GREEN FLAK PORTFOLIO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSCO Cisco Systems, Inc. | Technology | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
UNH UnitedHealth Group Incorporated | Healthcare | 25% |
XOM Exxon Mobil Corporation | Energy | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GREEN FLAK PORTFOLIO, 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 Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of Sep 20, 2024, the GREEN FLAK PORTFOLIO returned 13.72% Year-To-Date and 15.96% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| GREEN FLAK PORTFOLIO | 13.72% | 1.03% | 9.25% | 14.93% | 17.88% | 16.06% |
| Portfolio components: | ||||||
CSCO Cisco Systems, Inc. | 4.34% | 1.96% | 5.07% | -0.46% | 3.93% | 11.06% |
UNH UnitedHealth Group Incorporated | 10.90% | 0.18% | 18.67% | 16.90% | 21.73% | 22.80% |
XOM Exxon Mobil Corporation | 19.00% | 1.89% | 3.87% | 4.62% | 15.58% | 6.45% |
QQQ Invesco QQQ | 18.37% | 0.18% | 8.46% | 35.80% | 21.29% | 18.19% |
Monthly Returns
The table below presents the monthly returns of GREEN FLAK PORTFOLIO, 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 | 0.48% | 0.24% | 4.16% | -2.48% | 1.84% | 2.54% | 4.44% | 2.05% | 13.72% | ||||
| 2023 | 3.24% | -2.44% | 4.42% | 0.87% | -0.54% | 3.60% | 2.64% | 1.73% | 0.01% | -2.03% | 1.33% | 0.74% | 14.17% |
| 2022 | -0.46% | 0.56% | 4.55% | -5.58% | 0.89% | -5.44% | 9.64% | -2.81% | -8.12% | 13.86% | 3.68% | -4.16% | 4.44% |
| 2021 | 1.11% | 6.22% | 7.72% | 3.70% | 2.31% | 2.97% | 0.55% | 2.17% | -3.37% | 9.69% | -2.40% | 8.07% | 45.17% |
| 2020 | -4.68% | -10.27% | -8.44% | 15.93% | 5.59% | -0.17% | 1.49% | 0.40% | -6.29% | -4.53% | 15.13% | 5.47% | 5.93% |
| 2019 | 8.73% | 2.78% | 3.31% | 0.84% | -5.72% | 5.55% | 0.80% | -7.51% | 0.58% | 3.35% | 3.44% | 4.49% | 21.37% |
| 2018 | 7.45% | -2.47% | -3.81% | 4.76% | 2.41% | 1.43% | 0.89% | 6.03% | 1.64% | -5.48% | 3.38% | -10.99% | 3.74% |
| 2017 | 0.46% | 4.01% | 0.24% | 2.66% | -0.95% | 0.93% | 2.02% | 1.16% | 2.44% | 4.01% | 5.28% | 0.04% | 24.49% |
| 2016 | -5.20% | 3.86% | 7.12% | 0.53% | 3.23% | 2.03% | 2.71% | -0.45% | 1.66% | -1.88% | 4.01% | 1.72% | 20.51% |
| 2015 | -1.75% | 7.03% | -1.78% | 0.94% | 2.40% | -2.38% | 0.88% | -6.20% | -0.32% | 8.75% | -2.37% | -0.59% | 3.74% |
| 2014 | -4.11% | 4.15% | 2.00% | 0.00% | 3.92% | 1.79% | 0.23% | 3.03% | -1.16% | 3.19% | 3.81% | 0.88% | 18.86% |
| 2013 | 3.27% | -0.30% | 2.74% | 1.76% | 6.43% | 0.95% | 6.80% | -4.25% | 1.13% | 0.35% | 2.97% | 4.55% | 29.21% |
Expense Ratio
GREEN FLAK PORTFOLIO has an expense ratio of 0.05%, 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 GREEN FLAK PORTFOLIO is 24, indicating that it is in the bottom 24% 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 | |
|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | -0.24 | -0.19 | 0.97 | -0.21 | -0.48 |
UNH UnitedHealth Group Incorporated | 0.98 | 1.51 | 1.20 | 1.09 | 2.97 |
XOM Exxon Mobil Corporation | 0.11 | 0.31 | 1.04 | 0.12 | 0.25 |
QQQ Invesco QQQ | 1.76 | 2.35 | 1.31 | 2.27 | 8.35 |
Dividends
Dividend yield
GREEN FLAK PORTFOLIO granted a 2.05% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GREEN FLAK PORTFOLIO | 2.05% | 2.19% | 2.10% | 2.39% | 3.39% | 2.49% | 2.50% | 2.19% | 2.28% | 2.32% | 2.09% | 1.78% |
| Portfolio components: | ||||||||||||
CSCO Cisco Systems, Inc. | 3.07% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
UNH UnitedHealth Group Incorporated | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
XOM Exxon Mobil Corporation | 3.28% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 GREEN FLAK PORTFOLIO. 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 GREEN FLAK PORTFOLIO was 50.94%, occurring on Nov 20, 2008. Recovery took 790 trading sessions.
The current GREEN FLAK PORTFOLIO drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.94% | Dec 27, 2007 | 229 | Nov 20, 2008 | 790 | Jan 11, 2012 | 1019 |
| -46.94% | Sep 5, 2000 | 524 | Oct 8, 2002 | 524 | Nov 5, 2004 | 1048 |
| -35.06% | Jan 17, 2020 | 45 | Mar 23, 2020 | 53 | Jun 8, 2020 | 98 |
| -19.22% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -15.03% | Jun 9, 2020 | 100 | Oct 28, 2020 | 19 | Nov 24, 2020 | 119 |
Volatility
Volatility Chart
The current GREEN FLAK PORTFOLIO volatility is 3.08%, 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
| UNH | XOM | CSCO | QQQ | |
|---|---|---|---|---|
| UNH | 1.00 | 0.28 | 0.28 | 0.34 |
| XOM | 0.28 | 1.00 | 0.33 | 0.36 |
| CSCO | 0.28 | 0.33 | 1.00 | 0.70 |
| QQQ | 0.34 | 0.36 | 0.70 | 1.00 |