ANDY
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ANDY, 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
Returns
As of Sep 21, 2023, the ANDY returned 27.36% Year-To-Date and 16.83% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.59% |
| ANDY | 0.21% | 14.72% | 27.36% | 24.67% | 15.72% | 16.83% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 0.40% | 12.10% | 15.20% | 16.72% | 9.51% | 10.97% |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.39% | 11.65% |
VGT Vanguard Information Technology ETF | -0.98% | 13.58% | 32.29% | 29.37% | 17.08% | 18.95% |
VHT Vanguard Health Care ETF | -1.13% | 4.68% | -2.18% | 7.36% | 7.72% | 10.58% |
VUG Vanguard Growth ETF | 0.14% | 16.16% | 31.27% | 23.40% | 12.66% | 13.49% |
VT Vanguard Total World Stock ETF | 0.83% | 8.99% | 12.51% | 17.17% | 6.86% | 7.64% |
GOOG Alphabet Inc. | 3.78% | 26.66% | 51.68% | 34.58% | 18.26% | 18.09% |
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.33% | 26.94% |
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.56% | 27.97% |
AMZN Amazon.com, Inc. | 0.77% | 37.06% | 61.06% | 14.13% | 7.18% | 24.53% |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 45.40% | 62.61% |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | 67.67% | 36.44% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TSLA | NVDA | VHT | AMZN | AAPL | GOOG | MSFT | VT | VTI | VOO | VGT | VUG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.43 | 0.34 | 0.42 | 0.41 | 0.38 | 0.39 | 0.45 | 0.47 | 0.45 | 0.49 | 0.52 |
| NVDA | 0.43 | 1.00 | 0.45 | 0.54 | 0.54 | 0.54 | 0.59 | 0.60 | 0.62 | 0.62 | 0.74 | 0.70 |
| VHT | 0.34 | 0.45 | 1.00 | 0.46 | 0.50 | 0.54 | 0.57 | 0.74 | 0.78 | 0.78 | 0.67 | 0.74 |
| AMZN | 0.42 | 0.54 | 0.46 | 1.00 | 0.57 | 0.68 | 0.63 | 0.60 | 0.63 | 0.63 | 0.69 | 0.73 |
| AAPL | 0.41 | 0.54 | 0.50 | 0.57 | 1.00 | 0.59 | 0.63 | 0.65 | 0.68 | 0.70 | 0.80 | 0.76 |
| GOOG | 0.38 | 0.54 | 0.54 | 0.68 | 0.59 | 1.00 | 0.69 | 0.67 | 0.70 | 0.71 | 0.74 | 0.76 |
| MSFT | 0.39 | 0.59 | 0.57 | 0.63 | 0.63 | 0.69 | 1.00 | 0.70 | 0.73 | 0.75 | 0.83 | 0.80 |
| VT | 0.45 | 0.60 | 0.74 | 0.60 | 0.65 | 0.67 | 0.70 | 1.00 | 0.96 | 0.95 | 0.85 | 0.90 |
| VTI | 0.47 | 0.62 | 0.78 | 0.63 | 0.68 | 0.70 | 0.73 | 0.96 | 1.00 | 0.99 | 0.89 | 0.94 |
| VOO | 0.45 | 0.62 | 0.78 | 0.63 | 0.70 | 0.71 | 0.75 | 0.95 | 0.99 | 1.00 | 0.90 | 0.94 |
| VGT | 0.49 | 0.74 | 0.67 | 0.69 | 0.80 | 0.74 | 0.83 | 0.85 | 0.89 | 0.90 | 1.00 | 0.96 |
| VUG | 0.52 | 0.70 | 0.74 | 0.73 | 0.76 | 0.76 | 0.80 | 0.90 | 0.94 | 0.94 | 0.96 | 1.00 |
Dividend yield
ANDY granted a 1.19% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANDY | 1.19% | 1.22% | 0.95% | 1.09% | 1.50% | 1.68% | 1.46% | 1.74% | 1.77% | 1.68% | 1.67% | 1.95% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.90% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
VGT Vanguard Information Technology ETF | 0.73% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
VHT Vanguard Health Care ETF | 1.43% | 1.34% | 1.17% | 1.25% | 1.98% | 1.48% | 1.42% | 1.60% | 1.36% | 1.15% | 1.28% | 1.93% |
VUG Vanguard Growth ETF | 0.75% | 0.71% | 0.48% | 0.67% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.31% | 1.32% | 1.69% |
VT Vanguard Total World Stock ETF | 2.07% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
GOOG 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% |
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
TSLA Tesla, 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% |
Expense Ratio
The ANDY 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.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.83 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
VGT Vanguard Information Technology ETF | 1.07 | ||||
VHT Vanguard Health Care ETF | 0.31 | ||||
VUG Vanguard Growth ETF | 0.94 | ||||
VT Vanguard Total World Stock ETF | 0.83 | ||||
GOOG Alphabet Inc. | 0.87 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
AAPL Apple Inc. | 0.51 | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
TSLA Tesla, Inc. | -0.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ANDY. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ANDY is 32.82%, recorded on Mar 23, 2020. It took 71 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -29.24% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -21.34% | Oct 2, 2018 | 58 | Dec 24, 2018 | 129 | Jul 1, 2019 | 187 |
| -15.51% | Dec 2, 2015 | 49 | Feb 11, 2016 | 75 | May 31, 2016 | 124 |
| -12.25% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
Volatility Chart
The current ANDY volatility is 3.90%, 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.