Sawyer Portfolio Aggressive Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMD Advanced Micro Devices, Inc. | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
GOLD Barrick Gold Corporation | Basic Materials | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sawyer Portfolio Aggressive Growth, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 21, 2024, the Sawyer Portfolio Aggressive Growth returned 35.99% Year-To-Date and 37.01% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Sawyer Portfolio Aggressive Growth | 35.99% | 2.78% | 15.81% | 58.59% | 43.55% | 36.97% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 59.07% | 5.63% | 10.37% | 88.26% | 24.75% | 21.81% |
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.07% |
TSLA Tesla, Inc. | -4.12% | 13.10% | 39.47% | -2.71% | 71.67% | 30.42% |
AMZN Amazon.com, Inc. | 26.10% | 8.78% | 7.12% | 48.39% | 16.55% | 27.91% |
LLY Eli Lilly and Company | 58.85% | -3.42% | 19.95% | 68.50% | 54.10% | 32.76% |
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.30% |
AMD Advanced Micro Devices, Inc. | 5.79% | 2.80% | -13.19% | 62.11% | 38.57% | 45.46% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.93% |
GOOGL Alphabet Inc. | 17.40% | 0.00% | 8.77% | 25.91% | 21.64% | 18.58% |
GOLD Barrick Gold Corporation | 14.67% | 1.19% | 32.74% | 32.13% | 4.56% | 4.78% |
Monthly Returns
The table below presents the monthly returns of Sawyer Portfolio Aggressive Growth, 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 | 2.49% | 11.36% | 2.31% | -2.66% | 7.20% | 7.14% | -1.50% | 2.74% | 35.99% | ||||
| 2023 | 17.16% | 2.88% | 14.18% | 1.56% | 13.56% | 7.23% | 3.65% | 0.23% | -5.39% | -1.08% | 12.17% | 5.11% | 95.14% |
| 2022 | -9.18% | -1.75% | 6.95% | -15.08% | -0.85% | -10.71% | 12.71% | -6.97% | -10.22% | -3.11% | 8.57% | -9.84% | -35.94% |
| 2021 | 2.83% | -2.87% | 0.25% | 7.89% | 0.60% | 8.31% | 4.47% | 5.35% | -6.65% | 12.80% | 7.91% | -1.50% | 45.00% |
| 2020 | 9.19% | -2.44% | -5.92% | 22.26% | 4.84% | 9.71% | 14.07% | 20.34% | -8.31% | -4.47% | 10.70% | 5.58% | 98.06% |
| 2019 | 9.25% | 1.00% | 5.71% | 2.01% | -9.03% | 10.41% | 3.37% | 0.74% | -0.54% | 9.28% | 5.48% | 10.12% | 57.12% |
| 2018 | 12.18% | -4.17% | -6.91% | 4.37% | 8.16% | 3.30% | 2.55% | 10.44% | 2.38% | -7.55% | -0.64% | -6.50% | 16.20% |
| 2017 | 6.74% | 5.81% | 4.03% | 0.84% | 5.33% | -0.07% | 4.21% | 3.05% | -1.39% | 3.29% | -0.07% | -0.34% | 35.85% |
| 2016 | -4.22% | 3.07% | 8.95% | 5.95% | 6.65% | 3.21% | 11.96% | -1.08% | 2.57% | -0.16% | 1.06% | 9.14% | 56.91% |
| 2015 | 1.27% | 7.06% | -5.04% | 5.62% | 1.63% | -0.29% | 0.36% | -2.67% | 0.05% | 11.90% | 4.62% | 3.38% | 30.32% |
| 2014 | 2.25% | 10.39% | -4.99% | -0.25% | 2.17% | 5.03% | -1.27% | 7.01% | -4.96% | -3.37% | 3.91% | -4.60% | 10.42% |
| 2013 | 3.62% | -1.77% | 1.12% | 4.81% | 16.97% | -0.04% | 9.98% | 5.06% | 7.23% | 2.09% | 0.32% | 4.94% | 67.95% |
Expense Ratio
Sawyer Portfolio Aggressive Growth 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
The current rank of Sawyer Portfolio Aggressive Growth is 58, 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.
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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 2.39 | 3.28 | 1.44 | 3.58 | 14.48 |
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
TSLA Tesla, Inc. | -0.17 | 0.14 | 1.02 | -0.14 | -0.39 |
AMZN Amazon.com, Inc. | 1.46 | 2.02 | 1.26 | 1.16 | 7.43 |
LLY Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
AMD Advanced Micro Devices, Inc. | 1.14 | 1.74 | 1.22 | 1.32 | 2.92 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
GOOGL Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.02 | 2.93 |
GOLD Barrick Gold Corporation | 0.81 | 1.27 | 1.16 | 0.45 | 2.85 |
Dividends
Dividend yield
Sawyer Portfolio Aggressive Growth granted a 0.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sawyer Portfolio Aggressive Growth | 0.42% | 0.43% | 0.67% | 0.65% | 0.48% | 0.52% | 0.73% | 0.69% | 0.80% | 0.97% | 1.05% | 1.33% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TSLA Tesla, 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% |
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% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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% |
AMD Advanced Micro Devices, 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% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOLD Barrick Gold Corporation | 1.96% | 2.21% | 3.76% | 4.05% | 1.34% | 0.69% | 1.38% | 0.82% | 0.49% | 1.87% | 1.84% | 2.80% |
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 Sawyer Portfolio Aggressive Growth. 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 Sawyer Portfolio Aggressive Growth was 40.96%, occurring on Nov 3, 2022. Recovery took 143 trading sessions.
The current Sawyer Portfolio Aggressive Growth drawdown is 4.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.96% | Nov 22, 2021 | 240 | Nov 3, 2022 | 143 | Jun 1, 2023 | 383 |
| -31.25% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -21.55% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -17.95% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -15.04% | Sep 20, 2012 | 39 | Nov 15, 2012 | 112 | Apr 30, 2013 | 151 |
Volatility
Volatility Chart
The current Sawyer Portfolio Aggressive Growth volatility is 7.90%, 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
| GOLD | LLY | TSLA | AMD | META | AAPL | NVDA | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| GOLD | 1.00 | 0.04 | 0.09 | 0.10 | 0.11 | 0.10 | 0.09 | 0.11 | 0.10 | 0.10 |
| LLY | 0.04 | 1.00 | 0.14 | 0.17 | 0.25 | 0.24 | 0.23 | 0.26 | 0.33 | 0.30 |
| TSLA | 0.09 | 0.14 | 1.00 | 0.34 | 0.33 | 0.37 | 0.39 | 0.39 | 0.36 | 0.36 |
| AMD | 0.10 | 0.17 | 0.34 | 1.00 | 0.37 | 0.40 | 0.61 | 0.43 | 0.46 | 0.41 |
| META | 0.11 | 0.25 | 0.33 | 0.37 | 1.00 | 0.45 | 0.47 | 0.56 | 0.50 | 0.60 |
| AAPL | 0.10 | 0.24 | 0.37 | 0.40 | 0.45 | 1.00 | 0.48 | 0.50 | 0.56 | 0.54 |
| NVDA | 0.09 | 0.23 | 0.39 | 0.61 | 0.47 | 0.48 | 1.00 | 0.51 | 0.56 | 0.51 |
| AMZN | 0.11 | 0.26 | 0.39 | 0.43 | 0.56 | 0.50 | 0.51 | 1.00 | 0.60 | 0.65 |
| MSFT | 0.10 | 0.33 | 0.36 | 0.46 | 0.50 | 0.56 | 0.56 | 0.60 | 1.00 | 0.65 |
| GOOGL | 0.10 | 0.30 | 0.36 | 0.41 | 0.60 | 0.54 | 0.51 | 0.65 | 0.65 | 1.00 |