40-30-30
40% portfolio - stability stocks, good returns, (HD AND LOW recieve lower percentage because they're basically the same) 30% portfolio - growth stocks 30% portfolio - 3 great stocks, choose wisely
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 40-30-30, 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 every 3 months.
The earliest data available for this chart is May 15, 2015, corresponding to the inception date of FTAI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| 40-30-30 | 5.77% | -0.70% | 12.45% | 127.87% | 52.16% | N/A |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 0.06% | -3.60% | 10.87% | 24.06% | 15.01% | 11.96% |
WMT Walmart Inc. | 0.48% | -4.93% | 30.94% | 75.87% | 20.46% | 14.48% |
UNH UnitedHealth Group Incorporated | 1.41% | -6.30% | 5.61% | -3.04% | 13.34% | 19.74% |
LMT Lockheed Martin Corporation | -0.85% | -6.08% | 5.59% | 8.31% | 6.05% | 12.86% |
HD The Home Depot, Inc. | 0.05% | -9.78% | 15.90% | 16.26% | 14.69% | 17.19% |
LOW Lowe's Companies, Inc. | 0.68% | -9.12% | 15.47% | 19.15% | 17.54% | 16.23% |
NVR NVR, Inc. | -1.32% | -9.79% | 8.27% | 16.33% | 16.42% | 20.55% |
PGR The Progressive Corporation | 1.09% | -4.85% | 15.55% | 49.82% | 29.27% | 28.04% |
COKE Coca-Cola Consolidated, Inc. | 4.92% | 2.42% | 21.66% | 48.99% | 37.95% | 32.00% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 5.10% | -3.65% | 42.86% | 233.65% | 64.19% | N/A |
LLY Eli Lilly and Company | 1.29% | -5.41% | -14.56% | 27.25% | 44.43% | 29.86% |
COST Costco Wholesale Corporation | 0.03% | -7.66% | 4.34% | 40.54% | 27.74% | 23.13% |
SO The Southern Company | 0.00% | -2.94% | 7.57% | 19.19% | 9.95% | 9.85% |
NVDA NVIDIA Corporation | 7.58% | 1.43% | 12.71% | 194.34% | 89.52% | 77.89% |
HEI HEICO Corporation | 0.15% | -9.72% | 4.34% | 38.48% | 14.76% | 23.49% |
Monthly Returns
The table below presents the monthly returns of 40-30-30, 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 | 15.00% | 19.44% | 10.61% | -2.98% | 20.32% | 10.47% | -2.49% | 4.93% | 1.44% | 4.70% | 5.99% | -4.94% | 114.51% |
| 2023 | 13.83% | 6.45% | 10.16% | 1.64% | 15.97% | 9.49% | 6.04% | 4.67% | -8.08% | -2.81% | 11.16% | 6.10% | 101.44% |
| 2022 | -10.98% | -1.17% | 8.21% | -17.76% | 1.28% | -9.46% | 11.65% | -8.34% | -10.35% | 10.60% | 10.33% | -7.01% | -25.27% |
| 2021 | -1.87% | 2.43% | 3.21% | 8.06% | 5.01% | 9.87% | -0.77% | 6.81% | -5.28% | 14.33% | 15.32% | -1.22% | 69.11% |
| 2020 | 2.96% | -4.57% | -9.80% | 12.17% | 9.97% | 1.78% | 7.48% | 13.89% | -0.23% | -4.52% | 8.13% | 1.54% | 42.48% |
| 2019 | 8.10% | 5.61% | 6.31% | 4.52% | -4.37% | 7.94% | 1.27% | 3.54% | -1.98% | 2.56% | 4.51% | 1.35% | 46.20% |
| 2018 | 8.06% | -2.93% | -1.92% | 0.59% | 3.72% | -1.44% | 3.87% | 9.04% | 1.28% | -11.83% | -3.23% | -10.39% | -7.23% |
| 2017 | 2.05% | 2.64% | 3.57% | 0.93% | 10.28% | -0.63% | 6.27% | 1.77% | 4.03% | 6.56% | 2.44% | 0.44% | 48.02% |
| 2016 | -2.54% | 0.28% | 5.61% | -0.73% | 3.25% | 3.40% | 4.59% | -0.42% | 0.65% | -1.60% | 9.66% | 5.47% | 30.49% |
| 2015 | 0.34% | 0.83% | 3.83% | -3.59% | 3.01% | 4.88% | 0.30% | 1.11% | 10.97% |
Expense Ratio
40-30-30 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
With an overall rank of 97, 40-30-30 is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.64 | 2.34 | 1.29 | 3.12 | 7.24 |
WMT Walmart Inc. | 4.13 | 6.07 | 1.77 | 9.93 | 41.54 |
UNH UnitedHealth Group Incorporated | -0.14 | -0.01 | 1.00 | -0.18 | -0.45 |
LMT Lockheed Martin Corporation | 0.45 | 0.74 | 1.10 | 0.36 | 1.04 |
HD The Home Depot, Inc. | 0.88 | 1.32 | 1.16 | 1.01 | 2.12 |
LOW Lowe's Companies, Inc. | 0.88 | 1.36 | 1.17 | 1.08 | 2.32 |
NVR NVR, Inc. | 0.69 | 1.11 | 1.13 | 0.83 | 2.61 |
PGR The Progressive Corporation | 2.39 | 3.41 | 1.43 | 4.54 | 13.89 |
COKE Coca-Cola Consolidated, Inc. | 1.42 | 2.35 | 1.29 | 2.73 | 7.32 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 5.32 | 4.81 | 1.66 | 8.77 | 34.16 |
LLY Eli Lilly and Company | 0.92 | 1.46 | 1.19 | 1.14 | 3.08 |
COST Costco Wholesale Corporation | 2.29 | 2.87 | 1.41 | 4.19 | 10.41 |
SO The Southern Company | 1.09 | 1.66 | 1.19 | 1.43 | 4.01 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
HEI HEICO Corporation | 1.64 | 2.12 | 1.30 | 2.47 | 8.62 |
Dividends
Dividend yield
40-30-30 provided a 1.13% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.13% | 1.14% | 1.49% | 1.51% | 1.65% | 1.92% | 1.82% | 2.13% | 2.15% | 2.17% | 2.14% | 1.83% |
| Portfolio components: | ||||||||||||
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% |
WMT Walmart Inc. | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
UNH UnitedHealth Group Incorporated | 1.59% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
LMT Lockheed Martin Corporation | 2.65% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
HD The Home Depot, Inc. | 2.31% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
LOW Lowe's Companies, Inc. | 1.81% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
NVR NVR, 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% |
PGR The Progressive Corporation | 0.47% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
COKE Coca-Cola Consolidated, Inc. | 1.51% | 1.59% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.79% | 0.83% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% |
LLY Eli Lilly and Company | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
COST Costco Wholesale Corporation | 0.49% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
SO The Southern Company | 3.47% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
HEI HEICO Corporation | 0.09% | 0.09% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% |
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 40-30-30. 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 40-30-30 was 37.90%, occurring on Oct 14, 2022. Recovery took 135 trading sessions.
The current 40-30-30 drawdown is 3.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.9% | Nov 30, 2021 | 221 | Oct 14, 2022 | 135 | May 1, 2023 | 356 |
| -33.4% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -28.76% | Oct 2, 2018 | 58 | Dec 24, 2018 | 130 | Jul 2, 2019 | 188 |
| -18.79% | Jul 11, 2024 | 20 | Aug 7, 2024 | 8 | Aug 19, 2024 | 28 |
| -14.48% | Aug 26, 2024 | 9 | Sep 6, 2024 | 22 | Oct 8, 2024 | 31 |
Volatility
Volatility Chart
The current 40-30-30 volatility is 8.36%, 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
| FTAI | SO | LLY | COKE | NVDA | UNH | WMT | LMT | NVR | HEI | PGR | COST | LOW | HD | BRK-B | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FTAI | 1.00 | 0.09 | 0.14 | 0.16 | 0.25 | 0.16 | 0.08 | 0.18 | 0.25 | 0.31 | 0.18 | 0.18 | 0.26 | 0.24 | 0.31 |
| SO | 0.09 | 1.00 | 0.22 | 0.23 | 0.04 | 0.24 | 0.29 | 0.28 | 0.22 | 0.18 | 0.27 | 0.25 | 0.20 | 0.24 | 0.29 |
| LLY | 0.14 | 0.22 | 1.00 | 0.16 | 0.23 | 0.34 | 0.24 | 0.23 | 0.17 | 0.18 | 0.29 | 0.29 | 0.23 | 0.25 | 0.29 |
| COKE | 0.16 | 0.23 | 0.16 | 1.00 | 0.19 | 0.19 | 0.24 | 0.25 | 0.27 | 0.25 | 0.25 | 0.29 | 0.24 | 0.27 | 0.29 |
| NVDA | 0.25 | 0.04 | 0.23 | 0.19 | 1.00 | 0.22 | 0.21 | 0.15 | 0.29 | 0.32 | 0.19 | 0.38 | 0.35 | 0.36 | 0.32 |
| UNH | 0.16 | 0.24 | 0.34 | 0.19 | 0.22 | 1.00 | 0.27 | 0.31 | 0.22 | 0.27 | 0.34 | 0.30 | 0.32 | 0.34 | 0.42 |
| WMT | 0.08 | 0.29 | 0.24 | 0.24 | 0.21 | 0.27 | 1.00 | 0.27 | 0.22 | 0.20 | 0.30 | 0.55 | 0.33 | 0.39 | 0.35 |
| LMT | 0.18 | 0.28 | 0.23 | 0.25 | 0.15 | 0.31 | 0.27 | 1.00 | 0.24 | 0.44 | 0.39 | 0.27 | 0.28 | 0.30 | 0.44 |
| NVR | 0.25 | 0.22 | 0.17 | 0.27 | 0.29 | 0.22 | 0.22 | 0.24 | 1.00 | 0.36 | 0.25 | 0.29 | 0.47 | 0.46 | 0.34 |
| HEI | 0.31 | 0.18 | 0.18 | 0.25 | 0.32 | 0.27 | 0.20 | 0.44 | 0.36 | 1.00 | 0.33 | 0.29 | 0.34 | 0.33 | 0.43 |
| PGR | 0.18 | 0.27 | 0.29 | 0.25 | 0.19 | 0.34 | 0.30 | 0.39 | 0.25 | 0.33 | 1.00 | 0.32 | 0.31 | 0.33 | 0.50 |
| COST | 0.18 | 0.25 | 0.29 | 0.29 | 0.38 | 0.30 | 0.55 | 0.27 | 0.29 | 0.29 | 0.32 | 1.00 | 0.42 | 0.49 | 0.39 |
| LOW | 0.26 | 0.20 | 0.23 | 0.24 | 0.35 | 0.32 | 0.33 | 0.28 | 0.47 | 0.34 | 0.31 | 0.42 | 1.00 | 0.80 | 0.45 |
| HD | 0.24 | 0.24 | 0.25 | 0.27 | 0.36 | 0.34 | 0.39 | 0.30 | 0.46 | 0.33 | 0.33 | 0.49 | 0.80 | 1.00 | 0.46 |
| BRK-B | 0.31 | 0.29 | 0.29 | 0.29 | 0.32 | 0.42 | 0.35 | 0.44 | 0.34 | 0.43 | 0.50 | 0.39 | 0.45 | 0.46 | 1.00 |