15 Stocks
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 13, 2024, the 15 Stocks returned 29.73% Year-To-Date and 24.05% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| 15 Stocks | 29.73% | 3.49% | 13.98% | 34.36% | 23.36% | 24.05% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 13.11% | 0.93% | 0.17% | 15.11% | 24.29% | 25.94% |
AAPL Apple Inc | 17.04% | -2.95% | 18.46% | 20.21% | 28.46% | 24.38% |
GOOG Alphabet Inc. | 30.40% | 10.20% | 5.69% | 35.69% | 22.55% | 21.13% |
PEP PepsiCo, Inc. | -0.98% | -6.68% | -7.00% | 0.80% | 7.23% | 8.45% |
SBUX Starbucks Corporation | 4.94% | 4.26% | 32.30% | -4.59% | 5.37% | 11.80% |
COST Costco Wholesale Corporation | 42.08% | 4.93% | 18.79% | 62.35% | 27.41% | 23.65% |
V Visa Inc. | 19.92% | 10.60% | 10.71% | 26.44% | 12.35% | 18.29% |
JPM JPMorgan Chase & Co. | 44.20% | 8.16% | 19.92% | 65.24% | 16.47% | 18.06% |
UNH UnitedHealth Group Incorporated | 18.13% | 1.53% | 19.69% | 15.46% | 19.77% | 22.42% |
AMZN Amazon.com, Inc. | 37.50% | 11.39% | 12.32% | 43.29% | 19.24% | 29.06% |
JNJ Johnson & Johnson | -0.33% | -5.54% | 1.55% | 6.64% | 5.38% | 6.40% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 96.89% | 77.92% |
PG The Procter & Gamble Company | 15.99% | -3.30% | 0.79% | 11.73% | 9.29% | 9.59% |
HD The Home Depot, Inc. | 18.54% | -2.97% | 17.12% | 36.20% | 13.98% | 17.92% |
BRK-B Berkshire Hathaway Inc. | 30.74% | 1.37% | 12.97% | 31.63% | 16.31% | 12.38% |
Monthly Returns
The table below presents the monthly returns of 15 Stocks, 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 | 3.16% | 5.09% | 2.32% | -2.67% | 5.06% | 3.91% | 1.01% | 3.07% | 0.97% | -0.10% | 29.73% | ||
| 2023 | 8.07% | -2.39% | 7.51% | 4.20% | 3.19% | 5.43% | 3.69% | -0.59% | -4.89% | 0.00% | 8.67% | 2.49% | 40.38% |
| 2022 | -5.27% | -2.72% | 4.18% | -9.87% | -1.71% | -6.29% | 10.57% | -5.18% | -8.67% | 6.38% | 6.17% | -6.79% | -19.66% |
| 2021 | -2.01% | 1.76% | 3.77% | 7.65% | -0.01% | 4.04% | 3.94% | 2.86% | -4.74% | 7.32% | 2.12% | 4.20% | 34.77% |
| 2020 | 3.47% | -6.59% | -6.92% | 13.90% | 4.56% | 3.35% | 6.73% | 10.56% | -4.60% | -2.54% | 9.11% | 3.54% | 37.24% |
| 2019 | 5.92% | 2.25% | 5.99% | 5.06% | -6.42% | 7.34% | 3.56% | 0.00% | 0.55% | 4.60% | 3.65% | 3.93% | 42.15% |
| 2018 | 8.20% | -1.68% | -3.33% | 1.13% | 3.85% | 0.90% | 5.53% | 6.62% | 0.77% | -6.80% | 1.56% | -8.67% | 6.83% |
| 2017 | 3.27% | 4.69% | 1.58% | 2.74% | 5.41% | -1.77% | 2.71% | 2.62% | 0.25% | 6.41% | 3.93% | 0.73% | 37.51% |
| 2016 | -4.21% | -2.09% | 7.04% | -1.72% | 4.79% | -0.60% | 6.74% | 1.03% | 2.08% | -0.38% | 2.15% | 3.60% | 19.27% |
| 2015 | -0.40% | 7.25% | -2.11% | 2.93% | 1.75% | -2.09% | 7.40% | -3.85% | 0.16% | 11.67% | 2.58% | -0.01% | 27.02% |
| 2014 | -1.58% | 3.26% | 1.49% | -0.30% | 5.61% | -0.28% | 3.37% | 4.97% | -1.80% | 15.40% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 15 Stocks 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.78 | 1.12 | 1.15 | 0.99 | 2.42 |
AAPL Apple Inc | 0.93 | 1.47 | 1.18 | 1.26 | 2.96 |
GOOG Alphabet Inc. | 1.41 | 1.94 | 1.26 | 1.66 | 4.24 |
PEP PepsiCo, Inc. | 0.10 | 0.26 | 1.03 | 0.10 | 0.32 |
SBUX Starbucks Corporation | -0.09 | 0.14 | 1.02 | -0.09 | -0.19 |
COST Costco Wholesale Corporation | 3.37 | 4.00 | 1.60 | 6.44 | 16.66 |
V Visa Inc. | 1.66 | 2.21 | 1.32 | 2.19 | 5.57 |
JPM JPMorgan Chase & Co. | 2.93 | 3.74 | 1.59 | 6.66 | 20.31 |
UNH UnitedHealth Group Incorporated | 0.63 | 1.02 | 1.14 | 0.77 | 2.02 |
AMZN Amazon.com, Inc. | 1.69 | 2.35 | 1.30 | 1.93 | 7.75 |
JNJ Johnson & Johnson | 0.46 | 0.78 | 1.09 | 0.39 | 1.35 |
NVDA NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
PG The Procter & Gamble Company | 0.80 | 1.18 | 1.16 | 1.38 | 4.44 |
HD The Home Depot, Inc. | 2.04 | 2.80 | 1.34 | 1.52 | 5.12 |
BRK-B Berkshire Hathaway Inc. | 2.30 | 3.22 | 1.41 | 4.35 | 11.41 |
Dividends
Dividend yield
15 Stocks provided a 1.11% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 1.19% | 1.10% | 0.89% | 1.16% | 1.12% | 1.36% | 1.39% | 1.38% | 1.54% | 1.30% | 1.38% |
| Portfolio components: | ||||||||||||
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 | 0.44% | 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. | 0.22% | 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. | 3.20% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
SBUX Starbucks Corporation | 1.73% | 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 | 2.09% | 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. | 0.69% | 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. | 1.92% | 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 | 1.30% | 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 | 3.18% | 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 | 2.39% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
HD The Home Depot, Inc. | 2.19% | 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% |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -24.51% | Jan 4, 2022 | 194 | Oct 11, 2022 | 168 | Jun 13, 2023 | 362 |
| -19.68% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -13.22% | Dec 7, 2015 | 46 | Feb 11, 2016 | 44 | Apr 15, 2016 | 90 |
| -11.42% | Sep 3, 2020 | 14 | Sep 23, 2020 | 49 | Dec 2, 2020 | 63 |
Volatility
Volatility Chart
The current 15 Stocks volatility is 3.60%, 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
| JNJ | UNH | PG | NVDA | PEP | JPM | COST | SBUX | AMZN | HD | AAPL | BRK-B | GOOG | V | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JNJ | 1.00 | 0.42 | 0.47 | 0.14 | 0.47 | 0.32 | 0.32 | 0.32 | 0.21 | 0.33 | 0.26 | 0.46 | 0.28 | 0.37 | 0.30 |
| UNH | 0.42 | 1.00 | 0.34 | 0.23 | 0.35 | 0.37 | 0.31 | 0.33 | 0.25 | 0.35 | 0.31 | 0.44 | 0.32 | 0.38 | 0.34 |
| PG | 0.47 | 0.34 | 1.00 | 0.16 | 0.65 | 0.25 | 0.40 | 0.33 | 0.22 | 0.36 | 0.27 | 0.40 | 0.26 | 0.35 | 0.33 |
| NVDA | 0.14 | 0.23 | 0.16 | 1.00 | 0.17 | 0.33 | 0.37 | 0.32 | 0.53 | 0.36 | 0.52 | 0.32 | 0.52 | 0.43 | 0.58 |
| PEP | 0.47 | 0.35 | 0.65 | 0.17 | 1.00 | 0.24 | 0.42 | 0.39 | 0.24 | 0.38 | 0.31 | 0.40 | 0.30 | 0.38 | 0.36 |
| JPM | 0.32 | 0.37 | 0.25 | 0.33 | 0.24 | 1.00 | 0.29 | 0.40 | 0.31 | 0.41 | 0.36 | 0.72 | 0.38 | 0.47 | 0.37 |
| COST | 0.32 | 0.31 | 0.40 | 0.37 | 0.42 | 0.29 | 1.00 | 0.41 | 0.41 | 0.49 | 0.42 | 0.40 | 0.41 | 0.40 | 0.47 |
| SBUX | 0.32 | 0.33 | 0.33 | 0.32 | 0.39 | 0.40 | 0.41 | 1.00 | 0.42 | 0.45 | 0.41 | 0.45 | 0.44 | 0.50 | 0.45 |
| AMZN | 0.21 | 0.25 | 0.22 | 0.53 | 0.24 | 0.31 | 0.41 | 0.42 | 1.00 | 0.39 | 0.55 | 0.33 | 0.67 | 0.49 | 0.64 |
| HD | 0.33 | 0.35 | 0.36 | 0.36 | 0.38 | 0.41 | 0.49 | 0.45 | 0.39 | 1.00 | 0.39 | 0.47 | 0.40 | 0.46 | 0.45 |
| AAPL | 0.26 | 0.31 | 0.27 | 0.52 | 0.31 | 0.36 | 0.42 | 0.41 | 0.55 | 0.39 | 1.00 | 0.41 | 0.58 | 0.48 | 0.62 |
| BRK-B | 0.46 | 0.44 | 0.40 | 0.32 | 0.40 | 0.72 | 0.40 | 0.45 | 0.33 | 0.47 | 0.41 | 1.00 | 0.43 | 0.53 | 0.43 |
| GOOG | 0.28 | 0.32 | 0.26 | 0.52 | 0.30 | 0.38 | 0.41 | 0.44 | 0.67 | 0.40 | 0.58 | 0.43 | 1.00 | 0.55 | 0.68 |
| V | 0.37 | 0.38 | 0.35 | 0.43 | 0.38 | 0.47 | 0.40 | 0.50 | 0.49 | 0.46 | 0.48 | 0.53 | 0.55 | 1.00 | 0.58 |
| MSFT | 0.30 | 0.34 | 0.33 | 0.58 | 0.36 | 0.37 | 0.47 | 0.45 | 0.64 | 0.45 | 0.62 | 0.43 | 0.68 | 0.58 | 1.00 |