Stocks 1-15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
ABBV AbbVie Inc. | Healthcare | 6.67% |
ADI Analog Devices, Inc. | Technology | 6.67% |
AMGN Amgen Inc. | Healthcare | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
APD Air Products and Chemicals, Inc. | Basic Materials | 6.67% |
AXP American Express Company | Financial Services | 6.67% |
BMY Bristol-Myers Squibb Company | Healthcare | 6.67% |
CAH Cardinal Health, Inc. | Healthcare | 6.67% |
CAT Caterpillar Inc. | Industrials | 6.67% |
CI Cigna Corporation | Healthcare | 6.67% |
CSCO Cisco Systems, Inc. | Technology | 6.67% |
CSX CSX Corporation | Industrials | 6.67% |
CVS CVS Health Corporation | Healthcare | 6.67% |
DGX Quest Diagnostics Incorporated | Healthcare | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks 1-15, 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 Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Sep 19, 2024, the Stocks 1-15 returned 13.73% Year-To-Date and 15.57% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Stocks 1-15 | 13.73% | 1.71% | 7.63% | 21.22% | 17.56% | 15.67% |
| Portfolio components: | ||||||
AAPL Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 33.30% | 25.76% |
ABBV AbbVie Inc. | 28.03% | -1.64% | 10.72% | 30.46% | 27.26% | 17.43% |
ADI Analog Devices, Inc. | 13.58% | 0.04% | 15.02% | 28.69% | 16.24% | 18.66% |
AMGN Amgen Inc. | 18.14% | 1.33% | 21.91% | 26.33% | 14.54% | 12.01% |
AMZN Amazon.com, Inc. | 22.70% | 4.22% | 4.65% | 37.80% | 15.81% | 27.73% |
APD Air Products and Chemicals, Inc. | 6.43% | 5.08% | 23.74% | 0.09% | 7.86% | 11.50% |
AXP American Express Company | 41.26% | 3.60% | 15.13% | 69.00% | 19.28% | 13.09% |
BMY Bristol-Myers Squibb Company | 0.71% | 1.55% | -0.98% | -11.19% | 3.20% | 2.73% |
CAH Cardinal Health, Inc. | 11.59% | 2.32% | -0.04% | 27.23% | 22.27% | 6.99% |
CAT Caterpillar Inc. | 21.60% | 3.44% | -1.84% | 29.71% | 25.53% | 16.56% |
CI Cigna Corporation | 20.13% | 4.13% | 1.27% | 25.78% | 18.69% | 14.93% |
CSCO Cisco Systems, Inc. | 2.57% | 0.66% | 3.09% | -5.96% | 3.57% | 10.75% |
CSX CSX Corporation | -0.77% | 1.76% | -9.44% | 10.26% | 9.72% | 14.09% |
CVS CVS Health Corporation | -23.77% | -0.81% | -23.79% | -14.98% | 1.05% | -0.59% |
DGX Quest Diagnostics Incorporated | 14.62% | 3.03% | 22.03% | 27.16% | 10.03% | 11.92% |
Monthly Returns
The table below presents the monthly returns of Stocks 1-15, 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 | 0.73% | 2.56% | 3.75% | -5.10% | 2.78% | 0.74% | 5.11% | 3.11% | 13.73% | ||||
| 2023 | 3.12% | -3.12% | 1.23% | -1.05% | -1.69% | 8.07% | 2.41% | -2.04% | -2.13% | -1.91% | 4.71% | 6.39% | 14.08% |
| 2022 | -3.19% | -0.02% | 5.13% | -5.83% | 1.06% | -6.41% | 8.37% | -2.06% | -6.95% | 11.10% | 7.68% | -4.28% | 2.50% |
| 2021 | 0.50% | 0.43% | 7.71% | 2.62% | 1.90% | 0.14% | 1.36% | -0.25% | -5.54% | 5.30% | -2.15% | 10.22% | 23.48% |
| 2020 | -1.54% | -6.39% | -8.78% | 13.55% | 5.22% | 2.11% | 4.05% | 2.85% | -2.96% | -2.87% | 13.80% | 2.11% | 20.21% |
| 2019 | 4.71% | 2.54% | 0.35% | 3.72% | -6.95% | 7.53% | 0.27% | -2.15% | 3.13% | 4.48% | 6.31% | 2.70% | 29.05% |
| 2018 | 7.26% | -1.10% | -5.65% | 1.84% | 1.33% | -0.73% | 3.56% | 6.34% | 1.86% | -9.40% | 5.60% | -9.70% | -0.64% |
| 2017 | 3.94% | 6.38% | -0.85% | 2.57% | 1.50% | 2.11% | 0.57% | 2.20% | 3.11% | 1.63% | 4.10% | 0.56% | 31.42% |
| 2016 | -8.43% | 1.69% | 7.20% | 2.18% | 0.69% | -0.74% | 6.66% | -1.60% | 1.39% | -4.85% | 6.33% | 1.32% | 11.20% |
| 2015 | -1.07% | 5.90% | 0.52% | 1.24% | 2.97% | -0.95% | 1.79% | -6.51% | -4.95% | 8.40% | 0.60% | -1.09% | 6.08% |
| 2014 | -3.73% | 4.20% | 1.25% | -1.32% | 4.35% | 2.06% | -0.39% | 4.25% | -1.10% | 5.91% | 5.66% | -1.49% | 20.83% |
| 2013 | 4.62% | 1.28% | 3.77% | 1.42% | 4.86% | -1.70% | 6.66% | -2.28% | 3.29% | 5.84% | 3.27% | 3.22% | 39.63% |
Expense Ratio
Stocks 1-15 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 rank of Stocks 1-15 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.11 | 1.70 | 1.21 | 1.48 | 3.49 |
ABBV AbbVie Inc. | 1.59 | 2.09 | 1.29 | 1.90 | 5.38 |
ADI Analog Devices, Inc. | 0.85 | 1.38 | 1.16 | 1.21 | 4.75 |
AMGN Amgen Inc. | 1.24 | 1.95 | 1.25 | 1.65 | 3.96 |
AMZN Amazon.com, Inc. | 1.16 | 1.69 | 1.22 | 0.92 | 5.55 |
APD Air Products and Chemicals, Inc. | -0.05 | 0.13 | 1.02 | -0.05 | -0.12 |
AXP American Express Company | 2.86 | 3.55 | 1.50 | 2.47 | 18.13 |
BMY Bristol-Myers Squibb Company | -0.41 | -0.44 | 0.94 | -0.23 | -0.65 |
CAH Cardinal Health, Inc. | 1.36 | 1.90 | 1.26 | 1.60 | 3.47 |
CAT Caterpillar Inc. | 1.11 | 1.55 | 1.21 | 1.35 | 3.50 |
CI Cigna Corporation | 0.98 | 1.69 | 1.25 | 1.17 | 4.35 |
CSCO Cisco Systems, Inc. | -0.34 | -0.32 | 0.95 | -0.29 | -0.65 |
CSX CSX Corporation | 0.63 | 0.98 | 1.12 | 0.52 | 1.35 |
CVS CVS Health Corporation | -0.47 | -0.43 | 0.93 | -0.29 | -0.81 |
DGX Quest Diagnostics Incorporated | 1.34 | 2.06 | 1.24 | 0.96 | 5.12 |
Dividends
Dividend yield
Stocks 1-15 granted a 2.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks 1-15 | 2.12% | 2.13% | 2.01% | 1.91% | 2.11% | 2.08% | 2.31% | 1.93% | 2.13% | 2.11% | 1.74% | 1.85% |
| Portfolio components: | ||||||||||||
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% |
ABBV AbbVie Inc. | 3.18% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ADI Analog Devices, Inc. | 1.63% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
AMGN Amgen Inc. | 2.67% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
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% |
APD Air Products and Chemicals, Inc. | 2.45% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
AXP American Express Company | 0.99% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BMY Bristol-Myers Squibb Company | 4.76% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
CAH Cardinal Health, Inc. | 1.80% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% | 1.77% |
CAT Caterpillar Inc. | 1.50% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CI Cigna Corporation | 1.53% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
CSCO Cisco Systems, Inc. | 3.12% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
CSX CSX Corporation | 1.38% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% |
CVS CVS Health Corporation | 4.45% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
DGX Quest Diagnostics Incorporated | 1.88% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% | 2.24% |
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 Stocks 1-15. 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 Stocks 1-15 was 31.43%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Stocks 1-15 drawdown is 0.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.43% | Feb 13, 2020 | 27 | Mar 23, 2020 | 79 | Jul 15, 2020 | 106 |
| -20.08% | Oct 4, 2018 | 56 | Dec 24, 2018 | 208 | Oct 22, 2019 | 264 |
| -17.51% | Jun 24, 2015 | 158 | Feb 8, 2016 | 108 | Jul 13, 2016 | 266 |
| -14.99% | Apr 21, 2022 | 40 | Jun 16, 2022 | 39 | Aug 12, 2022 | 79 |
| -13.84% | Aug 17, 2022 | 32 | Sep 30, 2022 | 37 | Nov 22, 2022 | 69 |
Volatility
Volatility Chart
The current Stocks 1-15 volatility is 3.08%, 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
| AMZN | DGX | BMY | AAPL | ABBV | CI | CVS | CAH | AMGN | CAT | ADI | APD | CSX | AXP | CSCO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMZN | 1.00 | 0.22 | 0.22 | 0.51 | 0.23 | 0.20 | 0.20 | 0.22 | 0.31 | 0.30 | 0.44 | 0.33 | 0.33 | 0.37 | 0.42 |
| DGX | 0.22 | 1.00 | 0.31 | 0.24 | 0.33 | 0.35 | 0.37 | 0.36 | 0.36 | 0.27 | 0.31 | 0.36 | 0.33 | 0.30 | 0.35 |
| BMY | 0.22 | 0.31 | 1.00 | 0.21 | 0.46 | 0.34 | 0.39 | 0.41 | 0.48 | 0.25 | 0.24 | 0.31 | 0.29 | 0.30 | 0.33 |
| AAPL | 0.51 | 0.24 | 0.21 | 1.00 | 0.22 | 0.23 | 0.23 | 0.24 | 0.30 | 0.34 | 0.50 | 0.36 | 0.38 | 0.37 | 0.47 |
| ABBV | 0.23 | 0.33 | 0.46 | 0.22 | 1.00 | 0.34 | 0.38 | 0.40 | 0.49 | 0.28 | 0.28 | 0.32 | 0.29 | 0.30 | 0.34 |
| CI | 0.20 | 0.35 | 0.34 | 0.23 | 0.34 | 1.00 | 0.48 | 0.44 | 0.35 | 0.34 | 0.28 | 0.33 | 0.34 | 0.38 | 0.34 |
| CVS | 0.20 | 0.37 | 0.39 | 0.23 | 0.38 | 0.48 | 1.00 | 0.52 | 0.38 | 0.33 | 0.27 | 0.35 | 0.35 | 0.39 | 0.37 |
| CAH | 0.22 | 0.36 | 0.41 | 0.24 | 0.40 | 0.44 | 0.52 | 1.00 | 0.40 | 0.34 | 0.29 | 0.35 | 0.36 | 0.38 | 0.35 |
| AMGN | 0.31 | 0.36 | 0.48 | 0.30 | 0.49 | 0.35 | 0.38 | 0.40 | 1.00 | 0.31 | 0.35 | 0.36 | 0.32 | 0.34 | 0.39 |
| CAT | 0.30 | 0.27 | 0.25 | 0.34 | 0.28 | 0.34 | 0.33 | 0.34 | 0.31 | 1.00 | 0.47 | 0.50 | 0.55 | 0.54 | 0.45 |
| ADI | 0.44 | 0.31 | 0.24 | 0.50 | 0.28 | 0.28 | 0.27 | 0.29 | 0.35 | 0.47 | 1.00 | 0.44 | 0.46 | 0.48 | 0.52 |
| APD | 0.33 | 0.36 | 0.31 | 0.36 | 0.32 | 0.33 | 0.35 | 0.35 | 0.36 | 0.50 | 0.44 | 1.00 | 0.48 | 0.46 | 0.45 |
| CSX | 0.33 | 0.33 | 0.29 | 0.38 | 0.29 | 0.34 | 0.35 | 0.36 | 0.32 | 0.55 | 0.46 | 0.48 | 1.00 | 0.49 | 0.46 |
| AXP | 0.37 | 0.30 | 0.30 | 0.37 | 0.30 | 0.38 | 0.39 | 0.38 | 0.34 | 0.54 | 0.48 | 0.46 | 0.49 | 1.00 | 0.47 |
| CSCO | 0.42 | 0.35 | 0.33 | 0.47 | 0.34 | 0.34 | 0.37 | 0.35 | 0.39 | 0.45 | 0.52 | 0.45 | 0.46 | 0.47 | 1.00 |