YSAK OWNER
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 35% |
AAPL Apple Inc. | Technology | 35% |
UNH UnitedHealth Group Incorporated | Healthcare | 20% |
PEP PepsiCo, Inc. | Consumer Defensive | 7% |
V Visa Inc. | Financial Services | 3% |
Performance
The chart shows the growth of an initial investment of $10,000 in YSAK OWNER, 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
Returns
As of Sep 23, 2023, the YSAK OWNER returned 23.69% Year-To-Date and 26.59% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 9.81% |
| YSAK OWNER | -1.67% | 9.95% | 23.69% | 18.66% | 23.54% | 26.59% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -3.06% | 13.47% | 33.09% | 32.82% | 24.02% | 27.90% |
AAPL Apple Inc. | -3.49% | 9.37% | 35.10% | 15.12% | 27.43% | 27.68% |
UNH UnitedHealth Group Incorporated | 3.81% | 7.17% | -3.44% | -0.76% | 15.40% | 23.39% |
PEP PepsiCo, Inc. | -0.91% | -0.76% | -0.95% | 6.79% | 11.96% | 11.25% |
V Visa Inc. | -2.98% | 6.76% | 13.81% | 27.55% | 10.15% | 17.99% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| UNH | PEP | AAPL | V | MSFT | |
|---|---|---|---|---|---|
| UNH | 1.00 | 0.36 | 0.31 | 0.35 | 0.36 |
| PEP | 0.36 | 1.00 | 0.30 | 0.36 | 0.41 |
| AAPL | 0.31 | 0.30 | 1.00 | 0.45 | 0.55 |
| V | 0.35 | 0.36 | 0.45 | 1.00 | 0.51 |
| MSFT | 0.36 | 0.41 | 0.55 | 0.51 | 1.00 |
Dividend yield
YSAK OWNER granted a 0.98% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| YSAK OWNER | 0.98% | 1.07% | 0.84% | 1.06% | 1.34% | 1.85% | 1.75% | 2.22% | 2.27% | 2.23% | 2.51% | 2.40% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
UNH UnitedHealth Group Incorporated | 1.39% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
PEP PepsiCo, Inc. | 2.76% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
V Visa Inc. | 0.77% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
Expense Ratio
The YSAK OWNER 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
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.11 | ||||
AAPL Apple Inc. | 0.51 | ||||
UNH UnitedHealth Group Incorporated | 0.01 | ||||
PEP PepsiCo, Inc. | 0.44 | ||||
V Visa Inc. | 1.34 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the YSAK OWNER. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the YSAK OWNER is 47.07%, recorded on Nov 20, 2008. It took 230 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.07% | May 16, 2008 | 132 | Nov 20, 2008 | 230 | Oct 21, 2009 | 362 |
| -30.37% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.14% | Dec 30, 2021 | 256 | Jan 5, 2023 | 98 | May 26, 2023 | 354 |
| -22.54% | Oct 4, 2018 | 56 | Dec 24, 2018 | 84 | Apr 26, 2019 | 140 |
| -17.37% | Sep 24, 2012 | 109 | Mar 4, 2013 | 113 | Aug 13, 2013 | 222 |
Volatility Chart
The current YSAK OWNER volatility is 3.75%, 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.