Main
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
GOOG Alphabet Inc. | Communication Services | 80% |
UNH UnitedHealth Group Incorporated | Healthcare | 10% |
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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Main returned 22.30% Year-To-Date and 21.41% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Main | 19.37% | -6.14% | 11.22% | 30.42% | 21.79% | 21.20% |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
UNH UnitedHealth Group Incorporated | 7.18% | 15.63% | 12.14% | 12.50% | 19.03% | 22.76% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.45% |
Monthly Returns
The table below presents the monthly returns of Main, 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 | 0.43% | -0.08% | 7.36% | 5.98% | 4.92% | 5.81% | 19.37% | ||||||
| 2023 | 11.73% | -9.06% | 13.15% | 3.87% | 12.56% | -0.87% | 8.81% | 2.31% | -3.45% | -2.87% | 6.80% | 4.09% | 54.63% |
| 2022 | -6.58% | -0.15% | 4.19% | -16.54% | -1.21% | -3.89% | 8.58% | -6.16% | -10.85% | -1.17% | 5.03% | -11.56% | -35.79% |
| 2021 | 3.19% | 8.54% | 2.36% | 15.14% | -0.34% | 3.59% | 6.28% | 6.63% | -7.88% | 11.04% | -3.15% | 2.14% | 56.30% |
| 2020 | 5.96% | -6.56% | -10.43% | 17.18% | 5.01% | 0.15% | 5.67% | 9.39% | -8.99% | 7.65% | 8.39% | 0.25% | 34.50% |
| 2019 | 8.54% | -1.28% | 4.97% | 1.27% | -6.19% | -0.76% | 10.13% | -2.91% | 1.40% | 4.58% | 4.15% | 2.83% | 28.77% |
| 2018 | 12.58% | -4.40% | -6.15% | 0.69% | 5.90% | 2.89% | 8.06% | 1.92% | -1.71% | -10.01% | 2.70% | -6.59% | 3.57% |
| 2017 | 3.69% | 3.12% | 1.07% | 8.46% | 5.98% | -4.39% | 2.47% | 1.06% | 1.37% | 7.03% | 1.95% | 1.50% | 38.08% |
| 2016 | -3.20% | -5.10% | 7.03% | -4.25% | 6.06% | -4.07% | 9.62% | -0.51% | 2.26% | 0.27% | -1.92% | 1.54% | 6.67% |
| 2015 | 3.17% | 5.03% | -1.23% | -0.58% | 0.17% | -1.41% | 18.44% | -1.81% | -1.27% | 15.86% | 3.89% | 2.36% | 48.68% |
| 2014 | -7.81% | 5.94% | 2.90% | -0.96% | 1.51% | 0.28% | -2.05% | -0.96% | -2.75% | -4.42% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Main is 70, 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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
UNH UnitedHealth Group Incorporated | 0.51 | 0.89 | 1.11 | 0.56 | 1.51 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
Dividends
Dividend yield
Main granted a 0.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main | 0.23% | 0.14% | 0.12% | 0.11% | 0.14% | 0.14% | 0.14% | 0.13% | 0.15% | 0.16% | 0.14% | 0.14% |
| Portfolio components: | ||||||||||||
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% |
UNH UnitedHealth Group Incorporated | 1.38% | 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.
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 7.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.18% | Nov 19, 2021 | 241 | Nov 3, 2022 | 304 | Jan 23, 2024 | 545 |
| -29.35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -21.98% | Aug 30, 2018 | 80 | Dec 24, 2018 | 84 | Apr 26, 2019 | 164 |
| -17.11% | Apr 30, 2019 | 24 | Jun 3, 2019 | 103 | Oct 28, 2019 | 127 |
| -16.92% | Sep 3, 2020 | 14 | Sep 23, 2020 | 30 | Nov 4, 2020 | 44 |
Volatility
Volatility Chart
The current Main volatility is 6.88%, 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
| UNH | AMZN | GOOG | |
|---|---|---|---|
| UNH | 1.00 | 0.26 | 0.33 |
| AMZN | 0.26 | 1.00 | 0.67 |
| GOOG | 0.33 | 0.67 | 1.00 |