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General Screener Portfolio

Last updated Oct 3, 2023

Asset Allocation


AAPL 1.92%ADBE 1.92%ADI 1.92%ADSK 1.92%AMD 1.92%AMZN 1.92%APD 1.92%AVGO 1.92%AXP 1.92%BABA 1.92%BIDU 1.92%CAT 1.92%CL 1.92%CRM 1.92%CSCO 1.92%EMR 1.92%GLW 1.92%GOOG 1.92%GS 1.92%HD 1.92%HPQ 1.92%HRL 1.92%IBM 1.92%INTC 1.92%ITW 1.92%JNJ 1.92%JPM 1.92%KMB 1.92%KO 1.92%LOW 1.92%MCD 1.92%META 1.92%MMM 1.92%MSFT 1.92%MU 1.92%NFLX 1.92%NVDA 1.92%ORCL 1.92%PEP 1.92%PG 1.92%PPG 1.92%QCOM 1.92%SHOP 1.92%STM 1.92%SWKS 1.92%TCEHY 1.92%TGT 1.92%TSLA 1.92%TXN 1.92%UPS 1.92%VZ 1.92%WMT 1.92%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology1.92%
ADBE
Adobe Inc
Technology1.92%
ADI
Analog Devices, Inc.
Technology1.92%
ADSK
Autodesk, Inc.
Technology1.92%
AMD
Advanced Micro Devices, Inc.
Technology1.92%
AMZN
Amazon.com, Inc.
Consumer Cyclical1.92%
APD
Air Products and Chemicals, Inc.
Basic Materials1.92%
AVGO
Broadcom Inc.
Technology1.92%
AXP
American Express Company
Financial Services1.92%
BABA
Alibaba Group Holding Limited
Consumer Cyclical1.92%
BIDU
Baidu, Inc.
Communication Services1.92%
CAT
Caterpillar Inc.
Industrials1.92%
CL
Colgate-Palmolive Company
Consumer Defensive1.92%
CRM
salesforce.com, inc.
Technology1.92%
CSCO
Cisco Systems, Inc.
Technology1.92%
EMR
Emerson Electric Co.
Industrials1.92%
GLW
Corning Incorporated
Technology1.92%
GOOG
Alphabet Inc.
Communication Services1.92%
GS
The Goldman Sachs Group, Inc.
Financial Services1.92%
HD
The Home Depot, Inc.
Consumer Cyclical1.92%
HPQ
1.92%
HRL
1.92%
IBM
1.92%
INTC
1.92%
ITW
1.92%
JNJ
1.92%
JPM
1.92%
KMB
1.92%
KO
1.92%
LOW
1.92%
MCD
1.92%
META
1.92%
MMM
1.92%
MSFT
1.92%
MU
1.92%
NFLX
1.92%
NVDA
1.92%
ORCL
1.92%
PEP
1.92%
PG
1.92%
PPG
1.92%
QCOM
1.92%
SHOP
1.92%
STM
1.92%
SWKS
1.92%
TCEHY
1.92%
TGT
1.92%
TSLA
1.92%
TXN
1.92%
UPS
1.92%
VZ
1.92%
WMT
1.92%

Performance

The chart shows the growth of an initial investment of $10,000 in General Screener 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 Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
3.92%
4.84%
General Screener Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the General Screener Portfolio returned 18.10% Year-To-Date and 17.60% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%8.15%8.73%
General Screener Portfolio-6.58%3.08%18.10%27.89%14.58%17.60%
AAPL
Apple Inc.
-8.29%5.19%34.30%22.70%26.15%23.55%
ADBE
Adobe Inc
-7.47%35.31%54.85%82.70%14.64%25.03%
ADI
Analog Devices, Inc.
-3.84%-9.23%8.48%23.15%16.55%14.97%
ADSK
Autodesk, Inc.
-5.01%2.79%11.84%8.59%6.58%16.70%
AMD
Advanced Micro Devices, Inc.
-5.65%7.72%59.44%56.21%30.14%57.82%
AMZN
Amazon.com, Inc.
-6.27%24.54%54.12%11.72%6.30%23.91%
APD
Air Products and Chemicals, Inc.
-5.78%-0.97%-7.79%19.89%13.08%11.59%
AVGO
Broadcom Inc.
-3.78%33.03%52.03%87.65%32.03%28.59%
AXP
American Express Company
-6.35%-7.39%2.25%8.30%8.24%9.26%
BABA
Alibaba Group Holding Limited
-8.93%-14.09%-1.77%7.56%-11.17%-0.97%
BIDU
Baidu, Inc.
-9.16%-10.45%16.32%11.36%-8.76%-4.77%
CAT
Caterpillar Inc.
-5.08%26.26%15.15%62.18%14.46%17.42%
CL
Colgate-Palmolive Company
-3.43%-4.11%-8.47%2.08%4.24%2.69%
CRM
salesforce.com, inc.
-8.04%3.30%53.64%37.73%5.65%13.08%
CSCO
Cisco Systems, Inc.
-5.96%5.76%16.82%36.04%5.39%11.02%
EMR
Emerson Electric Co.
-3.25%13.69%1.42%29.71%6.89%8.44%
GLW
Corning Incorporated
-8.06%-10.70%-2.95%4.62%-0.47%6.85%
GOOG
Alphabet Inc.
-1.19%28.59%52.34%36.12%18.33%21.19%
GS
The Goldman Sachs Group, Inc.
-2.72%0.29%-5.09%9.66%9.48%7.49%
HD
The Home Depot, Inc.
-9.98%3.04%-3.08%8.55%11.29%15.20%
HPQ
-14.72%-11.59%-1.87%2.77%2.70%9.79%
HRL
-2.24%-6.94%-15.94%-16.65%1.08%5.32%
IBM
-4.83%9.70%3.72%21.70%4.47%2.50%
INTC
-3.14%7.96%36.85%35.92%-3.27%3.52%
ITW
-6.43%-0.76%6.21%25.91%12.68%13.49%
JNJ
-3.32%-0.65%-10.22%-2.20%4.96%7.93%
JPM
-2.08%13.61%9.60%37.65%7.60%12.73%
KMB
-5.75%-9.87%-9.87%8.17%4.60%4.16%
KO
-5.72%-9.43%-10.74%0.94%7.20%7.04%
LOW
-11.51%2.34%4.81%8.27%15.28%16.05%
MCD
-8.25%-7.71%-0.57%11.96%11.82%15.02%
META
3.52%42.89%154.96%121.35%14.12%17.37%
MMM
-15.64%-9.08%-21.45%-15.83%-12.59%-3.65%
MSFT
-2.09%12.54%35.10%34.96%24.76%27.71%
MU
-3.45%19.13%36.51%32.49%9.34%11.92%
NFLX
-13.54%9.68%28.98%59.11%0.90%18.98%
NVDA
-7.68%63.15%206.54%258.13%45.44%71.00%
ORCL
-11.76%14.41%32.06%72.00%18.62%12.88%
PEP
-3.51%-5.66%-4.40%5.17%12.87%10.04%
PG
-6.03%-2.14%-2.39%15.94%15.11%10.39%
PPG
-8.90%-5.62%4.31%15.48%5.42%3.14%
QCOM
-3.71%-7.88%3.10%-2.68%11.91%8.99%
SHOP
-19.05%13.47%55.57%94.52%29.49%43.97%
STM
-8.17%-16.36%21.70%35.24%19.77%23.99%
SWKS
-10.42%-12.75%9.80%14.61%3.46%0.99%
TCEHY
-8.99%-21.06%-4.74%21.30%1.41%9.30%
TGT
-15.00%-34.76%-26.86%-27.73%7.17%6.48%
TSLA
2.69%30.65%104.25%3.80%68.30%38.67%
TXN
-5.82%-10.03%-1.06%3.09%11.68%16.53%
UPS
-7.69%-17.11%-8.32%-1.36%9.14%8.39%
VZ
-8.89%-17.12%-15.28%-13.33%-5.97%-0.69%
WMT
-0.91%9.54%14.21%22.65%13.14%11.58%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.99%-1.61%1.76%7.40%4.35%-2.68%-6.23%

Sharpe Ratio

The current General Screener Portfolio Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.59

The Sharpe ratio of General Screener Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.59
1.15
General Screener Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

General Screener Portfolio granted a 2.14% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
General Screener Portfolio2.14%2.03%1.55%1.73%1.89%2.22%1.90%2.17%2.39%2.09%2.12%2.46%
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%
ADBE
Adobe 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%
ADI
Analog Devices, Inc.
1.90%1.88%1.62%1.76%1.95%2.45%2.26%2.64%3.39%3.21%3.31%3.64%
ADSK
Autodesk, 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%
AMD
Advanced Micro Devices, 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%
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%
APD
Air Products and Chemicals, Inc.
2.46%2.14%2.06%2.09%2.15%3.06%2.65%2.70%3.00%2.63%3.20%3.95%
AVGO
Broadcom Inc.
2.20%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
AXP
American Express Company
1.50%1.36%1.08%1.47%1.35%1.62%1.43%1.77%1.78%1.20%1.09%1.58%
BABA
Alibaba Group Holding Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIDU
Baidu, 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%
CAT
Caterpillar Inc.
1.80%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
CL
Colgate-Palmolive Company
2.69%2.41%2.19%2.18%2.72%3.13%2.42%2.78%2.70%2.52%2.56%2.99%
CRM
salesforce.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%
CSCO
Cisco Systems, Inc.
3.55%3.24%2.45%3.47%3.23%3.41%3.51%4.04%3.85%3.50%3.09%3.53%
EMR
Emerson Electric Co.
2.17%2.19%2.27%2.66%2.83%3.68%3.21%4.10%4.91%3.68%3.14%4.14%
GLW
Corning Incorporated
3.67%3.47%2.73%2.65%3.07%2.74%2.28%2.67%3.24%2.20%2.82%3.30%
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%
GS
The Goldman Sachs Group, Inc.
3.22%2.68%1.78%2.03%1.98%2.11%1.29%1.25%1.65%1.37%1.38%1.68%
HD
The Home Depot, Inc.
2.72%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
HPQ
4.09%3.87%2.34%3.20%3.61%3.30%3.06%4.19%3.85%2.04%2.71%4.95%
HRL
2.89%2.33%2.09%2.12%2.02%1.95%2.11%1.92%1.48%1.83%1.83%2.37%
IBM
4.70%4.85%5.16%5.91%5.77%6.89%5.07%4.53%5.16%3.89%2.96%2.64%
INTC
2.76%5.63%2.86%2.88%2.35%2.92%2.73%3.45%3.47%3.18%4.59%5.80%
ITW
2.32%2.34%1.99%2.31%2.52%3.15%1.97%2.30%2.68%2.34%2.38%3.12%
JNJ
2.99%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
JPM
2.78%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
KMB
3.95%3.51%3.40%3.50%3.40%4.11%3.91%4.04%3.57%3.75%4.26%4.98%
KO
3.28%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
LOW
2.07%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
MCD
2.36%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
META
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMM
6.64%5.19%3.63%3.78%3.80%3.44%2.47%3.14%3.53%2.77%2.47%3.55%
MSFT
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
MU
0.68%0.89%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
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
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
ORCL
1.35%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%
PEP
2.86%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
PG
2.55%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
PPG
1.94%1.95%1.35%1.53%1.58%1.98%1.61%1.85%1.63%1.31%1.49%2.05%
QCOM
2.79%2.72%1.53%1.79%3.06%4.82%4.11%3.87%4.70%2.82%2.33%2.12%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STM
0.56%0.68%0.46%0.51%0.91%1.79%1.15%2.62%6.66%6.24%6.12%7.08%
SWKS
2.59%2.64%1.42%1.30%1.45%2.28%1.40%1.62%1.16%0.55%0.00%0.00%
TCEHY
5.07%3.70%0.38%0.23%0.29%0.28%0.17%0.27%0.26%0.24%0.22%0.33%
TGT
4.07%2.71%1.42%1.61%2.19%4.25%4.30%3.85%3.69%3.19%3.28%3.00%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TXN
3.10%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
UPS
4.11%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
VZ
8.22%6.86%5.38%4.88%4.77%5.32%5.79%5.89%6.93%6.94%6.69%7.71%
WMT
1.42%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%

Expense Ratio

The General Screener Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.82
ADBE
Adobe Inc
2.50
ADI
Analog Devices, Inc.
0.86
ADSK
Autodesk, Inc.
0.28
AMD
Advanced Micro Devices, Inc.
1.19
AMZN
Amazon.com, Inc.
0.33
APD
Air Products and Chemicals, Inc.
0.97
AVGO
Broadcom Inc.
2.72
AXP
American Express Company
0.36
BABA
Alibaba Group Holding Limited
0.19
BIDU
Baidu, Inc.
0.18
CAT
Caterpillar Inc.
2.30
CL
Colgate-Palmolive Company
0.07
CRM
salesforce.com, inc.
1.09
CSCO
Cisco Systems, Inc.
1.93
EMR
Emerson Electric Co.
1.36
GLW
Corning Incorporated
0.22
GOOG
Alphabet Inc.
1.10
GS
The Goldman Sachs Group, Inc.
0.44
HD
The Home Depot, Inc.
0.44
HPQ
N/A
HRL
N/A
IBM
N/A
INTC
N/A
ITW
N/A
JNJ
N/A
JPM
N/A
KMB
N/A
KO
N/A
LOW
N/A
MCD
N/A
META
N/A
MMM
N/A
MSFT
N/A
MU
N/A
NFLX
N/A
NVDA
N/A
ORCL
N/A
PEP
N/A
PG
N/A
PPG
N/A
QCOM
N/A
SHOP
N/A
STM
N/A
SWKS
N/A
TCEHY
N/A
TGT
N/A
TSLA
N/A
TXN
N/A
UPS
N/A
VZ
N/A
WMT
N/A

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TCEHYHRLKMBVZWMTTSLAJNJCLSHOPPGTGTBABABIDUKOMCDNFLXPEPAMDMETALOWCATMUAMZNJPMCRMIBMUPSHDGSMMMORCLSTMAXPAPDPPGHPQNVDAEMRQCOMAVGOAAPLINTCADSKADBESWKSGOOGGLWITWCSCOADIMSFTTXN
TCEHY1.00-0.01-0.02-0.01-0.010.150.02-0.020.170.010.060.400.340.030.030.12-0.000.100.130.090.140.160.160.150.150.110.110.090.170.120.100.170.150.120.130.140.140.160.160.150.150.120.170.130.170.160.170.140.130.150.130.16
HRL-0.011.000.490.360.340.070.330.490.040.450.240.070.050.420.300.090.490.050.120.230.170.090.120.150.140.270.260.260.150.280.230.080.150.270.240.160.090.180.120.110.190.150.120.160.130.140.190.270.240.110.200.17
KMB-0.020.491.000.420.370.060.420.690.080.680.230.070.050.550.390.120.600.090.170.270.180.110.150.190.160.310.320.310.180.350.310.090.200.340.300.170.110.220.160.160.200.200.150.200.130.200.210.340.300.140.260.22
VZ-0.010.360.421.000.330.080.400.410.060.440.280.100.100.450.330.100.420.110.140.290.300.140.140.330.150.420.310.320.280.370.280.140.300.330.330.270.110.310.180.180.200.250.180.160.150.210.290.360.350.190.240.25
WMT-0.010.340.370.331.000.160.350.390.160.440.470.140.140.370.350.220.450.190.220.360.240.180.270.250.210.310.350.410.240.320.330.190.250.310.290.260.230.280.230.230.280.280.250.260.210.280.280.350.340.260.310.29
TSLA0.150.070.060.080.161.000.110.100.380.130.200.320.340.160.180.380.170.380.360.250.240.330.420.250.410.220.250.250.280.200.280.370.300.230.270.320.440.240.350.400.420.360.400.420.390.380.300.250.290.390.410.38
JNJ0.020.330.420.400.350.111.000.470.110.490.250.160.140.460.380.190.490.150.220.290.290.170.220.300.230.410.340.330.280.430.360.210.300.370.340.280.180.340.260.240.280.290.240.280.230.310.340.410.410.260.340.31
CL-0.020.490.690.410.390.100.471.000.110.740.270.100.100.610.430.170.670.130.210.320.250.140.200.240.220.370.340.370.230.390.340.160.250.420.360.240.160.290.210.220.260.250.230.260.190.260.270.400.360.200.320.29
SHOP0.170.040.080.060.160.380.110.111.000.130.250.420.400.110.190.450.160.460.450.290.220.380.510.220.540.180.270.290.270.200.330.420.290.290.260.300.500.230.400.410.440.370.520.540.430.450.310.260.320.420.480.41
PG0.010.450.680.440.440.130.490.740.131.000.280.120.110.620.410.190.660.150.230.320.250.190.240.260.240.390.370.370.240.390.350.180.270.400.360.260.200.320.250.240.300.280.240.290.210.290.290.410.380.250.360.32
TGT0.060.240.230.280.470.200.250.270.250.281.000.200.230.290.270.240.290.260.250.490.320.270.290.360.290.350.410.520.370.360.340.280.350.340.370.370.310.380.310.290.300.330.340.320.320.300.370.410.370.320.320.36
BABA0.400.070.070.100.140.320.160.100.420.120.201.000.660.150.180.400.140.350.450.230.310.400.450.300.410.270.280.250.330.270.330.400.300.300.310.330.420.310.400.380.400.390.420.420.440.450.390.300.320.390.430.39
BIDU0.340.050.050.100.140.340.140.100.400.110.230.661.000.150.190.390.140.350.420.280.330.400.420.330.420.280.290.280.370.270.330.390.330.280.310.370.420.320.400.400.410.390.430.430.430.450.370.310.350.410.430.42
KO0.030.420.550.450.370.160.460.610.110.620.290.150.151.000.500.140.730.140.220.330.320.190.220.340.250.420.380.370.310.440.350.200.370.450.410.300.180.380.250.270.290.280.260.280.200.320.350.450.380.260.360.32
MCD0.030.300.390.330.350.180.380.430.190.410.270.180.190.501.000.220.470.220.310.370.300.220.300.360.300.370.370.410.340.370.390.280.370.410.380.330.260.350.300.330.340.320.300.340.280.350.360.410.400.310.400.37
NFLX0.120.090.120.100.220.380.190.170.450.190.240.400.390.140.221.000.200.400.520.330.240.360.560.250.490.230.280.330.300.250.370.360.290.290.270.310.480.260.400.400.470.410.470.540.410.490.330.260.360.390.510.43
PEP-0.000.490.600.420.450.170.490.670.160.660.290.140.140.730.470.201.000.160.260.350.220.200.270.250.280.360.360.400.220.390.370.220.280.410.360.260.220.300.270.290.340.300.280.330.230.340.310.400.400.270.410.33
AMD0.100.050.090.110.190.380.150.130.460.150.260.350.350.140.220.400.161.000.430.310.280.520.470.280.470.290.320.320.320.250.380.510.330.310.300.420.670.320.520.510.460.480.490.500.510.460.390.320.400.560.500.56
META0.130.120.170.140.220.360.220.210.450.230.250.450.420.220.310.520.260.431.000.350.290.410.620.320.530.290.350.370.360.310.410.440.370.350.340.360.520.320.460.470.550.450.520.610.490.690.390.340.420.470.600.49
LOW0.090.230.270.290.360.250.290.320.290.320.490.230.280.330.370.330.350.310.351.000.410.340.370.420.390.400.470.790.430.440.400.370.440.450.490.430.380.470.400.390.390.400.440.430.410.400.470.520.450.420.440.44
CAT0.140.170.180.300.240.240.290.250.220.250.320.310.330.320.300.240.220.280.290.411.000.410.270.610.280.520.480.400.580.590.410.420.570.520.560.530.340.730.430.420.360.440.400.300.440.360.580.650.470.480.350.49
MU0.160.090.110.140.180.330.170.140.380.190.270.400.400.190.220.360.200.520.410.340.411.000.410.420.420.400.370.330.450.360.380.590.430.340.370.500.600.440.580.580.460.590.490.450.630.470.510.410.450.630.480.64
AMZN0.160.120.150.140.270.420.220.200.510.240.290.450.420.220.300.560.270.470.620.370.270.411.000.310.590.300.360.400.350.310.430.450.350.330.330.380.560.320.490.470.590.460.550.630.480.680.380.340.450.460.670.49
JPM0.150.150.190.330.250.250.300.240.220.260.360.300.330.340.360.250.250.280.320.420.610.420.311.000.320.520.470.420.810.540.440.420.710.500.560.510.340.620.400.410.390.440.380.310.440.400.560.580.490.470.380.47
CRM0.150.140.160.150.210.410.230.220.540.240.290.410.420.250.300.490.280.470.530.390.280.420.590.321.000.320.360.390.360.300.470.450.390.400.340.400.550.330.480.480.540.450.650.700.490.580.420.340.480.490.650.50
IBM0.110.270.310.420.310.220.410.370.180.390.350.270.280.420.370.230.360.290.290.400.520.400.300.520.321.000.460.430.500.560.510.370.520.450.490.540.320.550.400.400.390.470.390.360.400.400.530.560.560.440.420.49
UPS0.110.260.320.310.350.250.340.340.270.370.410.280.290.380.370.280.360.320.350.470.480.370.360.470.360.461.000.500.480.540.470.370.470.480.500.450.390.530.430.420.420.420.430.430.400.400.510.560.490.440.440.47
HD0.090.260.310.320.410.250.330.370.290.370.520.250.280.370.410.330.400.320.370.790.400.330.400.420.390.430.501.000.430.480.430.380.440.470.490.440.390.460.410.390.420.410.440.440.410.440.460.550.480.430.480.48
GS0.170.150.180.280.240.280.280.230.270.240.370.330.370.310.340.300.220.320.360.430.580.450.350.810.360.500.480.431.000.530.440.440.670.490.540.510.390.600.430.430.420.450.420.350.460.440.540.550.470.480.410.48
MMM0.120.280.350.370.320.200.430.390.200.390.360.270.270.440.370.250.390.250.310.440.590.360.310.540.300.560.540.480.531.000.430.400.500.510.580.500.320.610.390.400.390.450.390.350.400.400.560.680.510.450.410.48
ORCL0.100.230.310.280.330.280.360.340.330.350.340.330.330.350.390.370.370.380.410.400.410.380.430.440.470.510.470.430.440.431.000.410.440.460.450.450.420.450.420.430.470.440.500.520.420.490.460.490.540.450.570.48
STM0.170.080.090.140.190.370.210.160.420.180.280.400.390.200.280.360.220.510.440.370.420.590.450.420.450.370.370.380.440.400.411.000.450.430.430.490.600.470.590.620.510.550.540.510.660.480.530.460.480.690.520.68
AXP0.150.150.200.300.250.300.300.250.290.270.350.300.330.370.370.290.280.330.370.440.570.430.350.710.390.520.470.440.670.500.440.451.000.490.540.530.390.590.450.420.410.450.450.390.460.450.550.540.490.500.430.50
APD0.120.270.340.330.310.230.370.420.290.400.340.300.280.450.410.290.410.310.350.450.520.340.330.500.400.450.480.470.490.510.460.430.491.000.600.450.370.560.440.430.410.430.450.430.420.410.510.600.480.450.460.50
PPG0.130.240.300.330.290.270.340.360.260.360.370.310.310.410.380.270.360.300.340.490.560.370.330.560.340.490.500.490.540.580.450.430.540.601.000.500.350.610.430.450.390.440.440.380.440.400.560.640.500.490.410.48
HPQ0.140.160.170.270.260.320.280.240.300.260.370.330.370.300.330.310.260.420.360.430.530.500.380.510.400.540.450.440.510.500.450.490.530.450.501.000.460.560.480.470.460.530.480.440.490.450.580.520.580.530.480.57
NVDA0.140.090.110.110.230.440.180.160.500.200.310.420.420.180.260.480.220.670.520.380.340.600.560.340.550.320.390.390.390.320.420.600.390.370.350.461.000.380.600.610.570.580.570.610.620.560.460.390.480.640.610.66
EMR0.160.180.220.310.280.240.340.290.230.320.380.310.320.380.350.260.300.320.320.470.730.440.320.620.330.550.530.460.600.610.450.470.590.560.610.560.381.000.470.460.420.480.440.360.460.420.610.710.540.530.420.55
QCOM0.160.120.160.180.230.350.260.210.400.250.310.400.400.250.300.400.270.520.460.400.430.580.490.400.480.400.430.410.430.390.420.590.450.440.430.480.600.471.000.620.570.600.530.540.660.520.530.450.500.660.570.67
AVGO0.150.110.160.180.230.400.240.220.410.240.290.380.400.270.330.400.290.510.470.390.420.580.470.410.480.400.420.390.430.400.430.620.420.430.450.470.610.460.621.000.590.590.550.540.720.510.510.470.530.710.560.71
AAPL0.150.190.200.200.280.420.280.260.440.300.300.400.410.290.340.470.340.460.550.390.360.460.590.390.540.390.420.420.420.390.470.510.410.410.390.460.570.420.570.591.000.530.540.590.620.620.490.430.540.570.660.60
INTC0.120.150.200.250.280.360.290.250.370.280.330.390.390.280.320.410.300.480.450.400.440.590.460.440.450.470.420.410.450.450.440.550.450.430.440.530.580.480.600.590.531.000.500.510.610.510.540.480.560.640.560.69
ADSK0.170.120.150.180.250.400.240.230.520.240.340.420.430.260.300.470.280.490.520.440.400.490.550.380.650.390.430.440.420.390.500.540.450.450.440.480.570.440.530.550.540.501.000.690.560.580.510.450.520.590.630.58
ADBE0.130.160.200.160.260.420.280.260.540.290.320.420.430.280.340.540.330.500.610.430.300.450.630.310.700.360.430.440.350.350.520.510.390.430.380.440.610.360.540.540.590.510.691.000.530.660.440.410.520.550.750.58
SWKS0.170.130.130.150.210.390.230.190.430.210.320.440.430.200.280.410.230.510.490.410.440.630.480.440.490.400.400.410.460.400.420.660.460.420.440.490.620.460.660.720.620.610.560.531.000.520.540.470.510.740.550.73
GOOG0.160.140.200.210.280.380.310.260.450.290.300.450.450.320.350.490.340.460.690.400.360.470.680.400.580.400.400.440.440.400.490.480.450.410.400.450.560.420.520.510.620.510.580.660.521.000.470.430.520.530.720.57
GLW0.170.190.210.290.280.300.340.270.310.290.370.390.370.350.360.330.310.390.390.470.580.510.380.560.420.530.510.460.540.560.460.530.550.510.560.580.460.610.530.510.490.540.510.440.540.471.000.620.570.580.480.60
ITW0.140.270.340.360.350.250.410.400.260.410.410.300.310.450.410.260.400.320.340.520.650.410.340.580.340.560.560.550.550.680.490.460.540.600.640.520.390.710.450.470.430.480.450.410.470.430.621.000.550.530.460.56
CSCO0.130.240.300.350.340.290.410.360.320.380.370.320.350.380.400.360.400.400.420.450.470.450.450.490.480.560.490.480.470.510.540.480.490.480.500.580.480.540.500.530.540.560.520.520.510.520.570.551.000.540.580.58
ADI0.150.110.140.190.260.390.260.200.420.250.320.390.410.260.310.390.270.560.470.420.480.630.460.470.490.440.440.430.480.450.450.690.500.450.490.530.640.530.660.710.570.640.590.550.740.530.580.530.541.000.570.82
MSFT0.130.200.260.240.310.410.340.320.480.360.320.430.430.360.400.510.410.500.600.440.350.480.670.380.650.420.440.480.410.410.570.520.430.460.410.480.610.420.570.560.660.560.630.750.550.720.480.460.580.571.000.62
TXN0.160.170.220.250.290.380.310.290.410.320.360.390.420.320.370.430.330.560.490.440.490.640.490.470.500.490.470.480.480.480.480.680.500.500.480.570.660.550.670.710.600.690.580.580.730.570.600.560.580.820.621.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.87%
-10.59%
General Screener Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the General Screener Portfolio. 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 General Screener Portfolio is 30.97%, recorded on Oct 11, 2022. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.97%Jan 5, 2022193Oct 11, 2022200Jul 31, 2023393
-29.92%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-19.56%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-14.67%Dec 7, 201546Feb 11, 201625Mar 18, 201671
-14.01%Jun 23, 201545Aug 25, 201549Nov 3, 201594

Volatility Chart

The current General Screener Portfolio volatility is 3.46%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptemberOctober
3.46%
3.15%
General Screener Portfolio
Benchmark (^GSPC)
Portfolio components