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My US-Core Portfolio

Last updated Feb 24, 2024

Asset Allocation


AAPL 11%MSFT 11%AMZN 9%WMT 8%BRK-B 8%KO 7%JPM 7%LMT 6%WPC 6%PG 6%JNJ 5%BLK 5%AFL 4%MKL 4%CSCO 3%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

11%

MSFT
Microsoft Corporation
Technology

11%

AMZN
Amazon.com, Inc.
Consumer Cyclical

9%

WMT
Walmart Inc.
Consumer Defensive

8%

BRK-B
Berkshire Hathaway Inc.
Financial Services

8%

KO
The Coca-Cola Company
Consumer Defensive

7%

JPM
JPMorgan Chase & Co.
Financial Services

7%

LMT
Lockheed Martin Corporation
Industrials

6%

WPC
W. P. Carey Inc.
Real Estate

6%

PG
The Procter & Gamble Company
Consumer Defensive

6%

JNJ
Johnson & Johnson
Healthcare

5%

BLK
BlackRock, Inc.
Financial Services

5%

AFL
Aflac Incorporated
Financial Services

4%

MKL
Markel Corporation
Financial Services

4%

CSCO
Cisco Systems, Inc.
Technology

3%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in My US-Core 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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%SeptemberOctoberNovemberDecember2024February
3,660.24%
296.69%
My US-Core Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 1, 1999, corresponding to the inception date of BLK

Returns

As of Feb 24, 2024, the My US-Core Portfolio returned 4.58% Year-To-Date and 17.89% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
My US-Core Portfolio4.58%1.83%11.51%26.48%18.00%17.83%
AAPL
Apple Inc.
-5.08%-5.02%2.45%25.07%34.28%27.17%
MSFT
Microsoft Corporation
9.32%1.77%27.54%66.00%30.94%29.12%
AMZN
Amazon.com, Inc.
15.17%9.97%31.31%87.16%16.46%25.60%
KO
The Coca-Cola Company
3.85%3.08%2.96%5.50%9.89%8.26%
LMT
Lockheed Martin Corporation
-4.88%0.28%-3.10%-7.82%10.03%13.33%
WMT
Walmart Inc.
11.36%6.87%11.65%25.11%14.13%11.31%
JNJ
Johnson & Johnson
3.25%1.47%-1.87%6.15%6.24%8.75%
WPC
W. P. Carey Inc.
-13.62%-10.92%-8.12%-25.72%0.67%5.21%
BLK
BlackRock, Inc.
0.22%3.34%22.04%22.48%16.10%13.15%
JPM
JPMorgan Chase & Co.
8.83%6.80%26.82%34.28%15.25%15.71%
AFL
Aflac Incorporated
-1.92%-5.15%9.55%20.06%13.22%12.48%
CSCO
Cisco Systems, Inc.
-2.53%-6.29%-10.96%3.85%2.13%11.81%
PG
The Procter & Gamble Company
10.58%3.13%6.21%18.57%12.85%10.64%
MKL
Markel Corporation
3.64%-0.29%0.40%10.17%7.77%9.94%
BRK-B
Berkshire Hathaway Inc.
16.98%8.26%17.22%37.23%15.66%13.83%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.70%
20232.29%-0.94%-5.17%1.31%7.20%1.95%

Sharpe Ratio

The current My US-Core Portfolio Sharpe ratio is 2.46. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.46

The Sharpe ratio of My US-Core Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.46
2.23
My US-Core Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My US-Core Portfolio granted a 1.80% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My US-Core Portfolio1.80%1.77%1.79%1.60%1.78%1.78%2.20%1.95%2.30%2.35%2.09%2.18%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
KO
The Coca-Cola Company
3.01%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
LMT
Lockheed Martin Corporation
2.82%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
WMT
Walmart Inc.
1.30%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
WPC
W. P. Carey Inc.
7.27%6.28%5.54%5.23%6.04%5.28%6.39%5.94%6.79%6.63%5.37%5.83%
BLK
BlackRock, Inc.
2.46%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
JPM
JPMorgan Chase & Co.
2.23%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
AFL
Aflac Incorporated
2.19%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
CSCO
Cisco Systems, Inc.
3.19%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
PG
The Procter & Gamble Company
2.34%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
MKL
Markel Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway 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%

Expense Ratio

The My US-Core 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
My US-Core Portfolio
2.46
AAPL
Apple Inc.
1.21
MSFT
Microsoft Corporation
2.83
AMZN
Amazon.com, Inc.
2.71
KO
The Coca-Cola Company
0.41
LMT
Lockheed Martin Corporation
-0.43
WMT
Walmart Inc.
1.56
JNJ
Johnson & Johnson
0.31
WPC
W. P. Carey Inc.
-1.12
BLK
BlackRock, Inc.
1.05
JPM
JPMorgan Chase & Co.
1.82
AFL
Aflac Incorporated
0.97
CSCO
Cisco Systems, Inc.
0.11
PG
The Procter & Gamble Company
1.19
MKL
Markel Corporation
0.45
BRK-B
Berkshire Hathaway Inc.
2.84

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

WPCLMTAMZNWMTAAPLMKLJNJPGKOBRK-BBLKMSFTCSCOAFLJPM
WPC1.000.230.180.200.200.270.220.250.280.250.280.240.250.280.27
LMT0.231.000.190.270.220.280.310.310.300.300.280.280.290.370.32
AMZN0.180.191.000.270.430.240.210.200.220.280.350.480.430.280.34
WMT0.200.270.271.000.260.240.350.390.350.270.290.340.330.340.34
AAPL0.200.220.430.261.000.230.220.220.230.270.330.510.480.290.36
MKL0.270.280.240.240.231.000.260.270.280.410.370.280.310.440.43
JNJ0.220.310.210.350.220.261.000.460.410.330.310.320.310.360.32
PG0.250.310.200.390.220.270.461.000.520.300.280.320.300.350.31
KO0.280.300.220.350.230.280.410.521.000.330.320.330.310.370.32
BRK-B0.250.300.280.270.270.410.330.300.331.000.440.320.350.470.48
BLK0.280.280.350.290.330.370.310.280.320.441.000.390.400.480.51
MSFT0.240.280.480.340.510.280.320.320.330.320.391.000.540.370.41
CSCO0.250.290.430.330.480.310.310.300.310.350.400.541.000.390.46
AFL0.280.370.280.340.290.440.360.350.370.470.480.370.391.000.58
JPM0.270.320.340.340.360.430.320.310.320.480.510.410.460.581.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
My US-Core Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My US-Core 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 US-Core Portfolio was 45.05%, occurring on Mar 9, 2009. Recovery took 171 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.05%Dec 11, 2007312Mar 9, 2009171Nov 9, 2009483
-29.88%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-24.07%May 17, 200246Jul 23, 2002202May 12, 2003248
-21.88%Dec 6, 1999451Sep 21, 200152Dec 5, 2001503
-19.97%Mar 31, 2022135Oct 12, 2022166Jun 12, 2023301

Volatility Chart

The current My US-Core Portfolio volatility is 2.77%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.77%
3.90%
My US-Core Portfolio
Benchmark (^GSPC)
Portfolio components
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