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Main
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GOOG 80%UNH 10%AMZN 10%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

GOOG
Alphabet Inc.
Communication Services

80%

UNH
UnitedHealth Group Incorporated
Healthcare

10%

S&P 500

Performance

Performance Chart

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


100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2024FebruaryMarchApril
537.78%
162.99%
Main
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 20, 2024, the Main returned 9.48% Year-To-Date and 21.12% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Main9.48%2.07%14.48%44.28%19.78%21.27%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.57%
UNH
UnitedHealth Group Incorporated
-4.44%2.26%-4.21%5.17%18.60%22.59%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.43%-0.08%7.36%
2023-3.45%-2.87%6.80%4.09%

Expense Ratio

The Main 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Main
Sharpe ratio
The chart of Sharpe ratio for Main, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.001.95
Sortino ratio
The chart of Sortino ratio for Main, currently valued at 2.46, compared to the broader market-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for Main, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Main, currently valued at 1.63, compared to the broader market0.002.004.006.008.001.63
Martin ratio
The chart of Martin ratio for Main, currently valued at 12.57, compared to the broader market0.0010.0020.0030.0040.0012.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc.
1.792.271.321.5710.21
UNH
UnitedHealth Group Incorporated
0.210.451.060.230.74
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38

Sharpe Ratio

The current Main Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.95

The Sharpe ratio of Main 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.95
1.66
Main
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Main granted a 0.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Main0.15%0.14%0.12%0.11%0.14%0.14%0.14%0.13%0.15%0.16%0.14%0.14%
GOOG
Alphabet 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%
UNH
UnitedHealth Group Incorporated
1.50%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.18%
-5.46%
Main
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Main. 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 Main was 40.18%, occurring on Nov 3, 2022. Recovery took 304 trading sessions.

The current Main drawdown is 2.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.18%Nov 19, 2021241Nov 3, 2022304Jan 23, 2024545
-29.35%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-21.98%Aug 30, 201880Dec 24, 201884Apr 26, 2019164
-17.11%Apr 30, 201924Jun 3, 2019103Oct 28, 2019127
-16.92%Sep 3, 202014Sep 23, 202030Nov 4, 202044

Volatility

Volatility Chart

The current Main volatility is 5.31%, 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%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.31%
3.15%
Main
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

UNHAMZNGOOG
UNH1.000.270.34
AMZN0.271.000.68
GOOG0.340.681.00