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My US-Core Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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%

AFL
Aflac Incorporated
Financial Services

4%

AMZN
Amazon.com, Inc.
Consumer Cyclical

9%

BLK
BlackRock, Inc.
Financial Services

5%

BRK-B
Berkshire Hathaway Inc.
Financial Services

8%

CSCO
Cisco Systems, Inc.
Technology

3%

JNJ
Johnson & Johnson
Healthcare

5%

JPM
JPMorgan Chase & Co.
Financial Services

7%

KO
The Coca-Cola Company
Consumer Defensive

7%

LMT
Lockheed Martin Corporation
Industrials

6%

MKL
Markel Corporation
Financial Services

4%

MSFT
Microsoft Corporation
Technology

11%

PG
The Procter & Gamble Company
Consumer Defensive

6%

WMT
Walmart Inc.
Consumer Defensive

8%

WPC
W. P. Carey Inc.
Real Estate

6%

S&P 500

Performance

Performance Chart

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%FebruaryMarchAprilMayJuneJuly
4,105.57%
320.89%
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 By Period

As of Jul 25, 2024, the My US-Core Portfolio returned 15.19% Year-To-Date and 17.86% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.20%-1.28%10.32%18.23%12.31%10.58%
My US-Core Portfolio15.13%2.40%12.10%20.36%16.79%17.94%
AAPL
Apple Inc
13.26%1.99%13.33%13.16%34.21%25.96%
MSFT
Microsoft Corporation
11.67%-7.47%3.96%27.50%25.49%27.40%
AMZN
Amazon.com, Inc.
18.37%-7.11%13.03%40.23%13.14%27.45%
KO
The Coca-Cola Company
13.89%3.15%13.05%9.20%7.35%8.47%
LMT
Lockheed Martin Corporation
16.66%11.65%22.99%19.49%10.06%15.03%
WMT
Walmart Inc.
33.70%2.53%28.31%33.39%14.97%13.10%
JNJ
Johnson & Johnson
3.45%8.73%1.66%-5.21%7.00%7.51%
WPC
W. P. Carey Inc.
-5.71%9.26%-2.75%-9.60%-1.02%5.08%
BLK
BlackRock, Inc.
4.37%6.23%7.62%17.84%14.79%13.15%
JPM
JPMorgan Chase & Co.
24.84%6.28%22.50%37.11%15.80%16.76%
AFL
Aflac Incorporated
15.47%5.49%11.66%33.63%14.62%14.31%
CSCO
Cisco Systems, Inc.
-4.18%1.67%-7.88%-8.00%-0.48%9.68%
PG
The Procter & Gamble Company
16.05%0.27%8.23%12.50%10.52%10.93%
MKL
Markel Corporation
10.61%0.06%6.43%8.66%6.99%9.41%
BRK-B
Berkshire Hathaway Inc.
21.49%5.61%12.43%24.04%15.64%13.06%

Monthly Returns

The table below presents the monthly returns of My US-Core Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.69%2.84%2.16%-3.21%5.31%3.01%15.13%
20234.32%-2.37%4.24%3.30%-0.19%5.77%2.29%-0.94%-5.17%1.31%7.20%1.95%23.17%
2022-2.34%-1.02%4.79%-7.00%-1.75%-6.47%8.18%-3.34%-8.90%9.22%5.44%-3.82%-8.66%
2021-2.27%0.65%5.16%5.01%1.11%1.28%2.58%3.07%-5.42%6.22%-0.86%5.48%23.56%
20203.13%-8.76%-7.98%11.12%1.58%3.85%7.48%7.46%-4.59%-3.41%10.16%3.70%23.42%
20195.94%1.91%3.19%7.13%-5.07%7.21%1.67%-0.54%2.84%2.58%2.53%3.30%37.26%
20186.11%-2.23%-2.13%-0.20%1.78%0.00%5.49%5.35%0.83%-4.27%1.57%-7.77%3.63%
20172.18%5.16%1.22%1.28%3.17%-0.03%3.54%2.08%-0.17%6.01%4.16%0.95%33.64%
2016-3.21%-0.88%6.93%-0.51%3.96%0.84%3.90%0.71%0.83%-1.10%1.54%2.11%15.75%
2015-2.18%6.00%-2.22%2.03%0.73%-2.57%4.90%-6.32%-0.20%8.99%1.59%-1.10%9.04%
2014-5.21%3.32%2.47%1.15%1.51%1.60%-0.69%5.83%-0.11%2.04%5.64%-1.87%16.26%
20133.08%1.86%3.88%3.73%3.15%-1.37%5.29%-2.58%1.76%6.00%4.67%0.74%34.27%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current risk-adjusted rank of My US-Core Portfolio is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of My US-Core Portfolio is 7979
My US-Core Portfolio
The Sharpe Ratio Rank of My US-Core Portfolio is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of My US-Core Portfolio is 8181Sortino Ratio Rank
The Omega Ratio Rank of My US-Core Portfolio is 8383Omega Ratio Rank
The Calmar Ratio Rank of My US-Core Portfolio is 7979Calmar Ratio Rank
The Martin Ratio Rank of My US-Core Portfolio is 7070Martin 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.


My US-Core Portfolio
Sharpe ratio
The chart of Sharpe ratio for My US-Core Portfolio, 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 My US-Core Portfolio, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for My US-Core Portfolio, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for My US-Core Portfolio, currently valued at 2.50, compared to the broader market0.002.004.006.008.002.50
Martin ratio
The chart of Martin ratio for My US-Core Portfolio, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.008.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.570.971.120.781.54
MSFT
Microsoft Corporation
1.001.411.181.556.20
AMZN
Amazon.com, Inc.
1.412.151.261.097.87
KO
The Coca-Cola Company
0.741.101.140.551.66
LMT
Lockheed Martin Corporation
1.031.781.230.924.50
WMT
Walmart Inc.
1.962.631.413.099.21
JNJ
Johnson & Johnson
-0.28-0.300.96-0.24-0.45
WPC
W. P. Carey Inc.
-0.46-0.490.94-0.30-0.67
BLK
BlackRock, Inc.
0.781.241.150.432.06
JPM
JPMorgan Chase & Co.
2.102.591.382.267.98
AFL
Aflac Incorporated
1.732.151.352.9510.12
CSCO
Cisco Systems, Inc.
-0.49-0.510.92-0.39-0.72
PG
The Procter & Gamble Company
0.821.261.161.173.28
MKL
Markel Corporation
0.470.711.130.671.81
BRK-B
Berkshire Hathaway Inc.
1.982.861.342.367.03

Sharpe Ratio

The current My US-Core Portfolio Sharpe ratio is 2.08. 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 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of My US-Core Portfolio 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.06
1.58
My US-Core Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My US-Core Portfolio granted a 1.67% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My US-Core Portfolio1.67%1.77%1.78%1.60%1.78%1.78%2.19%1.94%2.29%2.34%2.08%2.17%
AAPL
Apple Inc
0.45%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
2.86%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
2.39%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.
1.14%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
3.01%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.
6.15%6.17%5.43%5.12%5.91%5.17%6.26%5.82%6.65%6.48%5.26%5.70%
BLK
BlackRock, Inc.
2.41%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.
2.11%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
1.95%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.
3.34%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
2.33%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%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.74%
-4.73%
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 44.95%, occurring on Mar 9, 2009. Recovery took 171 trading sessions.

The current My US-Core Portfolio drawdown is 1.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.95%Dec 11, 2007312Mar 9, 2009171Nov 9, 2009483
-29.88%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-24.06%May 17, 200246Jul 23, 2002202May 12, 2003248
-21.82%Dec 6, 1999451Sep 21, 200152Dec 5, 2001503
-19.97%Mar 31, 2022135Oct 12, 2022166Jun 12, 2023301

Volatility

Volatility Chart

The current My US-Core Portfolio volatility is 2.42%, 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%FebruaryMarchAprilMayJuneJuly
2.42%
3.80%
My US-Core Portfolio
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.

WPCLMTAMZNWMTAAPLMKLJNJPGKOBRK-BBLKMSFTCSCOAFLJPM
WPC1.000.230.180.200.200.270.220.250.280.250.280.240.250.280.27
LMT0.231.000.190.270.220.280.310.310.310.300.280.270.290.360.32
AMZN0.180.191.000.260.430.240.210.200.220.280.350.480.430.280.33
WMT0.200.270.261.000.260.240.350.390.350.270.280.340.320.340.34
AAPL0.200.220.430.261.000.230.220.220.230.270.320.510.480.290.36
MKL0.270.280.240.240.231.000.260.270.270.410.370.270.300.440.43
JNJ0.220.310.210.350.220.261.000.460.410.330.310.320.310.360.32
PG0.250.310.200.390.220.270.461.000.520.300.280.310.300.350.30
KO0.280.310.220.350.230.270.410.521.000.330.320.330.310.370.32
BRK-B0.250.300.280.270.270.410.330.300.331.000.440.310.350.470.48
BLK0.280.280.350.280.320.370.310.280.320.441.000.390.390.480.51
MSFT0.240.270.480.340.510.270.320.310.330.310.391.000.540.360.41
CSCO0.250.290.430.320.480.300.310.300.310.350.390.541.000.390.45
AFL0.280.360.280.340.290.440.360.350.370.470.480.360.391.000.58
JPM0.270.320.330.340.360.430.320.300.320.480.510.410.450.581.00
The correlation results are calculated based on daily price changes starting from Oct 4, 1999