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Ken

Last updated Dec 9, 2023

7K

Asset Allocation


SCHI 8.33%AVGO 8.33%GD 8.33%IBM 8.33%MRK 8.33%AMZN 8.33%SUN 8.33%HDEF 8.33%SCHD 8.33%RS 8.33%ABBV 8.33%DLN 8.33%BondBondEquityEquity
PositionCategory/SectorWeight
SCHI
Schwab 5-10 Year Corporate Bond ETF
Corporate Bonds8.33%
AVGO
Broadcom Inc.
Technology8.33%
GD
General Dynamics Corporation
8.33%
IBM
International Business Machines Corporation
Technology8.33%
MRK
Merck & Co., Inc.
Healthcare8.33%
AMZN
Amazon.com, Inc.
Consumer Cyclical8.33%
SUN
Sunoco LP
Energy8.33%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
Foreign Large Cap Equities, Dividend8.33%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend8.33%
RS
Reliance Steel & Aluminum Co.
Basic Materials8.33%
ABBV
AbbVie Inc.
Healthcare8.33%
DLN
WisdomTree US LargeCap Dividend ETF
Large Cap Growth Equities, Dividend8.33%

Performance

The chart shows the growth of an initial investment of $10,000 in Ken, 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%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
95.51%
56.71%
Ken
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Ken20.69%3.61%11.81%19.99%N/AN/A
AVGO
Broadcom Inc.
71.94%3.64%18.63%82.53%37.48%38.81%
GD
General Dynamics Corporation
4.08%4.24%20.31%4.26%11.28%13.30%
IBM
International Business Machines Corporation
20.66%10.65%22.46%15.04%12.63%3.83%
MRK
Merck & Co., Inc.
-4.56%-0.62%-5.02%-3.84%10.56%11.63%
AMZN
Amazon.com, Inc.
75.50%3.76%19.44%63.17%12.61%22.53%
SUN
Sunoco LP
33.87%1.61%25.74%34.31%25.74%15.26%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
13.36%6.61%5.32%12.56%7.59%N/A
SCHD
Schwab US Dividend Equity ETF
-0.41%5.31%4.01%-1.65%12.01%10.76%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.61%3.86%2.53%3.52%N/AN/A
RS
Reliance Steel & Aluminum Co.
32.75%0.23%8.09%28.55%30.94%16.19%
ABBV
AbbVie Inc.
-3.90%5.10%10.32%-6.43%16.75%15.76%
DLN
WisdomTree US LargeCap Dividend ETF
6.00%4.45%4.46%4.24%10.44%9.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.28%5.24%3.99%0.17%-3.31%0.42%6.49%

Sharpe Ratio

The current Ken Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.87

The Sharpe ratio of Ken 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.87
1.25
Ken
Benchmark (^GSPC)
Portfolio components

Dividend yield

Ken granted a 3.13% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Ken3.13%3.29%3.14%3.68%3.40%3.49%2.96%3.55%2.57%1.90%2.04%1.55%
AVGO
Broadcom Inc.
1.95%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
GD
General Dynamics Corporation
2.07%2.00%2.24%2.90%2.26%2.31%1.61%1.72%1.96%1.76%1.76%3.62%
IBM
International Business Machines Corporation
4.09%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%1.72%
MRK
Merck & Co., Inc.
2.81%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%4.13%
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%
SUN
Sunoco LP
6.24%7.66%8.09%11.47%10.79%12.14%11.63%12.16%6.78%4.12%5.43%0.11%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
4.49%5.41%4.76%3.93%4.20%3.55%3.38%9.53%1.87%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.67%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
SCHI
Schwab 5-10 Year Corporate Bond ETF
4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RS
Reliance Steel & Aluminum Co.
1.51%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%2.06%1.29%
ABBV
AbbVie Inc.
3.97%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%0.00%
DLN
WisdomTree US LargeCap Dividend ETF
2.49%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%2.34%2.40%2.99%

Expense Ratio

The Ken has an expense ratio of 0.05% 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.


0.20%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.28%
0.00%2.15%

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
AVGO
Broadcom Inc.
2.80
GD
General Dynamics Corporation
0.27
IBM
International Business Machines Corporation
0.92
MRK
Merck & Co., Inc.
-0.17
AMZN
Amazon.com, Inc.
1.97
SUN
Sunoco LP
1.67
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
0.96
SCHD
Schwab US Dividend Equity ETF
-0.08
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.40
RS
Reliance Steel & Aluminum Co.
1.18
ABBV
AbbVie Inc.
-0.31
DLN
WisdomTree US LargeCap Dividend ETF
0.42

Asset Correlations Table

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

SCHIMRKAMZNSUNABBVAVGORSGDIBMHDEFSCHDDLN
SCHI1.000.090.290.100.100.200.070.090.120.220.170.22
MRK0.091.000.090.210.460.140.230.280.320.320.390.42
AMZN0.290.091.000.160.150.550.240.140.230.400.370.47
SUN0.100.210.161.000.230.260.360.340.320.420.450.45
ABBV0.100.460.150.231.000.250.240.330.350.360.450.48
AVGO0.200.140.550.260.251.000.400.330.400.520.590.64
RS0.070.230.240.360.240.401.000.510.470.550.670.60
GD0.090.280.140.340.330.330.511.000.530.490.690.66
IBM0.120.320.230.320.350.400.470.531.000.530.720.67
HDEF0.220.320.400.420.360.520.550.490.531.000.750.77
SCHD0.170.390.370.450.450.590.670.690.720.751.000.94
DLN0.220.420.470.450.480.640.600.660.670.770.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.01%
Ken
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ken. 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 Ken was 33.18%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.18%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-13.55%Apr 21, 2022113Sep 30, 202242Nov 30, 2022155
-8.57%Sep 3, 202039Oct 28, 202010Nov 11, 202049
-5.05%Jan 13, 20227Jan 24, 202237Mar 17, 202244
-4.83%Sep 1, 202322Oct 3, 202323Nov 3, 202345

Volatility Chart

The current Ken volatility is 2.33%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.33%
2.77%
Ken
Benchmark (^GSPC)
Portfolio components
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