Ideal portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 14% |
ASML ASML Holding N.V. | Technology | 16% |
CG The Carlyle Group Inc. | Financial Services | 10% |
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
FICO Fair Isaac Corporation | Technology | 6% |
LMT Lockheed Martin Corporation | Industrials | 8% |
MA Mastercard Inc | Financial Services | 10% |
MC Moelis & Company | Financial Services | 16% |
META Meta Platforms, Inc. | Communication Services | 5% |
MSFT Microsoft Corporation | Technology | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ideal 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 Every 3 months.
The earliest data available for this chart is Apr 16, 2014, corresponding to the inception date of MC
Returns By Period
As of May 9, 2025, the Ideal portfolio returned -4.82% Year-To-Date and 22.83% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Ideal portfolio | -4.82% | 15.74% | -6.15% | 11.39% | 21.69% | 22.83% |
| Portfolio components: | ||||||
CG The Carlyle Group Inc. | -17.73% | 16.49% | -20.10% | 2.53% | 14.75% | 9.03% |
MA Mastercard Inc | 8.03% | 18.36% | 9.85% | 25.44% | 15.66% | 20.67% |
COST Costco Wholesale Corporation | 10.24% | 11.03% | 10.53% | 32.68% | 29.14% | 23.66% |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
ASML ASML Holding N.V. | 2.69% | 19.29% | 5.10% | -21.59% | 19.52% | 21.84% |
MC Moelis & Company | -23.83% | 14.19% | -27.17% | 8.32% | 19.51% | 14.67% |
LMT Lockheed Martin Corporation | -1.63% | 7.03% | -12.83% | 4.47% | 7.52% | 12.57% |
META Meta Platforms, Inc. | 2.23% | 17.15% | 1.24% | 27.00% | 23.20% | 22.71% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
FICO Fair Isaac Corporation | 5.77% | 25.56% | -3.23% | 68.27% | 41.67% | 37.64% |
Monthly Returns
The table below presents the monthly returns of Ideal portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.64% | -4.15% | -9.12% | -1.11% | 4.59% | -4.82% | |||||||
| 2024 | 3.85% | 8.25% | 1.92% | -6.66% | 6.61% | 4.04% | 5.25% | -0.86% | 2.55% | -2.62% | 8.59% | -2.65% | 30.65% |
| 2023 | 15.59% | -3.50% | 3.17% | 0.47% | 4.46% | 8.21% | 3.45% | -1.53% | -5.28% | -0.73% | 12.91% | 9.60% | 54.93% |
| 2022 | -5.52% | -4.15% | 2.45% | -12.29% | 0.97% | -11.28% | 15.79% | -7.87% | -13.62% | 9.62% | 10.65% | -7.69% | -24.79% |
| 2021 | -0.73% | 3.01% | 6.06% | 6.79% | -0.10% | 4.15% | 4.92% | 1.87% | -4.99% | 7.48% | -2.80% | 3.44% | 32.25% |
| 2020 | 5.07% | -7.48% | -8.72% | 13.35% | 8.51% | 2.77% | 3.41% | 6.31% | -1.95% | -2.47% | 11.29% | 8.51% | 42.42% |
| 2019 | 15.65% | 2.92% | 2.94% | 7.72% | -6.88% | 9.00% | 3.66% | -0.48% | 1.00% | 4.06% | 3.56% | 2.61% | 54.35% |
| 2018 | 12.21% | -0.61% | -2.07% | 1.90% | 5.83% | 1.17% | 6.20% | 2.44% | -1.72% | -13.48% | 0.46% | -10.66% | -1.07% |
| 2017 | 5.81% | 3.15% | 3.02% | 2.78% | 2.23% | 1.40% | 5.86% | 1.42% | 5.34% | 3.58% | 4.27% | 1.23% | 48.14% |
| 2016 | -5.91% | 0.36% | 8.59% | 0.60% | 2.07% | -2.64% | 8.20% | 0.51% | 1.49% | -1.75% | 1.51% | 5.30% | 18.83% |
| 2015 | -2.25% | 6.77% | -1.61% | 2.49% | 2.61% | -2.27% | 5.55% | -6.63% | -2.38% | 11.72% | 1.72% | -1.85% | 13.24% |
| 2014 | 0.08% | 5.04% | 4.30% | 0.28% | 4.14% | -1.38% | 1.42% | 4.95% | -0.09% | 20.09% |
Expense Ratio
Ideal portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ideal portfolio is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 0.06 | 0.34 | 1.05 | 0.03 | 0.08 |
MA Mastercard Inc | 1.22 | 1.79 | 1.26 | 1.61 | 6.73 |
COST Costco Wholesale Corporation | 1.50 | 2.09 | 1.28 | 1.96 | 5.76 |
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
ASML ASML Holding N.V. | -0.45 | -0.37 | 0.95 | -0.48 | -0.76 |
MC Moelis & Company | 0.21 | 0.65 | 1.08 | 0.24 | 0.66 |
LMT Lockheed Martin Corporation | 0.20 | 0.44 | 1.07 | 0.17 | 0.33 |
META Meta Platforms, Inc. | 0.75 | 1.32 | 1.17 | 0.85 | 2.66 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
FICO Fair Isaac Corporation | 2.07 | 2.64 | 1.35 | 2.34 | 5.18 |
Dividends
Dividend yield
Ideal portfolio provided a 1.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.59% | 1.31% | 1.75% | 1.98% | 1.60% | 2.23% | 2.62% | 3.73% | 2.30% | 3.34% | 3.68% | 1.96% |
| Portfolio components: | ||||||||||||
CG The Carlyle Group Inc. | 3.39% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% |
MA Mastercard Inc | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
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% |
ASML ASML Holding N.V. | 0.98% | 0.97% | 0.85% | 1.21% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
MC Moelis & Company | 4.53% | 3.25% | 4.28% | 6.25% | 6.00% | 7.28% | 10.18% | 14.19% | 5.11% | 9.71% | 3.43% | 4.01% |
LMT Lockheed Martin Corporation | 2.72% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
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 Ideal 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 Ideal portfolio was 35.88%, occurring on Oct 14, 2022. Recovery took 275 trading sessions.
The current Ideal portfolio drawdown is 10.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.88% | Nov 17, 2021 | 229 | Oct 14, 2022 | 275 | Nov 17, 2023 | 504 |
| -30.26% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -29.01% | Jul 26, 2018 | 105 | Dec 24, 2018 | 85 | Apr 29, 2019 | 190 |
| -22.88% | Feb 7, 2025 | 42 | Apr 8, 2025 | — | — | — |
| -16.48% | Nov 9, 2015 | 65 | Feb 11, 2016 | 34 | Apr 1, 2016 | 99 |
Volatility
Volatility Chart
The current Ideal portfolio volatility is 12.69%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 8.64, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | LMT | COST | MC | CG | FICO | META | ASML | AMZN | MA | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.40 | 0.56 | 0.55 | 0.60 | 0.60 | 0.61 | 0.67 | 0.64 | 0.70 | 0.75 | 0.88 |
| LMT | 0.40 | 1.00 | 0.27 | 0.22 | 0.20 | 0.26 | 0.16 | 0.18 | 0.16 | 0.36 | 0.24 | 0.35 |
| COST | 0.56 | 0.27 | 1.00 | 0.26 | 0.30 | 0.39 | 0.35 | 0.36 | 0.40 | 0.41 | 0.47 | 0.54 |
| MC | 0.55 | 0.22 | 0.26 | 1.00 | 0.48 | 0.36 | 0.32 | 0.38 | 0.32 | 0.40 | 0.37 | 0.67 |
| CG | 0.60 | 0.20 | 0.30 | 0.48 | 1.00 | 0.39 | 0.39 | 0.43 | 0.39 | 0.43 | 0.41 | 0.67 |
| FICO | 0.60 | 0.26 | 0.39 | 0.36 | 0.39 | 1.00 | 0.42 | 0.46 | 0.46 | 0.50 | 0.52 | 0.64 |
| META | 0.61 | 0.16 | 0.35 | 0.32 | 0.39 | 0.42 | 1.00 | 0.47 | 0.61 | 0.47 | 0.58 | 0.64 |
| ASML | 0.67 | 0.18 | 0.36 | 0.38 | 0.43 | 0.46 | 0.47 | 1.00 | 0.49 | 0.49 | 0.57 | 0.76 |
| AMZN | 0.64 | 0.16 | 0.40 | 0.32 | 0.39 | 0.46 | 0.61 | 0.49 | 1.00 | 0.49 | 0.65 | 0.72 |
| MA | 0.70 | 0.36 | 0.41 | 0.40 | 0.43 | 0.50 | 0.47 | 0.49 | 0.49 | 1.00 | 0.58 | 0.70 |
| MSFT | 0.75 | 0.24 | 0.47 | 0.37 | 0.41 | 0.52 | 0.58 | 0.57 | 0.65 | 0.58 | 1.00 | 0.73 |
| Portfolio | 0.88 | 0.35 | 0.54 | 0.67 | 0.67 | 0.64 | 0.64 | 0.76 | 0.72 | 0.70 | 0.73 | 1.00 |