Investing
Asset Allocation
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.
Returns By Period
YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 26.52% | 0.66% | 12.27% | 30.56% | 13.80% | 11.69% |
Investing | 16.73% | 0.93% | 5.47% | 18.42% | N/A | N/A |
Portfolio components: | ||||||
McDonald's Corporation | 3.88% | 0.33% | 19.58% | 5.70% | 11.49% | 15.69% |
PepsiCo, Inc. | -2.87% | -1.86% | -0.86% | -2.08% | 6.13% | 8.50% |
The Hershey Company | 3.34% | 5.71% | 1.50% | 4.32% | 7.30% | 9.13% |
Amazon.com, Inc. | 48.11% | 8.80% | 20.41% | 52.59% | 20.73% | 30.87% |
Visa Inc. | 20.90% | 0.66% | 16.01% | 21.27% | 12.16% | 18.01% |
Fortinet, Inc. | 65.95% | -0.05% | 60.23% | 76.47% | 36.13% | 33.06% |
Apple Inc | 29.32% | 10.50% | 16.55% | 27.87% | 30.48% | 26.14% |
CME Group Inc. | 15.99% | 6.38% | 23.44% | 16.93% | 7.36% | 15.18% |
Meta Platforms, Inc. | 75.50% | 6.20% | 21.95% | 85.86% | 25.94% | 23.15% |
Bank of America Corporation | 39.34% | -0.16% | 17.49% | 52.62% | 8.39% | 12.68% |
UnitedHealth Group Incorporated | 9.04% | -9.26% | 15.96% | 5.19% | 16.54% | 20.94% |
NIKE, Inc. | -28.10% | 0.69% | -17.29% | -34.75% | -3.63% | 6.01% |
Dorian LPG Ltd. | -38.62% | -10.16% | -40.99% | -29.13% | 26.94% | 16.22% |
TORM plc | -17.71% | -7.59% | -35.11% | -5.65% | 33.72% | N/A |
Alphabet Inc. | 33.04% | 2.79% | 4.41% | 40.24% | 22.56% | 21.76% |
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% | 2.10% | 1.25% | -0.74% | 5.26% | -1.45% | 0.82% | 3.71% | 0.27% | -4.18% | 3.76% | 16.73% | |
2023 | 2.55% | 6.61% | 2.35% | 11.90% |
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 Rank
The current rank of Investing is 31, 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 | |
---|---|---|---|---|---|
McDonald's Corporation | 0.44 | 0.72 | 1.09 | 0.46 | 0.99 |
PepsiCo, Inc. | -0.03 | 0.08 | 1.01 | -0.03 | -0.08 |
The Hershey Company | 0.16 | 0.42 | 1.05 | 0.22 | 0.49 |
Amazon.com, Inc. | 1.91 | 2.57 | 1.33 | 2.70 | 8.82 |
Visa Inc. | 1.38 | 1.89 | 1.26 | 1.85 | 4.70 |
Fortinet, Inc. | 2.20 | 3.54 | 1.46 | 3.56 | 8.24 |
Apple Inc | 1.21 | 1.83 | 1.23 | 1.64 | 3.84 |
CME Group Inc. | 1.09 | 1.58 | 1.19 | 1.57 | 3.61 |
Meta Platforms, Inc. | 2.39 | 3.28 | 1.46 | 4.70 | 14.56 |
Bank of America Corporation | 2.19 | 3.31 | 1.40 | 3.04 | 9.39 |
UnitedHealth Group Incorporated | 0.17 | 0.41 | 1.06 | 0.22 | 0.59 |
NIKE, Inc. | -0.96 | -1.14 | 0.81 | -0.78 | -1.17 |
Dorian LPG Ltd. | -0.82 | -1.06 | 0.88 | -0.60 | -1.26 |
TORM plc | -0.24 | -0.13 | 0.99 | -0.18 | -0.51 |
Alphabet Inc. | 1.39 | 1.92 | 1.26 | 1.70 | 4.13 |
Dividends
Dividend yield
Investing provided a 3.21% dividend yield over the last twelve months.
TTM | 2023 | |
---|---|---|
Portfolio | 3.21% | 0.40% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $80.59 | $20.67 | $81.60 | $169.90 | $56.63 | $0.00 | $187.90 | $57.25 | $0.00 | $224.18 | $56.75 | $935.47 |
2023 | $0.00 | $21.05 | $0.00 | $21.05 |
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 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 5.94%, occurring on Aug 5, 2024. Recovery took 8 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.94% | Jun 6, 2024 | 41 | Aug 5, 2024 | 8 | Aug 15, 2024 | 49 |
-4.87% | Oct 15, 2024 | 15 | Nov 4, 2024 | 21 | Dec 4, 2024 | 36 |
-3.06% | Apr 4, 2024 | 8 | Apr 15, 2024 | 13 | May 2, 2024 | 21 |
-2.81% | Feb 13, 2024 | 15 | Mar 5, 2024 | 10 | Mar 19, 2024 | 25 |
-2.61% | Sep 3, 2024 | 6 | Sep 10, 2024 | 7 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current Investing volatility is 3.05%, 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
CME | TRMD | LPG | HSY | UNH | BAC | FTNT | NKE | PEP | AAPL | MCD | GOOGL | META | V | AMZN | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME | 1.00 | 0.01 | 0.00 | 0.09 | 0.09 | 0.11 | 0.03 | 0.07 | 0.18 | -0.07 | 0.18 | -0.06 | -0.01 | 0.18 | -0.04 |
TRMD | 0.01 | 1.00 | 0.52 | 0.04 | -0.02 | 0.07 | 0.06 | 0.02 | -0.08 | 0.12 | -0.02 | 0.12 | 0.14 | 0.04 | 0.12 |
LPG | 0.00 | 0.52 | 1.00 | -0.00 | -0.07 | 0.19 | 0.13 | 0.06 | 0.01 | 0.11 | 0.05 | 0.08 | 0.10 | 0.13 | 0.10 |
HSY | 0.09 | 0.04 | -0.00 | 1.00 | 0.27 | 0.07 | 0.01 | 0.08 | 0.51 | -0.00 | 0.34 | -0.00 | -0.04 | 0.21 | -0.05 |
UNH | 0.09 | -0.02 | -0.07 | 0.27 | 1.00 | 0.11 | 0.08 | 0.12 | 0.30 | 0.02 | 0.23 | -0.03 | -0.15 | 0.17 | -0.10 |
BAC | 0.11 | 0.07 | 0.19 | 0.07 | 0.11 | 1.00 | 0.18 | 0.21 | 0.13 | 0.09 | 0.17 | 0.06 | 0.10 | 0.24 | 0.07 |
FTNT | 0.03 | 0.06 | 0.13 | 0.01 | 0.08 | 0.18 | 1.00 | 0.17 | 0.00 | 0.22 | 0.05 | 0.22 | 0.26 | 0.18 | 0.32 |
NKE | 0.07 | 0.02 | 0.06 | 0.08 | 0.12 | 0.21 | 0.17 | 1.00 | 0.23 | 0.22 | 0.33 | 0.17 | 0.05 | 0.31 | 0.18 |
PEP | 0.18 | -0.08 | 0.01 | 0.51 | 0.30 | 0.13 | 0.00 | 0.23 | 1.00 | 0.05 | 0.39 | -0.01 | -0.06 | 0.24 | -0.09 |
AAPL | -0.07 | 0.12 | 0.11 | -0.00 | 0.02 | 0.09 | 0.22 | 0.22 | 0.05 | 1.00 | 0.15 | 0.41 | 0.31 | 0.16 | 0.40 |
MCD | 0.18 | -0.02 | 0.05 | 0.34 | 0.23 | 0.17 | 0.05 | 0.33 | 0.39 | 0.15 | 1.00 | 0.08 | 0.10 | 0.31 | 0.09 |
GOOGL | -0.06 | 0.12 | 0.08 | -0.00 | -0.03 | 0.06 | 0.22 | 0.17 | -0.01 | 0.41 | 0.08 | 1.00 | 0.50 | 0.20 | 0.57 |
META | -0.01 | 0.14 | 0.10 | -0.04 | -0.15 | 0.10 | 0.26 | 0.05 | -0.06 | 0.31 | 0.10 | 0.50 | 1.00 | 0.20 | 0.60 |
V | 0.18 | 0.04 | 0.13 | 0.21 | 0.17 | 0.24 | 0.18 | 0.31 | 0.24 | 0.16 | 0.31 | 0.20 | 0.20 | 1.00 | 0.20 |
AMZN | -0.04 | 0.12 | 0.10 | -0.05 | -0.10 | 0.07 | 0.32 | 0.18 | -0.09 | 0.40 | 0.09 | 0.57 | 0.60 | 0.20 | 1.00 |