rtk retire portf
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in rtk retire portf, 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 Aug 14, 2018, corresponding to the inception date of VWAGY
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| rtk retire portf | 20.33% | 3.12% | 1.95% | 18.18% | 18.99% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc. | 51.47% | 7.15% | 8.44% | 37.96% | 37.12% | 27.21% |
BRK-B Berkshire Hathaway Inc. | 14.30% | 1.96% | 5.31% | 15.39% | 11.51% | 11.83% |
MSFT Microsoft Corporation | 57.43% | 3.25% | 14.99% | 52.61% | 30.35% | 27.89% |
VWAGY Volkswagen AG 1/10 ADR | -10.14% | 8.43% | -20.27% | -15.54% | 2.18% | N/A |
XOM Exxon Mobil Corporation | -6.66% | -2.40% | -5.69% | -1.41% | 10.63% | 4.82% |
ORCL Oracle Corporation | 41.11% | 1.14% | 4.17% | 44.06% | 21.82% | 14.35% |
K Kellogg Company | -16.37% | 4.42% | -12.95% | -18.90% | 2.70% | 2.93% |
PEP PepsiCo, Inc. | -5.66% | -0.27% | -7.80% | -7.26% | 10.51% | 10.38% |
KO The Coca-Cola Company | -4.95% | 3.48% | -0.78% | -5.25% | 6.90% | 7.30% |
CVX Chevron Corporation | -16.44% | 2.40% | -7.32% | -13.58% | 9.27% | 5.92% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 11.90% | 6.62% | -8.79% | 6.42% | 25.17% | 19.81% |
GOOGL Alphabet Inc. | 53.00% | 2.39% | 10.44% | 44.05% | 20.89% | 17.43% |
PSX Phillips 66 | 25.25% | 13.11% | 29.26% | 29.20% | 11.44% | 9.62% |
GSK GlaxoSmithKline plc | 6.40% | 3.53% | 5.51% | 2.16% | 3.69% | 1.25% |
ABB ABB Ltd | N/A | N/A | N/A | N/A | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.35% | 5.57% | 1.76% | -2.07% | -4.11% | -3.07% | 6.75% |
Dividend yield
rtk retire portf granted a 3.01% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rtk retire portf | 3.01% | 2.76% | 1.65% | 2.01% | 1.87% | 2.09% | 1.74% | 1.98% | 2.97% | 1.91% | 1.72% | 1.80% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
BRK-B Berkshire Hathaway 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% |
MSFT Microsoft Corporation | 0.75% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
VWAGY Volkswagen AG 1/10 ADR | 21.25% | 17.23% | 1.99% | 2.72% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 3.70% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% | 2.52% |
ORCL Oracle Corporation | 1.34% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% | 1.26% |
K Kellogg Company | 4.36% | 3.50% | 3.82% | 3.90% | 3.48% | 4.11% | 3.32% | 2.95% | 2.92% | 3.09% | 3.14% | 3.32% |
PEP PepsiCo, Inc. | 2.98% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | 3.11% |
KO The Coca-Cola Company | 3.14% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
CVX Chevron Corporation | 4.19% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% | 3.25% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.68% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% | 2.02% |
GOOGL 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% |
PSX Phillips 66 | 3.35% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% | 2.64% | 1.72% | 0.85% |
GSK GlaxoSmithKline plc | 3.87% | 4.72% | 4.93% | 5.53% | 4.35% | 5.53% | 5.80% | 6.89% | 5.94% | 6.18% | 4.49% | 5.67% |
ABB ABB Ltd | 2.28% | 2.88% | 2.29% | 2.95% | 3.26% | 4.24% | 2.84% | 3.56% | 4.28% | 3.73% | 2.73% | 3.38% |
Expense Ratio
The rtk retire portf 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 1.83 | ||||
BRK-B Berkshire Hathaway Inc. | 1.10 | ||||
MSFT Microsoft Corporation | 2.12 | ||||
VWAGY Volkswagen AG 1/10 ADR | -0.56 | ||||
XOM Exxon Mobil Corporation | -0.03 | ||||
ORCL Oracle Corporation | 1.71 | ||||
K Kellogg Company | -1.13 | ||||
PEP PepsiCo, Inc. | -0.44 | ||||
KO The Coca-Cola Company | -0.36 | ||||
CVX Chevron Corporation | -0.56 | ||||
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.31 | ||||
GOOGL Alphabet Inc. | 1.36 | ||||
PSX Phillips 66 | 0.91 | ||||
GSK GlaxoSmithKline plc | 0.08 | ||||
ABB ABB Ltd | N/A |
Asset Correlations Table
| K | VWAGY | GSK | PSX | PEP | XOM | KO | CVX | ORCL | LVMUY | AAPL | GOOGL | MSFT | ABB | BRK-B | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| K | 1.00 | 0.07 | 0.28 | 0.09 | 0.53 | 0.13 | 0.46 | 0.12 | 0.20 | 0.10 | 0.11 | 0.08 | 0.12 | 0.15 | 0.25 |
| VWAGY | 0.07 | 1.00 | 0.20 | 0.28 | 0.13 | 0.30 | 0.20 | 0.30 | 0.25 | 0.46 | 0.25 | 0.28 | 0.22 | 0.47 | 0.37 |
| GSK | 0.28 | 0.20 | 1.00 | 0.21 | 0.39 | 0.21 | 0.38 | 0.25 | 0.28 | 0.31 | 0.27 | 0.26 | 0.30 | 0.33 | 0.32 |
| PSX | 0.09 | 0.28 | 0.21 | 1.00 | 0.15 | 0.73 | 0.24 | 0.73 | 0.27 | 0.27 | 0.23 | 0.27 | 0.21 | 0.34 | 0.47 |
| PEP | 0.53 | 0.13 | 0.39 | 0.15 | 1.00 | 0.18 | 0.72 | 0.18 | 0.36 | 0.30 | 0.36 | 0.34 | 0.42 | 0.32 | 0.41 |
| XOM | 0.13 | 0.30 | 0.21 | 0.73 | 0.18 | 1.00 | 0.28 | 0.87 | 0.27 | 0.27 | 0.25 | 0.26 | 0.19 | 0.38 | 0.53 |
| KO | 0.46 | 0.20 | 0.38 | 0.24 | 0.72 | 0.28 | 1.00 | 0.28 | 0.33 | 0.34 | 0.30 | 0.31 | 0.34 | 0.36 | 0.52 |
| CVX | 0.12 | 0.30 | 0.25 | 0.73 | 0.18 | 0.87 | 0.28 | 1.00 | 0.29 | 0.31 | 0.27 | 0.30 | 0.24 | 0.41 | 0.53 |
| ORCL | 0.20 | 0.25 | 0.28 | 0.27 | 0.36 | 0.27 | 0.33 | 0.29 | 1.00 | 0.41 | 0.49 | 0.48 | 0.56 | 0.42 | 0.49 |
| LVMUY | 0.10 | 0.46 | 0.31 | 0.27 | 0.30 | 0.27 | 0.34 | 0.31 | 0.41 | 1.00 | 0.47 | 0.48 | 0.50 | 0.59 | 0.45 |
| AAPL | 0.11 | 0.25 | 0.27 | 0.23 | 0.36 | 0.25 | 0.30 | 0.27 | 0.49 | 0.47 | 1.00 | 0.67 | 0.72 | 0.48 | 0.45 |
| GOOGL | 0.08 | 0.28 | 0.26 | 0.27 | 0.34 | 0.26 | 0.31 | 0.30 | 0.48 | 0.48 | 0.67 | 1.00 | 0.75 | 0.48 | 0.45 |
| MSFT | 0.12 | 0.22 | 0.30 | 0.21 | 0.42 | 0.19 | 0.34 | 0.24 | 0.56 | 0.50 | 0.72 | 0.75 | 1.00 | 0.47 | 0.43 |
| ABB | 0.15 | 0.47 | 0.33 | 0.34 | 0.32 | 0.38 | 0.36 | 0.41 | 0.42 | 0.59 | 0.48 | 0.48 | 0.47 | 1.00 | 0.54 |
| BRK-B | 0.25 | 0.37 | 0.32 | 0.47 | 0.41 | 0.53 | 0.52 | 0.53 | 0.49 | 0.45 | 0.45 | 0.45 | 0.43 | 0.54 | 1.00 |
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 rtk retire portf. 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 rtk retire portf was 31.19%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.19% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -20.14% | Jan 13, 2022 | 180 | Sep 30, 2022 | 133 | Apr 13, 2023 | 313 |
| -17.31% | Sep 24, 2018 | 64 | Dec 24, 2018 | 78 | Apr 17, 2019 | 142 |
| -10.81% | Aug 1, 2023 | 63 | Oct 27, 2023 | — | — | — |
| -9.92% | Sep 3, 2020 | 39 | Oct 28, 2020 | 9 | Nov 10, 2020 | 48 |
Volatility Chart
The current rtk retire portf volatility is 2.07%, 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.