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15 Stocks

Last updated Feb 21, 2024

Asset Allocation


MSFT 10%AAPL 10%GOOG 10%V 10%AMZN 10%PEP 5%SBUX 5%COST 5%JPM 5%UNH 5%JNJ 5%NVDA 5%PG 5%HD 5%BRK-B 5%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

10%

AAPL
Apple Inc.
Technology

10%

GOOG
Alphabet Inc.
Communication Services

10%

V
Visa Inc.
Financial Services

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

PEP
PepsiCo, Inc.
Consumer Defensive

5%

SBUX
Starbucks Corporation
Consumer Cyclical

5%

COST
Costco Wholesale Corporation
Consumer Defensive

5%

JPM
JPMorgan Chase & Co.
Financial Services

5%

UNH
UnitedHealth Group Incorporated
Healthcare

5%

JNJ
Johnson & Johnson
Healthcare

5%

NVDA
NVIDIA Corporation
Technology

5%

PG
The Procter & Gamble Company
Consumer Defensive

5%

HD
The Home Depot, Inc.
Consumer Cyclical

5%

BRK-B
Berkshire Hathaway Inc.
Financial Services

5%

Performance

The chart shows the growth of an initial investment of $10,000 in 15 Stocks, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
15.04%
13.40%
15 Stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
15 Stocks5.81%2.59%15.04%37.45%23.83%N/A
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
GOOG
Alphabet Inc.
0.90%-3.90%9.65%50.33%21.04%N/A
PEP
PepsiCo, Inc.
-0.70%1.73%-2.60%-1.58%10.87%11.16%
SBUX
Starbucks Corporation
-2.07%0.17%-1.59%-10.82%7.91%12.01%
COST
Costco Wholesale Corporation
10.10%4.57%38.58%47.32%29.84%23.08%
V
Visa Inc.
5.88%1.76%14.83%24.04%14.64%18.15%
JPM
JPMorgan Chase & Co.
6.31%5.53%24.45%29.97%14.67%15.25%
UNH
UnitedHealth Group Incorporated
-1.03%3.48%6.61%5.97%16.12%23.51%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%
JNJ
Johnson & Johnson
0.71%-2.36%-3.46%0.69%5.96%8.46%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%
PG
The Procter & Gamble Company
8.85%7.41%5.72%16.09%12.51%10.49%
HD
The Home Depot, Inc.
4.62%0.04%13.21%17.21%16.45%19.41%
BRK-B
Berkshire Hathaway Inc.
14.16%10.94%16.14%32.09%14.71%13.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.20%
20233.69%-0.59%-4.89%0.00%8.67%2.49%

Sharpe Ratio

The current 15 Stocks Sharpe ratio is 2.83. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.83

The Sharpe ratio of 15 Stocks is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.83
1.75
15 Stocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

15 Stocks granted a 1.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
15 Stocks1.16%1.18%1.10%0.89%1.16%1.12%1.36%1.39%1.38%1.54%1.30%1.38%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOG
Alphabet 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%
PEP
PepsiCo, Inc.
2.93%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
SBUX
Starbucks Corporation
2.35%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
COST
Costco Wholesale Corporation
2.63%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
V
Visa Inc.
0.71%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
JPM
JPMorgan Chase & Co.
2.28%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
UNH
UnitedHealth Group Incorporated
1.40%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
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%
JNJ
Johnson & Johnson
3.02%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
PG
The Procter & Gamble Company
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
HD
The Home Depot, Inc.
2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
BRK-B
Berkshire Hathaway 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%

Expense Ratio

The 15 Stocks 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.


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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MSFT
Microsoft Corporation
2.40
AAPL
Apple Inc.
0.97
GOOG
Alphabet Inc.
1.76
PEP
PepsiCo, Inc.
-0.08
SBUX
Starbucks Corporation
-0.51
COST
Costco Wholesale Corporation
2.86
V
Visa Inc.
1.52
JPM
JPMorgan Chase & Co.
1.50
UNH
UnitedHealth Group Incorporated
0.41
AMZN
Amazon.com, Inc.
2.30
JNJ
Johnson & Johnson
0.17
NVDA
NVIDIA Corporation
4.70
PG
The Procter & Gamble Company
1.25
HD
The Home Depot, Inc.
0.78
BRK-B
Berkshire Hathaway Inc.
2.41

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

JNJUNHPGPEPNVDAJPMCOSTAMZNSBUXHDAAPLBRK-BGOOGVMSFT
JNJ1.000.440.480.480.180.320.340.230.340.340.280.460.310.380.33
UNH0.441.000.350.350.260.390.330.270.330.360.330.450.340.390.36
PG0.480.351.000.660.190.260.420.240.350.370.280.410.280.360.35
PEP0.480.350.661.000.200.260.440.270.410.400.330.420.320.390.39
NVDA0.180.260.190.201.000.350.370.550.360.380.540.350.540.470.59
JPM0.320.390.260.260.351.000.290.320.410.430.380.720.400.490.38
COST0.340.330.420.440.370.291.000.410.430.520.430.420.430.410.47
AMZN0.230.270.240.270.550.320.411.000.440.400.570.350.680.510.64
SBUX0.340.330.350.410.360.410.430.441.000.470.420.470.460.520.47
HD0.340.360.370.400.380.430.520.400.471.000.410.480.420.470.46
AAPL0.280.330.280.330.540.380.430.570.420.411.000.420.590.510.63
BRK-B0.460.450.410.420.350.720.420.350.470.480.421.000.450.530.45
GOOG0.310.340.280.320.540.400.430.680.460.420.590.451.000.570.69
V0.380.390.360.390.470.490.410.510.520.470.510.530.571.000.60
MSFT0.330.360.350.390.590.380.470.640.470.460.630.450.690.601.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.83%
-1.08%
15 Stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 15 Stocks. 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 15 Stocks was 28.45%, occurring on Mar 23, 2020. Recovery took 54 trading sessions.

The current 15 Stocks drawdown is 1.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.45%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-24.51%Jan 4, 2022194Oct 11, 2022168Jun 13, 2023362
-19.68%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-13.22%Dec 7, 201546Feb 11, 201644Apr 15, 201690
-11.42%Sep 3, 202014Sep 23, 202049Dec 2, 202063

Volatility Chart

The current 15 Stocks volatility is 3.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.38%
3.37%
15 Stocks
Benchmark (^GSPC)
Portfolio components
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