CORE Portfolio
Asset Allocation
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| CORE Portfolio | 52.66% | 3.94% | 12.88% | 48.69% | 28.87% | 26.48% |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.58% | 6.83% | 3.21% | 1.52% | -5.60% | -0.94% | 10.45% |
Dividend yield
CORE Portfolio granted a 0.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CORE Portfolio | 0.88% | 1.05% | 0.80% | 1.00% | 1.23% | 1.43% | 1.24% | 1.43% | 1.46% | 1.47% | 1.58% | 1.76% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| COKE | LLY | UNH | LPLA | PANW | META | NVDA | AVGO | AAPL | AMZN | V | MSFT | MA | GOOGL | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COKE | 1.00 | 0.17 | 0.22 | 0.23 | 0.18 | 0.22 | 0.21 | 0.23 | 0.24 | 0.23 | 0.28 | 0.24 | 0.29 | 0.25 | 0.38 |
| LLY | 0.17 | 1.00 | 0.37 | 0.20 | 0.20 | 0.25 | 0.21 | 0.25 | 0.25 | 0.26 | 0.32 | 0.32 | 0.31 | 0.31 | 0.41 |
| UNH | 0.22 | 0.37 | 1.00 | 0.31 | 0.22 | 0.25 | 0.26 | 0.30 | 0.31 | 0.29 | 0.39 | 0.36 | 0.38 | 0.35 | 0.50 |
| LPLA | 0.23 | 0.20 | 0.31 | 1.00 | 0.29 | 0.28 | 0.31 | 0.36 | 0.29 | 0.28 | 0.41 | 0.33 | 0.43 | 0.35 | 0.57 |
| PANW | 0.18 | 0.20 | 0.22 | 0.29 | 1.00 | 0.36 | 0.43 | 0.40 | 0.39 | 0.42 | 0.38 | 0.41 | 0.38 | 0.39 | 0.50 |
| META | 0.22 | 0.25 | 0.25 | 0.28 | 0.36 | 1.00 | 0.48 | 0.44 | 0.47 | 0.56 | 0.45 | 0.50 | 0.45 | 0.61 | 0.56 |
| NVDA | 0.21 | 0.21 | 0.26 | 0.31 | 0.43 | 0.48 | 1.00 | 0.58 | 0.50 | 0.52 | 0.44 | 0.56 | 0.47 | 0.53 | 0.60 |
| AVGO | 0.23 | 0.25 | 0.30 | 0.36 | 0.40 | 0.44 | 0.58 | 1.00 | 0.54 | 0.46 | 0.46 | 0.51 | 0.48 | 0.48 | 0.64 |
| AAPL | 0.24 | 0.25 | 0.31 | 0.29 | 0.39 | 0.47 | 0.50 | 0.54 | 1.00 | 0.51 | 0.46 | 0.57 | 0.48 | 0.54 | 0.63 |
| AMZN | 0.23 | 0.26 | 0.29 | 0.28 | 0.42 | 0.56 | 0.52 | 0.46 | 0.51 | 1.00 | 0.50 | 0.59 | 0.52 | 0.65 | 0.63 |
| V | 0.28 | 0.32 | 0.39 | 0.41 | 0.38 | 0.45 | 0.44 | 0.46 | 0.46 | 0.50 | 1.00 | 0.56 | 0.84 | 0.56 | 0.69 |
| MSFT | 0.24 | 0.32 | 0.36 | 0.33 | 0.41 | 0.50 | 0.56 | 0.51 | 0.57 | 0.59 | 0.56 | 1.00 | 0.58 | 0.65 | 0.70 |
| MA | 0.29 | 0.31 | 0.38 | 0.43 | 0.38 | 0.45 | 0.47 | 0.48 | 0.48 | 0.52 | 0.84 | 0.58 | 1.00 | 0.57 | 0.71 |
| GOOGL | 0.25 | 0.31 | 0.35 | 0.35 | 0.39 | 0.61 | 0.53 | 0.48 | 0.54 | 0.65 | 0.56 | 0.65 | 0.57 | 1.00 | 0.68 |
| VTI | 0.38 | 0.41 | 0.50 | 0.57 | 0.50 | 0.56 | 0.60 | 0.64 | 0.63 | 0.63 | 0.69 | 0.70 | 0.71 | 0.68 | 1.00 |
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 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, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -26.67% | Dec 28, 2021 | 202 | Oct 14, 2022 | 147 | May 17, 2023 | 349 |
| -21.44% | Oct 2, 2018 | 58 | Dec 24, 2018 | 57 | Mar 19, 2019 | 115 |
| -17.42% | Dec 7, 2015 | 46 | Feb 11, 2016 | 104 | Jul 12, 2016 | 150 |
| -11.64% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
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.