rtk retire portf3
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in rtk retire portf3, 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 Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Sep 21, 2024, the rtk retire portf3 returned 29.00% Year-To-Date and 21.37% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
rtk retire portf3 | 29.00% | 1.74% | 13.23% | 35.78% | 27.68% | 21.37% |
Portfolio components: | ||||||
Apple Inc | 18.98% | 0.80% | 32.79% | 31.87% | 34.14% | 25.97% |
Berkshire Hathaway Inc. | 27.66% | 1.95% | 10.62% | 25.33% | 16.98% | 12.64% |
Microsoft Corporation | 16.38% | 2.62% | 1.89% | 37.24% | 26.77% | 27.08% |
Oracle Corporation | 60.93% | 19.83% | 32.26% | 55.62% | 27.79% | 17.63% |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -17.53% | -12.44% | -25.07% | -12.49% | 12.19% | 18.13% |
Alphabet Inc. | 17.40% | -1.23% | 8.77% | 25.72% | 21.71% | 18.73% |
Eli Lilly and Company | 58.85% | -3.20% | 19.95% | 68.63% | 53.51% | 32.82% |
Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
Monthly Returns
The table below presents the monthly returns of rtk retire portf3, 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 | 4.95% | 5.70% | 3.15% | -3.59% | 5.51% | 5.58% | -0.34% | 5.66% | 29.00% | ||||
2023 | 5.13% | -2.76% | 8.13% | 5.89% | 4.50% | 6.49% | 1.88% | 2.77% | -4.98% | -0.92% | 8.41% | 0.05% | 39.26% |
2022 | -3.08% | -1.33% | 7.56% | -9.05% | -0.69% | -6.88% | 10.06% | -6.15% | -7.59% | 9.52% | 6.59% | -5.30% | -8.70% |
2021 | 2.57% | 2.72% | 2.38% | 7.16% | 2.91% | 3.12% | 4.63% | 3.75% | -5.88% | 8.75% | -1.20% | 5.22% | 41.66% |
2020 | 2.43% | -7.47% | -5.98% | 9.51% | 2.77% | 3.67% | 4.89% | 9.88% | -3.90% | -4.03% | 10.86% | 5.91% | 29.76% |
2019 | 4.85% | 2.43% | 3.43% | 4.37% | -7.38% | 6.69% | 0.80% | -1.16% | 2.29% | 3.46% | 4.34% | 4.31% | 31.46% |
2018 | 6.54% | -2.34% | -3.90% | 0.44% | 3.96% | -1.31% | 7.29% | 6.12% | 1.52% | -5.18% | 1.84% | -6.31% | 7.74% |
2017 | 3.39% | 5.08% | 1.38% | 1.84% | 2.07% | 0.47% | 2.56% | 3.06% | 0.40% | 4.27% | 1.61% | 0.79% | 30.35% |
2016 | -2.91% | -1.13% | 6.64% | -2.24% | 1.01% | 0.00% | 5.22% | 1.11% | -0.17% | -0.49% | 1.92% | 3.16% | 12.32% |
2015 | -1.98% | 4.81% | -1.95% | 1.45% | 2.05% | -2.84% | 4.85% | -5.52% | -1.23% | 7.71% | 0.00% | -1.80% | 4.85% |
2014 | -2.21% | 5.10% | 2.35% | 1.93% | 2.62% | 0.50% | -0.48% | 5.94% | -0.56% | 1.99% | 5.07% | -0.65% | 23.42% |
2013 | 4.08% | 2.00% | 1.11% | 2.83% | 4.17% | -4.18% | 4.72% | -0.97% | 1.97% | 4.19% | 3.34% | 2.19% | 28.21% |
Expense Ratio
rtk retire portf3 has an expense ratio of 0.02%, which is considered low compared to other funds. 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 rank of rtk retire portf3 is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 7.89 |
Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
Oracle Corporation | 1.51 | 2.27 | 1.33 | 2.48 | 8.92 |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.50 | -0.58 | 0.94 | -0.41 | -0.97 |
Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.02 | 2.93 |
Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
Dividends
Dividend yield
rtk retire portf3 granted a 0.46% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
rtk retire portf3 | 0.46% | 0.52% | 0.64% | 0.51% | 0.67% | 0.80% | 0.98% | 0.97% | 1.16% | 1.68% | 1.15% | 1.25% |
Portfolio components: | ||||||||||||
Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Oracle Corporation | 0.95% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.11% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 rtk retire portf3. 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 rtk retire portf3 was 50.35%, occurring on Mar 9, 2009. Recovery took 403 trading sessions.
The current rtk retire portf3 drawdown is 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-50.35% | Jan 4, 2008 | 296 | Mar 9, 2009 | 403 | Oct 12, 2010 | 699 |
-26.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
-20.97% | Mar 30, 2022 | 128 | Sep 30, 2022 | 139 | Apr 21, 2023 | 267 |
-16.55% | Oct 10, 2018 | 52 | Dec 24, 2018 | 57 | Mar 19, 2019 | 109 |
-13.84% | Jul 25, 2011 | 20 | Aug 19, 2011 | 48 | Oct 27, 2011 | 68 |
Volatility
Volatility Chart
The current rtk retire portf3 volatility is 3.80%, 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
LLY | LVMUY | BRK-B | AAPL | ORCL | GOOGL | MSFT | QQQ | |
---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.23 | 0.31 | 0.26 | 0.36 | 0.30 | 0.37 | 0.43 |
LVMUY | 0.23 | 1.00 | 0.38 | 0.30 | 0.35 | 0.35 | 0.37 | 0.45 |
BRK-B | 0.31 | 0.38 | 1.00 | 0.33 | 0.41 | 0.38 | 0.38 | 0.48 |
AAPL | 0.26 | 0.30 | 0.33 | 1.00 | 0.42 | 0.51 | 0.51 | 0.71 |
ORCL | 0.36 | 0.35 | 0.41 | 0.42 | 1.00 | 0.44 | 0.55 | 0.63 |
GOOGL | 0.30 | 0.35 | 0.38 | 0.51 | 0.44 | 1.00 | 0.55 | 0.70 |
MSFT | 0.37 | 0.37 | 0.38 | 0.51 | 0.55 | 0.55 | 1.00 | 0.75 |
QQQ | 0.43 | 0.45 | 0.48 | 0.71 | 0.63 | 0.70 | 0.75 | 1.00 |