avrick
Schwab Brokerage
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| avrick | 12.67% | -1.80% | 9.42% | 22.84% | 21.63% | N/A |
| Portfolio components: | ||||||
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 13.00% | 18.62% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.86% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.42% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.36% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.82% |
SHOP Shopify Inc. | -23.70% | -9.18% | -27.11% | -7.07% | 12.08% | N/A |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.10% |
WMT Walmart Inc. | 33.70% | 2.53% | 28.31% | 33.39% | 14.97% | 13.05% |
LAMR Lamar Advertising Company (REIT) | 13.40% | 0.74% | 13.31% | 28.08% | 13.06% | 13.85% |
ITA iShares U.S. Aerospace & Defense ETF | 10.67% | 5.27% | 14.81% | 21.63% | 6.31% | 11.45% |
BBY Best Buy Co., Inc. | 14.10% | 3.67% | 19.38% | 9.66% | 6.14% | 14.58% |
UNH UnitedHealth Group Incorporated | 7.18% | 15.63% | 12.14% | 12.50% | 19.03% | 22.54% |
CRWD CrowdStrike Holdings, Inc. | -0.46% | -33.18% | -12.46% | 66.27% | 22.36% | N/A |
DVN Devon Energy Corporation | 3.91% | -0.94% | 10.45% | -7.36% | 19.21% | -1.72% |
MO Altria Group, Inc. | 28.96% | 7.42% | 29.41% | 19.40% | 8.46% | 8.37% |
Monthly Returns
The table below presents the monthly returns of avrick, 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 | 0.63% | 4.07% | 2.74% | -3.10% | 4.29% | 5.43% | 12.67% | ||||||
| 2023 | 9.23% | -4.75% | 7.79% | 2.69% | 3.94% | 5.83% | 3.78% | -1.09% | -5.62% | -1.19% | 11.31% | 3.96% | 40.35% |
| 2022 | -6.07% | -2.11% | 3.79% | -10.06% | -2.58% | -9.35% | 12.50% | -4.16% | -9.49% | 7.46% | 4.47% | -7.40% | -23.10% |
| 2021 | 0.57% | 2.22% | 4.86% | 6.82% | -0.24% | 5.09% | 2.52% | 3.74% | -4.60% | 9.12% | 0.58% | 2.66% | 38.02% |
| 2020 | 4.03% | -7.46% | -9.31% | 20.23% | 6.01% | 7.21% | 6.33% | 9.48% | -6.41% | -2.78% | 11.09% | 3.11% | 44.76% |
| 2019 | 2.10% | 4.01% | -0.45% | -0.23% | 2.84% | 4.45% | 4.46% | 18.35% |
Expense Ratio
avrick 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 avrick is 66, 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 | |
|---|---|---|---|---|---|
HD The Home Depot, Inc. | 0.58 | 0.97 | 1.11 | 0.38 | 1.27 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
SHOP Shopify Inc. | -0.16 | 0.12 | 1.02 | -0.12 | -0.44 |
CVX Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
WMT Walmart Inc. | 1.96 | 2.63 | 1.41 | 3.09 | 9.21 |
LAMR Lamar Advertising Company (REIT) | 1.01 | 1.67 | 1.21 | 0.90 | 3.62 |
ITA iShares U.S. Aerospace & Defense ETF | 1.67 | 2.50 | 1.31 | 1.84 | 6.00 |
BBY Best Buy Co., Inc. | 0.26 | 0.67 | 1.07 | 0.16 | 0.71 |
UNH UnitedHealth Group Incorporated | 0.51 | 0.89 | 1.11 | 0.56 | 1.51 |
CRWD CrowdStrike Holdings, Inc. | 1.49 | 2.01 | 1.29 | 1.34 | 9.83 |
DVN Devon Energy Corporation | -0.37 | -0.35 | 0.96 | -0.22 | -0.74 |
MO Altria Group, Inc. | 1.15 | 1.56 | 1.24 | 0.93 | 3.82 |
Dividends
Dividend yield
avrick granted a 1.54% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| avrick | 1.54% | 1.70% | 1.69% | 1.36% | 1.60% | 1.54% | 1.72% | 1.38% | 1.64% | 1.76% | 1.55% | 1.50% |
| Portfolio components: | ||||||||||||
HD The Home Depot, Inc. | 2.46% | 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 | 0.45% | 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 | 0.70% | 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. | 0.12% | 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 | 3.99% | 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. | 1.14% | 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) | 4.33% | 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 | 0.88% | 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. | 4.26% | 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 | 1.38% | 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 | 4.43% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
MO Altria Group, Inc. | 7.87% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
Drawdowns
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 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 4.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.82% | Feb 20, 2020 | 22 | Mar 20, 2020 | 46 | May 27, 2020 | 68 |
| -26.96% | Nov 19, 2021 | 217 | Sep 30, 2022 | 282 | Nov 14, 2023 | 499 |
| -12.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 51 | Dec 4, 2020 | 65 |
| -6.56% | Jul 29, 2019 | 6 | Aug 5, 2019 | 57 | Oct 24, 2019 | 63 |
| -6.54% | Feb 18, 2021 | 11 | Mar 4, 2021 | 20 | Apr 1, 2021 | 31 |
Volatility
Volatility Chart
The current avrick volatility is 4.07%, 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
| MO | UNH | WMT | CRWD | DVN | CVX | SHOP | BBY | LAMR | AMZN | HD | ITA | GOOGL | AAPL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MO | 1.00 | 0.31 | 0.26 | 0.02 | 0.31 | 0.36 | 0.04 | 0.30 | 0.34 | 0.09 | 0.29 | 0.40 | 0.16 | 0.19 | 0.15 |
| UNH | 0.31 | 1.00 | 0.30 | 0.08 | 0.22 | 0.29 | 0.10 | 0.22 | 0.27 | 0.18 | 0.33 | 0.30 | 0.28 | 0.29 | 0.31 |
| WMT | 0.26 | 0.30 | 1.00 | 0.13 | 0.12 | 0.18 | 0.19 | 0.30 | 0.21 | 0.28 | 0.40 | 0.27 | 0.28 | 0.30 | 0.31 |
| CRWD | 0.02 | 0.08 | 0.13 | 1.00 | 0.12 | 0.08 | 0.56 | 0.26 | 0.25 | 0.50 | 0.24 | 0.23 | 0.40 | 0.39 | 0.48 |
| DVN | 0.31 | 0.22 | 0.12 | 0.12 | 1.00 | 0.76 | 0.10 | 0.30 | 0.38 | 0.15 | 0.22 | 0.51 | 0.24 | 0.21 | 0.17 |
| CVX | 0.36 | 0.29 | 0.18 | 0.08 | 0.76 | 1.00 | 0.07 | 0.32 | 0.37 | 0.13 | 0.26 | 0.51 | 0.25 | 0.22 | 0.18 |
| SHOP | 0.04 | 0.10 | 0.19 | 0.56 | 0.10 | 0.07 | 1.00 | 0.35 | 0.31 | 0.58 | 0.36 | 0.27 | 0.49 | 0.47 | 0.52 |
| BBY | 0.30 | 0.22 | 0.30 | 0.26 | 0.30 | 0.32 | 0.35 | 1.00 | 0.44 | 0.34 | 0.58 | 0.46 | 0.34 | 0.42 | 0.37 |
| LAMR | 0.34 | 0.27 | 0.21 | 0.25 | 0.38 | 0.37 | 0.31 | 0.44 | 1.00 | 0.31 | 0.44 | 0.59 | 0.37 | 0.36 | 0.37 |
| AMZN | 0.09 | 0.18 | 0.28 | 0.50 | 0.15 | 0.13 | 0.58 | 0.34 | 0.31 | 1.00 | 0.41 | 0.30 | 0.68 | 0.62 | 0.70 |
| HD | 0.29 | 0.33 | 0.40 | 0.24 | 0.22 | 0.26 | 0.36 | 0.58 | 0.44 | 0.41 | 1.00 | 0.43 | 0.41 | 0.45 | 0.48 |
| ITA | 0.40 | 0.30 | 0.27 | 0.23 | 0.51 | 0.51 | 0.27 | 0.46 | 0.59 | 0.30 | 0.43 | 1.00 | 0.38 | 0.39 | 0.36 |
| GOOGL | 0.16 | 0.28 | 0.28 | 0.40 | 0.24 | 0.25 | 0.49 | 0.34 | 0.37 | 0.68 | 0.41 | 0.38 | 1.00 | 0.64 | 0.75 |
| AAPL | 0.19 | 0.29 | 0.30 | 0.39 | 0.21 | 0.22 | 0.47 | 0.42 | 0.36 | 0.62 | 0.45 | 0.39 | 0.64 | 1.00 | 0.70 |
| MSFT | 0.15 | 0.31 | 0.31 | 0.48 | 0.17 | 0.18 | 0.52 | 0.37 | 0.37 | 0.70 | 0.48 | 0.36 | 0.75 | 0.70 | 1.00 |