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avrick

Last updated Mar 2, 2024

Schwab Brokerage

Asset Allocation


HD 12%AAPL 12%AMZN 12%MSFT 12%GOOGL 12%SHOP 6%CVX 5%WMT 5%ITA 5%MO 5%UNH 4%LAMR 3%BBY 3%CRWD 2%DVN 2%EquityEquity
PositionCategory/SectorWeight
HD
The Home Depot, Inc.
Consumer Cyclical

12%

AAPL
Apple Inc.
Technology

12%

AMZN
Amazon.com, Inc.
Consumer Cyclical

12%

MSFT
Microsoft Corporation
Technology

12%

GOOGL
Alphabet Inc.
Communication Services

12%

SHOP
Shopify Inc.
Technology

6%

CVX
Chevron Corporation
Energy

5%

WMT
Walmart Inc.
Consumer Defensive

5%

ITA
iShares U.S. Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

5%

MO
Altria Group, Inc.
Consumer Defensive

5%

UNH
UnitedHealth Group Incorporated
Healthcare

4%

LAMR
Lamar Advertising Company (REIT)
Real Estate

3%

BBY
Best Buy Co., Inc.
Consumer Cyclical

3%

CRWD
CrowdStrike Holdings, Inc.
Technology

2%

DVN
Devon Energy Corporation
Energy

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in avrick, 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


40.00%60.00%80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
166.85%
78.38%
avrick
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
avrick4.68%0.93%12.63%38.32%N/AN/A
HD
The Home Depot, Inc.
10.94%7.62%16.20%32.40%18.63%19.34%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.69%26.85%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.17%29.07%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%19.03%16.29%
SHOP
Shopify Inc.
-1.68%-7.65%14.81%76.47%31.97%N/A
CVX
Chevron Corporation
3.56%1.47%-4.99%-3.53%9.33%7.30%
WMT
Walmart Inc.
11.82%3.96%9.51%27.23%14.37%11.27%
LAMR
Lamar Advertising Company (REIT)
4.79%5.39%24.91%10.29%12.11%12.67%
ITA
iShares U.S. Aerospace & Defense ETF
1.02%3.45%10.44%9.73%5.30%9.86%
BBY
Best Buy Co., Inc.
-0.46%2.95%6.17%-1.70%6.45%15.46%
UNH
UnitedHealth Group Incorporated
-7.02%-4.06%3.54%3.83%16.48%22.03%
CRWD
CrowdStrike Holdings, Inc.
23.22%3.63%95.12%149.60%N/AN/A
DVN
Devon Energy Corporation
-2.01%7.48%-13.80%-16.85%13.04%-0.87%
MO
Altria Group, Inc.
1.29%-1.21%-3.06%-4.17%2.78%7.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.63%4.05%
2023-1.09%-5.62%-1.19%11.31%3.96%

Sharpe Ratio

The current avrick Sharpe ratio is 2.88. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.88

The Sharpe ratio of avrick lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.88
2.44
avrick
Benchmark (^GSPC)
Portfolio components

Dividend yield

avrick granted a 1.65% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
avrick1.65%1.70%1.69%1.29%1.60%1.54%1.72%1.38%1.64%1.76%1.55%1.50%
HD
The Home Depot, Inc.
2.17%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
MSFT
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%
GOOGL
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%
SHOP
Shopify 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%
CVX
Chevron Corporation
4.03%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
WMT
Walmart Inc.
1.29%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
LAMR
Lamar Advertising Company (REIT)
4.49%4.70%5.29%3.28%2.98%4.27%5.24%4.44%4.46%4.55%4.63%0.00%
ITA
iShares U.S. Aerospace & Defense ETF
0.92%0.93%0.95%0.82%1.07%1.53%1.13%0.91%1.07%1.03%1.20%1.13%
BBY
Best Buy Co., Inc.
4.72%4.70%4.39%2.76%2.20%2.28%3.40%1.99%3.68%4.67%1.80%1.66%
UNH
UnitedHealth Group Incorporated
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
CRWD
CrowdStrike Holdings, 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%
DVN
Devon Energy Corporation
6.47%6.34%8.41%1.00%4.30%1.35%1.29%0.49%0.86%3.00%1.54%1.39%
MO
Altria Group, Inc.
9.40%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Expense Ratio

The avrick has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.42%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
avrick
2.88
HD
The Home Depot, Inc.
1.86
AAPL
Apple Inc.
1.27
AMZN
Amazon.com, Inc.
3.07
MSFT
Microsoft Corporation
3.10
GOOGL
Alphabet Inc.
1.87
SHOP
Shopify Inc.
1.63
CVX
Chevron Corporation
-0.08
WMT
Walmart Inc.
1.83
LAMR
Lamar Advertising Company (REIT)
0.44
ITA
iShares U.S. Aerospace & Defense ETF
0.78
BBY
Best Buy Co., Inc.
-0.03
UNH
UnitedHealth Group Incorporated
0.22
CRWD
CrowdStrike Holdings, Inc.
3.95
DVN
Devon Energy Corporation
-0.45
MO
Altria Group, Inc.
-0.21

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MOWMTUNHCRWDDVNCVXSHOPLAMRBBYAMZNHDITAGOOGLAAPLMSFT
MO1.000.260.300.030.310.370.050.350.310.100.300.420.170.200.17
WMT0.261.000.310.130.120.190.200.220.320.290.420.280.300.320.33
UNH0.300.311.000.100.230.290.110.280.230.200.340.320.300.310.34
CRWD0.030.130.101.000.120.090.570.250.270.500.240.230.400.400.48
DVN0.310.120.230.121.000.760.100.390.310.160.230.530.250.220.18
CVX0.370.190.290.090.761.000.080.380.330.140.270.540.270.240.19
SHOP0.050.200.110.570.100.081.000.320.360.590.360.270.490.490.53
LAMR0.350.220.280.250.390.380.321.000.460.320.450.590.380.390.38
BBY0.310.320.230.270.310.330.360.461.000.360.590.470.370.430.39
AMZN0.100.290.200.500.160.140.590.320.361.000.430.300.680.640.70
HD0.300.420.340.240.230.270.360.450.590.431.000.440.450.470.50
ITA0.420.280.320.230.530.540.270.590.470.300.441.000.400.400.37
GOOGL0.170.300.300.400.250.270.490.380.370.680.450.401.000.660.76
AAPL0.200.320.310.400.220.240.490.390.430.640.470.400.661.000.72
MSFT0.170.330.340.480.180.190.530.380.390.700.500.370.760.721.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.16%
0
avrick
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the avrick. 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 avrick was 30.82%, occurring on Mar 20, 2020. Recovery took 46 trading sessions.

The current avrick drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.82%Feb 20, 202022Mar 20, 202046May 27, 202068
-26.99%Nov 19, 2021217Sep 30, 2022282Nov 14, 2023499
-12.84%Sep 3, 202014Sep 23, 202051Dec 4, 202065
-6.56%Jul 29, 20196Aug 5, 201957Oct 24, 201963
-6.54%Feb 18, 202111Mar 4, 202120Apr 1, 202131

Volatility Chart

The current avrick volatility is 4.27%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.27%
3.47%
avrick
Benchmark (^GSPC)
Portfolio components
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