Power Players
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.70% |
AMD Advanced Micro Devices, Inc. | Technology | 6.70% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.70% |
AVGO Broadcom Inc. | Technology | 6.60% |
GOOGL Alphabet Inc. | Communication Services | 6.60% |
JPM JPMorgan Chase & Co. | Financial Services | 6.70% |
LLY Eli Lilly and Company | Healthcare | 6.60% |
META Meta Platforms, Inc. | Communication Services | 6.60% |
MSFT Microsoft Corporation | Technology | 6.70% |
MSTR MicroStrategy Incorporated | Technology | 6.70% |
NVDA NVIDIA Corporation | Technology | 6.60% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.70% |
UNH UnitedHealth Group Incorporated | Healthcare | 6.70% |
WMT Walmart Inc. | Consumer Defensive | 6.70% |
XOM Exxon Mobil Corporation | Energy | 6.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Power Players, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Nov 14, 2024, the Power Players returned 66.17% Year-To-Date and 36.43% 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% |
| Power Players | 66.17% | 9.89% | 27.57% | 77.78% | 46.09% | 36.49% |
| Portfolio components: | ||||||
LLY Eli Lilly and Company | 39.94% | -11.11% | 5.42% | 38.61% | 50.32% | 30.79% |
UNH UnitedHealth Group Incorporated | 16.44% | 8.91% | 17.14% | 14.24% | 19.39% | 22.06% |
NVDA NVIDIA Corporation | 195.43% | 11.15% | 55.04% | 199.28% | 96.13% | 77.72% |
AVGO Broadcom Inc. | 57.18% | -1.36% | 23.72% | 80.70% | 45.25% | 38.28% |
META Meta Platforms, Inc. | 64.35% | -1.07% | 22.80% | 74.85% | 24.49% | 22.91% |
GOOGL Alphabet Inc. | 28.37% | 8.11% | 2.95% | 33.21% | 21.94% | 20.74% |
AMZN Amazon.com, Inc. | 40.91% | 14.07% | 16.59% | 49.51% | 19.79% | 29.56% |
TSLA Tesla, Inc. | 32.90% | 50.40% | 88.88% | 35.99% | 69.90% | 34.67% |
JPM JPMorgan Chase & Co. | 45.16% | 8.44% | 20.50% | 64.90% | 16.60% | 18.11% |
WMT Walmart Inc. | 64.28% | 4.72% | 33.95% | 53.11% | 18.49% | 14.20% |
MSTR MicroStrategy Incorporated | 419.90% | 69.00% | 128.04% | 549.04% | 84.10% | 35.01% |
AMD Advanced Micro Devices, Inc. | -5.50% | -11.07% | -14.34% | 18.05% | 29.37% | 48.62% |
MSFT Microsoft Corporation | 13.69% | 1.54% | 1.18% | 15.65% | 24.37% | 26.02% |
AAPL Apple Inc | 17.50% | -3.63% | 18.85% | 20.32% | 28.51% | 24.44% |
XOM Exxon Mobil Corporation | 24.61% | 0.93% | 3.88% | 20.19% | 17.33% | 6.97% |
Monthly Returns
The table below presents the monthly returns of Power Players, 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 | 2.15% | 14.59% | 9.25% | -4.55% | 7.84% | 6.06% | 0.97% | 1.36% | 4.92% | 1.66% | 66.17% | ||
| 2023 | 16.56% | 3.10% | 9.83% | 2.96% | 9.55% | 7.40% | 5.47% | -1.29% | -3.51% | 0.32% | 10.02% | 7.63% | 90.80% |
| 2022 | -8.43% | -1.61% | 6.41% | -12.42% | -0.74% | -11.10% | 16.61% | -6.80% | -9.58% | 4.85% | 4.93% | -9.06% | -27.16% |
| 2021 | 6.31% | 3.56% | 0.20% | 5.42% | -1.17% | 8.86% | 1.92% | 5.41% | -5.29% | 13.30% | 3.94% | -0.36% | 49.38% |
| 2020 | 4.62% | -5.72% | -7.81% | 17.24% | 4.69% | 5.42% | 9.89% | 16.38% | -5.91% | -2.54% | 20.86% | 6.85% | 78.21% |
| 2019 | 8.28% | 2.06% | 4.17% | 3.42% | -9.13% | 8.26% | 2.00% | -1.61% | 1.14% | 7.99% | 5.62% | 6.93% | 44.98% |
| 2018 | 10.17% | -4.23% | -6.05% | 3.02% | 6.39% | 2.32% | 3.41% | 9.08% | 1.72% | -7.49% | 0.60% | -7.32% | 10.02% |
| 2017 | 3.71% | 4.86% | 2.73% | 2.18% | 3.81% | 1.17% | 1.34% | 1.41% | 0.23% | 5.45% | 2.50% | -1.14% | 31.98% |
| 2016 | -6.13% | -2.11% | 10.10% | 1.64% | 7.35% | 0.50% | 8.09% | 0.84% | 1.63% | 0.84% | 3.94% | 6.73% | 37.47% |
| 2015 | -1.23% | 8.29% | -2.64% | 2.31% | 3.48% | -0.53% | 3.25% | -3.45% | -0.04% | 6.11% | 4.09% | 3.52% | 24.95% |
| 2014 | -0.39% | 8.68% | -1.79% | -0.22% | 3.83% | 2.93% | -1.15% | 6.51% | -2.10% | 1.39% | 4.36% | -1.84% | 21.39% |
| 2013 | 5.41% | -0.94% | 1.92% | 4.72% | 13.12% | 0.61% | 8.35% | 1.09% | 7.09% | 2.90% | 3.57% | 4.32% | 65.40% |
Expense Ratio
Power Players has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of Power Players is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | 1.15 | 1.73 | 1.23 | 1.75 | 5.75 |
UNH UnitedHealth Group Incorporated | 0.57 | 0.94 | 1.13 | 0.69 | 1.82 |
NVDA NVIDIA Corporation | 3.76 | 3.84 | 1.49 | 7.20 | 22.69 |
AVGO Broadcom Inc. | 1.77 | 2.42 | 1.31 | 3.21 | 9.79 |
META Meta Platforms, Inc. | 2.03 | 2.94 | 1.40 | 3.96 | 12.29 |
GOOGL Alphabet Inc. | 1.29 | 1.83 | 1.24 | 1.55 | 3.88 |
AMZN Amazon.com, Inc. | 1.74 | 2.41 | 1.31 | 2.00 | 7.98 |
TSLA Tesla, Inc. | 0.64 | 1.38 | 1.17 | 0.60 | 1.71 |
JPM JPMorgan Chase & Co. | 2.89 | 3.69 | 1.59 | 6.55 | 19.92 |
WMT Walmart Inc. | 2.93 | 3.84 | 1.60 | 5.09 | 15.30 |
MSTR MicroStrategy Incorporated | 5.63 | 4.23 | 1.50 | 9.04 | 27.78 |
AMD Advanced Micro Devices, Inc. | 0.34 | 0.79 | 1.10 | 0.41 | 0.75 |
MSFT Microsoft Corporation | 0.80 | 1.14 | 1.15 | 1.01 | 2.47 |
AAPL Apple Inc | 0.92 | 1.46 | 1.18 | 1.25 | 2.93 |
XOM Exxon Mobil Corporation | 1.01 | 1.51 | 1.18 | 1.04 | 4.59 |
Dividends
Dividend yield
Power Players provided a 0.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.84% | 1.00% | 1.03% | 1.38% | 1.23% | 1.33% | 1.13% | 1.25% | 1.33% | 1.26% | 1.38% |
| Portfolio components: | ||||||||||||
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
UNH UnitedHealth Group Incorporated | 1.31% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL 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% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
WMT Walmart Inc. | 0.95% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
XOM Exxon Mobil Corporation | 3.16% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
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 Power Players. 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 Power Players was 31.90%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Power Players drawdown is 1.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -30.8% | Nov 9, 2021 | 286 | Dec 28, 2022 | 97 | May 18, 2023 | 383 |
| -21.39% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -16.27% | Dec 30, 2015 | 30 | Feb 11, 2016 | 34 | Apr 1, 2016 | 64 |
| -14.49% | Feb 10, 2021 | 18 | Mar 8, 2021 | 78 | Jun 28, 2021 | 96 |
Volatility
Volatility Chart
The current Power Players volatility is 6.98%, 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
| WMT | XOM | LLY | UNH | TSLA | MSTR | JPM | AMD | META | AAPL | AVGO | NVDA | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.22 | 0.26 | 0.29 | 0.15 | 0.18 | 0.25 | 0.16 | 0.17 | 0.25 | 0.21 | 0.20 | 0.26 | 0.26 | 0.30 |
| XOM | 0.22 | 1.00 | 0.22 | 0.28 | 0.14 | 0.21 | 0.48 | 0.17 | 0.18 | 0.24 | 0.27 | 0.20 | 0.21 | 0.26 | 0.24 |
| LLY | 0.26 | 0.22 | 1.00 | 0.34 | 0.14 | 0.19 | 0.25 | 0.17 | 0.25 | 0.24 | 0.26 | 0.23 | 0.26 | 0.29 | 0.32 |
| UNH | 0.29 | 0.28 | 0.34 | 1.00 | 0.17 | 0.21 | 0.37 | 0.19 | 0.22 | 0.28 | 0.26 | 0.22 | 0.26 | 0.32 | 0.33 |
| TSLA | 0.15 | 0.14 | 0.14 | 0.17 | 1.00 | 0.35 | 0.24 | 0.34 | 0.33 | 0.37 | 0.38 | 0.39 | 0.39 | 0.36 | 0.36 |
| MSTR | 0.18 | 0.21 | 0.19 | 0.21 | 0.35 | 1.00 | 0.33 | 0.34 | 0.34 | 0.34 | 0.37 | 0.39 | 0.39 | 0.39 | 0.39 |
| JPM | 0.25 | 0.48 | 0.25 | 0.37 | 0.24 | 0.33 | 1.00 | 0.27 | 0.29 | 0.33 | 0.38 | 0.33 | 0.31 | 0.37 | 0.37 |
| AMD | 0.16 | 0.17 | 0.17 | 0.19 | 0.34 | 0.34 | 0.27 | 1.00 | 0.37 | 0.40 | 0.47 | 0.61 | 0.43 | 0.41 | 0.45 |
| META | 0.17 | 0.18 | 0.25 | 0.22 | 0.33 | 0.34 | 0.29 | 0.37 | 1.00 | 0.45 | 0.43 | 0.47 | 0.56 | 0.60 | 0.50 |
| AAPL | 0.25 | 0.24 | 0.24 | 0.28 | 0.37 | 0.34 | 0.33 | 0.40 | 0.45 | 1.00 | 0.52 | 0.48 | 0.50 | 0.54 | 0.56 |
| AVGO | 0.21 | 0.27 | 0.26 | 0.26 | 0.38 | 0.37 | 0.38 | 0.47 | 0.43 | 0.52 | 1.00 | 0.59 | 0.46 | 0.46 | 0.51 |
| NVDA | 0.20 | 0.20 | 0.23 | 0.22 | 0.39 | 0.39 | 0.33 | 0.61 | 0.47 | 0.48 | 0.59 | 1.00 | 0.51 | 0.50 | 0.56 |
| AMZN | 0.26 | 0.21 | 0.26 | 0.26 | 0.39 | 0.39 | 0.31 | 0.43 | 0.56 | 0.50 | 0.46 | 0.51 | 1.00 | 0.65 | 0.60 |
| GOOGL | 0.26 | 0.26 | 0.29 | 0.32 | 0.36 | 0.39 | 0.37 | 0.41 | 0.60 | 0.54 | 0.46 | 0.50 | 0.65 | 1.00 | 0.64 |
| MSFT | 0.30 | 0.24 | 0.32 | 0.33 | 0.36 | 0.39 | 0.37 | 0.45 | 0.50 | 0.56 | 0.51 | 0.56 | 0.60 | 0.64 | 1.00 |