Tier_3
Retirement option
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 15% |
ADI Analog Devices, Inc. | Technology | 15% |
DLR Digital Realty Trust, Inc. | Real Estate | 15% |
NVO Novo Nordisk A/S | Healthcare | 13% |
SNY Sanofi | Healthcare | 15% |
UNP Union Pacific Corporation | Industrials | 15% |
USB U.S. Bancorp | Financial Services | 12% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tier_3, 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 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Sep 21, 2024, the Tier_3 returned 17.74% Year-To-Date and 14.59% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Tier_3 | 17.74% | 1.57% | 11.51% | 30.96% | 17.40% | 14.48% |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | 28.38% | -1.48% | 10.43% | 31.56% | 27.11% | 17.40% |
UNP Union Pacific Corporation | 1.53% | 0.97% | 1.28% | 19.85% | 10.54% | 10.94% |
DLR Digital Realty Trust, Inc. | 20.83% | 6.12% | 16.40% | 33.13% | 8.49% | 14.27% |
ADI Analog Devices, Inc. | 15.69% | 2.63% | 18.16% | 31.53% | 16.87% | 18.86% |
SNY Sanofi | 15.89% | 4.35% | 19.89% | 6.68% | 7.73% | 3.66% |
NVO Novo Nordisk A/S | 24.36% | -6.85% | -0.60% | 40.91% | 37.28% | 18.33% |
USB U.S. Bancorp | 8.86% | 4.12% | 8.09% | 44.88% | 0.36% | 4.19% |
Monthly Returns
The table below presents the monthly returns of Tier_3, 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 | 2.14% | 2.55% | 2.64% | -3.27% | 3.74% | 1.42% | 4.36% | 4.64% | 17.74% | ||||
| 2023 | 3.72% | -0.52% | 1.66% | -2.39% | -3.27% | 6.47% | 7.78% | -0.62% | -3.66% | -3.44% | 9.24% | 6.68% | 22.46% |
| 2022 | -3.90% | 0.04% | 4.49% | -4.37% | 1.54% | -5.12% | 3.90% | -7.84% | -9.31% | 6.08% | 11.30% | -0.78% | -5.84% |
| 2021 | -2.26% | 3.19% | 3.69% | 5.00% | 3.41% | 0.28% | 1.28% | 2.74% | -5.49% | 9.29% | -0.98% | 6.12% | 28.61% |
| 2020 | -3.07% | -3.82% | -6.30% | 10.95% | 3.96% | 3.23% | 1.42% | 1.17% | -1.14% | -3.17% | 11.05% | 3.57% | 17.51% |
| 2019 | 4.72% | 2.94% | 1.75% | 2.54% | -5.71% | 4.75% | -0.18% | -1.00% | 5.13% | 1.47% | 3.88% | 2.84% | 25.11% |
| 2018 | 4.24% | -4.56% | -2.89% | -1.12% | 3.80% | -0.13% | 5.33% | 1.48% | -1.39% | -7.91% | 8.76% | -6.47% | -2.22% |
| 2017 | 2.65% | 3.09% | 0.08% | 3.65% | 4.56% | -0.71% | -0.80% | 4.56% | 5.88% | 1.08% | 1.74% | 0.65% | 29.54% |
| 2016 | -3.24% | -1.16% | 6.26% | 3.15% | 2.68% | 1.31% | 5.07% | -4.14% | -1.25% | -4.78% | 7.28% | 2.79% | 13.89% |
| 2015 | -0.69% | 3.50% | 1.19% | 1.41% | 2.22% | -1.33% | 2.01% | -7.21% | -1.61% | 5.72% | -2.11% | -1.07% | 1.42% |
| 2014 | -1.13% | 7.02% | 1.37% | -0.10% | 2.85% | 3.05% | -1.53% | 3.32% | 1.13% | 1.14% | 4.46% | -2.16% | 20.81% |
| 2013 | 5.07% | 0.45% | 2.96% | 4.33% | -1.93% | -1.06% | 3.57% | -3.78% | 1.97% | 1.16% | 1.96% | 4.84% | 20.88% |
Expense Ratio
Tier_3 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 Tier_3 is 43, 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 | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 1.63 | 2.13 | 1.30 | 1.94 | 5.49 |
UNP Union Pacific Corporation | 1.01 | 1.59 | 1.18 | 0.72 | 3.28 |
DLR Digital Realty Trust, Inc. | 1.07 | 1.56 | 1.20 | 0.94 | 5.43 |
ADI Analog Devices, Inc. | 1.00 | 1.57 | 1.19 | 1.45 | 5.81 |
SNY Sanofi | 0.16 | 0.37 | 1.07 | 0.20 | 0.41 |
NVO Novo Nordisk A/S | 1.14 | 1.76 | 1.22 | 1.90 | 6.45 |
USB U.S. Bancorp | 1.40 | 2.11 | 1.25 | 0.86 | 6.08 |
Dividends
Dividend yield
Tier_3 granted a 2.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tier_3 | 2.64% | 2.90% | 3.16% | 2.41% | 2.65% | 2.69% | 2.82% | 2.28% | 2.61% | 3.06% | 2.66% | 2.86% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
UNP Union Pacific Corporation | 2.14% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
DLR Digital Realty Trust, Inc. | 3.07% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
ADI Analog Devices, Inc. | 1.60% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
SNY Sanofi | 3.53% | 3.82% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.77% | 4.19% | 3.47% |
NVO Novo Nordisk A/S | 0.80% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
USB U.S. Bancorp | 4.24% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% | 2.19% |
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 Tier_3. 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 Tier_3 was 29.61%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Tier_3 drawdown is 1.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.61% | Feb 24, 2020 | 21 | Mar 23, 2020 | 52 | Jun 5, 2020 | 73 |
| -22.18% | Apr 11, 2022 | 128 | Oct 12, 2022 | 191 | Jul 19, 2023 | 319 |
| -16.34% | Jun 23, 2015 | 162 | Feb 11, 2016 | 80 | Jun 7, 2016 | 242 |
| -14.54% | Jan 29, 2018 | 229 | Dec 24, 2018 | 55 | Mar 15, 2019 | 284 |
| -10.96% | Aug 2, 2016 | 67 | Nov 3, 2016 | 41 | Jan 4, 2017 | 108 |
Volatility
Volatility Chart
The current Tier_3 volatility is 4.03%, 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
| DLR | NVO | ABBV | SNY | USB | ADI | UNP | |
|---|---|---|---|---|---|---|---|
| DLR | 1.00 | 0.22 | 0.18 | 0.21 | 0.16 | 0.26 | 0.24 |
| NVO | 0.22 | 1.00 | 0.31 | 0.40 | 0.17 | 0.25 | 0.21 |
| ABBV | 0.18 | 0.31 | 1.00 | 0.34 | 0.30 | 0.28 | 0.30 |
| SNY | 0.21 | 0.40 | 0.34 | 1.00 | 0.27 | 0.27 | 0.27 |
| USB | 0.16 | 0.17 | 0.30 | 0.27 | 1.00 | 0.42 | 0.51 |
| ADI | 0.26 | 0.25 | 0.28 | 0.27 | 0.42 | 1.00 | 0.44 |
| UNP | 0.24 | 0.21 | 0.30 | 0.27 | 0.51 | 0.44 | 1.00 |