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CORE Portfolio

Last updated Dec 7, 2023

Asset Allocation


VTI 32%NVDA 9%MSFT 8%AAPL 7%AVGO 7%GOOGL 6%MA 6%LLY 5%COKE 5%PANW 4%LPLA 3%V 3%AMZN 2%UNH 2%META 1%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities32%
NVDA
NVIDIA Corporation
Technology9%
MSFT
Microsoft Corporation
Technology8%
AAPL
Apple Inc.
Technology7%
AVGO
Broadcom Inc.
Technology7%
GOOGL
Alphabet Inc.
Communication Services6%
MA
Mastercard Inc
Financial Services6%
LLY
Eli Lilly and Company
Healthcare5%
COKE
Coca-Cola Consolidated, Inc.
Consumer Defensive5%
PANW
Palo Alto Networks, Inc.
Technology4%
LPLA
LPL Financial Holdings Inc.
Financial Services3%
V
Visa Inc.
Financial Services3%
AMZN
Amazon.com, Inc.
Consumer Cyclical2%
UNH
UnitedHealth Group Incorporated
Healthcare2%
META
Meta Platforms, Inc.
Communication Services1%

Performance

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


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.88%
5.95%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns

As of Dec 7, 2023, the CORE Portfolio returned 52.66% Year-To-Date and 26.52% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
CORE Portfolio52.66%3.94%12.88%48.69%28.87%26.48%
AAPL
Apple Inc.
48.85%7.44%8.44%35.33%36.71%27.11%
NVDA
NVIDIA Corporation
211.50%-0.53%21.44%184.75%65.73%62.15%
GOOGL
Alphabet Inc.
47.36%-0.18%6.14%34.07%20.02%17.15%
AMZN
Amazon.com, Inc.
72.05%3.42%19.21%63.76%12.18%22.31%
META
Meta Platforms, Inc.
163.79%0.52%20.43%178.17%18.28%20.84%
LLY
Eli Lilly and Company
62.66%-0.82%35.57%61.46%41.36%30.67%
PANW
Palo Alto Networks, Inc.
105.82%21.18%32.81%72.30%37.64%32.53%
LPLA
LPL Financial Holdings Inc.
0.85%-1.73%6.10%-3.98%30.45%19.32%
UNH
UnitedHealth Group Incorporated
5.20%3.36%15.28%3.42%17.12%24.21%
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%
MA
Mastercard Inc
18.74%6.27%10.82%18.81%16.56%19.16%
V
Visa Inc.
23.37%4.66%13.34%22.59%13.96%18.41%
AVGO
Broadcom Inc.
64.54%2.59%15.24%76.42%36.34%38.09%
COKE
Coca-Cola Consolidated, Inc.
54.67%18.16%18.11%67.20%29.90%28.30%
VTI
Vanguard Total Stock Market ETF
19.55%4.85%7.03%16.59%12.76%11.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.58%6.83%3.21%1.52%-5.60%-0.94%10.45%

Sharpe Ratio

The current CORE Portfolio Sharpe ratio is 2.62. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.62

The Sharpe ratio of CORE Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.62
1.00
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

CORE Portfolio granted a 0.88% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
CORE Portfolio0.88%1.05%0.80%1.00%1.23%1.43%1.24%1.43%1.46%1.47%1.58%1.76%
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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
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%
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%
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%
LLY
Eli Lilly and Company
0.77%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%3.97%
PANW
Palo Alto Networks, 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%
LPLA
LPL Financial Holdings Inc.
0.55%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%1.38%7.95%
UNH
UnitedHealth Group Incorporated
1.33%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%1.47%
MSFT
Microsoft Corporation
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
MA
Mastercard Inc
0.56%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%0.21%
V
Visa Inc.
0.74%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%0.65%
AVGO
Broadcom Inc.
2.04%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
COKE
Coca-Cola Consolidated, Inc.
0.64%0.19%0.16%0.37%0.35%0.56%0.46%0.56%0.54%1.13%1.36%1.49%
VTI
Vanguard Total Stock Market ETF
1.48%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%

Expense Ratio

The CORE Portfolio has an expense ratio of 0.01% 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.


0.03%
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
AAPL
Apple Inc.
1.46
NVDA
NVIDIA Corporation
3.45
GOOGL
Alphabet Inc.
1.00
AMZN
Amazon.com, Inc.
1.73
META
Meta Platforms, Inc.
3.86
LLY
Eli Lilly and Company
2.14
PANW
Palo Alto Networks, Inc.
1.80
LPLA
LPL Financial Holdings Inc.
-0.07
UNH
UnitedHealth Group Incorporated
0.20
MSFT
Microsoft Corporation
1.89
MA
Mastercard Inc
0.90
V
Visa Inc.
1.24
AVGO
Broadcom Inc.
2.42
COKE
Coca-Cola Consolidated, Inc.
1.62
VTI
Vanguard Total Stock Market ETF
1.05

Asset Correlations Table

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

COKELLYUNHLPLAPANWMETANVDAAVGOAAPLAMZNVMSFTMAGOOGLVTI
COKE1.000.170.220.230.180.220.210.230.240.230.280.240.290.250.38
LLY0.171.000.370.200.200.250.210.250.250.260.320.320.310.310.41
UNH0.220.371.000.310.220.250.260.300.310.290.390.360.380.350.50
LPLA0.230.200.311.000.290.280.310.360.290.280.410.330.430.350.57
PANW0.180.200.220.291.000.360.430.400.390.420.380.410.380.390.50
META0.220.250.250.280.361.000.480.440.470.560.450.500.450.610.56
NVDA0.210.210.260.310.430.481.000.580.500.520.440.560.470.530.60
AVGO0.230.250.300.360.400.440.581.000.540.460.460.510.480.480.64
AAPL0.240.250.310.290.390.470.500.541.000.510.460.570.480.540.63
AMZN0.230.260.290.280.420.560.520.460.511.000.500.590.520.650.63
V0.280.320.390.410.380.450.440.460.460.501.000.560.840.560.69
MSFT0.240.320.360.330.410.500.560.510.570.590.561.000.580.650.70
MA0.290.310.380.430.380.450.470.480.480.520.840.581.000.570.71
GOOGL0.250.310.350.350.390.610.530.480.540.650.560.650.571.000.68
VTI0.380.410.500.570.500.560.600.640.630.630.690.700.710.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.05%
-5.15%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CORE 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 CORE Portfolio was 33.30%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.3%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-26.67%Dec 28, 2021202Oct 14, 2022147May 17, 2023349
-21.44%Oct 2, 201858Dec 24, 201857Mar 19, 2019115
-17.42%Dec 7, 201546Feb 11, 2016104Jul 12, 2016150
-11.64%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility Chart

The current CORE Portfolio volatility is 3.29%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.29%
2.92%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components
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