%21.40%
NVDA
NVIDIA Corporation		128.98%-12.78%25.47%160.58%92.83%73.79%
MSFT
Microsoft Corporation		15.19%2.20%1.68%32.07%26.56%26.69%
AMZN
Amazon.com, Inc.		22.70%4.61%4.65%35.46%15.81%27.45%
GOOG
Alphabet Inc.		14.39%-4.38%7.70%16.12%21.33%18.46%
VFMO
Vanguard U.S. Momentum Factor ETF		20.50%0.97%5.79%36.64%15.00%N/A
VHT
Vanguard Health Care ETF		14.38%0.95%7.29%19.76%12.07%10.73%

Monthly Returns

The table below presents the monthly returns of ANDY'S 15 Holdings , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.10%5.96%3.41%-4.52%5.17%3.44%1.48%2.20%19.80%
20236.79%-1.72%4.48%1.26%1.72%6.18%3.59%-1.75%-4.85%-2.66%9.33%5.53%30.42%
2022-6.27%-2.71%3.56%-9.19%0.59%-8.09%8.49%-4.08%-9.04%7.28%6.04%-5.59%-19.40%
20210.32%2.80%3.37%4.99%0.85%3.30%1.63%3.30%-4.80%6.61%-0.62%3.56%27.85%
20200.37%-7.11%-11.23%13.35%5.68%2.65%5.97%7.16%-3.50%-2.13%11.32%4.05%26.43%
20198.17%3.69%2.23%3.52%-6.50%7.12%1.51%-1.64%1.22%2.86%3.97%3.05%32.40%
2018-0.43%-2.41%0.38%3.64%0.37%3.38%4.33%0.29%-8.22%1.45%-8.82%-6.83%

Expense Ratio

ANDY'S 15 Holdings has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VFMO
Vanguard U.S. Momentum Factor ETF
Expense ratio chart for VFMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VHT
Vanguard Health Care ETF
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VYM
Vanguard High Dividend Yield ETF
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ANDY'S 15 Holdings is 72, 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.

The Risk-Adjusted Performance Rank of ANDY'S 15 Holdings is 7272
ANDY'S 15 Holdings
The Sharpe Ratio Rank of ANDY'S 15 Holdings is 7070Sharpe Ratio Rank
The Sortino Ratio Rank of ANDY'S 15 Holdings is 6868Sortino Ratio Rank
The Omega Ratio Rank of ANDY'S 15 Holdings is 7070Omega Ratio Rank
The Calmar Ratio Rank of ANDY'S 15 Holdings is 7676Calmar Ratio Rank
The Martin Ratio Rank of ANDY'S 15 Holdings is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ANDY'S 15 Holdings
Sharpe ratio
The chart of Sharpe ratio for ANDY'S 15 Holdings , currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for ANDY'S 15 Holdings , currently valued at 3.02, compared to the broader market-2.000.002.004.006.003.02
Omega ratio
The chart of Omega ratio for ANDY'S 15 Holdings , currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for ANDY'S 15 Holdings , currently valued at 2.70, compared to the broader market0.002.004.006.008.002.70
Martin ratio
The chart of Martin ratio for ANDY'S 15 Holdings , currently valued at 12.70, compared to the broader market0.0010.0020.0030.0012.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		2.112.841.381.9511.33
VOO
Vanguard S&P 500 ETF		2.212.981.402.4112.12
VGT
Vanguard Information Technology ETF		1.572.091.282.137.62
SCHD
Schwab US Dividend Equity ETF		1.582.311.271.417.06
VT
Vanguard Total World Stock ETF		1.882.581.341.549.85
VYM
Vanguard High Dividend Yield ETF		1.932.721.342.149.14
VUG
Vanguard Growth ETF		1.872.471.331.739.28
META
Meta Platforms, Inc.		2.143.021.403.1912.89
NVDA
NVIDIA Corporation		3.053.361.435.8418.49
MSFT
Microsoft Corporation		1.612.131.282.066.26
AMZN
Amazon.com, Inc.		1.161.691.220.925.55
GOOG
Alphabet Inc.		0.570.911.130.722.10
VFMO
Vanguard U.S. Momentum Factor ETF		1.852.481.311.5310.39
VHT
Vanguard Health Care ETF		1.762.431.321.368.16

Sharpe Ratio

The current ANDY'S 15 Holdings Sharpe ratio is 2.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.71 to 2.36, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ANDY'S 15 Holdings with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.23
2.06
ANDY'S 15 Holdings
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ANDY'S 15 Holdings granted a 1.30% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
ANDY'S 15 Holdings 1.30%1.52%1.69%1.30%1.43%1.75%1.82%1.49%1.68%1.72%1.56%1.52%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VOO
Vanguard S&P 500 ETF		1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF		0.66%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
SCHD
Schwab US Dividend Equity ETF		3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VT
Vanguard Total World Stock ETF		1.54%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VYM
Vanguard High Dividend Yield ETF		2.19%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
VUG
Vanguard Growth ETF		0.51%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
META
Meta Platforms, Inc.		0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
GOOG
Alphabet 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%
VFMO
Vanguard U.S. Momentum Factor ETF		0.63%0.89%1.72%0.81%0.45%1.22%0.70%0.00%0.00%0.00%0.00%0.00%
VHT
Vanguard Health Care ETF		1.25%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.92%
-0.86%
ANDY'S 15 Holdings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ANDY'S 15 Holdings . 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 ANDY'S 15 Holdings was 32.60%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current ANDY'S 15 Holdings drawdown is 0.92%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.6%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-25.63%Dec 28, 2021200Oct 12, 2022292Dec 11, 2023492
-20.64%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-9.49%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-8.7%Jul 17, 202414Aug 5, 2024———

Volatility

Volatility Chart

The current ANDY'S 15 Holdings volatility is 4.22%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.22%
3.99%
ANDY'S 15 Holdings
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
METANVDAAMZNVHTSCHDGOOGVYMMSFTVFMOVGTVTVUGVTIVOO
META1.000.560.620.450.390.670.400.630.540.660.610.720.640.64
NVDA0.561.000.610.450.420.580.420.650.620.800.650.770.670.68
AMZN0.620.611.000.450.390.690.390.700.570.730.630.780.670.67
VHT0.450.450.451.000.710.510.720.580.690.640.740.690.760.76
SCHD0.390.420.390.711.000.480.970.500.700.630.820.640.830.82
GOOG0.670.580.690.510.481.000.490.730.570.730.690.780.720.73
VYM0.400.420.390.720.970.491.000.490.730.630.840.650.840.84
MSFT0.630.650.700.580.500.730.491.000.630.860.720.850.750.78
VFMO0.540.620.570.690.700.570.730.631.000.800.850.800.870.84
VGT0.660.800.730.640.630.730.630.860.801.000.860.970.900.91
VT0.610.650.630.740.820.690.840.720.850.861.000.890.970.96
VUG0.720.770.780.690.640.780.650.850.800.970.891.000.930.94
VTI0.640.670.670.760.830.720.840.750.870.900.970.931.000.99
VOO0.640.680.670.760.820.730.840.780.840.910.960.940.991.00
The correlation results are calculated based on daily price changes starting from Feb 16, 2018