Main Portfolio
Hold
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 9.09% |
ASML ASML Holding N.V. | Technology | 9.09% |
AVGO Broadcom Inc. | Technology | 9.09% |
COST Costco Wholesale Corporation | Consumer Defensive | 9.09% |
DE Deere & Company | Industrials | 9.09% |
GOOGL Alphabet Inc. | Communication Services | 9.09% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 9.09% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 9.09% |
MSFT Microsoft Corporation | Technology | 9.09% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 9.09% |
V Visa Inc. | Financial Services | 9.09% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Main Portfolio, 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 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Oct 30, 2024, the Main Portfolio returned 23.25% Year-To-Date and 25.39% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Main Portfolio | 23.25% | -0.70% | 14.64% | 44.88% | 26.76% | 25.39% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.83% | 0.29% | 38.37% | 37.53% | 30.58% | 25.64% |
GOOGL Alphabet Inc. | 21.77% | 2.31% | 3.81% | 37.09% | 21.84% | 19.66% |
DE Deere & Company | 2.68% | -2.71% | 5.57% | 12.79% | 19.92% | 19.08% |
V Visa Inc. | 8.89% | 2.52% | 5.85% | 20.84% | 10.08% | 17.53% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 91.43% | 13.40% | 46.94% | 131.74% | 33.27% | 27.79% |
ASML ASML Holding N.V. | -4.76% | -13.97% | -15.79% | 20.70% | 22.76% | 23.05% |
AVGO Broadcom Inc. | 62.30% | 3.91% | 45.15% | 116.32% | 47.86% | 39.10% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -15.41% | -11.39% | -17.02% | -3.35% | 11.26% | 18.37% |
COST Costco Wholesale Corporation | 34.98% | 0.05% | 22.99% | 65.25% | 26.74% | 23.51% |
LOW Lowe's Companies, Inc. | 20.41% | -2.50% | 16.63% | 40.62% | 20.65% | 18.63% |
MSFT Microsoft Corporation | 15.50% | 0.38% | 9.77% | 28.71% | 25.88% | 26.89% |
Monthly Returns
The table below presents the monthly returns of Main Portfolio, 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 | 3.46% | 5.76% | 2.71% | -3.58% | 4.86% | 6.03% | -1.68% | 2.19% | 2.52% | 23.25% | |||
| 2023 | 11.19% | -3.11% | 7.47% | 0.08% | 5.45% | 6.20% | 2.24% | -2.45% | -6.69% | -1.09% | 8.82% | 8.02% | 40.40% |
| 2022 | -4.24% | -4.43% | 3.48% | -9.67% | -1.64% | -9.30% | 12.13% | -4.77% | -10.63% | 6.54% | 13.36% | -7.27% | -18.44% |
| 2021 | 2.12% | 3.96% | 4.06% | 5.69% | 0.49% | 2.95% | 4.53% | 3.08% | -5.42% | 7.94% | 1.68% | 5.83% | 42.98% |
| 2020 | -0.28% | -6.11% | -9.04% | 11.96% | 7.71% | 6.29% | 7.69% | 10.29% | -1.50% | -1.19% | 12.61% | 6.11% | 50.78% |
| 2019 | 6.20% | 4.63% | 5.70% | 5.96% | -9.92% | 9.75% | 3.95% | 0.41% | 2.71% | 5.48% | 3.88% | 4.45% | 50.93% |
| 2018 | 8.18% | -3.28% | -1.98% | -1.24% | 6.46% | -0.55% | 4.79% | 4.61% | 1.58% | -9.28% | 0.35% | -4.60% | 3.70% |
| 2017 | 5.72% | 3.78% | 3.78% | 3.95% | 4.39% | -2.76% | 4.01% | 1.65% | 2.80% | 6.49% | 2.77% | 1.23% | 44.65% |
| 2016 | -2.61% | -0.95% | 7.86% | -4.27% | 3.33% | -1.12% | 7.08% | 1.28% | 0.93% | 0.19% | 0.36% | 3.32% | 15.73% |
| 2015 | -0.77% | 9.36% | -2.49% | 1.31% | 3.60% | -3.83% | 3.46% | -5.81% | -0.61% | 8.67% | 1.48% | -0.88% | 13.07% |
| 2014 | -3.40% | 4.90% | 1.64% | -0.52% | 4.01% | 1.55% | -1.54% | 4.89% | 0.47% | 4.65% | 5.88% | 0.09% | 24.51% |
| 2013 | 4.72% | -1.54% | 0.60% | 3.64% | 4.93% | -2.74% | 3.65% | 0.30% | 5.04% | 4.76% | 1.78% | 3.31% | 31.98% |
Expense Ratio
Main Portfolio 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 Portfolio is 42, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
GOOGL Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
DE Deere & Company | 0.63 | 1.01 | 1.13 | 0.65 | 2.09 |
V Visa Inc. | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 3.38 | 3.92 | 1.51 | 3.63 | 19.23 |
ASML ASML Holding N.V. | 0.50 | 0.92 | 1.13 | 0.60 | 1.55 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.01 | 0.21 | 1.02 | -0.01 | -0.02 |
COST Costco Wholesale Corporation | 3.49 | 4.10 | 1.61 | 6.63 | 17.31 |
LOW Lowe's Companies, Inc. | 2.07 | 2.89 | 1.36 | 1.81 | 5.92 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
Dividends
Dividend yield
Main Portfolio provided a 1.18% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main Portfolio | 1.18% | 1.28% | 1.34% | 0.89% | 1.35% | 1.53% | 1.72% | 1.68% | 1.58% | 2.81% | 1.43% | 1.53% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DE Deere & Company | 1.45% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
V Visa Inc. | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.11% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
ASML ASML Holding N.V. | 1.15% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.06% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
LOW Lowe's Companies, Inc. | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 Main Portfolio. 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 Portfolio was 30.08%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.
The current Main Portfolio drawdown is 1.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.08% | Feb 13, 2020 | 24 | Mar 18, 2020 | 55 | Jun 5, 2020 | 79 |
| -29.22% | Jan 5, 2022 | 196 | Oct 14, 2022 | 164 | Jun 12, 2023 | 360 |
| -19.63% | Oct 4, 2018 | 56 | Dec 24, 2018 | 57 | Mar 19, 2019 | 113 |
| -15.8% | Jul 27, 2011 | 9 | Aug 8, 2011 | 57 | Oct 27, 2011 | 66 |
| -15.31% | Apr 26, 2010 | 47 | Jun 30, 2010 | 75 | Oct 15, 2010 | 122 |
Volatility
Volatility Chart
The current Main Portfolio volatility is 4.02%, 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
| DE | COST | LOW | LVMUY | TSM | AAPL | AVGO | V | GOOGL | MSFT | ASML | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DE | 1.00 | 0.29 | 0.41 | 0.41 | 0.36 | 0.35 | 0.35 | 0.40 | 0.33 | 0.34 | 0.39 |
| COST | 0.29 | 1.00 | 0.43 | 0.34 | 0.32 | 0.38 | 0.35 | 0.39 | 0.40 | 0.44 | 0.36 |
| LOW | 0.41 | 0.43 | 1.00 | 0.39 | 0.34 | 0.35 | 0.36 | 0.41 | 0.38 | 0.40 | 0.40 |
| LVMUY | 0.41 | 0.34 | 0.39 | 1.00 | 0.44 | 0.38 | 0.38 | 0.45 | 0.44 | 0.44 | 0.53 |
| TSM | 0.36 | 0.32 | 0.34 | 0.44 | 1.00 | 0.45 | 0.53 | 0.41 | 0.45 | 0.47 | 0.59 |
| AAPL | 0.35 | 0.38 | 0.35 | 0.38 | 0.45 | 1.00 | 0.49 | 0.43 | 0.54 | 0.55 | 0.47 |
| AVGO | 0.35 | 0.35 | 0.36 | 0.38 | 0.53 | 0.49 | 1.00 | 0.42 | 0.44 | 0.49 | 0.58 |
| V | 0.40 | 0.39 | 0.41 | 0.45 | 0.41 | 0.43 | 0.42 | 1.00 | 0.52 | 0.52 | 0.47 |
| GOOGL | 0.33 | 0.40 | 0.38 | 0.44 | 0.45 | 0.54 | 0.44 | 0.52 | 1.00 | 0.62 | 0.48 |
| MSFT | 0.34 | 0.44 | 0.40 | 0.44 | 0.47 | 0.55 | 0.49 | 0.52 | 0.62 | 1.00 | 0.54 |
| ASML | 0.39 | 0.36 | 0.40 | 0.53 | 0.59 | 0.47 | 0.58 | 0.47 | 0.48 | 0.54 | 1.00 |