Incoming
Using this to have my SP and a few stocks that I personally want to have.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7.74% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 13.07% |
KO The Coca-Cola Company | Consumer Defensive | 11.53% |
MSFT Microsoft Corporation | Technology | 13.84% |
NVDA NVIDIA Corporation | Technology | 7.69% |
PFE Pfizer Inc. | Healthcare | 7.69% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 7.69% |
V Visa Inc. | Financial Services | 7.69% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 11.53% |
VZ Verizon Communications Inc. | Communication Services | 11.53% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Incoming, 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 every 3 months.
The earliest data available for this chart is Aug 13, 2012, corresponding to the inception date of PFE
Returns By Period
As of Jan 12, 2025, the Incoming returned 0.84% Year-To-Date and 39.71% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.93% | -3.71% | 3.77% | 21.81% | 12.17% | 11.26% |
| Incoming | 0.84% | 0.16% | 4.99% | 105.15% | 49.39% | 39.76% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -0.91% | -3.60% | 4.42% | 23.50% | 13.97% | 13.38% |
MSFT Microsoft Corporation | -0.60% | -6.33% | -7.28% | 8.65% | 22.09% | 26.88% |
AAPL Apple Inc | -5.42% | -4.55% | 2.97% | 28.02% | 25.71% | 25.93% |
AMZN Amazon.com, Inc. | -0.21% | -3.75% | 12.57% | 41.60% | 18.64% | 31.44% |
V Visa Inc. | -2.64% | -2.23% | 16.25% | 17.37% | 10.25% | 18.02% |
NVDA NVIDIA Corporation | 1.21% | 1.24% | 5.18% | 148.47% | 86.15% | 76.54% |
KO The Coca-Cola Company | -1.91% | -3.25% | -2.74% | 4.21% | 4.97% | 7.10% |
PFE Pfizer Inc. | 0.72% | 4.46% | -4.85% | -1.21% | -2.71% | 2.60% |
VZ Verizon Communications Inc. | -3.72% | -8.94% | -5.62% | 4.73% | -3.20% | 2.95% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 5.51% | 3.67% | 11.98% | 108.73% | 30.78% | 28.08% |
Monthly Returns
The table below presents the monthly returns of Incoming, 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 | 16.23% | 20.97% | 10.41% | -4.21% | 20.89% | 11.42% | -4.58% | 1.63% | 1.95% | 6.94% | 4.37% | -1.64% | 117.37% |
| 2023 | 19.56% | 6.56% | 14.41% | 0.91% | 21.84% | 9.16% | 6.34% | 3.12% | -9.76% | -2.64% | 12.99% | 4.31% | 122.14% |
| 2022 | -10.65% | -2.02% | 7.38% | -21.86% | -0.27% | -12.50% | 15.31% | -10.40% | -14.28% | 4.26% | 13.13% | -10.03% | -39.76% |
| 2021 | -0.22% | 1.68% | -0.59% | 8.98% | 1.02% | 12.13% | -0.13% | 7.78% | -6.36% | 13.48% | 13.93% | -4.14% | 55.54% |
| 2020 | 3.44% | -1.45% | -3.79% | 14.92% | 7.18% | 7.61% | 11.00% | 14.24% | -3.46% | -4.92% | 7.85% | 2.21% | 66.79% |
| 2019 | 6.37% | 3.03% | 7.99% | 4.98% | -10.26% | 9.73% | 1.32% | -0.87% | 1.22% | 6.47% | 4.21% | 5.16% | 45.13% |
| 2018 | 16.33% | -0.98% | -3.16% | 0.91% | 6.20% | -0.77% | 4.98% | 10.38% | 0.66% | -14.84% | -4.23% | -10.62% | 0.86% |
| 2017 | 3.55% | 0.87% | 3.61% | 0.48% | 11.89% | -1.00% | 6.00% | 2.64% | 1.69% | 10.49% | 0.88% | -0.71% | 47.49% |
| 2016 | -4.99% | -1.37% | 8.09% | -1.03% | 7.83% | 0.35% | 7.19% | 1.62% | 4.33% | -0.83% | 3.86% | 4.79% | 33.06% |
| 2015 | -1.06% | 8.29% | -3.42% | 5.83% | 0.79% | -3.51% | 6.67% | -4.54% | 0.18% | 12.89% | 3.08% | 0.09% | 26.55% |
| 2014 | -4.25% | 4.01% | 0.42% | -1.13% | 2.82% | 1.39% | -1.25% | 4.93% | -0.92% | 2.77% | 5.79% | -3.89% | 10.58% |
Expense Ratio
Incoming 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, Incoming is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.92 | 2.56 | 1.35 | 2.88 | 12.38 |
MSFT Microsoft Corporation | 0.62 | 0.91 | 1.12 | 0.80 | 1.76 |
AAPL Apple Inc | 1.27 | 1.89 | 1.24 | 1.72 | 4.48 |
AMZN Amazon.com, Inc. | 1.59 | 2.21 | 1.28 | 2.29 | 7.41 |
V Visa Inc. | 1.05 | 1.47 | 1.20 | 1.43 | 3.60 |
NVDA NVIDIA Corporation | 2.95 | 3.29 | 1.41 | 5.76 | 17.59 |
KO The Coca-Cola Company | 0.38 | 0.63 | 1.07 | 0.32 | 0.82 |
PFE Pfizer Inc. | -0.15 | -0.06 | 0.99 | -0.06 | -0.41 |
VZ Verizon Communications Inc. | 0.16 | 0.37 | 1.05 | 0.13 | 0.68 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.62 | 3.29 | 1.40 | 4.23 | 14.66 |
Dividends
Dividend yield
Incoming provided a 2.09% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.09% | 2.04% | 2.10% | 1.97% | 1.54% | 1.66% | 1.87% | 2.08% | 1.97% | 2.17% | 2.22% | 2.12% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
MSFT Microsoft Corporation | 0.74% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.42% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.70% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
KO The Coca-Cola Company | 3.18% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
PFE Pfizer Inc. | 6.29% | 6.33% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
VZ Verizon Communications Inc. | 7.10% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.12% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
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 Incoming. 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 Incoming was 48.95%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Incoming drawdown is 7.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.95% | Nov 22, 2021 | 226 | Oct 14, 2022 | 153 | May 25, 2023 | 379 |
| -33.08% | Oct 2, 2018 | 58 | Dec 24, 2018 | 244 | Dec 12, 2019 | 302 |
| -28.2% | Feb 20, 2020 | 18 | Mar 16, 2020 | 43 | May 15, 2020 | 61 |
| -23.57% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
| -15.69% | Mar 26, 2024 | 18 | Apr 19, 2024 | 18 | May 15, 2024 | 36 |
Volatility
Volatility Chart
The current Incoming volatility is 10.64%, 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
| VZ | PFE | KO | TSM | NVDA | AAPL | AMZN | V | MSFT | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.33 | 0.42 | 0.14 | 0.09 | 0.17 | 0.14 | 0.27 | 0.22 | 0.38 |
| PFE | 0.33 | 1.00 | 0.35 | 0.17 | 0.18 | 0.24 | 0.22 | 0.35 | 0.29 | 0.44 |
| KO | 0.42 | 0.35 | 1.00 | 0.18 | 0.14 | 0.25 | 0.22 | 0.39 | 0.32 | 0.47 |
| TSM | 0.14 | 0.17 | 0.18 | 1.00 | 0.56 | 0.45 | 0.41 | 0.40 | 0.46 | 0.57 |
| NVDA | 0.09 | 0.18 | 0.14 | 0.56 | 1.00 | 0.48 | 0.51 | 0.41 | 0.55 | 0.60 |
| AAPL | 0.17 | 0.24 | 0.25 | 0.45 | 0.48 | 1.00 | 0.50 | 0.44 | 0.56 | 0.64 |
| AMZN | 0.14 | 0.22 | 0.22 | 0.41 | 0.51 | 0.50 | 1.00 | 0.48 | 0.60 | 0.64 |
| V | 0.27 | 0.35 | 0.39 | 0.40 | 0.41 | 0.44 | 0.48 | 1.00 | 0.54 | 0.68 |
| MSFT | 0.22 | 0.29 | 0.32 | 0.46 | 0.55 | 0.56 | 0.60 | 0.54 | 1.00 | 0.72 |
| VOO | 0.38 | 0.44 | 0.47 | 0.57 | 0.60 | 0.64 | 0.64 | 0.68 | 0.72 | 1.00 |