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Core Portfolio

Last updated Sep 21, 2023

The core stocks and ETFs of my portfolio. These are long-term plays.

Asset Allocation


UNH 16.73%PGR 14.81%MSFT 12.64%SCHD 12%LMT 11.05%AVGO 10.7%EQIX 8.81%TSM 5.44%MRK 5.39%RTX 2.43%EquityEquity
PositionCategory/SectorWeight
UNH
UnitedHealth Group Incorporated
Healthcare16.73%
PGR
The Progressive Corporation
Financial Services14.81%
MSFT
Microsoft Corporation
Technology12.64%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend12%
LMT
Lockheed Martin Corporation
Industrials11.05%
AVGO
Broadcom Inc.
Technology10.7%
EQIX
Equinix, Inc.
Real Estate8.81%
TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology5.44%
MRK
Merck & Co., Inc.
Healthcare5.39%
RTX
Raytheon Technologies Corporation
Industrials2.43%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.54%
10.86%
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Core Portfolio returned 10.64% Year-To-Date and 21.47% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.64%
Core Portfolio0.08%7.51%10.64%20.92%18.20%21.47%
MRK
Merck & Co., Inc.
0.76%4.35%-1.29%30.42%13.05%11.94%
SCHD
Schwab US Dividend Equity ETF
0.24%5.02%-1.48%8.21%9.83%11.58%
EQIX
Equinix, Inc.
0.64%14.77%17.32%24.51%13.44%16.94%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.35%29.29%
UNH
UnitedHealth Group Incorporated
0.35%5.56%-6.10%-2.49%14.78%20.34%
AVGO
Broadcom Inc.
-2.42%31.34%51.23%76.85%31.90%28.53%
TSM
Taiwan Semiconductor Manufacturing Company Limited
-4.98%-7.04%18.53%14.97%16.98%20.31%
RTX
Raytheon Technologies Corporation
-12.77%-21.45%-24.87%-9.55%-1.23%3.46%
PGR
The Progressive Corporation
9.32%3.68%10.25%17.93%18.60%25.02%
LMT
Lockheed Martin Corporation
-5.11%-7.52%-10.50%4.27%7.67%13.52%
PFE
Pfizer Inc.
-8.74%-14.48%-32.32%-20.37%-0.62%4.61%
BA
The Boeing Company
-12.04%2.26%6.24%41.23%-10.92%6.11%
AMD
Advanced Micro Devices, Inc.
-5.04%0.06%54.92%34.72%26.56%57.09%
KHC
The Kraft Heinz Company
3.39%-7.03%-13.64%3.14%-5.52%-4.96%
DUK
Duke Energy Corporation
5.34%5.31%-5.43%-5.64%7.76%7.67%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

DUKAMDEQIXKHCMRKTSMPFEBALMTPGRUNHAVGORTXMSFTSCHD
DUK1.000.030.360.370.290.060.290.130.280.320.260.110.260.170.37
AMD0.031.000.290.140.140.510.190.280.150.170.230.510.260.500.39
EQIX0.360.291.000.280.270.280.270.180.210.280.300.320.230.430.36
KHC0.370.140.281.000.320.190.300.220.280.300.300.260.320.270.50
MRK0.290.140.270.321.000.150.560.210.310.380.410.210.310.300.45
TSM0.060.510.280.190.151.000.180.360.200.220.260.600.320.520.51
PFE0.290.190.270.300.560.181.000.220.310.330.400.250.310.320.49
BA0.130.280.180.220.210.360.221.000.410.300.280.370.580.340.56
LMT0.280.150.210.280.310.200.310.411.000.410.320.230.570.280.50
PGR0.320.170.280.300.380.220.330.300.411.000.360.270.420.330.52
UNH0.260.230.300.300.410.260.400.280.320.361.000.290.360.380.49
AVGO0.110.510.320.260.210.600.250.370.230.270.291.000.370.570.56
RTX0.260.260.230.320.310.320.310.580.570.420.360.371.000.370.67
MSFT0.170.500.430.270.300.520.320.340.280.330.380.570.371.000.57
SCHD0.370.390.360.500.450.510.490.560.500.520.490.560.670.571.00

Sharpe Ratio

The current Core Portfolio Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.16

The Sharpe ratio of Core 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 Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.16
0.74
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Core Portfolio granted a 1.83% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Core Portfolio1.83%1.86%2.61%2.34%2.68%2.66%2.22%2.67%3.11%3.43%2.46%4.11%
MRK
Merck & Co., Inc.
2.72%2.58%3.59%3.31%2.80%3.01%4.00%3.86%4.34%4.08%4.67%5.78%
SCHD
Schwab US Dividend Equity ETF
3.61%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
EQIX
Equinix, Inc.
1.76%1.92%1.40%1.56%1.80%2.81%1.96%2.22%6.77%4.12%0.00%0.00%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
UNH
UnitedHealth Group Incorporated
1.43%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.63%1.95%1.27%1.29%2.93%3.09%2.63%3.04%3.04%2.19%2.87%2.96%
RTX
Raytheon Technologies Corporation
3.06%2.18%2.43%2.82%2.16%2.99%2.45%2.81%3.22%2.54%2.43%3.19%
PGR
The Progressive Corporation
0.28%0.31%6.27%2.88%4.31%2.16%1.43%3.02%2.68%7.06%1.42%9.16%
LMT
Lockheed Martin Corporation
2.81%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
PFE
Pfizer Inc.
4.85%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%
BA
The Boeing Company
0.00%0.00%0.00%0.96%2.54%2.18%2.02%3.02%2.81%2.57%1.66%2.79%
AMD
Advanced Micro Devices, 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%
KHC
The Kraft Heinz Company
4.70%4.06%4.83%5.18%5.90%7.26%4.11%3.61%3.23%0.00%0.00%0.00%
DUK
Duke Energy Corporation
4.28%3.99%3.99%4.65%4.78%5.12%5.28%5.74%6.28%5.44%6.75%7.48%

Expense Ratio

The Core Portfolio has an expense ratio of 0.01% 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%

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
MRK
Merck & Co., Inc.
1.35
SCHD
Schwab US Dividend Equity ETF
0.36
EQIX
Equinix, Inc.
0.83
MSFT
Microsoft Corporation
1.05
UNH
UnitedHealth Group Incorporated
-0.20
AVGO
Broadcom Inc.
2.14
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.37
RTX
Raytheon Technologies Corporation
-0.43
PGR
The Progressive Corporation
0.41
LMT
Lockheed Martin Corporation
0.25
PFE
Pfizer Inc.
-1.07
BA
The Boeing Company
1.20
AMD
Advanced Micro Devices, Inc.
0.60
KHC
The Kraft Heinz Company
0.13
DUK
Duke Energy Corporation
-0.38

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.14%
-8.22%
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Core Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Core Portfolio is 29.69%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.69%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-16.7%Oct 3, 201857Dec 24, 201837Feb 19, 201994
-15.45%Apr 8, 2022131Oct 14, 202232Nov 30, 2022163
-10.86%Jul 21, 201526Aug 25, 201539Oct 20, 201565
-9.16%Dec 30, 201530Feb 11, 201615Mar 4, 201645

Volatility Chart

The current Core Portfolio volatility is 2.58%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.58%
3.47%
Core Portfolio
Benchmark (^GSPC)
Portfolio components