Investing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 8.98% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 5.40% |
BAC Bank of America Corporation | Financial Services | 4.85% |
CME CME Group Inc. | Financial Services | 3.74% |
FTNT Fortinet, Inc. | Technology | 7.53% |
GOOGL Alphabet Inc. | Communication Services | 10.04% |
HSY The Hershey Company | Consumer Defensive | 7.95% |
LPG Dorian LPG Ltd. | Energy | 8.90% |
MCD McDonald's Corporation | Consumer Cyclical | 3.77% |
META Meta Platforms, Inc. | Communication Services | 5.10% |
NKE NIKE, Inc. | Consumer Cyclical | 5.36% |
PEP PepsiCo, Inc. | Consumer Defensive | 7.70% |
TRMD TORM plc | Energy | 8.46% |
UNH UnitedHealth Group Incorporated | Healthcare | 8.40% |
V Visa Inc. | Financial Services | 3.81% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Feb 2, 2024 | Buy | Alphabet Inc. | 8 | $138.83 |
| Feb 2, 2024 | Buy | Alphabet Inc. | 8 | $142.00 |
| Feb 2, 2024 | Buy | TORM plc | 30 | $34.73 |
| Feb 2, 2024 | Buy | Dorian LPG Ltd. | 30 | $37.65 |
| Feb 2, 2024 | Buy | NIKE, Inc. | 10 | $99.97 |
| Jan 25, 2024 | Buy | UnitedHealth Group Incorporated | 2 | $490.00 |
| Jan 23, 2024 | Buy | TORM plc | 30 | $34.92 |
| Jan 23, 2024 | Buy | Dorian LPG Ltd. | 30 | $39.68 |
| Jan 23, 2024 | Buy | NIKE, Inc. | 10 | $101.70 |
| Jan 22, 2024 | Buy | UnitedHealth Group Incorporated | 2 | $503.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Investing, 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
Returns By Period
| 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% |
| Investing | 6.70% | -2.77% | 2.40% | N/A | N/A | N/A |
| Portfolio components: | ||||||
MCD McDonald's Corporation | -14.16% | -2.47% | -12.91% | -11.76% | 5.56% | 13.07% |
PEP PepsiCo, Inc. | 2.26% | 2.57% | 3.47% | -8.02% | 8.49% | 9.65% |
HSY The Hershey Company | 4.78% | 5.26% | 2.70% | -17.81% | 6.92% | 10.18% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.34% | 13.14% | 27.42% |
V Visa Inc. | -2.18% | -7.26% | -4.95% | 7.85% | 7.43% | 17.69% |
FTNT Fortinet, Inc. | -2.08% | -1.38% | -13.32% | -25.82% | 27.48% | 27.54% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 12.41% | 34.21% | 25.86% |
CME CME Group Inc. | -4.28% | 2.14% | -2.51% | 5.07% | 3.66% | 14.80% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 52.17% | 17.91% | 19.79% |
BAC Bank of America Corporation | 25.42% | 6.87% | 26.32% | 32.43% | 8.95% | 12.68% |
UNH UnitedHealth Group Incorporated | 7.18% | 15.63% | 12.14% | 11.89% | 19.03% | 22.54% |
NKE NIKE, Inc. | -33.73% | -24.08% | -29.98% | -33.73% | -2.97% | 7.39% |
LPG Dorian LPG Ltd. | -5.26% | -6.97% | 5.68% | 61.45% | 50.15% | 13.16% |
TRMD TORM plc | 33.67% | -2.24% | 11.16% | 95.28% | 49.61% | N/A |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.55% | 21.94% | 18.82% |
Monthly Returns
The table below presents the monthly returns of Investing, 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 | 3.38% | 1.79% | 1.18% | -1.05% | 4.66% | -1.68% | 6.70% | ||||||
| 2023 | 2.55% | 6.18% | 2.36% | 11.46% |
Expense Ratio
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 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 | |
|---|---|---|---|---|---|
MCD McDonald's Corporation | -0.74 | -0.95 | 0.89 | -0.69 | -1.38 |
PEP PepsiCo, Inc. | -0.47 | -0.55 | 0.93 | -0.43 | -0.78 |
HSY The Hershey Company | -0.93 | -1.28 | 0.86 | -0.56 | -1.06 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
V Visa Inc. | 0.49 | 0.74 | 1.09 | 0.57 | 1.68 |
FTNT Fortinet, Inc. | -0.68 | -0.66 | 0.89 | -0.70 | -1.19 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
CME CME Group Inc. | 0.54 | 0.88 | 1.11 | 0.56 | 1.87 |
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
BAC Bank of America Corporation | 1.45 | 2.26 | 1.26 | 0.72 | 4.28 |
UNH UnitedHealth Group Incorporated | 0.51 | 0.89 | 1.11 | 0.56 | 1.51 |
NKE NIKE, Inc. | -1.00 | -1.21 | 0.80 | -0.57 | -1.75 |
LPG Dorian LPG Ltd. | 1.45 | 2.02 | 1.26 | 2.30 | 4.81 |
TRMD TORM plc | 2.90 | 3.45 | 1.42 | 2.90 | 17.02 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
Not enough dataDrawdowns
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 Investing. 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 Investing was 4.02%, occurring on Jul 25, 2024. The portfolio has not yet recovered.
The current Investing drawdown is 3.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.02% | May 20, 2024 | 46 | Jul 25, 2024 | — | — | — |
| -3.38% | Apr 4, 2024 | 8 | Apr 15, 2024 | 16 | May 7, 2024 | 24 |
| -3.02% | Feb 13, 2024 | 15 | Mar 5, 2024 | 10 | Mar 19, 2024 | 25 |
| -2.33% | Oct 20, 2023 | 5 | Oct 26, 2023 | 2 | Oct 30, 2023 | 7 |
| -1.98% | Dec 14, 2023 | 2 | Dec 15, 2023 | 10 | Jan 2, 2024 | 12 |
Volatility
Volatility Chart
The current Investing volatility is 4.03%, 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
| TRMD | CME | LPG | UNH | HSY | BAC | FTNT | NKE | AAPL | MCD | PEP | GOOGL | META | AMZN | V | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TRMD | 1.00 | 0.06 | 0.50 | -0.04 | -0.01 | 0.08 | 0.10 | -0.01 | 0.07 | -0.05 | -0.09 | 0.08 | 0.13 | 0.12 | 0.07 |
| CME | 0.06 | 1.00 | 0.04 | 0.15 | 0.12 | 0.12 | 0.07 | 0.09 | -0.12 | 0.15 | 0.22 | -0.06 | -0.04 | -0.02 | 0.23 |
| LPG | 0.50 | 0.04 | 1.00 | -0.11 | -0.02 | 0.20 | 0.18 | 0.03 | 0.08 | 0.07 | -0.01 | 0.06 | 0.10 | 0.08 | 0.13 |
| UNH | -0.04 | 0.15 | -0.11 | 1.00 | 0.27 | 0.16 | -0.01 | 0.13 | -0.02 | 0.24 | 0.34 | -0.08 | -0.17 | -0.11 | 0.14 |
| HSY | -0.01 | 0.12 | -0.02 | 0.27 | 1.00 | 0.10 | -0.03 | 0.08 | 0.01 | 0.40 | 0.56 | 0.03 | -0.09 | -0.10 | 0.19 |
| BAC | 0.08 | 0.12 | 0.20 | 0.16 | 0.10 | 1.00 | 0.18 | 0.20 | 0.11 | 0.19 | 0.21 | 0.06 | 0.12 | 0.04 | 0.26 |
| FTNT | 0.10 | 0.07 | 0.18 | -0.01 | -0.03 | 0.18 | 1.00 | 0.17 | 0.25 | 0.02 | 0.04 | 0.25 | 0.33 | 0.34 | 0.21 |
| NKE | -0.01 | 0.09 | 0.03 | 0.13 | 0.08 | 0.20 | 0.17 | 1.00 | 0.24 | 0.32 | 0.30 | 0.20 | 0.01 | 0.20 | 0.32 |
| AAPL | 0.07 | -0.12 | 0.08 | -0.02 | 0.01 | 0.11 | 0.25 | 0.24 | 1.00 | 0.10 | 0.02 | 0.45 | 0.32 | 0.42 | 0.28 |
| MCD | -0.05 | 0.15 | 0.07 | 0.24 | 0.40 | 0.19 | 0.02 | 0.32 | 0.10 | 1.00 | 0.45 | 0.11 | 0.08 | 0.07 | 0.36 |
| PEP | -0.09 | 0.22 | -0.01 | 0.34 | 0.56 | 0.21 | 0.04 | 0.30 | 0.02 | 0.45 | 1.00 | 0.05 | -0.08 | -0.08 | 0.24 |
| GOOGL | 0.08 | -0.06 | 0.06 | -0.08 | 0.03 | 0.06 | 0.25 | 0.20 | 0.45 | 0.11 | 0.05 | 1.00 | 0.51 | 0.60 | 0.25 |
| META | 0.13 | -0.04 | 0.10 | -0.17 | -0.09 | 0.12 | 0.33 | 0.01 | 0.32 | 0.08 | -0.08 | 0.51 | 1.00 | 0.60 | 0.26 |
| AMZN | 0.12 | -0.02 | 0.08 | -0.11 | -0.10 | 0.04 | 0.34 | 0.20 | 0.42 | 0.07 | -0.08 | 0.60 | 0.60 | 1.00 | 0.26 |
| V | 0.07 | 0.23 | 0.13 | 0.14 | 0.19 | 0.26 | 0.21 | 0.32 | 0.28 | 0.36 | 0.24 | 0.25 | 0.26 | 0.26 | 1.00 |