Taxable
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 10% |
PANW Palo Alto Networks, Inc. | Technology | 15% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Taxable, 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 By Period
As of Nov 13, 2024, the Taxable returned 24.02% Year-To-Date and 15.26% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Taxable | 24.02% | 1.56% | 14.53% | 34.51% | 17.22% | 15.26% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
SCHD Schwab US Dividend Equity ETF | 17.07% | 0.77% | 10.34% | 27.17% | 12.67% | 11.62% |
O Realty Income Corporation | 4.03% | -7.79% | 6.34% | 15.62% | -0.74% | 7.35% |
PANW Palo Alto Networks, Inc. | 34.98% | 6.45% | 27.44% | 52.40% | 37.22% | 26.91% |
Monthly Returns
The table below presents the monthly returns of Taxable, 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 | 2.59% | 1.30% | 1.94% | -2.83% | 3.11% | 4.16% | 2.44% | 4.36% | 0.71% | -0.21% | 24.02% | ||
| 2023 | 6.45% | 0.42% | 2.56% | -0.76% | 1.10% | 7.84% | 2.61% | -2.34% | -4.96% | -1.95% | 10.93% | 4.42% | 28.30% |
| 2022 | -4.63% | -0.27% | 3.85% | -6.86% | -0.56% | -6.37% | 6.60% | -1.86% | -9.66% | 8.32% | 4.52% | -6.14% | -13.98% |
| 2021 | -1.40% | 3.47% | 3.69% | 5.59% | 1.47% | 1.03% | 3.07% | 4.70% | -3.56% | 6.58% | 0.15% | 4.89% | 33.41% |
| 2020 | 0.45% | -10.33% | -14.19% | 13.60% | 6.52% | 1.03% | 6.12% | 5.19% | -3.43% | -3.04% | 13.88% | 6.41% | 19.67% |
| 2019 | 8.52% | 5.04% | 1.69% | 2.74% | -8.04% | 5.52% | 2.88% | -2.08% | 2.40% | 3.86% | 1.85% | 2.00% | 28.63% |
| 2018 | 4.62% | -2.41% | -0.55% | 0.62% | 3.51% | 0.46% | 2.80% | 5.09% | -0.05% | -7.05% | 1.85% | -5.55% | 2.58% |
| 2017 | 3.89% | 3.53% | -4.54% | -0.15% | 1.95% | 2.36% | 1.60% | 0.37% | 2.96% | 1.82% | 2.76% | 1.39% | 19.14% |
| 2016 | -4.46% | 0.27% | 7.53% | -1.51% | -0.49% | 1.68% | 3.89% | -0.53% | 3.25% | -2.91% | 0.25% | 1.13% | 7.83% |
| 2015 | -0.34% | 5.12% | -0.52% | -0.01% | 2.74% | -1.50% | 3.15% | -6.90% | -0.01% | 5.92% | 2.54% | -1.59% | 8.25% |
| 2014 | -1.40% | 7.30% | -0.55% | 0.42% | 3.92% | 3.48% | -1.93% | 4.04% | 0.80% | 4.18% | 4.75% | -0.12% | 27.38% |
| 2013 | 5.39% | 3.23% | 1.75% | 2.42% | -1.09% | -3.52% | 6.55% | -3.55% | 1.72% | 2.82% | 3.82% | 3.95% | 25.50% |
Expense Ratio
Taxable has an expense ratio of 0.03%, 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 Taxable is 80, placing it in the top 20% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
O Realty Income Corporation | 1.13 | 1.67 | 1.21 | 0.71 | 2.98 |
PANW Palo Alto Networks, Inc. | 1.30 | 1.60 | 1.29 | 1.87 | 3.92 |
Dividends
Dividend yield
Taxable provided a 2.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.13% | 2.16% | 1.71% | 2.01% | 2.05% | 2.22% | 1.99% | 2.15% | 2.24% | 2.04% | 2.12% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
O Realty Income Corporation | 5.47% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
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% |
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 Taxable. 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 Taxable was 36.04%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Taxable drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.04% | Feb 21, 2020 | 22 | Mar 23, 2020 | 107 | Aug 24, 2020 | 129 |
| -20.02% | Dec 30, 2021 | 198 | Oct 12, 2022 | 169 | Jun 15, 2023 | 367 |
| -17.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 40 | Feb 22, 2019 | 105 |
| -12.18% | Dec 2, 2015 | 46 | Feb 8, 2016 | 35 | Mar 30, 2016 | 81 |
| -11.98% | Jul 20, 2015 | 27 | Aug 25, 2015 | 66 | Nov 27, 2015 | 93 |
Volatility
Volatility Chart
The current Taxable volatility is 3.37%, 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
| O | PANW | SCHD | VOO | |
|---|---|---|---|---|
| O | 1.00 | 0.13 | 0.41 | 0.36 |
| PANW | 0.13 | 1.00 | 0.32 | 0.48 |
| SCHD | 0.41 | 0.32 | 1.00 | 0.85 |
| VOO | 0.36 | 0.48 | 0.85 | 1.00 |