Tier_2
Retirement options
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Amgen Inc. | Healthcare | 16.67% |
ASML Holding N.V. | Technology | 16.67% |
Bank of America Corporation | Financial Services | 16.67% |
Gilead Sciences, Inc. | Healthcare | 16.67% |
Honeywell International Inc | Industrials | 16.67% |
McDonald's Corporation | Consumer Cyclical | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tier_2, 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 Mar 15, 1995, corresponding to the inception date of ASML
Returns By Period
As of Sep 21, 2024, the Tier_2 returned 10.95% Year-To-Date and 14.21% 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% |
Tier_2 | 10.95% | 2.37% | 7.42% | 27.82% | 15.18% | 14.04% |
Portfolio components: | ||||||
Honeywell International Inc | -1.45% | 1.60% | 2.40% | 9.54% | 6.19% | 9.98% |
McDonald's Corporation | 1.93% | 3.24% | 6.33% | 11.69% | 9.55% | 15.02% |
Amgen Inc. | 19.72% | 3.96% | 23.89% | 29.82% | 14.73% | 12.16% |
Bank of America Corporation | 21.97% | 3.29% | 10.06% | 49.76% | 9.11% | 11.19% |
Gilead Sciences, Inc. | 6.95% | 11.63% | 18.12% | 16.56% | 9.43% | 0.70% |
ASML Holding N.V. | 5.67% | -12.39% | -18.53% | 36.58% | 27.46% | 24.28% |
Monthly Returns
The table below presents the monthly returns of Tier_2, 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 | 2.80% | -1.36% | 3.01% | -6.04% | 4.91% | 3.47% | 1.73% | 2.36% | 10.95% | ||||
2023 | 3.42% | -4.92% | 1.42% | 0.76% | -2.20% | 3.31% | 1.06% | -2.12% | -2.88% | -0.56% | 8.36% | 7.92% | 13.43% |
2022 | -3.46% | -4.85% | 0.68% | -5.35% | 4.93% | -8.52% | 7.50% | -3.01% | -8.90% | 20.10% | 10.08% | -6.29% | -1.11% |
2021 | 2.29% | 2.13% | 9.02% | 2.07% | 2.83% | 0.22% | 2.29% | 2.64% | -4.17% | 2.79% | -2.39% | 5.43% | 27.49% |
2020 | -3.15% | -4.39% | -8.21% | 12.28% | 1.15% | 2.17% | 0.57% | 5.41% | -1.29% | -4.91% | 12.75% | 4.39% | 15.49% |
2019 | 7.55% | 2.24% | 0.81% | 5.15% | -6.38% | 8.46% | 1.93% | -0.24% | 2.02% | 2.82% | 5.16% | 2.88% | 36.58% |
2018 | 8.78% | -3.74% | -3.49% | 0.11% | -0.56% | 0.31% | 7.56% | -0.26% | 0.30% | -6.17% | 4.43% | -9.29% | -3.49% |
2017 | 3.64% | 5.05% | -0.60% | 2.12% | -0.52% | 4.80% | 4.51% | 3.65% | 3.05% | 1.39% | 2.20% | -0.27% | 32.90% |
2016 | -5.36% | -3.31% | 8.06% | 1.37% | 0.25% | -2.87% | 4.32% | 1.15% | -0.29% | -4.68% | 7.17% | 2.81% | 7.85% |
2015 | -2.60% | 3.87% | -2.08% | 1.21% | 3.90% | -0.63% | 4.03% | -8.57% | -3.87% | 10.10% | 1.23% | -1.21% | 4.21% |
2014 | 1.07% | 2.21% | -0.49% | -3.13% | 2.39% | 2.17% | 1.82% | 6.75% | 1.20% | 4.07% | 0.71% | -0.78% | 19.12% |
2013 | 6.04% | 2.19% | 7.02% | 2.81% | 4.49% | -2.29% | 10.10% | -2.38% | 4.17% | 3.13% | 3.28% | 0.33% | 45.62% |
Expense Ratio
Tier_2 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 rank of Tier_2 is 32, 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 | |
---|---|---|---|---|---|
Honeywell International Inc | 0.43 | 0.68 | 1.08 | 0.32 | 1.40 |
McDonald's Corporation | 0.56 | 0.90 | 1.11 | 0.56 | 1.24 |
Amgen Inc. | 1.15 | 1.83 | 1.24 | 1.52 | 3.66 |
Bank of America Corporation | 1.88 | 2.72 | 1.33 | 0.96 | 8.54 |
Gilead Sciences, Inc. | 0.64 | 1.01 | 1.14 | 0.52 | 1.05 |
ASML Holding N.V. | 0.87 | 1.36 | 1.18 | 1.05 | 3.25 |
Dividends
Dividend yield
Tier_2 granted a 2.32% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Tier_2 | 2.32% | 2.39% | 2.37% | 2.18% | 2.41% | 2.28% | 2.11% | 1.64% | 1.74% | 1.37% | 1.08% | 0.98% |
Portfolio components: | ||||||||||||
Honeywell International Inc | 2.12% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.64% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% |
McDonald's Corporation | 2.25% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
Amgen Inc. | 2.63% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
Bank of America Corporation | 2.43% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Gilead Sciences, Inc. | 3.65% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
ASML Holding N.V. | 0.83% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
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 Tier_2. 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 Tier_2 was 45.93%, occurring on Mar 6, 2009. Recovery took 254 trading sessions.
The current Tier_2 drawdown is 0.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.93% | Nov 1, 2007 | 338 | Mar 6, 2009 | 254 | Mar 10, 2010 | 592 |
-40.53% | Mar 20, 2002 | 142 | Oct 9, 2002 | 190 | Jul 14, 2003 | 332 |
-32.81% | Apr 15, 1998 | 124 | Oct 8, 1998 | 51 | Dec 21, 1998 | 175 |
-29.59% | May 22, 2001 | 82 | Sep 21, 2001 | 110 | Mar 1, 2002 | 192 |
-27.01% | Feb 13, 2020 | 27 | Mar 23, 2020 | 52 | Jun 5, 2020 | 79 |
Volatility
Volatility Chart
The current Tier_2 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.
Diversification
Asset Correlations Table
MCD | GILD | ASML | AMGN | BAC | HON | |
---|---|---|---|---|---|---|
MCD | 1.00 | 0.21 | 0.26 | 0.25 | 0.29 | 0.34 |
GILD | 0.21 | 1.00 | 0.27 | 0.44 | 0.26 | 0.31 |
ASML | 0.26 | 0.27 | 1.00 | 0.30 | 0.34 | 0.40 |
AMGN | 0.25 | 0.44 | 0.30 | 1.00 | 0.29 | 0.31 |
BAC | 0.29 | 0.26 | 0.34 | 0.29 | 1.00 | 0.45 |
HON | 0.34 | 0.31 | 0.40 | 0.31 | 0.45 | 1.00 |