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Core Portfolio

Last updated Mar 2, 2024

The core stocks and ETFs of my portfolio. These are long-term plays.

Asset Allocation


UNH 16.73%PGR 14.81%MSFT 12.64%SCHD 12%LMT 11.05%AVGO 10.7%EQIX 8.81%TSM 5.44%MRK 5.39%RTX 2.43%EquityEquity
PositionCategory/SectorWeight
UNH
UnitedHealth Group Incorporated
Healthcare

16.73%

PGR
The Progressive Corporation
Financial Services

14.81%

MSFT
Microsoft Corporation
Technology

12.64%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

12%

LMT
Lockheed Martin Corporation
Industrials

11.05%

AVGO
Broadcom Inc.
Technology

10.70%

EQIX
Equinix, Inc.
Real Estate

8.81%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

5.44%

MRK
Merck & Co., Inc.
Healthcare

5.39%

RTX
Raytheon Technologies Corporation
Industrials

2.43%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Core Portfolio, 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,384.73%
322.67%
Core Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the Core Portfolio returned 8.98% Year-To-Date and 23.43% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Core Portfolio8.98%5.12%21.55%33.04%23.04%23.43%
MRK
Merck & Co., Inc.
16.46%5.12%17.22%21.96%13.70%12.26%
SCHD
Schwab US Dividend Equity ETF
2.65%2.51%6.69%8.39%12.26%11.35%
EQIX
Equinix, Inc.
12.36%9.06%17.04%34.16%17.84%19.87%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
UNH
UnitedHealth Group Incorporated
-7.02%-4.34%3.54%4.01%16.48%22.03%
AVGO
Broadcom Inc.
25.35%18.57%61.97%139.04%43.40%39.98%
TSM
Taiwan Semiconductor Manufacturing Company Limited
28.75%18.54%44.81%52.69%30.37%25.04%
RTX
Raytheon Technologies Corporation
7.43%-0.80%5.54%-6.81%5.14%4.45%
PGR
The Progressive Corporation
18.52%5.37%39.44%32.99%23.65%25.87%
LMT
Lockheed Martin Corporation
-5.22%0.04%-3.46%-8.33%9.52%12.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.67%4.11%
2023-0.75%-2.87%5.16%6.09%2.54%

Sharpe Ratio

The current Core Portfolio Sharpe ratio is 2.89. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.89

The Sharpe ratio of Core Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.89
2.44
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Core Portfolio granted a 1.75% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Core Portfolio1.75%1.73%1.86%2.54%2.20%2.47%2.39%1.93%2.27%2.58%2.75%1.93%
MRK
Merck & Co., Inc.
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
EQIX
Equinix, Inc.
2.08%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
UNH
UnitedHealth Group Incorporated
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.38%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
RTX
Raytheon Technologies Corporation
2.63%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
PGR
The Progressive Corporation
0.61%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
LMT
Lockheed Martin Corporation
2.88%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%

Expense Ratio

The Core Portfolio has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Core Portfolio
2.89
MRK
Merck & Co., Inc.
1.24
SCHD
Schwab US Dividend Equity ETF
0.72
EQIX
Equinix, Inc.
1.52
MSFT
Microsoft Corporation
3.10
UNH
UnitedHealth Group Incorporated
0.22
AVGO
Broadcom Inc.
4.19
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.73
RTX
Raytheon Technologies Corporation
-0.25
PGR
The Progressive Corporation
1.12
LMT
Lockheed Martin Corporation
-0.42

Asset Correlations Table

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

EQIXMRKTSMUNHLMTPGRAVGOMSFTRTXSCHD
EQIX1.000.280.290.290.260.290.340.410.280.40
MRK0.281.000.160.380.330.380.220.290.330.47
TSM0.290.161.000.250.230.230.540.470.330.50
UNH0.290.380.251.000.340.360.290.360.370.48
LMT0.260.330.230.341.000.390.260.300.570.53
PGR0.290.380.230.360.391.000.280.340.430.53
AVGO0.340.220.540.290.260.281.000.510.380.54
MSFT0.410.290.470.360.300.340.511.000.390.57
RTX0.280.330.330.370.570.430.380.391.000.68
SCHD0.400.470.500.480.530.530.540.570.681.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.15%
0
Core Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Core Portfolio. 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 Core Portfolio was 29.69%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Core Portfolio drawdown is 0.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.69%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-16.7%Oct 3, 201857Dec 24, 201837Feb 19, 201994
-15.45%Apr 8, 2022131Oct 14, 202232Nov 30, 2022163
-10.85%Jul 21, 201526Aug 25, 201539Oct 20, 201565
-9.44%Apr 3, 201243Jun 4, 201272Sep 14, 2012115

Volatility Chart

The current Core Portfolio volatility is 3.28%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.28%
3.47%
Core Portfolio
Benchmark (^GSPC)
Portfolio components
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