YSAK OWNER2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 35% |
AAPL Apple Inc. | Technology | 35% |
UNH UnitedHealth Group Incorporated | Healthcare | 20% |
MA Mastercard Inc | Financial Services | 7% |
PEP PepsiCo, Inc. | Consumer Defensive | 3% |
Performance
The chart shows the growth of an initial investment of $10,000 in YSAK OWNER2, 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
Returns
As of Sep 21, 2023, the YSAK OWNER2 returned 24.74% Year-To-Date and 27.31% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| YSAK OWNER2 | -0.18% | 12.00% | 24.74% | 20.44% | 23.76% | 27.04% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.35% | 27.95% |
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 27.70% |
UNH UnitedHealth Group Incorporated | 0.35% | 5.56% | -6.10% | -2.49% | 14.78% | 23.14% |
MA Mastercard Inc | 3.19% | 16.19% | 18.61% | 35.66% | 13.76% | 20.42% |
PEP PepsiCo, Inc. | 2.24% | 2.98% | 0.80% | 8.79% | 12.38% | 11.38% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| UNH | PEP | AAPL | MA | MSFT | |
|---|---|---|---|---|---|
| UNH | 1.00 | 0.35 | 0.30 | 0.34 | 0.35 |
| PEP | 0.35 | 1.00 | 0.29 | 0.35 | 0.40 |
| AAPL | 0.30 | 0.29 | 1.00 | 0.45 | 0.53 |
| MA | 0.34 | 0.35 | 0.45 | 1.00 | 0.50 |
| MSFT | 0.35 | 0.40 | 0.53 | 0.50 | 1.00 |
Dividend yield
YSAK OWNER2 granted a 0.89% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| YSAK OWNER2 | 0.89% | 0.98% | 0.75% | 0.96% | 1.23% | 1.72% | 1.65% | 2.11% | 2.16% | 2.11% | 2.36% | 2.23% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
UNH UnitedHealth Group Incorporated | 1.43% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
MA Mastercard Inc | 0.54% | 0.57% | 0.49% | 0.46% | 0.45% | 0.54% | 0.60% | 0.77% | 0.69% | 0.54% | 0.27% | 0.23% |
PEP PepsiCo, Inc. | 2.71% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
Expense Ratio
The YSAK OWNER2 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.05 | ||||
AAPL Apple Inc. | 0.51 | ||||
UNH UnitedHealth Group Incorporated | -0.20 | ||||
MA Mastercard Inc | 1.45 | ||||
PEP PepsiCo, Inc. | 0.56 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the YSAK OWNER2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the YSAK OWNER2 is 56.53%, recorded on Nov 20, 2008. It took 346 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.53% | Dec 26, 2007 | 230 | Nov 20, 2008 | 346 | Apr 9, 2010 | 576 |
| -31.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.44% | Oct 4, 2018 | 56 | Dec 24, 2018 | 84 | Apr 26, 2019 | 140 |
| -23.3% | Dec 30, 2021 | 256 | Jan 5, 2023 | 98 | May 26, 2023 | 354 |
| -17.36% | Sep 24, 2012 | 109 | Mar 4, 2013 | 112 | Aug 12, 2013 | 221 |
Volatility Chart
The current YSAK OWNER2 volatility is 4.39%, 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.