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Incoming
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 13.84%AMZN 13.07%VOO 11.53%KO 11.53%VZ 11.53%AAPL 7.74%V 7.69%NVDA 7.69%PFE 7.69%TSM 7.69%EquityEquity
PositionCategory/SectorTarget 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.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%AugustSeptemberOctoberNovemberDecember2025
3,910.56%
315.00%
Incoming
Benchmark (^GSPC)
Portfolio components

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.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
Incoming0.84%0.16%4.99%105.15%49.39%39.76%
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%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202416.23%20.97%10.41%-4.21%20.89%11.42%-4.58%1.63%1.95%6.94%4.37%-1.64%117.37%
202319.56%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%
20203.44%-1.45%-3.79%14.92%7.18%7.61%11.00%14.24%-3.46%-4.92%7.85%2.21%66.79%
20196.37%3.03%7.99%4.98%-10.26%9.73%1.32%-0.87%1.22%6.47%4.21%5.16%45.13%
201816.33%-0.98%-3.16%0.91%6.20%-0.77%4.98%10.38%0.66%-14.84%-4.23%-10.62%0.86%
20173.55%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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


The Risk-Adjusted Performance Rank of Incoming is 8888
Overall Rank
The Sharpe Ratio Rank of Incoming is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of Incoming is 8888
Sortino Ratio Rank
The Omega Ratio Rank of Incoming is 8585
Omega Ratio Rank
The Calmar Ratio Rank of Incoming is 9191
Calmar Ratio Rank
The Martin Ratio Rank of Incoming is 8888
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Incoming, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.002.641.77
The chart of Sortino ratio for Incoming, currently valued at 3.14, compared to the broader market-2.000.002.004.003.142.37
The chart of Omega ratio for Incoming, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.391.32
The chart of Calmar ratio for Incoming, currently valued at 4.67, compared to the broader market0.002.004.006.008.0010.004.672.65
The chart of Martin ratio for Incoming, currently valued at 15.05, compared to the broader market0.0010.0020.0030.0040.0015.0511.13
Incoming
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.922.561.352.8812.38
MSFT
Microsoft Corporation
0.620.911.120.801.76
AAPL
Apple Inc
1.271.891.241.724.48
AMZN
Amazon.com, Inc.
1.592.211.282.297.41
V
Visa Inc.
1.051.471.201.433.60
NVDA
NVIDIA Corporation
2.953.291.415.7617.59
KO
The Coca-Cola Company
0.380.631.070.320.82
PFE
Pfizer Inc.
-0.15-0.060.99-0.06-0.41
VZ
Verizon Communications Inc.
0.160.371.050.130.68
TSM
Taiwan Semiconductor Manufacturing Company Limited
2.623.291.404.2314.66

The current Incoming Sharpe ratio is 2.64. 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 1.22 to 1.93, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Incoming 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 Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.64
1.77
Incoming
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Incoming provided a 2.09% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.09%2.04%2.10%1.97%1.54%1.66%1.87%2.08%1.97%2.17%2.22%2.12%
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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.74%
-4.32%
Incoming
Benchmark (^GSPC)
Portfolio components

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, 2021226Oct 14, 2022153May 25, 2023379
-33.08%Oct 2, 201858Dec 24, 2018244Dec 12, 2019302
-28.2%Feb 20, 202018Mar 16, 202043May 15, 202061
-23.57%Jul 11, 202420Aug 7, 202447Oct 14, 202467
-15.69%Mar 26, 202418Apr 19, 202418May 15, 202436

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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.64%
4.66%
Incoming
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.

VZPFEKOTSMNVDAAAPLAMZNVMSFTVOO
VZ1.000.330.420.140.090.170.140.270.220.38
PFE0.331.000.350.170.180.240.220.350.290.44
KO0.420.351.000.180.140.250.220.390.320.47
TSM0.140.170.181.000.560.450.410.400.460.57
NVDA0.090.180.140.561.000.480.510.410.550.60
AAPL0.170.240.250.450.481.000.500.440.560.64
AMZN0.140.220.220.410.510.501.000.480.600.64
V0.270.350.390.400.410.440.481.000.540.68
MSFT0.220.290.320.460.550.560.600.541.000.72
VOO0.380.440.470.570.600.640.640.680.721.00
The correlation results are calculated based on daily price changes starting from Aug 14, 2012
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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