Medium Risk
medium risk list
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 8.33% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 8.33% |
GOOGL Alphabet Inc. | Communication Services | 8.33% |
META Meta Platforms, Inc. | Communication Services | 8.33% |
MSFT Microsoft Corporation | Technology | 8.33% |
SHW The Sherwin-Williams Company | Basic Materials | 8.33% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Medium Risk, 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 Jul 22, 2024, the Medium Risk returned 32.34% Year-To-Date and 25.14% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| Medium Risk | 34.04% | 2.35% | 28.11% | 49.85% | 25.54% | 25.50% |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | 43.36% | 1.47% | 36.44% | 55.74% | 22.66% | 23.58% |
AMZN Amazon.com, Inc. | 22.69% | -1.41% | 19.48% | 44.73% | 13.61% | 27.75% |
GOOGL Alphabet Inc. | 30.29% | 1.20% | 23.77% | 49.76% | 26.32% | 19.85% |
MSFT Microsoft Corporation | 18.73% | -1.10% | 11.93% | 29.91% | 27.28% | 28.01% |
SHW The Sherwin-Williams Company | 10.95% | 14.35% | 13.29% | 29.70% | 16.29% | 18.29% |
META Meta Platforms, Inc. | 38.35% | -1.23% | 27.13% | 67.93% | 19.60% | 20.66% |
BRK-B Berkshire Hathaway Inc. | 21.69% | 5.95% | 16.63% | 24.13% | 15.91% | 13.06% |
Monthly Returns
The table below presents the monthly returns of Medium Risk, 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 | 3.69% | 12.30% | 5.95% | -9.26% | 9.30% | 7.30% | 34.04% | ||||||
| 2023 | 14.28% | -4.95% | 10.57% | 4.92% | 3.24% | 12.59% | 7.03% | -3.52% | -9.24% | -4.11% | 18.71% | 8.92% | 70.21% |
| 2022 | -11.72% | -7.99% | 6.83% | -17.57% | -2.17% | -17.67% | 19.24% | -9.36% | -19.28% | 9.47% | 11.91% | -12.66% | -46.22% |
| 2021 | -2.36% | 4.86% | 9.36% | 13.30% | 0.87% | 4.71% | 5.28% | 7.17% | -10.64% | 14.56% | -1.33% | 8.14% | 65.12% |
| 2020 | 0.91% | -14.46% | -26.17% | 26.58% | 9.30% | 2.98% | 13.38% | 16.27% | -9.42% | -4.54% | 21.03% | 6.30% | 33.14% |
| 2019 | 16.98% | 4.97% | 4.16% | 10.11% | -13.34% | 13.74% | 3.72% | -3.96% | 3.00% | 4.73% | 7.24% | 5.50% | 68.76% |
| 2018 | 14.36% | -8.10% | -6.63% | 0.55% | 5.97% | 1.73% | 7.37% | 7.20% | 0.31% | -15.57% | 3.64% | -16.26% | -10.01% |
| 2017 | 6.26% | 7.20% | 0.79% | 3.90% | 3.29% | 0.53% | 4.67% | 0.92% | 3.29% | 7.62% | 5.39% | 2.39% | 56.95% |
| 2016 | -8.63% | -1.99% | 13.46% | 0.45% | 4.12% | -0.93% | 8.88% | 0.40% | 0.23% | -3.70% | 5.52% | 3.61% | 21.45% |
| 2015 | -4.77% | 11.13% | -3.38% | 3.25% | 1.96% | -3.73% | 8.64% | -11.79% | -4.96% | 21.34% | 1.91% | -3.23% | 12.95% |
| 2014 | -4.95% | 9.05% | -0.38% | -0.09% | 4.99% | 4.35% | -1.75% | 8.63% | -1.80% | 2.47% | 6.46% | -1.14% | 27.75% |
| 2013 | 11.55% | 1.85% | 6.11% | 5.54% | 4.73% | -2.96% | 12.52% | -4.23% | 9.32% | 10.62% | 5.62% | 5.63% | 88.00% |
Expense Ratio
Medium Risk features an expense ratio of 0.46%, falling within the medium range. 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 Medium Risk is 63, 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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 1.72 | 2.27 | 1.28 | 1.09 | 5.98 |
AMZN Amazon.com, Inc. | 1.57 | 2.36 | 1.28 | 1.21 | 8.83 |
GOOGL Alphabet Inc. | 1.88 | 2.44 | 1.35 | 2.73 | 11.28 |
MSFT Microsoft Corporation | 1.54 | 2.06 | 1.26 | 2.34 | 7.01 |
SHW The Sherwin-Williams Company | 1.39 | 2.05 | 1.25 | 0.91 | 3.68 |
META Meta Platforms, Inc. | 1.82 | 2.70 | 1.35 | 2.57 | 10.42 |
BRK-B Berkshire Hathaway Inc. | 2.04 | 2.94 | 1.35 | 2.44 | 7.29 |
Dividends
Dividend yield
Medium Risk granted a 0.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Medium Risk | 0.48% | 0.50% | 0.43% | 0.14% | 0.19% | 0.43% | 0.53% | 0.22% | 0.36% | 0.45% | 0.38% | 0.34% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 0.67% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
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% |
GOOGL Alphabet Inc. | 0.11% | 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 | 0.66% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
SHW The Sherwin-Williams Company | 0.77% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
META Meta Platforms, Inc. | 0.20% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Medium Risk. 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 Medium Risk was 52.58%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Medium Risk drawdown is 5.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -51.23% | Dec 30, 2021 | 200 | Oct 14, 2022 | 326 | Feb 2, 2024 | 526 |
| -36.04% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -23.67% | Dec 2, 2015 | 49 | Feb 11, 2016 | 46 | Apr 19, 2016 | 95 |
| -21.72% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current Medium Risk volatility is 5.87%, 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
| SHW | BRK-B | META | AMZN | MSFT | GOOGL | UPRO | |
|---|---|---|---|---|---|---|---|
| SHW | 1.00 | 0.44 | 0.32 | 0.38 | 0.43 | 0.38 | 0.59 |
| BRK-B | 0.44 | 1.00 | 0.32 | 0.36 | 0.43 | 0.43 | 0.72 |
| META | 0.32 | 0.32 | 1.00 | 0.56 | 0.50 | 0.60 | 0.55 |
| AMZN | 0.38 | 0.36 | 0.56 | 1.00 | 0.59 | 0.65 | 0.63 |
| MSFT | 0.43 | 0.43 | 0.50 | 0.59 | 1.00 | 0.65 | 0.72 |
| GOOGL | 0.38 | 0.43 | 0.60 | 0.65 | 0.65 | 1.00 | 0.69 |
| UPRO | 0.59 | 0.72 | 0.55 | 0.63 | 0.72 | 0.69 | 1.00 |