Direct
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 14.29% |
AMD Advanced Micro Devices, Inc. | Technology | 14.29% |
GOOG Alphabet Inc. | Communication Services | 14.29% |
MA Mastercard Inc | Financial Services | 14.29% |
MSFT Microsoft Corporation | Technology | 14.29% |
NVDA NVIDIA Corporation | Technology | 14.29% |
V Visa Inc. | Financial Services | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Direct, 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 Jul 25, 2024, the Direct returned 24.58% Year-To-Date and 36.38% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Direct | 22.35% | -7.09% | 11.83% | 37.27% | 33.71% | 36.17% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
MA Mastercard Inc | 1.17% | -4.89% | -1.76% | 9.54% | 9.41% | 19.72% |
V Visa Inc. | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | 17.74% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
Monthly Returns
The table below presents the monthly returns of Direct, 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 | 7.23% | 8.45% | 2.52% | -3.80% | 8.37% | 4.54% | 22.35% | ||||||
| 2023 | 13.47% | 1.78% | 13.84% | 1.82% | 11.69% | 4.81% | 3.06% | 0.53% | -6.06% | -1.59% | 12.50% | 5.52% | 78.17% |
| 2022 | -5.79% | -2.27% | 1.92% | -13.23% | 0.90% | -11.32% | 14.03% | -8.34% | -14.71% | 6.77% | 11.48% | -9.67% | -30.18% |
| 2021 | -3.07% | 4.12% | -0.62% | 9.31% | -0.97% | 9.87% | 5.95% | 2.77% | -5.80% | 9.63% | 8.57% | 0.57% | 46.46% |
| 2020 | 5.05% | -4.15% | -7.41% | 13.74% | 8.53% | 3.98% | 12.17% | 16.46% | -6.79% | -5.53% | 12.15% | 2.93% | 58.91% |
| 2019 | 10.16% | 4.33% | 7.83% | 5.74% | -7.43% | 8.80% | 4.36% | 0.69% | -0.20% | 8.05% | 7.25% | 7.03% | 71.65% |
| 2018 | 14.68% | -1.79% | -5.68% | 1.84% | 10.73% | 1.67% | 7.00% | 13.94% | 5.62% | -14.83% | -2.70% | -9.32% | 17.85% |
| 2017 | 2.16% | 7.98% | 2.60% | 0.89% | 6.89% | -0.99% | 6.30% | 3.31% | 0.97% | 5.64% | 0.59% | -0.61% | 41.53% |
| 2016 | -8.11% | -2.04% | 12.13% | -0.36% | 12.46% | -0.94% | 14.27% | 3.75% | 2.72% | 2.72% | 5.68% | 9.35% | 61.96% |
| 2015 | -2.96% | 10.93% | -5.64% | 2.06% | 1.04% | -2.57% | 2.61% | -2.46% | -0.05% | 14.86% | 4.82% | 3.18% | 26.83% |
| 2014 | -0.80% | 3.93% | 0.57% | -0.79% | 4.97% | -3.48% | 2.97% | 4.43% | -2.85% | 8.90% |
Expense Ratio
Direct 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 Direct is 84, placing it in the top 16% 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 | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
MA Mastercard Inc | 0.50 | 0.73 | 1.10 | 0.61 | 1.50 |
V Visa Inc. | 0.49 | 0.74 | 1.09 | 0.57 | 1.68 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
Dividends
Dividend yield
Direct granted a 0.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Direct | 0.38% | 0.36% | 0.46% | 0.33% | 0.38% | 0.50% | 0.73% | 0.68% | 0.89% | 0.96% | 1.00% | 1.07% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
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% |
MA Mastercard Inc | 0.59% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
V Visa Inc. | 0.79% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Direct. 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 Direct was 38.35%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Direct drawdown is 9.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.35% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
| -32.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -31% | Oct 2, 2018 | 58 | Dec 24, 2018 | 131 | Jul 3, 2019 | 189 |
| -18.75% | Dec 30, 2015 | 30 | Feb 11, 2016 | 45 | Apr 18, 2016 | 75 |
| -14.96% | Sep 3, 2020 | 14 | Sep 23, 2020 | 84 | Jan 25, 2021 | 98 |
Volatility
Volatility Chart
The current Direct volatility is 7.02%, 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
| AMD | AAPL | NVDA | V | GOOG | MA | MSFT | |
|---|---|---|---|---|---|---|---|
| AMD | 1.00 | 0.43 | 0.64 | 0.38 | 0.43 | 0.38 | 0.47 |
| AAPL | 0.43 | 1.00 | 0.52 | 0.50 | 0.58 | 0.50 | 0.62 |
| NVDA | 0.64 | 0.52 | 1.00 | 0.45 | 0.52 | 0.47 | 0.58 |
| V | 0.38 | 0.50 | 0.45 | 1.00 | 0.56 | 0.86 | 0.59 |
| GOOG | 0.43 | 0.58 | 0.52 | 0.56 | 1.00 | 0.56 | 0.69 |
| MA | 0.38 | 0.50 | 0.47 | 0.86 | 0.56 | 1.00 | 0.60 |
| MSFT | 0.47 | 0.62 | 0.58 | 0.59 | 0.69 | 0.60 | 1.00 |