Invest
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 45% |
GOOG Alphabet Inc. | Communication Services | 45% |
MSFT Microsoft Corporation | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invest , 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Aug 27, 2024, the Invest returned 19.04% Year-To-Date and 24.16% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Invest | 19.04% | 1.64% | 21.05% | 28.86% | 29.86% | 24.16% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
Monthly Returns
The table below presents the monthly returns of Invest , 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 | -1.04% | -1.00% | 2.00% | 2.63% | 8.95% | 7.54% | -0.71% | 19.04% | |||||
2023 | 10.96% | -3.23% | 13.66% | 3.79% | 9.12% | 3.47% | 4.93% | -0.57% | -5.96% | -1.62% | 9.54% | 2.75% | 55.35% |
2022 | -4.25% | -3.13% | 4.50% | -13.32% | -3.09% | -6.10% | 12.43% | -4.87% | -11.87% | 4.17% | 2.47% | -11.72% | -32.09% |
2021 | 2.35% | 1.67% | 1.30% | 11.53% | -2.25% | 6.93% | 7.00% | 5.94% | -7.51% | 9.47% | 2.76% | 4.31% | 51.17% |
2020 | 6.49% | -8.58% | -9.35% | 15.55% | 6.77% | 7.27% | 9.69% | 15.66% | -9.92% | 1.50% | 8.76% | 4.96% | 54.67% |
2019 | 6.26% | 2.91% | 7.06% | 4.20% | -9.32% | 5.81% | 9.28% | -1.68% | 4.52% | 6.86% | 5.78% | 6.17% | 57.76% |
2018 | 5.97% | 0.10% | -5.83% | -1.06% | 9.64% | 0.79% | 6.12% | 9.40% | -1.09% | -6.43% | -7.33% | -8.27% | -0.25% |
2017 | 4.01% | 7.52% | 2.94% | 4.53% | 6.23% | -5.32% | 3.10% | 5.62% | -2.00% | 8.22% | 1.31% | 0.54% | 42.38% |
2016 | -4.40% | -3.59% | 9.62% | -10.41% | 6.69% | -4.95% | 10.12% | 1.15% | 3.57% | 1.02% | -2.36% | 3.29% | 7.89% |
2015 | 2.14% | 7.49% | -2.92% | 1.47% | 1.23% | -3.30% | 8.14% | -3.87% | -1.57% | 13.24% | 2.25% | -3.34% | 21.25% |
2014 | 0.73% | 6.66% | 2.61% | 1.36% | 4.17% | -0.19% | 1.95% | 3.96% | -4.99% | 16.99% |
Expense Ratio
Invest 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 rank of Invest is 26, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
Dividends
Dividend yield
Invest granted a 0.32% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invest | 0.32% | 0.30% | 0.42% | 0.29% | 0.37% | 0.59% | 0.97% | 0.84% | 1.10% | 1.10% | 1.00% | 1.21% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invest . 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 Invest was 35.65%, occurring on Jan 5, 2023. Recovery took 216 trading sessions.
The current Invest drawdown is 7.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.65% | Dec 28, 2021 | 258 | Jan 5, 2023 | 216 | Nov 14, 2023 | 474 |
-30.43% | Feb 13, 2020 | 27 | Mar 23, 2020 | 54 | Jun 9, 2020 | 81 |
-26.81% | Oct 4, 2018 | 56 | Dec 24, 2018 | 147 | Jul 26, 2019 | 203 |
-17.88% | Sep 3, 2020 | 14 | Sep 23, 2020 | 65 | Dec 24, 2020 | 79 |
-16.39% | Dec 7, 2015 | 140 | Jun 27, 2016 | 56 | Sep 15, 2016 | 196 |
Volatility
Volatility Chart
The current Invest volatility is 6.29%, 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 | GOOG | MSFT | |
---|---|---|---|
AAPL | 1.00 | 0.58 | 0.62 |
GOOG | 0.58 | 1.00 | 0.69 |
MSFT | 0.62 | 0.69 | 1.00 |