Mike's Current Portfolio 8.5.24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mike's Current Portfolio 8.5.24, 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 19, 2018, corresponding to the inception date of XLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Mike's Current Portfolio 8.5.24 | 24.53% | 2.96% | 17.50% | 39.69% | 16.63% | N/A |
| Portfolio components: | ||||||
INCO Columbia India Consumer ETF | 31.64% | 5.11% | 23.12% | 51.32% | 18.56% | 11.88% |
KIE SPDR S&P Insurance ETF | 25.78% | 4.05% | 11.87% | 32.03% | 12.05% | 12.40% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 11.81% | 2.14% | 9.16% | 28.53% | 9.92% | 10.52% |
SMIN iShares MSCI India Small-Cap ETF | 23.70% | 3.22% | 25.04% | 38.66% | 20.69% | 11.30% |
SPYV SPDR Portfolio S&P 500 Value ETF | 14.04% | 2.47% | 7.43% | 27.55% | 12.92% | 10.54% |
XLC Communication Services Select Sector SPDR Fund | 23.01% | 1.54% | 8.94% | 36.37% | 12.86% | N/A |
XLF Financial Select Sector SPDR Fund | 22.37% | 4.25% | 10.67% | 36.32% | 12.36% | 13.75% |
XLRE Real Estate Select Sector SPDR Fund | 13.43% | 5.65% | 16.87% | 31.93% | 6.08% | N/A |
XLU Utilities Select Sector SPDR Fund | 28.52% | 6.35% | 26.41% | 29.57% | 7.87% | 10.14% |
XLV Health Care Select Sector SPDR Fund | 14.72% | 0.39% | 7.18% | 20.50% | 12.89% | 11.00% |
AAPL Apple Inc | 18.98% | 0.80% | 32.79% | 31.87% | 34.14% | 25.97% |
EWM iShares MSCI Malaysia ETF | 28.81% | 7.80% | 24.93% | 33.26% | 2.84% | -1.34% |
COKE Coca-Cola Consolidated, Inc. | 38.94% | -4.32% | 44.75% | 97.74% | 34.99% | 33.28% |
META Meta Platforms, Inc. | 59.07% | 4.99% | 10.37% | 90.39% | 24.32% | 21.86% |
ICSH iShares Ultra Short-Term Bond ETF | 4.32% | 0.52% | 3.09% | 6.24% | 2.65% | 2.38% |
Monthly Returns
The table below presents the monthly returns of Mike's Current Portfolio 8.5.24, 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 | 0.85% | 3.88% | 1.75% | -2.70% | 5.69% | 2.63% | 4.53% | 4.54% | 24.53% | ||||
| 2023 | 6.01% | -0.59% | 2.12% | 3.44% | 0.62% | 4.77% | 3.76% | -1.51% | -3.31% | -1.06% | 8.09% | 6.19% | 31.69% |
| 2022 | -3.68% | -4.86% | 2.61% | -6.09% | 1.33% | -6.43% | 4.98% | -1.89% | -8.44% | 4.32% | 5.06% | -3.20% | -16.24% |
| 2021 | -0.72% | 2.15% | 5.10% | 3.86% | 3.92% | 1.12% | 1.60% | 3.45% | -3.83% | 3.21% | 0.96% | 5.65% | 29.44% |
| 2020 | -0.17% | -8.61% | -13.53% | 10.16% | 4.72% | 1.99% | 6.03% | 6.32% | -3.83% | -1.46% | 9.90% | 4.32% | 13.68% |
| 2019 | 7.33% | 2.32% | 3.22% | 3.86% | -4.04% | 4.14% | -0.23% | -0.47% | 1.75% | 2.02% | 1.86% | 2.86% | 27.07% |
| 2018 | -0.59% | 2.74% | 3.88% | -2.36% | -4.76% | 2.93% | -6.67% | -5.22% |
Expense Ratio
Mike's Current Portfolio 8.5.24 has an expense ratio of 0.22%, 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 risk-adjusted rank of Mike's Current Portfolio 8.5.24 is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
INCO Columbia India Consumer ETF | 3.72 | 5.11 | 1.65 | 11.62 | 38.92 |
KIE SPDR S&P Insurance ETF | 2.23 | 2.91 | 1.37 | 3.68 | 11.50 |
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.38 | 2.03 | 1.24 | 1.01 | 7.95 |
SMIN iShares MSCI India Small-Cap ETF | 2.14 | 2.53 | 1.40 | 3.50 | 14.24 |
SPYV SPDR Portfolio S&P 500 Value ETF | 2.36 | 3.26 | 1.42 | 2.35 | 13.86 |
XLC Communication Services Select Sector SPDR Fund | 2.13 | 2.79 | 1.38 | 1.38 | 16.28 |
XLF Financial Select Sector SPDR Fund | 2.61 | 3.41 | 1.44 | 1.59 | 15.12 |
XLRE Real Estate Select Sector SPDR Fund | 1.49 | 2.15 | 1.27 | 0.80 | 6.41 |
XLU Utilities Select Sector SPDR Fund | 1.64 | 2.26 | 1.29 | 1.12 | 6.99 |
XLV Health Care Select Sector SPDR Fund | 1.79 | 2.45 | 1.33 | 1.67 | 8.97 |
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
EWM iShares MSCI Malaysia ETF | 2.63 | 3.66 | 1.51 | 1.19 | 19.95 |
COKE Coca-Cola Consolidated, Inc. | 3.00 | 4.24 | 1.55 | 5.90 | 16.01 |
META Meta Platforms, Inc. | 2.39 | 3.28 | 1.44 | 3.58 | 14.48 |
ICSH iShares Ultra Short-Term Bond ETF | 14.36 | 41.89 | 9.51 | 90.11 | 628.95 |
Dividends
Dividend yield
Mike's Current Portfolio 8.5.24 granted a 1.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mike's Current Portfolio 8.5.24 | 1.59% | 1.91% | 2.18% | 1.93% | 1.39% | 1.66% | 1.83% | 1.89% | 1.84% | 4.00% | 1.51% | 1.22% |
| Portfolio components: | ||||||||||||
INCO Columbia India Consumer ETF | 2.90% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
KIE SPDR S&P Insurance ETF | 1.05% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% | 1.81% | 1.38% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 0.76% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.61% |
SMIN iShares MSCI India Small-Cap ETF | 0.28% | 0.41% | 0.01% | 1.27% | 1.06% | 1.75% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% | 0.75% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.47% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
XLC Communication Services Select Sector SPDR Fund | 0.69% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.09% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
XLRE Real Estate Select Sector SPDR Fund | 2.40% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.09% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
XLV Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
EWM iShares MSCI Malaysia ETF | 2.73% | 3.47% | 3.00% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.54% | 4.03% | 3.03% |
COKE Coca-Cola Consolidated, Inc. | 1.42% | 0.54% | 0.19% | 0.16% | 0.37% | 0.34% | 0.55% | 0.45% | 0.55% | 0.53% | 1.11% | 1.33% |
META Meta Platforms, Inc. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short-Term Bond ETF | 5.25% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% | 0.46% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mike's Current Portfolio 8.5.24. 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 Mike's Current Portfolio 8.5.24 was 33.46%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.46% | Feb 14, 2020 | 26 | Mar 23, 2020 | 107 | Aug 24, 2020 | 133 |
| -21.8% | Jan 4, 2022 | 195 | Oct 12, 2022 | 190 | Jul 18, 2023 | 385 |
| -14.42% | Sep 4, 2018 | 78 | Dec 24, 2018 | 53 | Mar 13, 2019 | 131 |
| -9.41% | Sep 3, 2020 | 14 | Sep 23, 2020 | 34 | Nov 10, 2020 | 48 |
| -7.16% | Jul 31, 2023 | 64 | Oct 27, 2023 | 12 | Nov 14, 2023 | 76 |
Volatility
Volatility Chart
The current Mike's Current Portfolio 8.5.24 volatility is 2.50%, 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
| ICSH | COKE | XLU | EWM | INCO | SMIN | META | AAPL | XLRE | XLV | KIE | XLF | XLC | SLYG | SPYV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.04 | 0.12 | 0.12 | 0.07 | 0.08 | 0.06 | 0.04 | 0.12 | 0.03 | 0.00 | 0.01 | 0.08 | 0.06 | 0.05 |
| COKE | 0.04 | 1.00 | 0.32 | 0.20 | 0.19 | 0.21 | 0.24 | 0.26 | 0.37 | 0.32 | 0.38 | 0.34 | 0.31 | 0.42 | 0.40 |
| XLU | 0.12 | 0.32 | 1.00 | 0.24 | 0.22 | 0.21 | 0.17 | 0.25 | 0.66 | 0.49 | 0.43 | 0.36 | 0.31 | 0.34 | 0.51 |
| EWM | 0.12 | 0.20 | 0.24 | 1.00 | 0.42 | 0.42 | 0.29 | 0.37 | 0.34 | 0.37 | 0.36 | 0.39 | 0.41 | 0.41 | 0.46 |
| INCO | 0.07 | 0.19 | 0.22 | 0.42 | 1.00 | 0.78 | 0.30 | 0.32 | 0.32 | 0.37 | 0.36 | 0.39 | 0.38 | 0.41 | 0.43 |
| SMIN | 0.08 | 0.21 | 0.21 | 0.42 | 0.78 | 1.00 | 0.31 | 0.34 | 0.32 | 0.37 | 0.36 | 0.39 | 0.41 | 0.41 | 0.44 |
| META | 0.06 | 0.24 | 0.17 | 0.29 | 0.30 | 0.31 | 1.00 | 0.55 | 0.33 | 0.40 | 0.33 | 0.38 | 0.84 | 0.49 | 0.45 |
| AAPL | 0.04 | 0.26 | 0.25 | 0.37 | 0.32 | 0.34 | 0.55 | 1.00 | 0.39 | 0.47 | 0.38 | 0.43 | 0.66 | 0.54 | 0.54 |
| XLRE | 0.12 | 0.37 | 0.66 | 0.34 | 0.32 | 0.32 | 0.33 | 0.39 | 1.00 | 0.56 | 0.52 | 0.50 | 0.49 | 0.58 | 0.65 |
| XLV | 0.03 | 0.32 | 0.49 | 0.37 | 0.37 | 0.37 | 0.40 | 0.47 | 0.56 | 1.00 | 0.55 | 0.55 | 0.55 | 0.58 | 0.71 |
| KIE | 0.00 | 0.38 | 0.43 | 0.36 | 0.36 | 0.36 | 0.33 | 0.38 | 0.52 | 0.55 | 1.00 | 0.87 | 0.51 | 0.74 | 0.82 |
| XLF | 0.01 | 0.34 | 0.36 | 0.39 | 0.39 | 0.39 | 0.38 | 0.43 | 0.50 | 0.55 | 0.87 | 1.00 | 0.57 | 0.75 | 0.90 |
| XLC | 0.08 | 0.31 | 0.31 | 0.41 | 0.38 | 0.41 | 0.84 | 0.66 | 0.49 | 0.55 | 0.51 | 0.57 | 1.00 | 0.67 | 0.68 |
| SLYG | 0.06 | 0.42 | 0.34 | 0.41 | 0.41 | 0.41 | 0.49 | 0.54 | 0.58 | 0.58 | 0.74 | 0.75 | 0.67 | 1.00 | 0.83 |
| SPYV | 0.05 | 0.40 | 0.51 | 0.46 | 0.43 | 0.44 | 0.45 | 0.54 | 0.65 | 0.71 | 0.82 | 0.90 | 0.68 | 0.83 | 1.00 |