My US-Core Portfolio
Asset Allocation
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
The earliest data available for this chart is Oct 1, 1999, corresponding to the inception date of BLK
Returns By Period
As of Dec 26, 2024, the My US-Core Portfolio returned 28.50% Year-To-Date and 17.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.63% | 1.18% | 10.44% | 27.03% | 13.30% | 11.23% |
| My US-Core Portfolio | 28.50% | 1.39% | 14.26% | 28.96% | 17.20% | 17.98% |
| Portfolio components: | ||||||
AAPL Apple Inc | 34.77% | 10.88% | 21.35% | 34.40% | 29.85% | 26.16% |
MSFT Microsoft Corporation | 17.70% | 4.90% | -2.47% | 18.14% | 23.73% | 26.79% |
AMZN Amazon.com, Inc. | 50.75% | 13.70% | 18.30% | 49.31% | 19.70% | 31.01% |
KO The Coca-Cola Company | 9.89% | -1.65% | -0.47% | 10.59% | 5.82% | 7.25% |
LMT Lockheed Martin Corporation | 10.52% | -5.88% | 5.77% | 11.27% | 7.26% | 12.51% |
WMT Walmart Inc. | 78.48% | 3.78% | 36.40% | 79.89% | 20.24% | 14.63% |
JNJ Johnson & Johnson | -4.00% | -5.62% | 0.90% | -3.63% | 2.84% | 6.24% |
WPC W. P. Carey Inc. | -11.06% | -4.28% | 3.06% | -10.91% | -1.05% | 3.46% |
BLK BlackRock, Inc. | 33.04% | 2.77% | 35.42% | 33.90% | 18.96% | 14.13% |
JPM JPMorgan Chase & Co. | 45.85% | -3.19% | 24.17% | 47.33% | 15.06% | 17.75% |
AFL Aflac Incorporated | 27.84% | -8.80% | 16.79% | 29.06% | 17.32% | 15.55% |
CSCO Cisco Systems, Inc. | 22.32% | 1.89% | 29.80% | 22.91% | 7.95% | 11.21% |
PG The Procter & Gamble Company | 18.15% | -4.76% | 2.09% | 18.64% | 8.70% | 9.14% |
MKL Markel Corporation | 23.61% | -0.37% | 11.82% | 25.81% | 9.39% | 9.85% |
BRK-B Berkshire Hathaway Inc. | 28.60% | -3.93% | 11.80% | 28.54% | 15.24% | 11.75% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.69% | 2.84% | 2.16% | -3.21% | 5.34% | 3.01% | 3.75% | 4.82% | 1.37% | -2.60% | 6.44% | 28.50% | |
| 2023 | 4.32% | -2.37% | 4.24% | 3.30% | -0.18% | 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% |
| 2020 | 3.13% | -8.76% | -7.98% | 11.12% | 1.58% | 3.85% | 7.48% | 7.46% | -4.59% | -3.41% | 10.16% | 3.70% | 23.42% |
| 2019 | 5.94% | 1.91% | 3.19% | 7.13% | -5.07% | 7.21% | 1.67% | -0.54% | 2.84% | 2.58% | 2.53% | 3.30% | 37.26% |
| 2018 | 6.11% | -2.23% | -2.13% | -0.20% | 1.78% | 0.00% | 5.49% | 5.35% | 0.83% | -4.27% | 1.57% | -7.77% | 3.63% |
| 2017 | 2.18% | 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% |
| 2013 | 3.08% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 95, My US-Core Portfolio is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.51 | 2.18 | 1.28 | 2.05 | 5.34 |
MSFT Microsoft Corporation | 0.92 | 1.27 | 1.17 | 1.17 | 2.68 |
AMZN Amazon.com, Inc. | 1.76 | 2.39 | 1.31 | 2.19 | 8.24 |
KO The Coca-Cola Company | 0.86 | 1.31 | 1.16 | 0.74 | 2.11 |
LMT Lockheed Martin Corporation | 0.69 | 1.06 | 1.15 | 0.55 | 1.75 |
WMT Walmart Inc. | 4.53 | 6.59 | 1.86 | 10.57 | 49.76 |
JNJ Johnson & Johnson | -0.21 | -0.21 | 0.98 | -0.18 | -0.52 |
WPC W. P. Carey Inc. | -0.47 | -0.53 | 0.94 | -0.31 | -0.80 |
BLK BlackRock, Inc. | 1.94 | 2.64 | 1.32 | 1.95 | 8.07 |
JPM JPMorgan Chase & Co. | 2.05 | 2.79 | 1.42 | 4.76 | 13.78 |
AFL Aflac Incorporated | 1.43 | 1.80 | 1.30 | 2.35 | 7.29 |
CSCO Cisco Systems, Inc. | 1.30 | 1.94 | 1.26 | 0.98 | 3.78 |
PG The Procter & Gamble Company | 1.29 | 1.83 | 1.25 | 2.16 | 7.13 |
MKL Markel Corporation | 1.34 | 1.88 | 1.27 | 2.62 | 6.04 |
BRK-B Berkshire Hathaway Inc. | 1.98 | 2.78 | 1.36 | 3.78 | 9.14 |
Dividends
Dividend yield
My US-Core Portfolio provided a 1.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.77% | 1.78% | 1.60% | 1.78% | 1.78% | 2.19% | 1.94% | 2.29% | 2.34% | 2.08% | 2.17% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.38% | 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 | 3.09% | 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 | 2.61% | 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. | 0.90% | 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 | 3.37% | 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. | 6.30% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% | 5.71% |
BLK BlackRock, Inc. | 1.93% | 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. | 1.90% | 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 | 1.94% | 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. | 2.66% | 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 | 2.35% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.95% | Dec 11, 2007 | 312 | Mar 9, 2009 | 171 | Nov 9, 2009 | 483 |
| -29.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -24.01% | May 17, 2002 | 46 | Jul 23, 2002 | 202 | May 12, 2003 | 248 |
| -21.82% | Dec 6, 1999 | 451 | Sep 21, 2001 | 52 | Dec 5, 2001 | 503 |
| -19.97% | Mar 31, 2022 | 135 | Oct 12, 2022 | 166 | Jun 12, 2023 | 301 |
Volatility
Volatility Chart
The current My US-Core Portfolio volatility is 3.29%, 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
| WPC | LMT | AMZN | WMT | AAPL | MKL | JNJ | PG | KO | BRK-B | BLK | MSFT | CSCO | AFL | JPM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WPC | 1.00 | 0.23 | 0.17 | 0.20 | 0.20 | 0.27 | 0.22 | 0.25 | 0.28 | 0.25 | 0.28 | 0.24 | 0.25 | 0.28 | 0.27 |
| LMT | 0.23 | 1.00 | 0.18 | 0.27 | 0.21 | 0.28 | 0.31 | 0.31 | 0.31 | 0.30 | 0.28 | 0.26 | 0.29 | 0.36 | 0.32 |
| AMZN | 0.17 | 0.18 | 1.00 | 0.26 | 0.42 | 0.24 | 0.20 | 0.20 | 0.22 | 0.27 | 0.35 | 0.49 | 0.43 | 0.28 | 0.33 |
| WMT | 0.20 | 0.27 | 0.26 | 1.00 | 0.25 | 0.24 | 0.34 | 0.39 | 0.34 | 0.27 | 0.28 | 0.34 | 0.32 | 0.34 | 0.34 |
| AAPL | 0.20 | 0.21 | 0.42 | 0.25 | 1.00 | 0.23 | 0.22 | 0.22 | 0.23 | 0.27 | 0.32 | 0.50 | 0.47 | 0.28 | 0.36 |
| MKL | 0.27 | 0.28 | 0.24 | 0.24 | 0.23 | 1.00 | 0.26 | 0.27 | 0.27 | 0.41 | 0.37 | 0.27 | 0.31 | 0.44 | 0.44 |
| JNJ | 0.22 | 0.31 | 0.20 | 0.34 | 0.22 | 0.26 | 1.00 | 0.46 | 0.41 | 0.33 | 0.31 | 0.31 | 0.31 | 0.36 | 0.32 |
| PG | 0.25 | 0.31 | 0.20 | 0.39 | 0.22 | 0.27 | 0.46 | 1.00 | 0.52 | 0.30 | 0.28 | 0.31 | 0.29 | 0.34 | 0.30 |
| KO | 0.28 | 0.31 | 0.22 | 0.34 | 0.23 | 0.27 | 0.41 | 0.52 | 1.00 | 0.33 | 0.31 | 0.32 | 0.31 | 0.37 | 0.32 |
| BRK-B | 0.25 | 0.30 | 0.27 | 0.27 | 0.27 | 0.41 | 0.33 | 0.30 | 0.33 | 1.00 | 0.44 | 0.31 | 0.35 | 0.48 | 0.48 |
| BLK | 0.28 | 0.28 | 0.35 | 0.28 | 0.32 | 0.37 | 0.31 | 0.28 | 0.31 | 0.44 | 1.00 | 0.39 | 0.40 | 0.47 | 0.51 |
| MSFT | 0.24 | 0.26 | 0.49 | 0.34 | 0.50 | 0.27 | 0.31 | 0.31 | 0.32 | 0.31 | 0.39 | 1.00 | 0.54 | 0.36 | 0.40 |
| CSCO | 0.25 | 0.29 | 0.43 | 0.32 | 0.47 | 0.31 | 0.31 | 0.29 | 0.31 | 0.35 | 0.40 | 0.54 | 1.00 | 0.39 | 0.45 |
| AFL | 0.28 | 0.36 | 0.28 | 0.34 | 0.28 | 0.44 | 0.36 | 0.34 | 0.37 | 0.48 | 0.47 | 0.36 | 0.39 | 1.00 | 0.58 |
| JPM | 0.27 | 0.32 | 0.33 | 0.34 | 0.36 | 0.44 | 0.32 | 0.30 | 0.32 | 0.48 | 0.51 | 0.40 | 0.45 | 0.58 | 1.00 |