AAPL+MSFT+GOOG+COST+NVDA (20% each)
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 20% |
COST Costco Wholesale Corporation | Consumer Defensive | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AAPL+MSFT+GOOG+COST+NVDA (20% each), 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Aug 30, 2024, the AAPL+MSFT+GOOG+COST+NVDA (20% each) returned 42.64% Year-To-Date and 35.98% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
AAPL+MSFT+GOOG+COST+NVDA (20% each) | 43.68% | 1.90% | 23.41% | 55.85% | 42.82% | 36.03% |
Portfolio components: | ||||||
AAPL Apple Inc | 19.39% | 3.24% | 27.78% | 22.52% | 35.37% | 25.92% |
NVDA NVIDIA Corporation | 141.08% | 2.01% | 45.10% | 141.93% | 95.82% | 74.27% |
COST Costco Wholesale Corporation | 35.80% | 8.56% | 19.43% | 67.21% | 27.00% | 24.72% |
MSFT Microsoft Corporation | 11.54% | -0.11% | 0.76% | 28.23% | 25.98% | 26.94% |
GOOG Alphabet Inc. | 17.29% | -4.64% | 19.71% | 20.35% | 22.75% | 19.13% |
Monthly Returns
The table below presents the monthly returns of AAPL+MSFT+GOOG+COST+NVDA (20% each), 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 | 6.34% | 8.36% | 4.62% | -1.10% | 12.74% | 8.15% | -3.01% | 43.68% | |||||
2023 | 14.53% | 2.14% | 13.57% | 2.95% | 12.65% | 5.67% | 4.92% | 0.26% | -5.26% | -1.31% | 10.59% | 4.90% | 85.77% |
2022 | -8.62% | -1.53% | 6.96% | -15.37% | -4.32% | -6.44% | 13.55% | -7.37% | -12.64% | 5.33% | 9.54% | -12.07% | -32.02% |
2021 | 0.32% | 0.82% | 1.43% | 9.87% | 0.91% | 10.34% | 5.17% | 7.63% | -6.10% | 13.58% | 9.16% | 0.42% | 66.05% |
2020 | 5.00% | -3.36% | -4.63% | 12.54% | 8.08% | 6.14% | 8.29% | 15.30% | -4.78% | -1.22% | 8.15% | 2.09% | 61.98% |
2019 | 5.82% | 4.41% | 9.42% | 3.98% | -10.27% | 9.74% | 5.79% | 0.74% | 2.44% | 7.31% | 5.33% | 4.85% | 60.15% |
2018 | 10.67% | -0.76% | -4.19% | 0.25% | 7.76% | 0.12% | 5.51% | 9.42% | -0.01% | -9.56% | -6.22% | -10.63% | -0.42% |
2017 | 3.35% | 3.65% | 1.96% | 2.96% | 11.62% | -4.58% | 4.51% | 3.77% | 1.08% | 8.24% | 2.90% | -0.06% | 46.15% |
2016 | -5.58% | -1.44% | 9.36% | -7.34% | 10.87% | -1.34% | 11.77% | 1.94% | 3.27% | 1.22% | 5.65% | 7.33% | 39.33% |
2015 | -1.74% | 9.04% | -2.76% | 3.85% | -0.04% | -5.27% | 5.87% | -0.93% | 2.21% | 13.74% | 4.61% | -0.23% | 30.37% |
2014 | 0.53% | 4.06% | 0.85% | 0.49% | 5.62% | -0.09% | 3.53% | 5.10% | -3.56% | 17.39% |
Expense Ratio
AAPL+MSFT+GOOG+COST+NVDA (20% each) 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 AAPL+MSFT+GOOG+COST+NVDA (20% each) is 91, placing it in the top 9% 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
NVDA NVIDIA Corporation | 2.84 | 3.28 | 1.41 | 5.26 | 16.32 |
COST Costco Wholesale Corporation | 3.58 | 4.13 | 1.64 | 6.75 | 17.86 |
MSFT Microsoft Corporation | 1.40 | 1.89 | 1.24 | 1.80 | 5.87 |
GOOG Alphabet Inc. | 0.75 | 1.13 | 1.16 | 1.14 | 3.24 |
Dividends
Dividend yield
AAPL+MSFT+GOOG+COST+NVDA (20% each) granted a 0.69% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL+MSFT+GOOG+COST+NVDA (20% each) | 0.69% | 0.83% | 0.53% | 0.35% | 1.01% | 0.67% | 1.01% | 1.68% | 1.17% | 1.90% | 1.36% | 1.53% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
COST Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 AAPL+MSFT+GOOG+COST+NVDA (20% each). 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 AAPL+MSFT+GOOG+COST+NVDA (20% each) was 35.97%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current AAPL+MSFT+GOOG+COST+NVDA (20% each) drawdown is 7.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.97% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
-29.84% | Oct 4, 2018 | 56 | Dec 24, 2018 | 147 | Jul 26, 2019 | 203 |
-26.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 41 | May 20, 2020 | 64 |
-15.7% | Dec 7, 2015 | 46 | Feb 11, 2016 | 74 | May 27, 2016 | 120 |
-15.4% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current AAPL+MSFT+GOOG+COST+NVDA (20% each) volatility is 7.24%, 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
COST | NVDA | AAPL | GOOG | MSFT | |
---|---|---|---|---|---|
COST | 1.00 | 0.37 | 0.43 | 0.42 | 0.47 |
NVDA | 0.37 | 1.00 | 0.52 | 0.52 | 0.58 |
AAPL | 0.43 | 0.52 | 1.00 | 0.58 | 0.62 |
GOOG | 0.42 | 0.52 | 0.58 | 1.00 | 0.69 |
MSFT | 0.47 | 0.58 | 0.62 | 0.69 | 1.00 |