Portfić
Last updated Dec 9, 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
USD=X USD Cash | 53.85% | |
STNG Scorpio Tankers Inc. | Energy | 5.81% |
ABT Abbott Laboratories | Healthcare | 5.63% |
SBUX Starbucks Corporation | Consumer Cyclical | 5.2% |
GLW Corning Incorporated | Technology | 5.02% |
JNJ Johnson & Johnson | Healthcare | 4.99% |
LMT Lockheed Martin Corporation | Industrials | 4.82% |
TGT Target Corporation | Consumer Defensive | 4.37% |
GSL Global Ship Lease, Inc. | Industrials | 3.75% |
PFE Pfizer Inc. | Healthcare | 3.56% |
LVS Las Vegas Sands Corp. | Consumer Cyclical | 3% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Sep 21, 2023 | Buy | Global Ship Lease, Inc. | 38 | $18.13 |
| Sep 15, 2023 | Sell | LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1 | €762.80 |
| Sep 14, 2023 | Buy | Target Corporation | 6 | $124.01 |
| Sep 14, 2023 | Buy | Starbucks Corporation | 10 | $97.31 |
| Sep 14, 2023 | Buy | Las Vegas Sands Corp. | 12 | $49.30 |
| Sep 14, 2023 | Buy | Lockheed Martin Corporation | 2 | $423.51 |
| Sep 14, 2023 | Buy | Corning Incorporated | 32 | $31.35 |
| Sep 13, 2023 | Buy | Pfizer Inc. | 23 | $34.52 |
| Sep 11, 2023 | Buy | Johnson & Johnson | 6 | $162.10 |
| Sep 11, 2023 | Buy | Abbott Laboratories | 10 | $102.59 |
Performance
The chart shows the growth of an initial investment of $10,000 in Portfić, 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
Portfić
Benchmark (^GSPC)
Portfolio components
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfić | N/A | 1.11% | 1.29% | N/A | N/A | N/A |
| Portfolio components: | ||||||
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | -9.93% | 3.53% | -2.01% | -10.21% | 3.99% | 7.99% |
KO The Coca-Cola Company | -4.95% | 3.48% | -0.78% | -5.25% | 6.90% | 7.30% |
STNG Scorpio Tankers Inc. | 2.47% | -0.46% | 22.46% | 6.19% | 24.18% | -3.68% |
NKE NIKE, Inc. | 0.34% | 6.32% | 10.23% | 5.43% | 10.72% | 12.62% |
PEP PepsiCo, Inc. | -5.66% | -0.27% | -7.80% | -7.26% | 10.51% | 10.38% |
PG The Procter & Gamble Company | -1.80% | -3.24% | 0.29% | -1.64% | 12.26% | 8.76% |
DIS The Walt Disney Company | 7.19% | 10.20% | 1.30% | 0.62% | -3.39% | 3.66% |
ABBV AbbVie Inc. | -3.90% | 5.10% | 10.32% | -6.43% | 16.75% | 15.76% |
CVS CVS Health Corporation | -16.81% | 9.24% | 6.42% | -24.39% | 3.20% | 3.50% |
SNAP Snap Inc. | 68.60% | 34.37% | 49.55% | 60.53% | 21.09% | N/A |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 10.43% | 5.89% | -9.15% | 4.42% | 25.55% | 22.29% |
ABT Abbott Laboratories | -2.90% | 10.31% | 3.84% | -0.30% | 10.20% | 13.09% |
PFE Pfizer Inc. | -41.28% | -5.36% | -24.32% | -41.90% | -3.49% | 3.45% |
GLW Corning Incorporated | -5.57% | 7.63% | -9.56% | -9.48% | 1.43% | 8.18% |
LMT Lockheed Martin Corporation | -5.41% | 1.47% | -1.83% | -5.19% | 12.41% | 15.54% |
LVS Las Vegas Sands Corp. | -2.76% | -3.62% | -20.07% | -3.25% | -0.95% | -1.88% |
SBUX Starbucks Corporation | -0.55% | -7.35% | -0.29% | -4.90% | 10.28% | 11.84% |
TGT Target Corporation | -6.36% | 24.34% | 8.48% | -9.50% | 17.55% | 11.04% |
GSL Global Ship Lease, Inc. | 19.28% | 10.58% | 0.88% | 16.34% | 31.86% | -5.26% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.00% | 0.44% | -0.03% | 0.89% | -1.55% | -0.61% | 2.05% |
Not enough dataExpense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
USD=X USD Cash | N/A | ||||
JNJ Johnson & Johnson | -0.62 | ||||
KO The Coca-Cola Company | -0.36 | ||||
STNG Scorpio Tankers Inc. | 0.21 | ||||
NKE NIKE, Inc. | 0.30 | ||||
PEP PepsiCo, Inc. | -0.44 | ||||
PG The Procter & Gamble Company | -0.06 | ||||
DIS The Walt Disney Company | 0.04 | ||||
ABBV AbbVie Inc. | -0.31 | ||||
CVS CVS Health Corporation | -0.99 | ||||
SNAP Snap Inc. | 1.13 | ||||
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.27 | ||||
ABT Abbott Laboratories | 0.08 | ||||
PFE Pfizer Inc. | -1.82 | ||||
GLW Corning Incorporated | -0.40 | ||||
LMT Lockheed Martin Corporation | -0.24 | ||||
LVS Las Vegas Sands Corp. | -0.03 | ||||
SBUX Starbucks Corporation | -0.14 | ||||
TGT Target Corporation | -0.30 | ||||
GSL Global Ship Lease, Inc. | 0.79 |
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| USD=X | STNG | SNAP | GSL | LMT | MC.PA | LVS | ABBV | PFE | CVS | JNJ | PEP | PG | TGT | DIS | ABT | GLW | NKE | KO | SBUX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| STNG | 0.00 | 1.00 | 0.07 | 0.40 | 0.21 | 0.05 | 0.08 | 0.11 | -0.03 | 0.14 | 0.02 | 0.06 | 0.01 | 0.12 | 0.09 | 0.02 | 0.18 | 0.10 | 0.04 | 0.09 |
| SNAP | 0.00 | 0.07 | 1.00 | 0.20 | 0.10 | 0.27 | 0.28 | -0.01 | 0.13 | 0.19 | -0.00 | 0.01 | 0.02 | 0.32 | 0.36 | 0.21 | 0.37 | 0.37 | 0.11 | 0.28 |
| GSL | 0.00 | 0.40 | 0.20 | 1.00 | 0.13 | 0.24 | 0.31 | 0.08 | 0.06 | 0.15 | 0.08 | 0.05 | 0.08 | 0.25 | 0.36 | 0.16 | 0.36 | 0.27 | 0.13 | 0.19 |
| LMT | 0.00 | 0.21 | 0.10 | 0.13 | 1.00 | -0.05 | 0.12 | 0.21 | 0.20 | 0.28 | 0.22 | 0.36 | 0.34 | 0.20 | 0.11 | 0.19 | 0.22 | 0.13 | 0.37 | 0.17 |
| MC.PA | 0.00 | 0.05 | 0.27 | 0.24 | -0.05 | 1.00 | 0.36 | 0.09 | 0.15 | 0.09 | 0.07 | 0.09 | 0.16 | 0.17 | 0.43 | 0.24 | 0.33 | 0.41 | 0.18 | 0.35 |
| LVS | 0.00 | 0.08 | 0.28 | 0.31 | 0.12 | 0.36 | 1.00 | 0.09 | 0.10 | 0.11 | -0.04 | 0.05 | 0.16 | 0.23 | 0.35 | 0.20 | 0.37 | 0.38 | 0.16 | 0.42 |
| ABBV | 0.00 | 0.11 | -0.01 | 0.08 | 0.21 | 0.09 | 0.09 | 1.00 | 0.31 | 0.32 | 0.40 | 0.39 | 0.40 | 0.16 | 0.06 | 0.30 | 0.10 | 0.20 | 0.41 | 0.25 |
| PFE | 0.00 | -0.03 | 0.13 | 0.06 | 0.20 | 0.15 | 0.10 | 0.31 | 1.00 | 0.38 | 0.39 | 0.23 | 0.21 | 0.28 | 0.31 | 0.32 | 0.28 | 0.21 | 0.28 | 0.22 |
| CVS | 0.00 | 0.14 | 0.19 | 0.15 | 0.28 | 0.09 | 0.11 | 0.32 | 0.38 | 1.00 | 0.34 | 0.28 | 0.17 | 0.27 | 0.28 | 0.24 | 0.20 | 0.12 | 0.31 | 0.29 |
| JNJ | 0.00 | 0.02 | -0.00 | 0.08 | 0.22 | 0.07 | -0.04 | 0.40 | 0.39 | 0.34 | 1.00 | 0.46 | 0.42 | 0.19 | 0.15 | 0.43 | 0.20 | 0.19 | 0.41 | 0.30 |
| PEP | 0.00 | 0.06 | 0.01 | 0.05 | 0.36 | 0.09 | 0.05 | 0.39 | 0.23 | 0.28 | 0.46 | 1.00 | 0.65 | 0.20 | 0.09 | 0.40 | 0.12 | 0.15 | 0.71 | 0.39 |
| PG | 0.00 | 0.01 | 0.02 | 0.08 | 0.34 | 0.16 | 0.16 | 0.40 | 0.21 | 0.17 | 0.42 | 0.65 | 1.00 | 0.24 | 0.08 | 0.39 | 0.16 | 0.26 | 0.62 | 0.37 |
| TGT | 0.00 | 0.12 | 0.32 | 0.25 | 0.20 | 0.17 | 0.23 | 0.16 | 0.28 | 0.27 | 0.19 | 0.20 | 0.24 | 1.00 | 0.39 | 0.29 | 0.39 | 0.43 | 0.33 | 0.36 |
| DIS | 0.00 | 0.09 | 0.36 | 0.36 | 0.11 | 0.43 | 0.35 | 0.06 | 0.31 | 0.28 | 0.15 | 0.09 | 0.08 | 0.39 | 1.00 | 0.31 | 0.46 | 0.46 | 0.14 | 0.43 |
| ABT | 0.00 | 0.02 | 0.21 | 0.16 | 0.19 | 0.24 | 0.20 | 0.30 | 0.32 | 0.24 | 0.43 | 0.40 | 0.39 | 0.29 | 0.31 | 1.00 | 0.31 | 0.36 | 0.42 | 0.35 |
| GLW | 0.00 | 0.18 | 0.37 | 0.36 | 0.22 | 0.33 | 0.37 | 0.10 | 0.28 | 0.20 | 0.20 | 0.12 | 0.16 | 0.39 | 0.46 | 0.31 | 1.00 | 0.46 | 0.21 | 0.44 |
| NKE | 0.00 | 0.10 | 0.37 | 0.27 | 0.13 | 0.41 | 0.38 | 0.20 | 0.21 | 0.12 | 0.19 | 0.15 | 0.26 | 0.43 | 0.46 | 0.36 | 0.46 | 1.00 | 0.25 | 0.49 |
| KO | 0.00 | 0.04 | 0.11 | 0.13 | 0.37 | 0.18 | 0.16 | 0.41 | 0.28 | 0.31 | 0.41 | 0.71 | 0.62 | 0.33 | 0.14 | 0.42 | 0.21 | 0.25 | 1.00 | 0.40 |
| SBUX | 0.00 | 0.09 | 0.28 | 0.19 | 0.17 | 0.35 | 0.42 | 0.25 | 0.22 | 0.29 | 0.30 | 0.39 | 0.37 | 0.36 | 0.43 | 0.35 | 0.44 | 0.49 | 0.40 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Portfić
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfić. 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 Portfić was 2.93%, occurring on Oct 4, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.93% | Aug 31, 2023 | 25 | Oct 4, 2023 | — | — | — |
| -1.48% | Jun 20, 2023 | 24 | Jul 21, 2023 | 9 | Aug 3, 2023 | 33 |
| -0.51% | Jun 5, 2023 | 6 | Jun 12, 2023 | 2 | Jun 14, 2023 | 8 |
| -0.43% | Aug 21, 2023 | 5 | Aug 25, 2023 | 2 | Aug 29, 2023 | 7 |
| -0.2% | Aug 8, 2023 | 1 | Aug 8, 2023 | 1 | Aug 9, 2023 | 2 |
Volatility Chart
The current Portfić volatility is 1.53%, 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.
Portfić
Benchmark (^GSPC)
Portfolio components