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Stash Personal
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 80%AAPL 13%PEP 4%ARKK 3%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

13%

ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

3%

MSFT
Microsoft Corporation
Technology

80%

PEP
PepsiCo, Inc.
Consumer Defensive

4%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stash Personal, 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


200.00%400.00%600.00%800.00%1,000.00%FebruaryMarchAprilMayJuneJuly
921.90%
175.30%
Stash Personal
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 31, 2014, corresponding to the inception date of ARKK

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Stash Personal17.42%0.52%12.12%26.24%27.27%N/A
AAPL
Apple Inc
17.18%8.44%15.59%17.36%35.25%26.48%
MSFT
Microsoft Corporation
18.73%-1.10%11.93%29.91%27.28%28.01%
PEP
PepsiCo, Inc.
-0.57%-0.60%0.73%-10.25%8.26%9.28%
ARKK
ARK Innovation ETF
-8.80%10.25%0.80%1.58%0.52%N/A

Monthly Returns

The table below presents the monthly returns of Stash Personal, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.63%3.51%0.96%-6.44%7.04%7.39%17.42%
20234.74%1.06%14.20%5.48%6.48%4.51%-0.44%-2.96%-4.54%5.14%12.36%0.00%54.58%
2022-6.83%-4.11%3.28%-10.00%-2.41%-5.73%10.48%-5.99%-10.80%1.64%7.59%-6.91%-27.94%
20213.35%-1.01%1.41%6.66%-1.39%8.61%4.97%5.52%-6.57%15.46%0.73%2.46%46.16%
20207.32%-5.36%-3.82%14.11%3.58%11.32%3.25%11.86%-6.93%-3.96%7.08%5.20%49.48%
20193.52%7.15%5.71%9.53%-5.94%8.91%2.29%0.97%1.58%4.04%6.17%4.73%59.70%
20189.08%-0.24%-3.03%1.49%7.00%0.08%6.62%7.81%1.21%-5.96%1.44%-8.92%15.93%
20174.12%1.80%3.21%3.36%3.48%-1.75%4.91%4.54%-1.24%10.66%1.99%1.25%42.31%
2016-2.11%-5.69%9.06%-9.60%6.53%-3.11%10.10%1.87%1.33%2.91%0.53%3.30%14.10%
2015-9.66%9.16%-6.29%15.79%-1.87%-5.28%4.33%-6.15%1.00%16.76%3.25%0.40%19.05%
20143.55%-3.51%-0.08%

Expense Ratio

Stash Personal has an expense ratio of 0.02%, 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.


Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stash Personal is 33, 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.


The Risk-Adjusted Performance Rank of Stash Personal is 3333
Stash Personal
The Sharpe Ratio Rank of Stash Personal is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of Stash Personal is 2222Sortino Ratio Rank
The Omega Ratio Rank of Stash Personal is 2323Omega Ratio Rank
The Calmar Ratio Rank of Stash Personal is 5858Calmar Ratio Rank
The Martin Ratio Rank of Stash Personal is 3939Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Stash Personal
Sharpe ratio
The chart of Sharpe ratio for Stash Personal, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.49
Sortino ratio
The chart of Sortino ratio for Stash Personal, currently valued at 2.03, compared to the broader market-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for Stash Personal, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Stash Personal, currently valued at 2.09, compared to the broader market0.002.004.006.008.002.09
Martin ratio
The chart of Martin ratio for Stash Personal, currently valued at 6.15, compared to the broader market0.0010.0020.0030.0040.006.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.791.281.151.082.13
MSFT
Microsoft Corporation
1.542.061.262.347.01
PEP
PepsiCo, Inc.
-0.59-0.720.91-0.54-0.98
ARKK
ARK Innovation ETF
0.010.271.030.010.03

Sharpe Ratio

The current Stash Personal Sharpe ratio is 1.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Stash Personal with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.49
1.99
Stash Personal
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stash Personal granted a 0.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Stash Personal0.71%0.77%1.04%0.73%0.98%1.22%1.81%1.82%2.26%2.29%2.31%2.46%
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%
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%
PEP
PepsiCo, Inc.
3.10%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.94%
-1.97%
Stash Personal
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Stash Personal. 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 Stash Personal was 34.64%, occurring on Nov 3, 2022. Recovery took 153 trading sessions.

The current Stash Personal drawdown is 5.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.64%Dec 28, 2021216Nov 3, 2022153Jun 15, 2023369
-28.17%Feb 11, 202029Mar 23, 202052Jun 5, 202081
-20.06%Oct 2, 201858Dec 24, 201856Mar 18, 2019114
-16.47%Apr 29, 201583Aug 25, 201542Oct 23, 2015125
-14.32%Nov 17, 201451Jan 30, 201558Apr 24, 2015109

Volatility

Volatility Chart

The current Stash Personal volatility is 4.95%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
4.95%
2.94%
Stash Personal
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

PEPARKKAAPLMSFT
PEP1.000.170.320.37
ARKK0.171.000.540.54
AAPL0.320.541.000.64
MSFT0.370.540.641.00
The correlation results are calculated based on daily price changes starting from Nov 3, 2014