Cookie
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cookie, 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 Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Sep 6, 2024, the Cookie returned 14.53% Year-To-Date and 12.01% 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 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Cookie | 14.53% | 4.30% | 6.53% | 23.84% | 13.42% | 12.01% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 9.14% | 4.37% | -0.20% | 20.59% | 21.12% | 18.72% |
QQQ Invesco QQQ | 12.91% | 4.89% | 3.80% | 23.88% | 19.26% | 16.82% |
SMH VanEck Vectors Semiconductor ETF | 28.24% | 3.13% | -4.23% | 45.78% | 32.00% | 26.27% |
MGK Vanguard Mega Cap Growth ETF | 17.79% | 5.55% | 6.96% | 28.21% | 17.85% | 15.01% |
XLE Energy Select Sector SPDR Fund | 5.57% | 0.14% | 0.74% | -1.36% | 12.98% | 2.89% |
DTD WisdomTree U.S. Total Dividend Fund | 14.85% | 4.87% | 8.50% | 22.19% | 11.09% | 9.98% |
TLT iShares 20+ Year Treasury Bond ETF | 3.39% | 3.42% | 5.92% | 10.47% | -4.91% | 0.94% |
XLY Consumer Discretionary Select Sector SPDR Fund | 5.11% | 8.12% | 3.85% | 12.08% | 9.42% | 11.37% |
GSY Invesco Ultra Short Duration ETF | 4.29% | 0.56% | 3.21% | 6.77% | 2.55% | 2.24% |
RSP Invesco S&P 500® Equal Weight ETF | 10.08% | 4.74% | 4.84% | 18.21% | 11.42% | 9.73% |
XLP Consumer Staples Select Sector SPDR Fund | 17.18% | 6.29% | 11.41% | 19.85% | 8.79% | 8.82% |
VZ Verizon Communications Inc. | 15.08% | 2.61% | 7.93% | 29.64% | -1.66% | 3.11% |
ABBV AbbVie Inc. | 27.98% | 3.85% | 8.79% | 37.57% | 27.79% | 17.36% |
GS The Goldman Sachs Group, Inc. | 28.89% | 4.37% | 27.11% | 56.11% | 20.84% | 12.21% |
KO The Coca-Cola Company | 22.68% | 4.58% | 21.63% | 24.96% | 8.22% | 8.56% |
BRK-B Berkshire Hathaway Inc. | 30.35% | 10.13% | 15.54% | 28.55% | 17.18% | 12.43% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Cookie, 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 | 2.71% | 3.24% | 2.82% | -4.17% | 4.59% | 3.46% | 1.18% | 2.26% | 14.53% | ||||
| 2023 | 6.94% | -2.22% | 4.79% | 0.76% | 0.56% | 4.77% | 2.23% | -1.39% | -4.88% | -1.25% | 8.99% | 4.47% | 25.40% |
| 2022 | -3.38% | -1.58% | 1.83% | -8.52% | 1.27% | -6.74% | 7.24% | -4.77% | -9.08% | 5.22% | 6.34% | -5.21% | -17.61% |
| 2021 | -1.50% | 2.11% | 2.82% | 3.86% | 0.36% | 2.92% | 1.97% | 2.17% | -4.21% | 5.75% | 0.25% | 3.43% | 21.39% |
| 2020 | 1.02% | -5.65% | -8.46% | 11.27% | 4.02% | 2.45% | 5.08% | 5.80% | -3.19% | -2.94% | 10.62% | 3.23% | 23.41% |
| 2019 | 5.64% | 2.48% | 2.96% | 3.27% | -5.71% | 6.11% | 1.29% | 0.31% | 1.86% | 2.10% | 2.82% | 2.94% | 28.80% |
| 2018 | 5.07% | -3.60% | -2.28% | 0.14% | 2.49% | 0.79% | 2.59% | 3.28% | -0.37% | -4.91% | 1.67% | -6.18% | -1.95% |
| 2017 | 1.06% | 3.11% | 0.55% | 0.60% | 2.12% | -0.70% | 2.95% | 1.09% | 1.96% | 2.27% | 2.61% | 1.51% | 20.82% |
| 2016 | -2.14% | 0.25% | 6.06% | -1.03% | 1.84% | 1.46% | 3.85% | 0.01% | 0.31% | -2.19% | 2.11% | 2.43% | 13.42% |
| 2015 | -1.51% | 4.70% | -1.73% | 1.38% | 0.94% | -3.01% | 2.28% | -4.89% | -2.10% | 7.70% | -0.10% | -1.30% | 1.72% |
| 2014 | -2.40% | 3.35% | 0.39% | 0.73% | 3.11% | 1.83% | -0.31% | 3.76% | -0.81% | 2.21% | 3.33% | -1.24% | 14.60% |
| 2013 | 3.69% | 1.84% | 3.12% | 3.54% | -0.29% | -1.40% | 3.45% | -2.52% | 2.81% | 4.63% | 1.29% | 2.27% | 24.59% |
Expense Ratio
Cookie has an expense ratio of 0.13%, 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 Cookie is 85, placing it in the top 15% 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.17 | 1.63 | 1.22 | 1.44 | 5.60 |
QQQ Invesco QQQ | 1.47 | 2.01 | 1.27 | 1.83 | 7.25 |
SMH VanEck Vectors Semiconductor ETF | 1.65 | 2.18 | 1.29 | 2.20 | 7.58 |
MGK Vanguard Mega Cap Growth ETF | 1.71 | 2.29 | 1.31 | 1.82 | 8.60 |
XLE Energy Select Sector SPDR Fund | -0.12 | -0.04 | 1.00 | -0.16 | -0.30 |
DTD WisdomTree U.S. Total Dividend Fund | 2.07 | 2.90 | 1.38 | 2.24 | 11.42 |
TLT iShares 20+ Year Treasury Bond ETF | 0.70 | 1.07 | 1.13 | 0.24 | 1.88 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.64 | 0.97 | 1.12 | 0.40 | 2.69 |
GSY Invesco Ultra Short Duration ETF | 10.68 | 27.58 | 6.33 | 65.50 | 373.22 |
RSP Invesco S&P 500® Equal Weight ETF | 1.56 | 2.22 | 1.28 | 1.20 | 7.40 |
XLP Consumer Staples Select Sector SPDR Fund | 1.83 | 2.62 | 1.32 | 1.32 | 8.51 |
VZ Verizon Communications Inc. | 1.47 | 2.23 | 1.30 | 0.79 | 8.34 |
ABBV AbbVie Inc. | 1.64 | 2.15 | 1.31 | 1.92 | 5.33 |
GS The Goldman Sachs Group, Inc. | 2.08 | 2.83 | 1.38 | 1.68 | 12.78 |
KO The Coca-Cola Company | 1.90 | 2.62 | 1.37 | 1.46 | 9.41 |
BRK-B Berkshire Hathaway Inc. | 1.94 | 2.62 | 1.34 | 2.44 | 7.91 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Cookie granted a 2.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cookie | 2.16% | 2.25% | 2.21% | 1.60% | 1.83% | 2.22% | 2.25% | 2.00% | 2.10% | 2.30% | 2.07% | 2.05% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.73% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SMH VanEck Vectors Semiconductor ETF | 0.46% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
MGK Vanguard Mega Cap Growth ETF | 0.44% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
XLE Energy Select Sector SPDR Fund | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
DTD WisdomTree U.S. Total Dividend Fund | 2.35% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
TLT iShares 20+ Year Treasury Bond ETF | 3.63% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.75% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
GSY Invesco Ultra Short Duration ETF | 5.67% | 4.95% | 1.70% | 0.58% | 1.60% | 2.92% | 2.43% | 2.02% | 1.30% | 1.17% | 1.29% | 1.14% |
RSP Invesco S&P 500® Equal Weight ETF | 1.50% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
XLP Consumer Staples Select Sector SPDR Fund | 2.59% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
VZ Verizon Communications Inc. | 6.44% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
ABBV AbbVie Inc. | 3.18% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
GS The Goldman Sachs Group, Inc. | 2.31% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
KO The Coca-Cola Company | 2.66% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
BRK-B Berkshire Hathaway 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% |
USD=X USD Cash | 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 Cookie. 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 Cookie was 25.16%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current Cookie drawdown is 2.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 8, 2020 | 78 |
| -23.65% | Jan 5, 2022 | 201 | Oct 12, 2022 | 305 | Dec 13, 2023 | 506 |
| -14.83% | Aug 30, 2018 | 83 | Dec 24, 2018 | 63 | Mar 21, 2019 | 146 |
| -10.4% | May 28, 2015 | 64 | Aug 25, 2015 | 148 | Mar 17, 2016 | 212 |
| -9.21% | Jan 29, 2018 | 9 | Feb 8, 2018 | 127 | Aug 6, 2018 | 136 |
Volatility
Volatility Chart
The current Cookie volatility is 3.67%, 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
| USD=X | GSY | TLT | VZ | ABBV | KO | XLE | XLP | GS | SMH | BRK-B | XLK | XLY | QQQ | MGK | RSP | DTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GSY | 0.00 | 1.00 | 0.17 | 0.04 | 0.01 | 0.04 | -0.02 | 0.05 | 0.01 | 0.00 | -0.00 | 0.02 | 0.04 | 0.02 | 0.03 | 0.03 | 0.03 |
| TLT | 0.00 | 0.17 | 1.00 | -0.03 | -0.12 | -0.05 | -0.27 | -0.05 | -0.28 | -0.16 | -0.25 | -0.15 | -0.16 | -0.14 | -0.14 | -0.21 | -0.20 |
| VZ | 0.00 | 0.04 | -0.03 | 1.00 | 0.27 | 0.42 | 0.27 | 0.48 | 0.28 | 0.18 | 0.39 | 0.27 | 0.29 | 0.24 | 0.27 | 0.40 | 0.48 |
| ABBV | 0.00 | 0.01 | -0.12 | 0.27 | 1.00 | 0.31 | 0.29 | 0.39 | 0.30 | 0.28 | 0.37 | 0.34 | 0.34 | 0.37 | 0.39 | 0.44 | 0.47 |
| KO | 0.00 | 0.04 | -0.05 | 0.42 | 0.31 | 1.00 | 0.27 | 0.76 | 0.29 | 0.23 | 0.47 | 0.35 | 0.37 | 0.34 | 0.38 | 0.48 | 0.55 |
| XLE | 0.00 | -0.02 | -0.27 | 0.27 | 0.29 | 0.27 | 1.00 | 0.32 | 0.53 | 0.38 | 0.51 | 0.37 | 0.43 | 0.37 | 0.40 | 0.66 | 0.64 |
| XLP | 0.00 | 0.05 | -0.05 | 0.48 | 0.39 | 0.76 | 0.32 | 1.00 | 0.38 | 0.35 | 0.56 | 0.48 | 0.53 | 0.49 | 0.53 | 0.63 | 0.70 |
| GS | 0.00 | 0.01 | -0.28 | 0.28 | 0.30 | 0.29 | 0.53 | 0.38 | 1.00 | 0.49 | 0.65 | 0.52 | 0.58 | 0.52 | 0.54 | 0.72 | 0.69 |
| SMH | 0.00 | 0.00 | -0.16 | 0.18 | 0.28 | 0.23 | 0.38 | 0.35 | 0.49 | 1.00 | 0.46 | 0.84 | 0.67 | 0.82 | 0.78 | 0.68 | 0.64 |
| BRK-B | 0.00 | -0.00 | -0.25 | 0.39 | 0.37 | 0.47 | 0.51 | 0.56 | 0.65 | 0.46 | 1.00 | 0.53 | 0.58 | 0.53 | 0.56 | 0.73 | 0.75 |
| XLK | 0.00 | 0.02 | -0.15 | 0.27 | 0.34 | 0.35 | 0.37 | 0.48 | 0.52 | 0.84 | 0.53 | 1.00 | 0.77 | 0.96 | 0.94 | 0.74 | 0.73 |
| XLY | 0.00 | 0.04 | -0.16 | 0.29 | 0.34 | 0.37 | 0.43 | 0.53 | 0.58 | 0.67 | 0.58 | 0.77 | 1.00 | 0.83 | 0.85 | 0.82 | 0.76 |
| QQQ | 0.00 | 0.02 | -0.14 | 0.24 | 0.37 | 0.34 | 0.37 | 0.49 | 0.52 | 0.82 | 0.53 | 0.96 | 0.83 | 1.00 | 0.97 | 0.75 | 0.73 |
| MGK | 0.00 | 0.03 | -0.14 | 0.27 | 0.39 | 0.38 | 0.40 | 0.53 | 0.54 | 0.78 | 0.56 | 0.94 | 0.85 | 0.97 | 1.00 | 0.78 | 0.76 |
| RSP | 0.00 | 0.03 | -0.21 | 0.40 | 0.44 | 0.48 | 0.66 | 0.63 | 0.72 | 0.68 | 0.73 | 0.74 | 0.82 | 0.75 | 0.78 | 1.00 | 0.94 |
| DTD | 0.00 | 0.03 | -0.20 | 0.48 | 0.47 | 0.55 | 0.64 | 0.70 | 0.69 | 0.64 | 0.75 | 0.73 | 0.76 | 0.73 | 0.76 | 0.94 | 1.00 |