Task
For PC company by Farid B.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JNJ Johnson & Johnson | Healthcare | 2.50% |
KO The Coca-Cola Company | Consumer Defensive | 2.50% |
MSFT Microsoft Corporation | Technology | 2.50% |
PG The Procter & Gamble Company | Consumer Defensive | 2.50% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Task, 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 31, 2001, corresponding to the inception date of VTI
Returns By Period
As of Sep 19, 2024, the Task returned 18.31% Year-To-Date and 12.76% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Task | 18.31% | 0.78% | 8.23% | 27.23% | 14.90% | 12.76% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 18.86% | 0.32% | 8.21% | 28.13% | 15.23% | 12.80% |
VTI Vanguard Total Stock Market ETF | 17.74% | 0.58% | 7.81% | 27.69% | 14.53% | 12.29% |
JNJ Johnson & Johnson | 8.49% | 4.87% | 8.35% | 5.68% | 7.71% | 7.32% |
PG The Procter & Gamble Company | 20.93% | 3.27% | 8.71% | 16.10% | 10.03% | 10.59% |
KO The Coca-Cola Company | 24.53% | 4.73% | 19.84% | 27.14% | 9.25% | 8.91% |
MSFT Microsoft Corporation | 15.19% | 2.20% | 1.68% | 32.07% | 26.56% | 26.69% |
Monthly Returns
The table below presents the monthly returns of Task, 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 | 1.64% | 4.94% | 3.06% | -4.10% | 4.72% | 3.24% | 1.48% | 2.56% | 18.31% | ||||
| 2023 | 5.59% | -2.48% | 3.67% | 1.76% | 0.06% | 6.39% | 3.26% | -1.83% | -4.76% | -1.97% | 8.93% | 4.31% | 24.38% |
| 2022 | -5.19% | -2.67% | 3.40% | -7.99% | -0.31% | -7.61% | 8.50% | -3.99% | -9.01% | 7.82% | 5.61% | -5.35% | -17.39% |
| 2021 | -0.93% | 2.56% | 4.28% | 4.85% | 0.69% | 2.24% | 2.45% | 2.78% | -4.65% | 6.91% | -1.20% | 4.74% | 27.00% |
| 2020 | 0.35% | -7.93% | -12.38% | 12.60% | 4.62% | 1.95% | 5.75% | 6.99% | -3.50% | -2.40% | 10.71% | 4.20% | 19.51% |
| 2019 | 7.75% | 3.24% | 1.89% | 4.10% | -6.13% | 6.95% | 1.50% | -1.48% | 1.81% | 2.10% | 3.52% | 2.98% | 31.25% |
| 2018 | 5.12% | -3.91% | -2.22% | 0.26% | 2.37% | 0.82% | 3.87% | 3.13% | 0.61% | -6.27% | 2.33% | -8.77% | -3.63% |
| 2017 | 1.83% | 3.77% | 0.22% | 0.99% | 1.45% | 0.70% | 2.11% | 0.33% | 1.88% | 2.46% | 2.90% | 1.18% | 21.63% |
| 2016 | -4.66% | -0.22% | 6.75% | 0.17% | 1.76% | 0.56% | 3.72% | 0.13% | 0.09% | -1.75% | 3.35% | 2.09% | 12.18% |
| 2015 | -3.24% | 5.57% | -1.69% | 1.14% | 1.10% | -2.00% | 2.11% | -6.08% | -2.29% | 8.41% | 0.54% | -1.45% | 1.28% |
| 2014 | -3.43% | 4.49% | 1.06% | 0.63% | 2.02% | 2.25% | -1.69% | 4.23% | -1.31% | 2.41% | 2.74% | -0.42% | 13.41% |
| 2013 | 5.29% | 1.43% | 3.89% | 2.24% | 2.17% | -1.19% | 5.03% | -2.96% | 3.07% | 4.65% | 3.02% | 2.23% | 32.58% |
Expense Ratio
Task has an expense ratio of 0.06%, which is considered low compared to other funds. 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 Task is 70, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.39 | 12.08 |
VTI Vanguard Total Stock Market ETF | 2.11 | 2.84 | 1.38 | 1.95 | 11.33 |
JNJ Johnson & Johnson | 0.36 | 0.63 | 1.08 | 0.30 | 0.96 |
PG The Procter & Gamble Company | 1.04 | 1.50 | 1.20 | 1.64 | 6.21 |
KO The Coca-Cola Company | 2.00 | 2.75 | 1.38 | 1.56 | 10.01 |
MSFT Microsoft Corporation | 1.61 | 2.13 | 1.28 | 2.06 | 6.26 |
Dividends
Dividend yield
Task granted a 1.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Task | 1.21% | 1.51% | 1.71% | 1.29% | 1.55% | 1.81% | 2.11% | 1.84% | 2.07% | 2.11% | 1.91% | 1.88% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
JNJ Johnson & Johnson | 2.93% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PG The Procter & Gamble Company | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
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% |
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 Task. 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 Task was 53.47%, occurring on Mar 9, 2009. Recovery took 748 trading sessions.
The current Task drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.47% | Oct 10, 2007 | 355 | Mar 9, 2009 | 748 | Feb 24, 2012 | 1103 |
| -34.1% | Jun 6, 2001 | 337 | Oct 9, 2002 | 523 | Nov 5, 2004 | 860 |
| -33.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -23.98% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -18.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
Volatility
Volatility Chart
The current Task volatility is 3.59%, 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
| JNJ | KO | PG | MSFT | VTI | SPY | |
|---|---|---|---|---|---|---|
| JNJ | 1.00 | 0.44 | 0.48 | 0.35 | 0.48 | 0.50 |
| KO | 0.44 | 1.00 | 0.54 | 0.36 | 0.49 | 0.50 |
| PG | 0.48 | 0.54 | 1.00 | 0.36 | 0.47 | 0.49 |
| MSFT | 0.35 | 0.36 | 0.36 | 1.00 | 0.68 | 0.70 |
| VTI | 0.48 | 0.49 | 0.47 | 0.68 | 1.00 | 0.98 |
| SPY | 0.50 | 0.50 | 0.49 | 0.70 | 0.98 | 1.00 |