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CORE Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
AAPL
Apple Inc
Technology
7%
AMZN
Amazon.com, Inc.
Consumer Cyclical
2%
AVGO
Broadcom Inc.
Technology
7%
COKE
Coca-Cola Consolidated, Inc.
Consumer Defensive
5%
GOOGL
Alphabet Inc.
Communication Services
6%
LLY
Eli Lilly and Company
Healthcare
5%
LPLA
LPL Financial Holdings Inc.
Financial Services
3%
MA
Mastercard Inc
Financial Services
6%
META
Meta Platforms, Inc.
Communication Services
1%
MSFT
Microsoft Corporation
Technology
8%
NVDA
NVIDIA Corporation
Technology
9%
PANW
Palo Alto Networks, Inc.
Technology
4%
UNH
UnitedHealth Group Incorporated
Healthcare
2%
V
Visa Inc.
Financial Services
3%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
32%

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
23.38%
16.00%
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 By Period

As of Oct 15, 2024, the CORE Portfolio returned 39.32% Year-To-Date and 29.71% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.85%4.16%15.77%35.40%14.46%12.04%
CORE Portfolio39.32%4.94%23.38%54.28%33.47%29.71%
AAPL
Apple Inc
20.59%3.96%36.90%30.08%32.52%26.79%
NVDA
NVIDIA Corporation
178.87%15.93%57.97%199.62%96.03%78.96%
GOOGL
Alphabet Inc.
18.38%4.76%7.10%18.89%21.52%20.32%
AMZN
Amazon.com, Inc.
23.43%0.56%2.30%41.49%16.05%28.67%
META
Meta Platforms, Inc.
67.31%12.65%18.37%84.40%25.59%22.87%
LLY
Eli Lilly and Company
60.23%0.63%24.86%51.75%56.07%33.67%
PANW
Palo Alto Networks, Inc.
26.80%7.79%35.96%42.98%39.43%27.52%
LPLA
LPL Financial Holdings Inc.
10.12%21.39%-3.74%8.13%27.47%21.28%
UNH
UnitedHealth Group Incorporated
16.35%2.23%30.12%14.24%21.83%23.17%
MSFT
Microsoft Corporation
12.07%-2.66%1.46%26.95%25.84%27.45%
MA
Mastercard Inc
19.48%2.83%10.50%27.03%13.57%22.44%
V
Visa Inc.
8.43%-2.32%3.84%17.84%10.36%19.37%
AVGO
Broadcom Inc.
65.08%9.08%38.06%105.10%49.10%40.92%
COKE
Coca-Cola Consolidated, Inc.
43.04%0.36%60.29%110.07%36.08%32.94%
VTI
Vanguard Total Stock Market ETF
22.79%4.33%16.50%35.42%15.49%13.50%

Monthly Returns

The table below presents the monthly returns of CORE Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.71%7.29%3.23%-2.74%7.48%7.14%-0.90%3.68%1.30%39.32%
20239.17%1.66%7.34%2.76%8.58%6.83%3.21%1.52%-5.60%-0.94%10.44%5.69%62.41%
2022-6.18%-2.16%4.71%-10.54%1.07%-7.71%9.60%-5.47%-10.12%8.04%6.78%-6.37%-19.33%
20210.65%3.26%1.57%6.49%2.43%5.63%3.18%4.15%-4.48%8.43%4.69%4.44%48.01%
20201.90%-7.63%-8.91%13.96%7.82%4.21%5.21%11.19%-4.36%-4.03%11.85%5.90%39.63%
20198.69%5.17%5.40%4.41%-8.70%6.98%2.81%-0.89%0.67%4.45%5.07%4.26%44.20%
20187.08%-1.18%-2.99%0.76%5.17%-0.08%3.35%7.36%1.31%-9.18%0.56%-7.48%3.24%
20174.33%3.31%1.66%1.50%6.35%0.18%4.08%1.69%1.95%5.67%1.85%-0.14%37.39%
2016-6.90%-1.97%8.20%-1.77%4.00%-1.11%7.58%2.34%3.22%-0.46%4.44%3.81%22.35%
2015-0.95%8.78%-1.23%1.93%3.81%-0.51%3.51%-3.76%1.27%8.65%2.83%-0.43%25.74%
2014-1.57%7.31%0.28%-0.82%3.91%1.92%-1.54%6.04%-0.13%4.20%4.85%-1.19%25.22%
20134.02%1.06%2.13%2.11%3.50%-1.92%4.84%-0.07%3.90%4.41%4.45%5.07%38.80%

Expense Ratio

CORE Portfolio has an expense ratio of 0.01%, 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.


Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CORE Portfolio is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CORE Portfolio is 8686
Combined Rank
The Sharpe Ratio Rank of CORE Portfolio is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of CORE Portfolio is 8181Sortino Ratio Rank
The Omega Ratio Rank of CORE Portfolio is 8383Omega Ratio Rank
The Calmar Ratio Rank of CORE Portfolio is 9292Calmar Ratio Rank
The Martin Ratio Rank of CORE Portfolio is 8484Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


CORE Portfolio
Sharpe ratio
The chart of Sharpe ratio for CORE Portfolio, currently valued at 3.30, compared to the broader market0.002.004.006.003.30
Sortino ratio
The chart of Sortino ratio for CORE Portfolio, currently valued at 4.22, compared to the broader market-2.000.002.004.006.004.22
Omega ratio
The chart of Omega ratio for CORE Portfolio, currently valued at 1.57, compared to the broader market0.801.001.201.401.601.802.001.57
Calmar ratio
The chart of Calmar ratio for CORE Portfolio, currently valued at 5.04, compared to the broader market0.002.004.006.008.0010.0012.005.04
Martin ratio
The chart of Martin ratio for CORE Portfolio, currently valued at 20.75, compared to the broader market0.0010.0020.0030.0040.0050.0020.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.0012.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0010.0020.0030.0040.0050.0016.98

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.261.911.241.734.07
NVDA
NVIDIA Corporation
3.733.791.497.1822.11
GOOGL
Alphabet Inc.
0.681.041.150.862.25
AMZN
Amazon.com, Inc.
1.492.111.271.167.19
META
Meta Platforms, Inc.
2.273.161.433.3713.78
LLY
Eli Lilly and Company
1.802.521.332.8410.22
PANW
Palo Alto Networks, Inc.
0.981.331.231.432.97
LPLA
LPL Financial Holdings Inc.
0.330.631.090.310.80
UNH
UnitedHealth Group Incorporated
0.771.231.160.852.29
MSFT
Microsoft Corporation
1.411.911.241.784.89
MA
Mastercard Inc
1.672.141.322.185.57
V
Visa Inc.
1.221.601.231.563.96
AVGO
Broadcom Inc.
2.292.871.374.1312.74
COKE
Coca-Cola Consolidated, Inc.
3.534.871.636.9018.64
VTI
Vanguard Total Stock Market ETF
2.833.761.512.5817.21

Sharpe Ratio

The current CORE Portfolio Sharpe ratio is 3.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.24 to 3.02, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of CORE Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.30
2.78
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CORE Portfolio granted a 0.79% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CORE Portfolio0.79%0.84%1.05%0.80%1.00%1.23%1.43%1.23%1.43%1.45%1.46%1.57%
AAPL
Apple Inc
0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
GOOGL
Alphabet Inc.
0.24%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.
0.25%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
0.54%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
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.
0.48%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%1.38%
UNH
UnitedHealth Group Incorporated
1.31%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MA
Mastercard Inc
0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
V
Visa Inc.
0.74%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
AVGO
Broadcom Inc.
1.15%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
COKE
Coca-Cola Consolidated, Inc.
1.38%0.54%0.19%0.16%0.37%0.34%0.55%0.45%0.55%0.53%1.11%1.33%
VTI
Vanguard Total Stock Market ETF
1.30%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
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
-17.43%Dec 7, 201546Feb 11, 2016104Jul 12, 2016150
-11.63%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility

Volatility Chart

The current CORE Portfolio volatility is 3.53%, 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%7.00%8.00%MayJuneJulyAugustSeptemberOctober
3.53%
2.86%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

COKELLYUNHLPLAPANWMETANVDAAAPLAVGOAMZNVMAGOOGLMSFTVTI
COKE1.000.170.210.220.180.210.190.230.230.230.280.290.240.240.37
LLY0.171.000.340.190.210.250.220.240.250.260.300.300.290.320.41
UNH0.210.341.000.290.200.220.220.290.260.260.370.370.320.330.47
LPLA0.220.190.291.000.280.280.310.280.350.270.390.410.320.320.55
PANW0.180.210.200.281.000.350.420.380.400.420.370.370.390.410.50
META0.210.250.220.280.351.000.470.450.440.560.440.440.600.500.56
NVDA0.190.220.220.310.420.471.000.480.590.510.420.450.500.560.60
AAPL0.230.240.290.280.380.450.481.000.520.500.440.460.530.560.62
AVGO0.230.250.260.350.400.440.590.521.000.460.440.460.460.510.64
AMZN0.230.260.260.270.420.560.510.500.461.000.480.510.650.600.63
V0.280.300.370.390.370.440.420.440.440.481.000.830.540.550.68
MA0.290.300.370.410.370.440.450.460.460.510.831.000.540.560.70
GOOGL0.240.290.320.320.390.600.500.530.460.650.540.541.000.640.67
MSFT0.240.320.330.320.410.500.560.560.510.600.550.560.641.000.70
VTI0.370.410.470.550.500.560.600.620.640.630.680.700.670.701.00
The correlation results are calculated based on daily price changes starting from Jul 23, 2012