Moo
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Moo, 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
The earliest data available for this chart is Dec 1, 2020, corresponding to the inception date of GRAB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Moo | 18.36% | 1.31% | 16.75% | 26.86% | N/A | N/A |
| Portfolio components: | ||||||
DELL Dell Technologies Inc. | 47.39% | -19.11% | 33.28% | 111.11% | 33.64% | N/A |
GS The Goldman Sachs Group, Inc. | 29.14% | 7.86% | 31.87% | 42.86% | 20.21% | 13.01% |
PEG Public Service Enterprise Group Incorporated | 23.54% | 1.55% | 30.99% | 21.60% | 8.23% | 10.90% |
AEP American Electric Power Company, Inc. | 20.53% | 9.96% | 25.76% | 17.33% | 5.18% | 9.64% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.99% |
GRAB Grab Holdings Limited | -1.48% | -5.41% | 4.73% | -8.03% | N/A | N/A |
VZ Verizon Communications Inc. | 11.29% | -1.01% | -2.69% | 27.73% | -1.71% | 2.46% |
JNJ Johnson & Johnson | 3.45% | 8.73% | 1.66% | -5.21% | 7.00% | 7.49% |
XOM Exxon Mobil Corporation | 19.51% | 2.64% | 16.00% | 15.32% | 15.11% | 5.68% |
KO The Coca-Cola Company | 13.89% | 3.15% | 13.05% | 9.20% | 7.35% | 8.38% |
C Citigroup Inc. | 27.43% | 5.09% | 22.13% | 40.29% | 1.47% | 5.22% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.90% |
CRM salesforce.com, inc. | -2.24% | 5.66% | -8.10% | 14.26% | 9.99% | 16.93% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.36% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.86% |
Monthly Returns
The table below presents the monthly returns of Moo, 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 | 1.22% | 4.47% | 4.14% | -0.84% | 4.16% | 3.27% | 18.36% | ||||||
| 2023 | 11.27% | 0.10% | 4.55% | 1.27% | 1.58% | 7.64% | 2.33% | -1.95% | -2.07% | -3.26% | 10.96% | 3.07% | 40.16% |
| 2022 | -1.06% | -3.30% | 1.79% | -8.25% | 1.15% | -6.60% | 10.51% | -6.28% | -9.32% | 7.52% | 5.18% | -7.66% | -17.21% |
| 2021 | 1.69% | 2.36% | 3.24% | 5.55% | -0.03% | 3.30% | 0.00% | 3.93% | -2.07% | 11.50% | -0.75% | -2.09% | 29.16% |
| 2020 | 5.73% | 5.73% |
Expense Ratio
Moo 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
The current risk-adjusted rank of Moo is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 1.87 | 2.91 | 1.40 | 2.89 | 10.17 |
GS The Goldman Sachs Group, Inc. | 2.03 | 2.99 | 1.35 | 1.54 | 7.48 |
PEG Public Service Enterprise Group Incorporated | 1.02 | 1.47 | 1.18 | 0.82 | 3.56 |
AEP American Electric Power Company, Inc. | 0.71 | 1.14 | 1.14 | 0.48 | 1.93 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
GRAB Grab Holdings Limited | -0.23 | -0.12 | 0.99 | -0.08 | -0.54 |
VZ Verizon Communications Inc. | 1.13 | 1.83 | 1.23 | 0.61 | 5.71 |
JNJ Johnson & Johnson | -0.28 | -0.30 | 0.96 | -0.24 | -0.45 |
XOM Exxon Mobil Corporation | 0.74 | 1.20 | 1.14 | 0.80 | 1.61 |
KO The Coca-Cola Company | 0.74 | 1.10 | 1.14 | 0.55 | 1.66 |
C Citigroup Inc. | 1.92 | 2.80 | 1.33 | 0.89 | 5.82 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
CRM salesforce.com, inc. | 0.41 | 0.72 | 1.12 | 0.38 | 1.26 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
Dividends
Dividend yield
Moo granted a 1.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Moo | 1.96% | 2.17% | 2.13% | 1.88% | 2.18% | 1.78% | 2.00% | 1.68% | 1.73% | 1.83% | 1.66% | 1.70% |
| Portfolio components: | ||||||||||||
DELL Dell Technologies Inc. | 1.46% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 2.24% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
PEG Public Service Enterprise Group Incorporated | 3.15% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% | 3.57% | 4.49% |
AEP American Electric Power Company, Inc. | 3.62% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% | 4.17% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GRAB Grab Holdings Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VZ Verizon Communications Inc. | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
JNJ Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
XOM Exxon Mobil Corporation | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
KO The Coca-Cola Company | 2.86% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
C Citigroup Inc. | 3.29% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
TSLA Tesla, 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% |
CRM salesforce.com, inc. | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Moo. 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 Moo was 25.98%, occurring on Oct 12, 2022. Recovery took 167 trading sessions.
The current Moo drawdown is 5.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.98% | Nov 12, 2021 | 230 | Oct 12, 2022 | 167 | Jun 13, 2023 | 397 |
| -9.52% | Sep 15, 2023 | 31 | Oct 27, 2023 | 16 | Nov 20, 2023 | 47 |
| -6.41% | Jul 26, 2023 | 18 | Aug 18, 2023 | 15 | Sep 11, 2023 | 33 |
| -5.04% | Jul 11, 2024 | 10 | Jul 24, 2024 | — | — | — |
| -4.82% | Apr 4, 2024 | 12 | Apr 19, 2024 | 6 | Apr 29, 2024 | 18 |
Volatility
Volatility Chart
The current Moo volatility is 4.47%, 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
| GRAB | XOM | VZ | JNJ | AEP | TSLA | KO | PEG | NVDA | DELL | CRM | C | MSFT | GS | AAPL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GRAB | 1.00 | 0.09 | 0.04 | 0.02 | 0.02 | 0.29 | 0.03 | 0.08 | 0.32 | 0.18 | 0.31 | 0.25 | 0.25 | 0.25 | 0.23 |
| XOM | 0.09 | 1.00 | 0.24 | 0.14 | 0.15 | 0.06 | 0.17 | 0.20 | 0.06 | 0.28 | 0.13 | 0.45 | 0.04 | 0.40 | 0.12 |
| VZ | 0.04 | 0.24 | 1.00 | 0.37 | 0.41 | 0.02 | 0.39 | 0.39 | -0.01 | 0.16 | 0.09 | 0.30 | 0.08 | 0.25 | 0.11 |
| JNJ | 0.02 | 0.14 | 0.37 | 1.00 | 0.45 | 0.03 | 0.48 | 0.38 | 0.00 | 0.08 | 0.11 | 0.19 | 0.19 | 0.23 | 0.20 |
| AEP | 0.02 | 0.15 | 0.41 | 0.45 | 1.00 | 0.07 | 0.52 | 0.71 | 0.01 | 0.08 | 0.12 | 0.19 | 0.18 | 0.20 | 0.21 |
| TSLA | 0.29 | 0.06 | 0.02 | 0.03 | 0.07 | 1.00 | 0.11 | 0.10 | 0.48 | 0.30 | 0.43 | 0.29 | 0.43 | 0.29 | 0.51 |
| KO | 0.03 | 0.17 | 0.39 | 0.48 | 0.52 | 0.11 | 1.00 | 0.51 | 0.08 | 0.20 | 0.21 | 0.26 | 0.29 | 0.26 | 0.29 |
| PEG | 0.08 | 0.20 | 0.39 | 0.38 | 0.71 | 0.10 | 0.51 | 1.00 | 0.06 | 0.20 | 0.13 | 0.31 | 0.20 | 0.30 | 0.23 |
| NVDA | 0.32 | 0.06 | -0.01 | 0.00 | 0.01 | 0.48 | 0.08 | 0.06 | 1.00 | 0.46 | 0.56 | 0.32 | 0.65 | 0.36 | 0.56 |
| DELL | 0.18 | 0.28 | 0.16 | 0.08 | 0.08 | 0.30 | 0.20 | 0.20 | 0.46 | 1.00 | 0.37 | 0.40 | 0.43 | 0.40 | 0.40 |
| CRM | 0.31 | 0.13 | 0.09 | 0.11 | 0.12 | 0.43 | 0.21 | 0.13 | 0.56 | 0.37 | 1.00 | 0.29 | 0.62 | 0.31 | 0.52 |
| C | 0.25 | 0.45 | 0.30 | 0.19 | 0.19 | 0.29 | 0.26 | 0.31 | 0.32 | 0.40 | 0.29 | 1.00 | 0.26 | 0.76 | 0.29 |
| MSFT | 0.25 | 0.04 | 0.08 | 0.19 | 0.18 | 0.43 | 0.29 | 0.20 | 0.65 | 0.43 | 0.62 | 0.26 | 1.00 | 0.31 | 0.69 |
| GS | 0.25 | 0.40 | 0.25 | 0.23 | 0.20 | 0.29 | 0.26 | 0.30 | 0.36 | 0.40 | 0.31 | 0.76 | 0.31 | 1.00 | 0.34 |
| AAPL | 0.23 | 0.12 | 0.11 | 0.20 | 0.21 | 0.51 | 0.29 | 0.23 | 0.56 | 0.40 | 0.52 | 0.29 | 0.69 | 0.34 | 1.00 |