März 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
CAT Caterpillar Inc. | Industrials | 10% |
CL Colgate-Palmolive Company | Consumer Defensive | 10% |
IBM International Business Machines Corporation | Technology | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
MCD McDonald's Corporation | Consumer Cyclical | 10% |
MMM 3M Company | Industrials | 10% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
PG The Procter & Gamble Company | Consumer Defensive | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in März 2024, 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 12, 1980, corresponding to the inception date of AAPL
Returns By Period
As of Oct 17, 2024, the März 2024 returned 25.60% Year-To-Date and 12.97% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| März 2024 | 25.60% | 2.60% | 22.02% | 39.49% | 15.20% | 12.96% |
| Portfolio components: | ||||||
KO The Coca-Cola Company | 22.48% | -1.71% | 21.55% | 34.60% | 8.53% | 8.41% |
IBM International Business Machines Corporation | 46.88% | 9.13% | 31.18% | 73.57% | 18.28% | 8.33% |
PEP PepsiCo, Inc. | 5.13% | -1.35% | 2.86% | 11.03% | 8.13% | 9.58% |
JNJ Johnson & Johnson | 7.27% | -1.67% | 14.49% | 10.97% | 8.13% | 8.12% |
PG The Procter & Gamble Company | 19.86% | -1.99% | 10.25% | 17.81% | 10.58% | 10.54% |
MMM 3M Company | 53.53% | 2.08% | 50.89% | 92.85% | 4.20% | 5.21% |
MCD McDonald's Corporation | 7.45% | 6.53% | 16.91% | 25.19% | 11.05% | 16.06% |
CL Colgate-Palmolive Company | 29.10% | -3.22% | 17.98% | 41.76% | 10.90% | 7.03% |
AAPL Apple Inc | 20.84% | 6.91% | 39.11% | 32.49% | 32.42% | 26.54% |
CAT Caterpillar Inc. | 34.78% | 11.29% | 10.82% | 54.53% | 27.44% | 18.52% |
Monthly Returns
The table below presents the monthly returns of März 2024, 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 | 1.10% | 1.74% | 3.15% | -1.94% | 1.96% | 1.73% | 6.83% | 5.58% | 2.44% | 25.60% | |||
| 2023 | -1.67% | -2.29% | 3.65% | 2.85% | -4.48% | 6.54% | 3.54% | -1.65% | -5.74% | -1.48% | 7.16% | 3.61% | 9.46% |
| 2022 | -1.40% | -5.06% | 3.88% | 0.11% | -0.07% | -3.97% | 4.13% | -4.12% | -8.20% | 13.00% | 4.53% | -2.25% | -1.15% |
| 2021 | -3.97% | -0.06% | 7.65% | 2.61% | 2.02% | -0.72% | 2.30% | 0.22% | -4.63% | 2.64% | -1.07% | 10.09% | 17.37% |
| 2020 | 2.01% | -8.21% | -8.39% | 9.70% | 1.93% | 1.40% | 5.58% | 7.24% | -1.28% | -2.38% | 7.64% | 3.68% | 18.43% |
| 2019 | 5.69% | 2.47% | 3.59% | 2.41% | -6.19% | 7.02% | 1.81% | -0.55% | 2.41% | 0.17% | 1.89% | 3.39% | 26.23% |
| 2018 | 1.18% | -5.44% | -1.59% | -3.89% | 0.78% | 0.60% | 5.14% | 1.86% | 2.34% | -4.79% | 5.15% | -7.50% | -6.88% |
| 2017 | 1.45% | 6.31% | 0.71% | 1.25% | 4.05% | -0.15% | 0.86% | 2.06% | -0.38% | 4.28% | 3.10% | 1.63% | 28.00% |
| 2016 | -1.23% | 0.93% | 8.07% | -1.43% | 0.28% | 2.69% | 3.11% | -0.25% | 1.57% | -2.54% | 0.24% | 2.27% | 14.13% |
| 2015 | -2.91% | 5.31% | -2.70% | 0.40% | 0.67% | -2.33% | 0.71% | -5.57% | -0.65% | 7.71% | -0.04% | -0.92% | -1.02% |
| 2014 | -4.99% | 3.27% | 3.16% | 4.36% | 0.71% | 1.37% | -2.61% | 4.48% | -0.46% | 1.51% | 3.96% | -3.17% | 11.60% |
| 2013 | 4.67% | 1.67% | 2.79% | 0.95% | -0.41% | -1.75% | 4.51% | -2.54% | 0.73% | 4.72% | 2.96% | 1.07% | 20.82% |
Expense Ratio
März 2024 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 März 2024 is 93, placing it in the top 7% 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 | |
|---|---|---|---|---|---|
KO The Coca-Cola Company | 2.97 | 4.30 | 1.54 | 2.47 | 21.85 |
IBM International Business Machines Corporation | 3.48 | 4.55 | 1.68 | 4.42 | 11.23 |
PEP PepsiCo, Inc. | 0.74 | 1.17 | 1.14 | 0.67 | 2.68 |
JNJ Johnson & Johnson | 0.50 | 0.82 | 1.10 | 0.41 | 1.48 |
PG The Procter & Gamble Company | 1.38 | 1.94 | 1.26 | 2.48 | 9.13 |
MMM 3M Company | 2.68 | 4.28 | 1.63 | 1.52 | 15.48 |
MCD McDonald's Corporation | 1.68 | 2.38 | 1.31 | 1.64 | 3.73 |
CL Colgate-Palmolive Company | 3.00 | 4.09 | 1.54 | 3.68 | 17.85 |
AAPL Apple Inc | 1.34 | 2.01 | 1.25 | 1.83 | 4.32 |
CAT Caterpillar Inc. | 1.79 | 2.32 | 1.32 | 2.25 | 6.24 |
Dividends
Dividend yield
März 2024 granted a 2.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| März 2024 | 2.25% | 2.78% | 2.70% | 2.45% | 2.63% | 2.71% | 3.02% | 2.48% | 2.85% | 2.98% | 2.58% | 2.42% |
| Portfolio components: | ||||||||||||
KO The Coca-Cola Company | 2.71% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
IBM International Business Machines Corporation | 2.85% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
PEP PepsiCo, Inc. | 3.00% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
JNJ Johnson & Johnson | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PG The Procter & Gamble Company | 2.26% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
MMM 3M Company | 2.87% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
MCD McDonald's Corporation | 2.13% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
CL Colgate-Palmolive Company | 1.94% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
CAT Caterpillar Inc. | 1.35% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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 März 2024. 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 März 2024 was 37.71%, occurring on Mar 9, 2009. Recovery took 159 trading sessions.
The current März 2024 drawdown is 0.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.71% | Dec 11, 2007 | 312 | Mar 9, 2009 | 159 | Oct 22, 2009 | 471 |
| -33.46% | Aug 24, 1987 | 40 | Oct 19, 1987 | 399 | May 17, 1989 | 439 |
| -30.1% | Feb 13, 2020 | 27 | Mar 23, 2020 | 97 | Aug 10, 2020 | 124 |
| -23.94% | Dec 6, 1999 | 69 | Mar 14, 2000 | 415 | Nov 7, 2001 | 484 |
| -23.93% | Mar 20, 2002 | 86 | Jul 22, 2002 | 293 | Sep 18, 2003 | 379 |
Volatility
Volatility Chart
The current März 2024 volatility is 2.27%, 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
| AAPL | CAT | MCD | IBM | JNJ | CL | PEP | MMM | PG | KO | |
|---|---|---|---|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.29 | 0.24 | 0.37 | 0.21 | 0.19 | 0.20 | 0.28 | 0.21 | 0.22 |
| CAT | 0.29 | 1.00 | 0.30 | 0.38 | 0.27 | 0.26 | 0.25 | 0.46 | 0.26 | 0.28 |
| MCD | 0.24 | 0.30 | 1.00 | 0.30 | 0.33 | 0.33 | 0.35 | 0.34 | 0.37 | 0.38 |
| IBM | 0.37 | 0.38 | 0.30 | 1.00 | 0.33 | 0.29 | 0.29 | 0.41 | 0.30 | 0.31 |
| JNJ | 0.21 | 0.27 | 0.33 | 0.33 | 1.00 | 0.38 | 0.40 | 0.38 | 0.44 | 0.42 |
| CL | 0.19 | 0.26 | 0.33 | 0.29 | 0.38 | 1.00 | 0.42 | 0.35 | 0.54 | 0.44 |
| PEP | 0.20 | 0.25 | 0.35 | 0.29 | 0.40 | 0.42 | 1.00 | 0.34 | 0.45 | 0.54 |
| MMM | 0.28 | 0.46 | 0.34 | 0.41 | 0.38 | 0.35 | 0.34 | 1.00 | 0.39 | 0.38 |
| PG | 0.21 | 0.26 | 0.37 | 0.30 | 0.44 | 0.54 | 0.45 | 0.39 | 1.00 | 0.49 |
| KO | 0.22 | 0.28 | 0.38 | 0.31 | 0.42 | 0.44 | 0.54 | 0.38 | 0.49 | 1.00 |