Investing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 9.09% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 5.33% |
BAC Bank of America Corporation | Financial Services | 4.73% |
CME CME Group Inc. | Financial Services | 4.05% |
FTNT Fortinet, Inc. | Technology | 10.25% |
GOOGL Alphabet Inc. | Communication Services | 9.42% |
HSY The Hershey Company | Consumer Defensive | 7.25% |
LPG Dorian LPG Ltd. | Energy | 7.09% |
MCD McDonald's Corporation | Consumer Cyclical | 4.46% |
META Meta Platforms, Inc. | Communication Services | 6.17% |
NKE NIKE, Inc. | Consumer Cyclical | 5.99% |
PEP PepsiCo, Inc. | Consumer Defensive | 7.47% |
TRMD TORM plc | Energy | 6.44% |
UNH UnitedHealth Group Incorporated | Healthcare | 8.15% |
V Visa Inc. | Financial Services | 4.10% |
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 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Investing | 12.29% | 0.57% | 7.33% | 23.20% | N/A | N/A |
| Portfolio components: | ||||||
MCD McDonald's Corporation | 7.45% | 6.53% | 16.91% | 25.19% | 11.05% | 16.12% |
PEP PepsiCo, Inc. | 5.13% | -1.35% | 2.86% | 11.03% | 8.13% | 9.81% |
HSY The Hershey Company | 1.21% | -7.26% | 1.35% | -0.70% | 6.07% | 9.71% |
AMZN Amazon.com, Inc. | 23.00% | 0.01% | 4.28% | 45.86% | 16.35% | 28.60% |
V Visa Inc. | 11.07% | -1.39% | 6.36% | 22.03% | 11.17% | 19.64% |
FTNT Fortinet, Inc. | 40.30% | 8.61% | 28.25% | 42.40% | 40.07% | 32.57% |
AAPL Apple Inc | 20.84% | 6.91% | 39.11% | 32.49% | 32.42% | 26.80% |
CME CME Group Inc. | 9.63% | 4.12% | 9.55% | 10.14% | 5.21% | 15.82% |
META Meta Platforms, Inc. | 63.44% | 7.55% | 15.17% | 82.52% | 25.59% | 22.56% |
BAC Bank of America Corporation | 29.63% | 8.22% | 21.17% | 61.09% | 9.84% | 12.52% |
UNH UnitedHealth Group Incorporated | 9.80% | -1.15% | 16.75% | 8.20% | 20.24% | 22.44% |
NKE NIKE, Inc. | -21.75% | 4.09% | -11.58% | -17.86% | -1.60% | 8.00% |
LPG Dorian LPG Ltd. | -18.40% | -7.02% | -11.66% | 18.74% | 39.61% | 14.98% |
TRMD TORM plc | 12.65% | -16.48% | 2.39% | 22.29% | 40.64% | N/A |
GOOGL Alphabet Inc. | 18.53% | 3.67% | 6.13% | 20.01% | 21.70% | 20.31% |
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% | 0.84% | 3.08% | 0.08% | 12.29% | |||
| 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 Rank
The current rank of Investing is 47, 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 | |
|---|---|---|---|---|---|
MCD McDonald's Corporation | 1.68 | 2.38 | 1.31 | 1.64 | 3.73 |
PEP PepsiCo, Inc. | 0.74 | 1.17 | 1.14 | 1.07 | 2.68 |
HSY The Hershey Company | -0.05 | 0.07 | 1.01 | -0.08 | -0.17 |
AMZN Amazon.com, Inc. | 1.48 | 2.09 | 1.27 | 2.10 | 7.05 |
V Visa Inc. | 1.28 | 1.69 | 1.24 | 1.66 | 4.21 |
FTNT Fortinet, Inc. | 1.00 | 1.75 | 1.25 | 1.61 | 3.51 |
AAPL Apple Inc | 1.34 | 2.01 | 1.25 | 1.83 | 4.32 |
CME CME Group Inc. | 0.52 | 0.82 | 1.10 | 0.75 | 1.67 |
META Meta Platforms, Inc. | 2.21 | 3.11 | 1.42 | 4.35 | 13.35 |
BAC Bank of America Corporation | 2.63 | 3.69 | 1.45 | 3.72 | 11.35 |
UNH UnitedHealth Group Incorporated | 0.33 | 0.61 | 1.09 | 0.39 | 1.05 |
NKE NIKE, Inc. | -0.48 | -0.40 | 0.93 | -0.40 | -0.68 |
LPG Dorian LPG Ltd. | 0.45 | 0.93 | 1.11 | 0.58 | 1.06 |
TRMD TORM plc | 0.78 | 1.22 | 1.15 | 1.15 | 3.35 |
GOOGL Alphabet Inc. | 0.68 | 1.05 | 1.15 | 0.86 | 2.23 |
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 6.21%, occurring on Aug 5, 2024. Recovery took 8 trading sessions.
The current Investing drawdown is 0.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.21% | May 20, 2024 | 53 | Aug 5, 2024 | 8 | Aug 15, 2024 | 61 |
| -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 |
| -3.02% | Aug 27, 2024 | 10 | Sep 10, 2024 | 23 | Oct 11, 2024 | 33 |
| -2.33% | Oct 20, 2023 | 5 | Oct 26, 2023 | 2 | Oct 30, 2023 | 7 |
Volatility
Volatility Chart
The current Investing volatility is 2.67%, 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 | META | GOOGL | V | AMZN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CME | 1.00 | 0.01 | 0.03 | 0.10 | 0.12 | 0.10 | 0.04 | 0.08 | 0.22 | -0.11 | 0.16 | -0.02 | -0.06 | 0.20 | -0.06 |
| TRMD | 0.01 | 1.00 | 0.51 | 0.02 | -0.04 | 0.13 | 0.11 | 0.06 | -0.12 | 0.10 | -0.02 | 0.15 | 0.14 | 0.08 | 0.16 |
| LPG | 0.03 | 0.51 | 1.00 | -0.03 | -0.10 | 0.22 | 0.18 | 0.08 | -0.04 | 0.09 | 0.04 | 0.12 | 0.09 | 0.14 | 0.11 |
| HSY | 0.10 | 0.02 | -0.03 | 1.00 | 0.29 | 0.09 | -0.01 | 0.05 | 0.52 | -0.03 | 0.34 | -0.05 | 0.03 | 0.24 | -0.06 |
| UNH | 0.12 | -0.04 | -0.10 | 0.29 | 1.00 | 0.13 | 0.02 | 0.12 | 0.32 | 0.01 | 0.23 | -0.19 | -0.10 | 0.17 | -0.12 |
| BAC | 0.10 | 0.13 | 0.22 | 0.09 | 0.13 | 1.00 | 0.18 | 0.19 | 0.16 | 0.13 | 0.16 | 0.14 | 0.09 | 0.22 | 0.09 |
| FTNT | 0.04 | 0.11 | 0.18 | -0.01 | 0.02 | 0.18 | 1.00 | 0.18 | 0.02 | 0.26 | 0.04 | 0.26 | 0.22 | 0.20 | 0.34 |
| NKE | 0.08 | 0.06 | 0.08 | 0.05 | 0.12 | 0.19 | 0.18 | 1.00 | 0.22 | 0.26 | 0.33 | 0.06 | 0.23 | 0.32 | 0.22 |
| PEP | 0.22 | -0.12 | -0.04 | 0.52 | 0.32 | 0.16 | 0.02 | 0.22 | 1.00 | 0.01 | 0.40 | -0.04 | 0.06 | 0.27 | -0.05 |
| AAPL | -0.11 | 0.10 | 0.09 | -0.03 | 0.01 | 0.13 | 0.26 | 0.26 | 0.01 | 1.00 | 0.13 | 0.29 | 0.45 | 0.21 | 0.43 |
| MCD | 0.16 | -0.02 | 0.04 | 0.34 | 0.23 | 0.16 | 0.04 | 0.33 | 0.40 | 0.13 | 1.00 | 0.10 | 0.12 | 0.36 | 0.08 |
| META | -0.02 | 0.15 | 0.12 | -0.05 | -0.19 | 0.14 | 0.26 | 0.06 | -0.04 | 0.29 | 0.10 | 1.00 | 0.49 | 0.25 | 0.59 |
| GOOGL | -0.06 | 0.14 | 0.09 | 0.03 | -0.10 | 0.09 | 0.22 | 0.23 | 0.06 | 0.45 | 0.12 | 0.49 | 1.00 | 0.20 | 0.57 |
| V | 0.20 | 0.08 | 0.14 | 0.24 | 0.17 | 0.22 | 0.20 | 0.32 | 0.27 | 0.21 | 0.36 | 0.25 | 0.20 | 1.00 | 0.24 |
| AMZN | -0.06 | 0.16 | 0.11 | -0.06 | -0.12 | 0.09 | 0.34 | 0.22 | -0.05 | 0.43 | 0.08 | 0.59 | 0.57 | 0.24 | 1.00 |