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Core Portfolio

Last updated Oct 2, 2023

The core stocks and ETFs of my portfolio. These are long-term plays.

Asset Allocation


UNH 16.73%PGR 14.81%MSFT 12.64%SCHD 12%LMT 11.05%AVGO 10.7%EQIX 8.81%TSM 5.44%MRK 5.39%RTX 2.43%EquityEquity
PositionCategory/SectorWeight
UNH
UnitedHealth Group Incorporated
Healthcare16.73%
PGR
The Progressive Corporation
Financial Services14.81%
MSFT
Microsoft Corporation
Technology12.64%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend12%
LMT
Lockheed Martin Corporation
Industrials11.05%
AVGO
Broadcom Inc.
Technology10.7%
EQIX
Equinix, Inc.
Real Estate8.81%
TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology5.44%
MRK
Merck & Co., Inc.
Healthcare5.39%
RTX
Raytheon Technologies Corporation
Industrials2.43%

Performance

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


0.00%5.00%10.00%MayJuneJulyAugustSeptember
2.21%
4.57%
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 2, 2023, the Core Portfolio returned 8.91% Year-To-Date and 22.46% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%7.99%9.86%
Core Portfolio-2.63%3.21%8.91%24.94%17.71%22.46%
MRK
Merck & Co., Inc.
-5.63%-1.92%-5.30%22.81%11.91%11.79%
SCHD
Schwab US Dividend Equity ETF
-4.38%-1.51%-3.82%10.38%9.50%11.24%
EQIX
Equinix, Inc.
-6.59%1.66%12.45%30.12%12.99%18.83%
MSFT
Microsoft Corporation
-3.93%9.99%32.56%36.88%23.77%27.33%
UNH
UnitedHealth Group Incorporated
6.28%7.54%-3.80%1.30%15.00%23.33%
AVGO
Broadcom Inc.
-4.29%30.87%51.23%92.03%31.90%38.09%
TSM
Taiwan Semiconductor Manufacturing Company Limited
-6.37%-5.89%18.00%28.77%17.11%19.94%
RTX
Raytheon Technologies Corporation
-16.59%-25.54%-27.35%-9.91%-1.81%3.43%
PGR
The Progressive Corporation
2.82%-2.49%7.63%20.23%17.95%21.46%
LMT
Lockheed Martin Corporation
-8.75%-12.33%-14.27%8.64%6.03%15.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.68%0.35%2.77%3.83%0.11%-0.76%

Sharpe Ratio

The current Core Portfolio Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.39

The Sharpe ratio of Core Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptember
1.39
0.89
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Core Portfolio granted a 1.87% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Core Portfolio1.87%1.86%2.61%2.34%2.68%2.66%2.22%2.67%3.11%3.43%2.46%4.11%
MRK
Merck & Co., Inc.
2.84%2.58%3.59%3.31%2.80%3.01%4.00%3.86%4.34%4.08%4.67%5.78%
SCHD
Schwab US Dividend Equity ETF
3.70%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
EQIX
Equinix, Inc.
1.84%1.92%1.40%1.56%1.80%2.81%1.96%2.22%6.77%4.12%0.00%0.00%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
UNH
UnitedHealth Group Incorporated
1.40%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.64%1.95%1.27%1.29%2.93%3.09%2.63%3.04%3.04%2.19%2.87%2.96%
RTX
Raytheon Technologies Corporation
3.17%2.18%2.43%2.82%2.16%2.99%2.45%2.81%3.22%2.54%2.43%3.19%
PGR
The Progressive Corporation
0.29%0.31%6.27%2.88%4.31%2.16%1.43%3.02%2.68%7.06%1.42%9.16%
LMT
Lockheed Martin Corporation
2.93%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%

Expense Ratio

The Core Portfolio has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MRK
Merck & Co., Inc.
1.11
SCHD
Schwab US Dividend Equity ETF
0.49
EQIX
Equinix, Inc.
1.06
MSFT
Microsoft Corporation
1.05
UNH
UnitedHealth Group Incorporated
-0.02
AVGO
Broadcom Inc.
2.48
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.62
RTX
Raytheon Technologies Corporation
-0.48
PGR
The Progressive Corporation
0.58
LMT
Lockheed Martin Corporation
0.24

Asset Correlations Table

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

EQIXMRKTSMUNHLMTPGRAVGOMSFTRTXSCHD
EQIX1.000.280.290.300.260.290.340.410.280.40
MRK0.281.000.170.380.330.380.230.300.330.48
TSM0.290.171.000.260.240.240.540.470.340.50
UNH0.300.380.261.000.340.360.300.370.380.49
LMT0.260.330.240.341.000.400.280.310.580.54
PGR0.290.380.240.360.401.000.290.350.440.55
AVGO0.340.230.540.300.280.291.000.510.400.54
MSFT0.410.300.470.370.310.350.511.000.400.58
RTX0.280.330.340.380.580.440.400.401.000.69
SCHD0.400.480.500.490.540.550.540.580.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-4.65%
-10.60%
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Core Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Core Portfolio is 29.69%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.69%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-16.7%Oct 3, 201857Dec 24, 201837Feb 19, 201994
-15.45%Apr 8, 2022131Oct 14, 202232Nov 30, 2022163
-10.85%Jul 21, 201526Aug 25, 201539Oct 20, 201565
-9.44%Apr 3, 201243Jun 4, 201272Sep 14, 2012115

Volatility Chart

The current Core Portfolio volatility is 2.70%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptember
2.70%
3.17%
Core Portfolio
Benchmark (^GSPC)
Portfolio components