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Investing
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FTNT 12.05%GOOGL 10.5%AAPL 9.66%UNH 8.01%HSY 7.3%PEP 6.8%META 6.58%AMZN 6.38%NKE 5.44%LPG 5.11%BAC 5.03%V 4.43%MCD 4.26%CME 4.24%TRMD 4.22%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
9.66%
AMZN
Amazon.com, Inc.
Consumer Cyclical
6.38%
BAC
Bank of America Corporation
Financial Services
5.03%
CME
CME Group Inc.
Financial Services
4.24%
FTNT
Fortinet, Inc.
Technology
12.05%
GOOGL
Alphabet Inc.
Communication Services
10.50%
HSY
The Hershey Company
Consumer Defensive
7.30%
LPG
Dorian LPG Ltd.
Energy
5.11%
MCD
McDonald's Corporation
Consumer Cyclical
4.26%
META
Meta Platforms, Inc.
Communication Services
6.58%
NKE
NIKE, Inc.
Consumer Cyclical
5.44%
PEP
PepsiCo, Inc.
Consumer Defensive
6.80%
TRMD
TORM plc
Energy
4.22%
UNH
UnitedHealth Group Incorporated
Healthcare
8.01%
V
Visa Inc.
Financial Services
4.43%

Transactions


DateTypeSymbolQuantityPrice
Feb 2, 2024BuyAlphabet Inc.8$138.83
Feb 2, 2024BuyAlphabet Inc.8$142.00
Feb 2, 2024BuyTORM plc30$34.73
Feb 2, 2024BuyDorian LPG Ltd.30$37.65
Feb 2, 2024BuyNIKE, Inc.10$99.97
Jan 25, 2024BuyUnitedHealth Group Incorporated2$490.00
Jan 23, 2024BuyTORM plc30$34.92
Jan 23, 2024BuyDorian LPG Ltd.30$39.68
Jan 23, 2024BuyNIKE, Inc.10$101.70
Jan 22, 2024BuyUnitedHealth Group Incorporated2$503.00

1–10 of 25

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
11.33%
Investing
Benchmark (^GSPC)
Portfolio components

Returns By Period


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.52%0.66%12.27%30.56%13.80%11.69%
Investing16.73%0.93%5.47%18.42%N/AN/A
MCD
McDonald's Corporation
3.88%0.33%19.58%5.70%11.49%15.69%
PEP
PepsiCo, Inc.
-2.87%-1.86%-0.86%-2.08%6.13%8.50%
HSY
The Hershey Company
3.34%5.71%1.50%4.32%7.30%9.13%
AMZN
Amazon.com, Inc.
48.11%8.80%20.41%52.59%20.73%30.87%
V
Visa Inc.
20.90%0.66%16.01%21.27%12.16%18.01%
FTNT
Fortinet, Inc.
65.95%-0.05%60.23%76.47%36.13%33.06%
AAPL
Apple Inc
29.32%10.50%16.55%27.87%30.48%26.14%
CME
CME Group Inc.
15.99%6.38%23.44%16.93%7.36%15.18%
META
Meta Platforms, Inc.
75.50%6.20%21.95%85.86%25.94%23.15%
BAC
Bank of America Corporation
39.34%-0.16%17.49%52.62%8.39%12.68%
UNH
UnitedHealth Group Incorporated
9.04%-9.26%15.96%5.19%16.54%20.94%
NKE
NIKE, Inc.
-28.10%0.69%-17.29%-34.75%-3.63%6.01%
LPG
Dorian LPG Ltd.
-38.62%-10.16%-40.99%-29.13%26.94%16.22%
TRMD
TORM plc
-17.71%-7.59%-35.11%-5.65%33.72%N/A
GOOGL
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.38%2.10%1.25%-0.74%5.26%-1.45%0.82%3.71%0.27%-4.18%3.76%16.73%
20232.55%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.


The portfolio doesn't hold funds that charge fees

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.


The Risk-Adjusted Performance Rank of Investing is 3131
Overall Rank
The Sharpe Ratio Rank of Investing is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of Investing is 1919
Sortino Ratio Rank
The Omega Ratio Rank of Investing is 2222
Omega Ratio Rank
The Calmar Ratio Rank of Investing is 5050
Calmar Ratio Rank
The Martin Ratio Rank of Investing is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Investing, currently valued at 1.70, compared to the broader market-6.00-4.00-2.000.002.004.001.702.54
The chart of Sortino ratio for Investing, currently valued at 2.26, compared to the broader market-6.00-4.00-2.000.002.004.006.002.263.39
The chart of Omega ratio for Investing, currently valued at 1.30, compared to the broader market0.501.001.501.301.47
The chart of Calmar ratio for Investing, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.0012.0014.003.293.66
The chart of Martin ratio for Investing, currently valued at 12.19, compared to the broader market0.0010.0020.0030.0040.0050.0012.1916.25
Investing
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MCD
McDonald's Corporation
0.440.721.090.460.99
PEP
PepsiCo, Inc.
-0.030.081.01-0.03-0.08
HSY
The Hershey Company
0.160.421.050.220.49
AMZN
Amazon.com, Inc.
1.912.571.332.708.82
V
Visa Inc.
1.381.891.261.854.70
FTNT
Fortinet, Inc.
2.203.541.463.568.24
AAPL
Apple Inc
1.211.831.231.643.84
CME
CME Group Inc.
1.091.581.191.573.61
META
Meta Platforms, Inc.
2.393.281.464.7014.56
BAC
Bank of America Corporation
2.193.311.403.049.39
UNH
UnitedHealth Group Incorporated
0.170.411.060.220.59
NKE
NIKE, Inc.
-0.96-1.140.81-0.78-1.17
LPG
Dorian LPG Ltd.
-0.82-1.060.88-0.60-1.26
TRMD
TORM plc
-0.24-0.130.99-0.18-0.51
GOOGL
Alphabet Inc.
1.391.921.261.704.13

The current Investing Sharpe ratio is 1.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.81 to 2.65, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Investing with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
1.70
2.54
Investing
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Investing provided a 3.21% dividend yield over the last twelve months.


TTM2023
Portfolio3.21%0.40%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.91%
Investing
Benchmark (^GSPC)
Portfolio components

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, 202441Aug 5, 20248Aug 15, 202449
-4.87%Oct 15, 202415Nov 4, 202421Dec 4, 202436
-3.06%Apr 4, 20248Apr 15, 202413May 2, 202421
-2.81%Feb 13, 202415Mar 5, 202410Mar 19, 202425
-2.61%Sep 3, 20246Sep 10, 20247Sep 19, 202413

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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.05%
2.24%
Investing
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

CMETRMDLPGHSYUNHBACFTNTNKEPEPAAPLMCDGOOGLMETAVAMZN
CME1.000.010.000.090.090.110.030.070.18-0.070.18-0.06-0.010.18-0.04
TRMD0.011.000.520.04-0.020.070.060.02-0.080.12-0.020.120.140.040.12
LPG0.000.521.00-0.00-0.070.190.130.060.010.110.050.080.100.130.10
HSY0.090.04-0.001.000.270.070.010.080.51-0.000.34-0.00-0.040.21-0.05
UNH0.09-0.02-0.070.271.000.110.080.120.300.020.23-0.03-0.150.17-0.10
BAC0.110.070.190.070.111.000.180.210.130.090.170.060.100.240.07
FTNT0.030.060.130.010.080.181.000.170.000.220.050.220.260.180.32
NKE0.070.020.060.080.120.210.171.000.230.220.330.170.050.310.18
PEP0.18-0.080.010.510.300.130.000.231.000.050.39-0.01-0.060.24-0.09
AAPL-0.070.120.11-0.000.020.090.220.220.051.000.150.410.310.160.40
MCD0.18-0.020.050.340.230.170.050.330.390.151.000.080.100.310.09
GOOGL-0.060.120.08-0.00-0.030.060.220.17-0.010.410.081.000.500.200.57
META-0.010.140.10-0.04-0.150.100.260.05-0.060.310.100.501.000.200.60
V0.180.040.130.210.170.240.180.310.240.160.310.200.201.000.20
AMZN-0.040.120.10-0.05-0.100.070.320.18-0.090.400.090.570.600.201.00
The correlation results are calculated based on daily price changes starting from Oct 12, 2023
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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