Core Portfolio
The core stocks and ETFs of my portfolio. These are long-term plays.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
UNH UnitedHealth Group Incorporated | Healthcare | 16.73% |
PGR The Progressive Corporation | Financial Services | 14.81% |
MSFT Microsoft Corporation | Technology | 12.64% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12% |
LMT Lockheed Martin Corporation | Industrials | 11.05% |
AVGO Broadcom Inc. | Technology | 10.7% |
EQIX Equinix, Inc. | Real Estate | 8.81% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 5.44% |
MRK Merck & Co., Inc. | Healthcare | 5.39% |
RTX Raytheon Technologies Corporation | Industrials | 2.43% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.68% | 0.35% | 2.77% | 3.83% | 0.11% | -0.76% |
Dividend yield
Core Portfolio granted a 1.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Core Portfolio | 1.87% | 1.86% | 2.61% | 2.34% | 2.68% | 2.66% | 2.22% | 2.67% | 3.11% | 3.43% | 2.46% | 4.11% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| EQIX | MRK | TSM | UNH | LMT | PGR | AVGO | MSFT | RTX | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|
| EQIX | 1.00 | 0.28 | 0.29 | 0.30 | 0.26 | 0.29 | 0.34 | 0.41 | 0.28 | 0.40 |
| MRK | 0.28 | 1.00 | 0.17 | 0.38 | 0.33 | 0.38 | 0.23 | 0.30 | 0.33 | 0.48 |
| TSM | 0.29 | 0.17 | 1.00 | 0.26 | 0.24 | 0.24 | 0.54 | 0.47 | 0.34 | 0.50 |
| UNH | 0.30 | 0.38 | 0.26 | 1.00 | 0.34 | 0.36 | 0.30 | 0.37 | 0.38 | 0.49 |
| LMT | 0.26 | 0.33 | 0.24 | 0.34 | 1.00 | 0.40 | 0.28 | 0.31 | 0.58 | 0.54 |
| PGR | 0.29 | 0.38 | 0.24 | 0.36 | 0.40 | 1.00 | 0.29 | 0.35 | 0.44 | 0.55 |
| AVGO | 0.34 | 0.23 | 0.54 | 0.30 | 0.28 | 0.29 | 1.00 | 0.51 | 0.40 | 0.54 |
| MSFT | 0.41 | 0.30 | 0.47 | 0.37 | 0.31 | 0.35 | 0.51 | 1.00 | 0.40 | 0.58 |
| RTX | 0.28 | 0.33 | 0.34 | 0.38 | 0.58 | 0.44 | 0.40 | 0.40 | 1.00 | 0.69 |
| SCHD | 0.40 | 0.48 | 0.50 | 0.49 | 0.54 | 0.55 | 0.54 | 0.58 | 0.69 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 27 | Mar 23, 2020 | 53 | Jun 8, 2020 | 80 |
| -16.7% | Oct 3, 2018 | 57 | Dec 24, 2018 | 37 | Feb 19, 2019 | 94 |
| -15.45% | Apr 8, 2022 | 131 | Oct 14, 2022 | 32 | Nov 30, 2022 | 163 |
| -10.85% | Jul 21, 2015 | 26 | Aug 25, 2015 | 39 | Oct 20, 2015 | 65 |
| -9.44% | Apr 3, 2012 | 43 | Jun 4, 2012 | 72 | Sep 14, 2012 | 115 |
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.