TPLC2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 10% |
AMGN Amgen Inc. | Healthcare | 10% |
BAC Bank of America Corporation | Financial Services | 10% |
CAT Caterpillar Inc. | Industrials | 10% |
CSCO Cisco Systems, Inc. | Technology | 10% |
INTU Intuit Inc. | Technology | 10% |
MCD McDonald's Corporation | Consumer Cyclical | 10% |
NFLX Netflix, Inc. | Communication Services | 10% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
TMO Thermo Fisher Scientific Inc. | Healthcare | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TPLC2, 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 23, 2002, corresponding to the inception date of NFLX
Returns By Period
As of Nov 14, 2024, the TPLC2 returned 19.39% Year-To-Date and 18.16% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| TPLC2 | 19.39% | 1.97% | 9.51% | 31.22% | 16.17% | 18.16% |
| Portfolio components: | ||||||
BAC Bank of America Corporation | 38.93% | 9.45% | 19.38% | 61.36% | 9.57% | 12.67% |
PEP PepsiCo, Inc. | -0.74% | -6.45% | -6.77% | 1.04% | 7.28% | 8.47% |
NFLX Netflix, Inc. | 70.57% | 16.48% | 35.36% | 85.10% | 23.08% | 31.22% |
MCD McDonald's Corporation | 2.11% | -4.03% | 9.92% | 12.18% | 11.52% | 14.89% |
TMO Thermo Fisher Scientific Inc. | 2.29% | -10.25% | -9.42% | 18.31% | 12.36% | 16.78% |
CSCO Cisco Systems, Inc. | 20.95% | 9.05% | 21.09% | 14.93% | 8.96% | 11.91% |
ABT Abbott Laboratories | 7.25% | -0.82% | 11.78% | 21.61% | 8.09% | 12.35% |
INTU Intuit Inc. | 13.67% | 14.44% | 8.13% | 27.89% | 22.39% | 23.84% |
AMGN Amgen Inc. | 6.97% | -7.14% | -4.18% | 14.99% | 9.58% | 9.71% |
CAT Caterpillar Inc. | 33.01% | -1.39% | 8.33% | 58.67% | 24.43% | 17.47% |
Monthly Returns
The table below presents the monthly returns of TPLC2, 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 | 3.20% | 1.92% | 2.54% | -4.35% | 1.77% | 1.57% | 2.91% | 3.33% | 1.67% | -0.81% | 19.39% | ||
| 2023 | 4.20% | -4.23% | 2.61% | 0.03% | -2.48% | 6.64% | 4.52% | 0.78% | -5.18% | -3.97% | 9.12% | 6.94% | 19.23% |
| 2022 | -7.66% | -5.37% | 2.84% | -10.19% | 1.68% | -7.32% | 9.86% | -3.67% | -6.60% | 15.49% | 5.11% | -3.65% | -12.05% |
| 2021 | 0.96% | 1.64% | 6.13% | 1.62% | 1.82% | 1.50% | 2.17% | 3.30% | -2.30% | 7.93% | -2.35% | 6.22% | 32.04% |
| 2020 | -0.79% | -7.01% | -6.60% | 12.89% | 2.71% | 1.49% | 6.15% | 5.09% | -1.26% | -2.95% | 7.86% | 4.33% | 21.99% |
| 2019 | 7.82% | 5.72% | 2.07% | 2.30% | -5.82% | 8.02% | -0.17% | -1.51% | -0.81% | 2.41% | 3.45% | 2.92% | 28.75% |
| 2018 | 10.31% | -1.27% | -1.98% | 1.63% | 2.58% | 0.99% | 3.55% | 3.12% | 3.19% | -6.86% | 5.61% | -7.60% | 12.55% |
| 2017 | 5.09% | 6.39% | -2.07% | 3.84% | 2.95% | 1.18% | 3.87% | 1.98% | 2.62% | 3.88% | 3.02% | 2.47% | 41.14% |
| 2016 | -7.92% | -0.25% | 8.33% | -0.48% | 2.06% | -1.65% | 6.20% | 0.72% | 1.04% | -0.95% | 3.42% | 2.07% | 12.32% |
| 2015 | -1.45% | 6.76% | -2.97% | 4.66% | 3.09% | -0.37% | 6.50% | -8.04% | -4.25% | 10.20% | 2.30% | -1.41% | 14.39% |
| 2014 | 1.53% | 4.03% | -1.54% | -1.93% | 4.92% | 2.28% | -0.06% | 4.09% | 0.13% | 0.84% | 3.02% | -2.00% | 16.06% |
| 2013 | 13.24% | 3.45% | 3.23% | 2.40% | 2.95% | -1.89% | 6.54% | -1.35% | 2.38% | 3.77% | 3.52% | 2.35% | 47.95% |
Expense Ratio
TPLC2 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 risk-adjusted rank of TPLC2 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.91 | 4.25 | 1.52 | 1.85 | 12.82 |
PEP PepsiCo, Inc. | 0.08 | 0.23 | 1.03 | 0.08 | 0.26 |
NFLX Netflix, Inc. | 2.95 | 3.89 | 1.52 | 2.45 | 20.63 |
MCD McDonald's Corporation | 0.74 | 1.10 | 1.15 | 0.76 | 1.70 |
TMO Thermo Fisher Scientific Inc. | 1.09 | 1.69 | 1.20 | 0.71 | 4.58 |
CSCO Cisco Systems, Inc. | 0.83 | 1.19 | 1.19 | 0.71 | 2.27 |
ABT Abbott Laboratories | 1.29 | 1.89 | 1.23 | 0.81 | 2.91 |
INTU Intuit Inc. | 1.27 | 1.70 | 1.24 | 1.77 | 5.68 |
AMGN Amgen Inc. | 0.66 | 1.10 | 1.15 | 0.89 | 2.17 |
CAT Caterpillar Inc. | 2.36 | 3.11 | 1.41 | 3.96 | 9.17 |
Dividends
Dividend yield
TPLC2 provided a 1.73% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.81% | 1.80% | 1.55% | 1.76% | 1.73% | 1.87% | 1.68% | 2.05% | 1.98% | 1.72% | 1.49% |
| Portfolio components: | ||||||||||||
BAC Bank of America Corporation | 2.14% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
PEP PepsiCo, Inc. | 3.19% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
NFLX Netflix, 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% |
MCD McDonald's Corporation | 2.25% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
TMO Thermo Fisher Scientific Inc. | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
CSCO Cisco Systems, Inc. | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
ABT Abbott Laboratories | 1.90% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
INTU Intuit Inc. | 0.53% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
AMGN Amgen Inc. | 2.95% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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 TPLC2. 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 TPLC2 was 38.48%, occurring on Mar 2, 2009. Recovery took 158 trading sessions.
The current TPLC2 drawdown is 0.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.48% | Sep 22, 2008 | 111 | Mar 2, 2009 | 158 | Oct 14, 2009 | 269 |
| -29.86% | May 24, 2002 | 94 | Oct 7, 2002 | 143 | May 2, 2003 | 237 |
| -28.5% | Feb 13, 2020 | 27 | Mar 23, 2020 | 72 | Jul 6, 2020 | 99 |
| -26.28% | Dec 30, 2021 | 117 | Jun 16, 2022 | 375 | Dec 13, 2023 | 492 |
| -21.84% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
Volatility
Volatility Chart
The current TPLC2 volatility is 3.83%, 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
| NFLX | PEP | MCD | AMGN | BAC | ABT | CAT | INTU | CSCO | TMO | |
|---|---|---|---|---|---|---|---|---|---|---|
| NFLX | 1.00 | 0.15 | 0.22 | 0.22 | 0.24 | 0.21 | 0.27 | 0.34 | 0.30 | 0.31 |
| PEP | 0.15 | 1.00 | 0.39 | 0.34 | 0.29 | 0.38 | 0.28 | 0.32 | 0.37 | 0.36 |
| MCD | 0.22 | 0.39 | 1.00 | 0.31 | 0.31 | 0.36 | 0.34 | 0.35 | 0.38 | 0.36 |
| AMGN | 0.22 | 0.34 | 0.31 | 1.00 | 0.31 | 0.43 | 0.32 | 0.36 | 0.38 | 0.42 |
| BAC | 0.24 | 0.29 | 0.31 | 0.31 | 1.00 | 0.34 | 0.52 | 0.39 | 0.45 | 0.39 |
| ABT | 0.21 | 0.38 | 0.36 | 0.43 | 0.34 | 1.00 | 0.32 | 0.39 | 0.39 | 0.50 |
| CAT | 0.27 | 0.28 | 0.34 | 0.32 | 0.52 | 0.32 | 1.00 | 0.40 | 0.47 | 0.44 |
| INTU | 0.34 | 0.32 | 0.35 | 0.36 | 0.39 | 0.39 | 0.40 | 1.00 | 0.49 | 0.46 |
| CSCO | 0.30 | 0.37 | 0.38 | 0.38 | 0.45 | 0.39 | 0.47 | 0.49 | 1.00 | 0.47 |
| TMO | 0.31 | 0.36 | 0.36 | 0.42 | 0.39 | 0.50 | 0.44 | 0.46 | 0.47 | 1.00 |