MS 2star Wide Exemp
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
ACN Accenture plc | Technology | 10% |
ANET Arista Networks, Inc. | Technology | 10% |
AVGO Broadcom Inc. | Technology | 10% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 10% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
INTU Intuit Inc. | Technology | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
PG The Procter & Gamble Company | Consumer Defensive | 10% |
SHW The Sherwin-Williams Company | Basic Materials | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MS 2star Wide Exemp, 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 Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
As of Dec 22, 2024, the MS 2star Wide Exemp returned 34.86% Year-To-Date and 25.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| MS 2star Wide Exemp | 34.86% | 3.73% | 13.83% | 34.66% | 30.19% | 25.56% |
| Portfolio components: | ||||||
ACN Accenture plc | 6.08% | 2.15% | 20.27% | 5.02% | 13.30% | 16.88% |
AAPL Apple Inc | 32.83% | 10.71% | 22.54% | 32.10% | 29.97% | 26.01% |
ANET Arista Networks, Inc. | 91.60% | 11.01% | 37.07% | 89.39% | 54.77% | 39.51% |
AVGO Broadcom Inc. | 99.92% | 34.44% | 39.13% | 98.90% | 51.44% | 39.83% |
CMG Chipotle Mexican Grill, Inc. | 35.27% | -0.23% | -3.14% | 34.25% | 30.24% | 16.44% |
LLY Eli Lilly and Company | 32.57% | 2.64% | -13.48% | 35.48% | 44.42% | 29.52% |
INTU Intuit Inc. | 3.55% | 0.51% | 3.44% | 3.71% | 20.28% | 22.24% |
PG The Procter & Gamble Company | 17.54% | -4.66% | 0.96% | 18.56% | 8.74% | 9.09% |
SHW The Sherwin-Williams Company | 11.69% | -11.03% | 15.39% | 11.92% | 13.31% | 15.75% |
HD The Home Depot, Inc. | 16.06% | -6.03% | 13.16% | 15.38% | 15.00% | 16.98% |
Monthly Returns
The table below presents the monthly returns of MS 2star Wide Exemp, 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 | 4.01% | 7.17% | 1.40% | -4.71% | 2.45% | 8.34% | 1.06% | 4.12% | 2.83% | -3.00% | 5.12% | 34.86% | |
| 2023 | 4.29% | -3.09% | 9.71% | 4.37% | 3.05% | 6.97% | 1.91% | 4.78% | -6.24% | 0.43% | 10.85% | 6.52% | 51.48% |
| 2022 | -11.29% | -5.11% | 4.40% | -5.25% | -1.86% | -7.72% | 11.87% | -3.14% | -7.34% | 8.17% | 7.29% | -5.90% | -17.31% |
| 2021 | 1.50% | -1.50% | 3.84% | 4.27% | 1.45% | 5.92% | 7.18% | 2.94% | -4.93% | 10.09% | 4.60% | 10.07% | 54.66% |
| 2020 | 2.68% | -9.35% | -6.93% | 15.87% | 7.70% | 3.82% | 7.90% | 6.48% | -2.83% | -3.78% | 11.44% | 6.02% | 42.45% |
| 2019 | 7.77% | 8.68% | 7.69% | 1.35% | -8.36% | 7.75% | 5.42% | 0.67% | 0.89% | 1.37% | 0.77% | 3.89% | 43.42% |
| 2018 | 3.52% | -2.49% | -1.77% | 3.10% | 4.26% | 2.21% | 2.15% | 7.52% | 0.31% | -5.83% | 2.79% | -6.11% | 9.07% |
| 2017 | 5.27% | 7.54% | 2.15% | 3.32% | 3.34% | -1.85% | -0.17% | 3.19% | 1.69% | 2.87% | 6.13% | 0.17% | 38.85% |
| 2016 | -5.24% | 1.49% | 5.14% | -2.42% | 4.06% | -1.86% | 4.58% | 1.25% | 1.94% | -4.80% | 2.90% | 1.98% | 8.68% |
| 2015 | 0.48% | 7.14% | -0.08% | -2.90% | 6.25% | -0.05% | 3.51% | -6.76% | -2.04% | 5.26% | 2.57% | -1.17% | 11.89% |
| 2014 | 2.09% | 1.56% | 9.16% | 1.83% | 1.47% | 4.71% | 0.59% | 23.16% |
Expense Ratio
MS 2star Wide Exemp 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 80, MS 2star Wide Exemp is among the top 20% 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 | |
|---|---|---|---|---|---|
ACN Accenture plc | 0.39 | 0.71 | 1.10 | 0.33 | 0.72 |
AAPL Apple Inc | 1.38 | 2.04 | 1.26 | 1.88 | 4.89 |
ANET Arista Networks, Inc. | 2.30 | 2.81 | 1.38 | 4.70 | 13.69 |
AVGO Broadcom Inc. | 1.89 | 2.76 | 1.35 | 4.00 | 11.61 |
CMG Chipotle Mexican Grill, Inc. | 1.14 | 1.61 | 1.23 | 1.23 | 2.85 |
LLY Eli Lilly and Company | 1.18 | 1.78 | 1.23 | 1.47 | 4.28 |
INTU Intuit Inc. | 0.18 | 0.42 | 1.06 | 0.29 | 0.80 |
PG The Procter & Gamble Company | 1.32 | 1.88 | 1.26 | 2.22 | 7.48 |
SHW The Sherwin-Williams Company | 0.68 | 1.08 | 1.14 | 0.92 | 2.11 |
HD The Home Depot, Inc. | 0.75 | 1.15 | 1.14 | 0.87 | 1.86 |
Dividends
Dividend yield
MS 2star Wide Exemp provided a 0.93% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.93% | 1.06% | 1.28% | 0.95% | 1.23% | 1.40% | 1.60% | 1.40% | 1.57% | 1.47% | 1.42% | 1.65% |
| Portfolio components: | ||||||||||||
ACN Accenture plc | 1.46% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
AAPL Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ANET Arista Networks, 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% |
AVGO Broadcom Inc. | 0.72% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
CMG Chipotle Mexican Grill, 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% |
LLY Eli Lilly and Company | 0.68% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
INTU Intuit Inc. | 0.58% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
PG The Procter & Gamble Company | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
SHW The Sherwin-Williams Company | 0.83% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
HD The Home Depot, Inc. | 2.29% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 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 MS 2star Wide Exemp. 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 MS 2star Wide Exemp was 30.68%, occurring on Mar 23, 2020. Recovery took 47 trading sessions.
The current MS 2star Wide Exemp drawdown is 3.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.68% | Feb 14, 2020 | 26 | Mar 23, 2020 | 47 | May 29, 2020 | 73 |
| -28.42% | Dec 30, 2021 | 117 | Jun 16, 2022 | 241 | Jun 2, 2023 | 358 |
| -17.03% | Sep 21, 2018 | 65 | Dec 24, 2018 | 32 | Feb 11, 2019 | 97 |
| -14.18% | Jul 23, 2015 | 141 | Feb 11, 2016 | 79 | Jun 6, 2016 | 220 |
| -11.32% | Jan 22, 2018 | 14 | Feb 8, 2018 | 76 | May 30, 2018 | 90 |
Volatility
Volatility Chart
The current MS 2star Wide Exemp volatility is 6.10%, 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
| LLY | PG | CMG | ANET | SHW | HD | AVGO | AAPL | INTU | ACN | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.31 | 0.18 | 0.23 | 0.29 | 0.26 | 0.26 | 0.26 | 0.31 | 0.31 |
| PG | 0.31 | 1.00 | 0.16 | 0.15 | 0.37 | 0.36 | 0.20 | 0.27 | 0.28 | 0.37 |
| CMG | 0.18 | 0.16 | 1.00 | 0.31 | 0.29 | 0.32 | 0.30 | 0.32 | 0.39 | 0.36 |
| ANET | 0.23 | 0.15 | 0.31 | 1.00 | 0.33 | 0.34 | 0.50 | 0.44 | 0.50 | 0.43 |
| SHW | 0.29 | 0.37 | 0.29 | 0.33 | 1.00 | 0.55 | 0.39 | 0.38 | 0.45 | 0.50 |
| HD | 0.26 | 0.36 | 0.32 | 0.34 | 0.55 | 1.00 | 0.38 | 0.39 | 0.47 | 0.51 |
| AVGO | 0.26 | 0.20 | 0.30 | 0.50 | 0.39 | 0.38 | 1.00 | 0.55 | 0.51 | 0.49 |
| AAPL | 0.26 | 0.27 | 0.32 | 0.44 | 0.38 | 0.39 | 0.55 | 1.00 | 0.52 | 0.48 |
| INTU | 0.31 | 0.28 | 0.39 | 0.50 | 0.45 | 0.47 | 0.51 | 0.52 | 1.00 | 0.62 |
| ACN | 0.31 | 0.37 | 0.36 | 0.43 | 0.50 | 0.51 | 0.49 | 0.48 | 0.62 | 1.00 |