Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
USD=X USD Cash | 6.29% | |
AAPL Apple Inc. | Technology | 37.55% |
GOOG Alphabet Inc. | Communication Services | 27.58% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 17.47% |
ADBE Adobe Inc | Technology | 9.42% |
META Meta Platforms, Inc. | Communication Services | 1.69% |
Performance
The chart shows the growth of an initial investment of $10,000 in Portfolio, 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 May 18, 2012, corresponding to the inception date of META
Returns
As of Dec 7, 2023, the Portfolio returned 54.20% Year-To-Date and 22.28% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Portfolio | 54.20% | 2.43% | 11.36% | 46.22% | 24.13% | 22.22% |
Portfolio components: | ||||||
AAPL Apple Inc. | 48.85% | 7.44% | 8.44% | 35.33% | 36.71% | 27.11% |
GOOG Alphabet Inc. | 48.12% | -0.02% | 6.91% | 35.06% | 20.51% | 17.33% |
META Meta Platforms, Inc. | 163.79% | 0.52% | 20.43% | 178.17% | 18.28% | 20.84% |
ADBE Adobe Inc | 77.01% | 5.35% | 42.40% | 79.89% | 20.19% | 26.81% |
AMZN Amazon.com, Inc. | 72.05% | 3.42% | 19.21% | 63.76% | 12.18% | 22.31% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 9.31% | 5.98% | 4.96% | 0.03% | -6.52% | -0.21% | 9.47% |
Dividend yield
Portfolio granted a 0.19% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.19% | 0.26% | 0.18% | 0.23% | 0.39% | 0.67% | 0.55% | 0.72% | 0.72% | 0.63% | 0.79% | 0.37% |
Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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% |
META Meta Platforms, 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% |
ADBE Adobe 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% |
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% |
USD=X USD Cash | 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 Portfolio 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 | |
---|---|---|---|---|---|
AAPL Apple Inc. | 1.46 | ||||
GOOG Alphabet Inc. | 1.02 | ||||
META Meta Platforms, Inc. | 3.86 | ||||
ADBE Adobe Inc | 2.47 | ||||
AMZN Amazon.com, Inc. | 1.73 | ||||
USD=X USD Cash | N/A |
Asset Correlations Table
USD=X | AAPL | META | ADBE | AMZN | GOOG | |
---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
AAPL | 0.00 | 1.00 | 0.46 | 0.51 | 0.51 | 0.54 |
META | 0.00 | 0.46 | 1.00 | 0.52 | 0.55 | 0.60 |
ADBE | 0.00 | 0.51 | 0.52 | 1.00 | 0.59 | 0.61 |
AMZN | 0.00 | 0.51 | 0.55 | 0.59 | 1.00 | 0.65 |
GOOG | 0.00 | 0.54 | 0.60 | 0.61 | 0.65 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio. 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 Portfolio was 37.50%, occurring on Dec 28, 2022. Recovery took 233 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-37.5% | Dec 13, 2021 | 273 | Dec 28, 2022 | 233 | Nov 20, 2023 | 506 |
-27.12% | Aug 31, 2018 | 82 | Dec 24, 2018 | 154 | Jul 26, 2019 | 236 |
-24.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 42 | May 20, 2020 | 65 |
-17.03% | Dec 7, 2015 | 48 | Feb 9, 2016 | 124 | Aug 1, 2016 | 172 |
-16.3% | Sep 3, 2020 | 15 | Sep 23, 2020 | 68 | Dec 28, 2020 | 83 |
Volatility Chart
The current Portfolio volatility is 4.18%, 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.