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My Future Portfolio

Last updated Mar 2, 2024

Asset Allocation


CMCSA 7.14%EA 7.14%ABT 7.14%ELV 7.14%JNJ 7.14%EOG 7.14%ADM 7.14%KO 7.14%LOW 7.14%MCD 7.14%BDX 7.14%CVS 7.14%MRK 7.14%ADP 7.14%EquityEquity
PositionCategory/SectorWeight
CMCSA
Comcast Corporation
Communication Services

7.14%

EA
Electronic Arts Inc.
Communication Services

7.14%

ABT
Abbott Laboratories
Healthcare

7.14%

ELV
Elevance Health Inc
Healthcare

7.14%

JNJ
Johnson & Johnson
Healthcare

7.14%

EOG
EOG Resources, Inc.
Energy

7.14%

ADM
Archer-Daniels-Midland Company
Consumer Defensive

7.14%

KO
The Coca-Cola Company
Consumer Defensive

7.14%

LOW
Lowe's Companies, Inc.
Consumer Cyclical

7.14%

MCD
McDonald's Corporation
Consumer Cyclical

7.14%

BDX
Becton, Dickinson and Company
Healthcare

7.14%

CVS
CVS Health Corporation
Healthcare

7.14%

MRK
Merck & Co., Inc.
Healthcare

7.14%

ADP
Automatic Data Processing, Inc.
Industrials

7.14%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,292.35%
384.73%
My Future Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 30, 2001, corresponding to the inception date of ELV

Returns

As of Mar 2, 2024, the My Future Portfolio returned 1.20% Year-To-Date and 13.04% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
My Future Portfolio1.20%1.52%2.13%8.41%11.69%13.03%
CMCSA
Comcast Corporation
-1.74%-5.08%-5.17%18.21%4.44%7.30%
EA
Electronic Arts Inc.
2.91%3.04%16.96%24.98%8.44%17.29%
ABT
Abbott Laboratories
8.29%5.81%16.53%15.87%10.55%13.76%
ELV
Elevance Health Inc
5.84%0.81%13.55%7.51%12.19%20.14%
JNJ
Johnson & Johnson
3.43%3.52%1.83%7.68%5.86%8.59%
EOG
EOG Resources, Inc.
-3.25%4.74%-8.95%0.18%8.54%4.56%
ADM
Archer-Daniels-Midland Company
-24.19%-1.68%-30.95%-31.27%8.01%5.71%
KO
The Coca-Cola Company
1.02%-1.67%1.97%3.31%8.84%7.85%
LOW
Lowe's Companies, Inc.
10.50%11.48%6.39%25.06%21.12%19.35%
MCD
McDonald's Corporation
-1.39%-1.57%4.70%10.49%12.49%14.77%
BDX
Becton, Dickinson and Company
-3.49%-0.79%-14.86%0.69%0.47%9.24%
CVS
CVS Health Corporation
-5.63%1.03%14.44%-6.63%9.24%2.61%
MRK
Merck & Co., Inc.
16.46%0.44%17.22%22.11%13.71%12.23%
ADP
Automatic Data Processing, Inc.
7.18%0.35%-1.29%13.62%12.70%16.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.46%1.43%
2023-3.60%-3.88%-2.21%3.60%3.75%

Sharpe Ratio

The current My Future Portfolio Sharpe ratio is 0.95. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.95

The Sharpe ratio of My Future Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.95
2.44
My Future Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Future Portfolio granted a 2.43% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Future Portfolio2.43%2.37%2.30%1.97%2.04%1.86%2.07%1.93%2.12%2.05%1.79%1.83%
CMCSA
Comcast Corporation
2.71%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
EA
Electronic Arts Inc.
0.54%0.56%0.61%0.52%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABT
Abbott Laboratories
1.75%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
ELV
Elevance Health Inc
1.19%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%1.62%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
EOG
EOG Resources, Inc.
5.07%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.55%0.39%
ADM
Archer-Daniels-Midland Company
3.41%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
KO
The Coca-Cola Company
3.09%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
LOW
Lowe's Companies, Inc.
1.78%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
MCD
McDonald's Corporation
2.19%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
BDX
Becton, Dickinson and Company
1.56%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
CVS
CVS Health Corporation
3.36%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
MRK
Merck & Co., Inc.
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
ADP
Automatic Data Processing, Inc.
2.06%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%

Expense Ratio

The My Future Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
^GSPC
S&P 500
2.44
My Future Portfolio
0.95
CMCSA
Comcast Corporation
0.86
EA
Electronic Arts Inc.
1.54
ABT
Abbott Laboratories
1.03
ELV
Elevance Health Inc
0.35
JNJ
Johnson & Johnson
0.55
EOG
EOG Resources, Inc.
0.12
ADM
Archer-Daniels-Midland Company
-0.89
KO
The Coca-Cola Company
0.33
LOW
Lowe's Companies, Inc.
1.30
MCD
McDonald's Corporation
0.95
BDX
Becton, Dickinson and Company
0.15
CVS
CVS Health Corporation
-0.29
MRK
Merck & Co., Inc.
1.24
ADP
Automatic Data Processing, Inc.
0.85

Asset Correlations Table

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

EOGEAELVADMMCDLOWCVSKOMRKCMCSABDXABTJNJADP
EOG1.000.250.250.380.220.250.260.210.230.280.230.200.220.30
EA0.251.000.250.250.280.340.270.260.270.340.310.300.290.39
ELV0.250.251.000.310.290.310.380.300.350.330.370.330.350.37
ADM0.380.250.311.000.310.330.350.380.300.340.310.300.330.38
MCD0.220.280.290.311.000.370.340.410.330.340.330.350.340.42
LOW0.250.340.310.330.371.000.410.330.310.410.330.350.330.46
CVS0.260.270.380.350.340.411.000.360.370.370.360.340.390.42
KO0.210.260.300.380.410.330.361.000.380.360.360.380.440.43
MRK0.230.270.350.300.330.310.370.381.000.360.390.460.520.40
CMCSA0.280.340.330.340.340.410.370.360.361.000.350.350.360.46
BDX0.230.310.370.310.330.330.360.360.390.351.000.500.450.43
ABT0.200.300.330.300.350.350.340.380.460.350.501.000.500.43
JNJ0.220.290.350.330.340.330.390.440.520.360.450.501.000.44
ADP0.300.390.370.380.420.460.420.430.400.460.430.430.441.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.04%
0
My Future Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Future 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 My Future Portfolio was 37.82%, occurring on Mar 9, 2009. Recovery took 483 trading sessions.

The current My Future Portfolio drawdown is 2.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.82%Dec 26, 2007302Mar 9, 2009483Feb 4, 2011785
-33.46%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-26.7%May 24, 200241Jul 23, 2002292Sep 18, 2003333
-16.53%Jul 8, 201124Aug 10, 2011100Jan 3, 2012124
-15.15%Oct 3, 201857Dec 24, 2018122Jun 20, 2019179

Volatility Chart

The current My Future Portfolio volatility is 2.87%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.87%
3.47%
My Future Portfolio
Benchmark (^GSPC)
Portfolio components
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