All Around US Stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 25% |
PG The Procter & Gamble Company | Consumer Defensive | 18.75% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 18.75% |
WM Waste Management, Inc. | Industrials | 18.75% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 18.75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Around US Stocks , 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 13, 2024, the All Around US Stocks returned 27.37% Year-To-Date and 18.46% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| All Around US Stocks | 26.85% | 2.00% | 4.96% | 30.70% | 21.72% | 18.40% |
| Portfolio components: | ||||||
WM Waste Management, Inc. | 27.39% | 5.70% | 8.77% | 33.09% | 17.02% | 18.93% |
PG The Procter & Gamble Company | 16.50% | -2.87% | 1.23% | 12.23% | 9.38% | 9.63% |
SMH VanEck Vectors Semiconductor ETF | 41.61% | -5.22% | 5.87% | 54.65% | 32.95% | 28.62% |
GOOG Alphabet Inc. | 28.39% | 8.50% | 4.06% | 33.60% | 22.15% | 20.93% |
XLE Energy Select Sector SPDR Fund | 15.50% | 1.88% | 2.29% | 15.34% | 14.95% | 4.96% |
Monthly Returns
The table below presents the monthly returns of All Around US Stocks , 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 | 3.41% | 5.20% | 6.37% | 0.73% | 4.03% | 3.25% | -3.26% | 0.33% | -0.24% | 0.70% | 26.85% | ||
| 2023 | 5.55% | -4.76% | 9.05% | 1.84% | 2.43% | 4.13% | 4.61% | -0.33% | -3.30% | -0.98% | 5.74% | 3.31% | 29.86% |
| 2022 | -2.15% | -0.21% | 4.55% | -5.69% | 1.63% | -8.85% | 7.40% | -2.59% | -9.78% | 5.91% | 8.70% | -6.02% | -8.93% |
| 2021 | 0.16% | 7.70% | 5.59% | 5.34% | 2.05% | 2.84% | 2.68% | 3.09% | -2.81% | 7.94% | 0.42% | 4.56% | 46.82% |
| 2020 | 0.58% | -8.54% | -14.51% | 15.55% | 3.85% | 1.48% | 4.56% | 5.27% | -5.09% | 0.86% | 12.98% | 1.97% | 16.27% |
| 2019 | 8.54% | 3.34% | 3.73% | 3.28% | -7.13% | 5.88% | 5.84% | -1.81% | 2.20% | 1.46% | 1.79% | 4.88% | 35.92% |
| 2018 | 4.75% | -5.47% | -2.14% | -1.94% | 4.68% | 0.98% | 6.01% | 0.59% | -0.48% | -5.62% | 3.19% | -6.10% | -2.53% |
| 2017 | 1.50% | 2.74% | 0.51% | 1.33% | 2.77% | -2.52% | 3.40% | 0.60% | 3.48% | 3.14% | 1.02% | 2.96% | 22.85% |
| 2016 | -1.87% | -1.08% | 6.93% | -1.34% | 3.70% | 1.74% | 4.98% | 0.86% | 2.59% | -0.55% | 1.80% | 1.98% | 21.15% |
| 2015 | -2.35% | 4.82% | -1.86% | -1.18% | -0.02% | -4.07% | 4.46% | -3.71% | -1.17% | 10.77% | 1.38% | -0.32% | 5.92% |
| 2014 | 0.07% | 2.15% | 2.65% | -1.18% | 3.81% | -0.86% | 0.14% | -0.15% | 0.76% | 7.52% |
Expense Ratio
All Around US Stocks has an expense ratio of 0.09%, which is considered low compared to other funds. 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 All Around US Stocks is 46, 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 | |
|---|---|---|---|---|---|
WM Waste Management, Inc. | 1.88 | 2.44 | 1.41 | 2.82 | 8.15 |
PG The Procter & Gamble Company | 0.78 | 1.16 | 1.16 | 1.35 | 4.30 |
SMH VanEck Vectors Semiconductor ETF | 1.73 | 2.24 | 1.30 | 2.39 | 6.56 |
GOOG Alphabet Inc. | 1.35 | 1.87 | 1.25 | 1.59 | 4.04 |
XLE Energy Select Sector SPDR Fund | 0.92 | 1.33 | 1.17 | 1.23 | 2.87 |
Dividends
Dividend yield
All Around US Stocks provided a 1.42% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.42% | 1.55% | 1.89% | 1.63% | 2.08% | 2.98% | 2.34% | 2.03% | 1.75% | 2.60% | 1.94% | 2.06% |
| Portfolio components: | ||||||||||||
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
PG The Procter & Gamble Company | 2.38% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
GOOG Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.15% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
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 All Around US Stocks . 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 All Around US Stocks was 33.17%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current All Around US Stocks drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -18.93% | Mar 30, 2022 | 128 | Sep 30, 2022 | 157 | May 17, 2023 | 285 |
| -15.22% | Aug 30, 2018 | 80 | Dec 24, 2018 | 33 | Feb 12, 2019 | 113 |
| -12.85% | Mar 3, 2015 | 123 | Aug 25, 2015 | 42 | Oct 23, 2015 | 165 |
| -12.66% | Jan 23, 2018 | 13 | Feb 8, 2018 | 116 | Jul 26, 2018 | 129 |
Volatility
Volatility Chart
The current All Around US Stocks volatility is 3.14%, 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
| XLE | PG | WM | GOOG | SMH | |
|---|---|---|---|---|---|
| XLE | 1.00 | 0.17 | 0.26 | 0.29 | 0.36 |
| PG | 0.17 | 1.00 | 0.46 | 0.26 | 0.22 |
| WM | 0.26 | 0.46 | 1.00 | 0.28 | 0.27 |
| GOOG | 0.29 | 0.26 | 0.28 | 1.00 | 0.57 |
| SMH | 0.36 | 0.22 | 0.27 | 0.57 | 1.00 |