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My Trends Portfolio

Last updated Feb 21, 2024

Asset Allocation


AAPL 13.64%IJH 12.42%MSFT 11.76%VTI 10.62%VFIAX 9.91%NVDA 8.9%AMZN 8.24%VGT 7.33%TSLA 7.26%VNQ 9.92%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

13.64%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

12.42%

MSFT
Microsoft Corporation
Technology

11.76%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

10.62%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

9.91%

NVDA
NVIDIA Corporation
Technology

8.90%

AMZN
Amazon.com, Inc.
Consumer Cyclical

8.24%

VGT
Vanguard Information Technology ETF
Technology Equities

7.33%

TSLA
Tesla, Inc.
Consumer Cyclical

7.26%

VNQ
Vanguard Real Estate ETF
REIT

9.92%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
14.87%
13.40%
My Trends Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Feb 21, 2024, the My Trends Portfolio returned 3.56% Year-To-Date and 25.13% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
My Trends Portfolio3.56%1.96%14.87%37.57%29.31%25.13%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
IJH
iShares Core S&P Mid-Cap ETF
1.15%2.62%10.20%7.10%9.62%9.21%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
VTI
Vanguard Total Stock Market ETF
4.08%3.07%14.33%22.30%13.44%11.88%
VNQ
Vanguard Real Estate ETF
-4.69%-1.38%7.70%-1.39%3.68%6.06%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%
TSLA
Tesla, Inc.
-22.02%-8.69%-16.91%-6.98%58.60%30.14%
VFIAX
Vanguard 500 Index Fund Admiral Shares
4.51%2.94%14.27%23.90%14.28%12.55%
VGT
Vanguard Information Technology ETF
3.92%0.66%18.75%40.56%22.66%19.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.42%
20232.96%-1.48%-6.50%-2.45%11.57%4.48%

Sharpe Ratio

The current My Trends Portfolio Sharpe ratio is 2.14. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.14

The Sharpe ratio of My Trends Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
2.14
1.75
My Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Trends Portfolio granted a 1.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Trends Portfolio1.08%1.07%1.24%0.85%1.12%1.30%1.68%1.44%1.76%1.74%1.65%1.80%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
IJH
iShares Core S&P Mid-Cap ETF
1.44%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VNQ
Vanguard Real Estate ETF
4.15%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.38%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Expense Ratio

The My Trends Portfolio has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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
AAPL
Apple Inc.
0.97
IJH
iShares Core S&P Mid-Cap ETF
0.40
MSFT
Microsoft Corporation
2.40
VTI
Vanguard Total Stock Market ETF
1.71
VNQ
Vanguard Real Estate ETF
-0.09
NVDA
NVIDIA Corporation
4.70
AMZN
Amazon.com, Inc.
2.30
TSLA
Tesla, Inc.
-0.08
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.90
VGT
Vanguard Information Technology ETF
2.15

Asset Correlations Table

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

TSLAVNQNVDAAMZNAAPLMSFTIJHVFIAXVTIVGT
TSLA1.000.290.390.390.360.350.420.440.460.48
VNQ0.291.000.320.360.350.430.680.650.660.52
NVDA0.390.321.000.500.490.550.530.600.600.71
AMZN0.390.360.501.000.500.570.500.620.620.67
AAPL0.360.350.490.501.000.550.500.630.620.76
MSFT0.350.430.550.570.551.000.550.720.700.79
IJH0.420.680.530.500.500.551.000.890.920.77
VFIAX0.440.650.600.620.630.720.891.000.990.89
VTI0.460.660.600.620.620.700.920.991.000.89
VGT0.480.520.710.670.760.790.770.890.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.17%
-1.08%
My Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Trends 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 Trends Portfolio was 34.83%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current My Trends Portfolio drawdown is 2.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.83%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-33.02%Jan 4, 2022253Jan 5, 2023121Jun 30, 2023374
-24.5%Oct 2, 201858Dec 24, 2018138Jul 15, 2019196
-17.25%Dec 2, 201549Feb 11, 201637Apr 6, 201686
-16.51%Jul 25, 201120Aug 19, 2011107Jan 24, 2012127

Volatility Chart

The current My Trends Portfolio volatility is 4.51%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.51%
3.37%
My Trends Portfolio
Benchmark (^GSPC)
Portfolio components
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