PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

rtk retire portf

Last updated Dec 9, 2023

Asset Allocation


BRK-B 16%AAPL 10%LVMUY 9%ABB 9%MSFT 8%PEP 8%GOOGL 8%VWAGY 7%ORCL 5%K 5%KO 5%GSK 4%XOM 3%PSX 2%CVX 1%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services16%
AAPL
Apple Inc.
Technology10%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical9%
ABB
ABB Ltd
Industrials9%
MSFT
Microsoft Corporation
Technology8%
PEP
PepsiCo, Inc.
Consumer Defensive8%
GOOGL
Alphabet Inc.
Communication Services8%
VWAGY
Volkswagen AG 1/10 ADR
Consumer Cyclical7%
ORCL
Oracle Corporation
Technology5%
K
Kellogg Company
Consumer Defensive5%
KO
The Coca-Cola Company
Consumer Defensive5%
GSK
GlaxoSmithKline plc
Healthcare4%
XOM
Exxon Mobil Corporation
Energy3%
PSX
Phillips 66
Energy2%
CVX
Chevron Corporation
Energy1%

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


40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
120.78%
61.55%
rtk retire portf
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 14, 2018, corresponding to the inception date of VWAGY

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
rtk retire portf20.33%3.12%1.95%18.18%18.99%N/A
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/AN/AN/AN/AN/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.35%5.57%1.76%-2.07%-4.11%-3.07%6.75%

Sharpe Ratio

The current rtk retire portf Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.46

The Sharpe ratio of rtk retire portf 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.46
1.25
rtk retire portf
Benchmark (^GSPC)
Portfolio components

Dividend yield

rtk retire portf granted a 3.01% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
rtk retire portf3.01%2.76%1.65%2.01%1.87%2.09%1.74%1.98%2.97%1.91%1.72%1.80%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

KVWAGYGSKPSXPEPXOMKOCVXORCLLVMUYAAPLGOOGLMSFTABBBRK-B
K1.000.070.280.090.530.130.460.120.200.100.110.080.120.150.25
VWAGY0.071.000.200.280.130.300.200.300.250.460.250.280.220.470.37
GSK0.280.201.000.210.390.210.380.250.280.310.270.260.300.330.32
PSX0.090.280.211.000.150.730.240.730.270.270.230.270.210.340.47
PEP0.530.130.390.151.000.180.720.180.360.300.360.340.420.320.41
XOM0.130.300.210.730.181.000.280.870.270.270.250.260.190.380.53
KO0.460.200.380.240.720.281.000.280.330.340.300.310.340.360.52
CVX0.120.300.250.730.180.870.281.000.290.310.270.300.240.410.53
ORCL0.200.250.280.270.360.270.330.291.000.410.490.480.560.420.49
LVMUY0.100.460.310.270.300.270.340.310.411.000.470.480.500.590.45
AAPL0.110.250.270.230.360.250.300.270.490.471.000.670.720.480.45
GOOGL0.080.280.260.270.340.260.310.300.480.480.671.000.750.480.45
MSFT0.120.220.300.210.420.190.340.240.560.500.720.751.000.470.43
ABB0.150.470.330.340.320.380.360.410.420.590.480.480.471.000.54
BRK-B0.250.370.320.470.410.530.520.530.490.450.450.450.430.541.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.35%
-4.01%
rtk retire portf
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 202094Aug 5, 2020121
-20.14%Jan 13, 2022180Sep 30, 2022133Apr 13, 2023313
-17.31%Sep 24, 201864Dec 24, 201878Apr 17, 2019142
-10.81%Aug 1, 202363Oct 27, 2023
-9.92%Sep 3, 202039Oct 28, 20209Nov 10, 202048

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.07%
2.77%
rtk retire portf
Benchmark (^GSPC)
Portfolio components
0 comments