My Static Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
CRM salesforce.com, inc. | Technology | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Static 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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Aug 31, 2024, the My Static Portfolio returned 23.39% Year-To-Date and 23.34% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| My Static Portfolio | 23.39% | 6.77% | 0.51% | 40.74% | 22.71% | 23.31% |
| Portfolio components: | ||||||
CRM salesforce.com, inc. | -3.62% | 3.66% | -19.39% | 14.49% | 10.75% | 15.59% |
META Meta Platforms, Inc. | 47.58% | 6.80% | 4.74% | 76.25% | 22.87% | 21.13% |
AMZN Amazon.com, Inc. | 17.48% | 6.31% | 0.52% | 29.24% | 14.72% | 26.36% |
QQQ Invesco QQQ | 16.64% | 6.13% | 7.58% | 27.00% | 21.27% | 17.92% |
SMH VanEck Vectors Semiconductor ETF | 39.22% | 11.46% | 8.64% | 56.79% | 36.46% | 28.46% |
Monthly Returns
The table below presents the monthly returns of My Static 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.45% | 13.91% | 1.24% | -6.85% | 3.10% | 8.47% | -3.01% | 23.39% | |||||
| 2023 | 20.15% | 1.41% | 14.90% | 1.87% | 12.23% | 4.64% | 5.89% | -2.02% | -5.42% | -0.42% | 13.96% | 6.31% | 98.25% |
| 2022 | -9.04% | -9.41% | 3.44% | -15.83% | -2.12% | -10.56% | 13.22% | -6.88% | -11.95% | -4.36% | 8.00% | -9.53% | -45.52% |
| 2021 | -0.32% | -0.27% | 2.86% | 7.35% | -0.31% | 5.31% | 0.29% | 5.50% | -4.94% | 4.63% | 2.53% | -1.72% | 22.20% |
| 2020 | 3.90% | -5.56% | -8.70% | 18.31% | 5.64% | 6.99% | 9.33% | 15.91% | -6.92% | -2.68% | 9.25% | 0.86% | 51.53% |
| 2019 | 14.38% | 1.82% | 2.99% | 8.68% | -9.67% | 7.05% | 1.93% | -2.46% | -1.21% | 5.36% | 3.82% | 4.29% | 41.22% |
| 2018 | 11.80% | 0.23% | -3.96% | 2.73% | 7.67% | 1.73% | 0.00% | 7.16% | -0.88% | -12.50% | 0.98% | -7.34% | 5.31% |
| 2017 | 9.54% | 3.29% | 3.49% | 3.45% | 4.82% | -2.70% | 5.59% | 2.27% | 0.06% | 8.67% | 1.55% | -0.41% | 46.69% |
| 2016 | -6.55% | -2.28% | 7.81% | 1.77% | 6.82% | -2.38% | 7.22% | 1.17% | 1.68% | -0.29% | -2.88% | -0.83% | 10.67% |
| 2015 | 0.25% | 9.76% | -1.54% | 4.09% | 2.41% | -1.41% | 7.72% | -5.25% | -0.24% | 13.54% | 2.97% | -0.20% | 35.29% |
| 2014 | 1.85% | 5.09% | -5.53% | -4.45% | 3.80% | 6.07% | -0.53% | 6.15% | -0.67% | 0.83% | 3.82% | -2.11% | 14.31% |
| 2013 | 6.68% | -2.52% | 0.87% | 0.45% | 0.53% | -1.71% | 15.96% | 3.55% | 11.39% | 5.48% | 0.85% | 6.09% | 57.19% |
Expense Ratio
My Static Portfolio has an expense ratio of 0.11%, 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 rank of My Static Portfolio is 53, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
CRM salesforce.com, inc. | 0.53 | 0.86 | 1.15 | 0.49 | 1.45 |
META Meta Platforms, Inc. | 2.10 | 2.98 | 1.40 | 3.14 | 12.75 |
AMZN Amazon.com, Inc. | 1.13 | 1.66 | 1.21 | 0.90 | 4.99 |
QQQ Invesco QQQ | 1.59 | 2.17 | 1.28 | 1.97 | 7.42 |
SMH VanEck Vectors Semiconductor ETF | 1.77 | 2.35 | 1.30 | 2.31 | 7.87 |
Dividends
Dividend yield
My Static Portfolio granted a 0.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My Static Portfolio | 0.31% | 0.24% | 0.63% | 0.29% | 0.39% | 1.35% | 0.93% | 0.74% | 0.53% | 1.05% | 0.74% | 0.82% |
| Portfolio components: | ||||||||||||
CRM salesforce.com, inc. | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.19% | 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% |
QQQ Invesco QQQ | 0.61% | 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 | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 My Static 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 My Static Portfolio was 51.40%, occurring on Nov 3, 2022. Recovery took 281 trading sessions.
The current My Static Portfolio drawdown is 6.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.4% | Nov 22, 2021 | 240 | Nov 3, 2022 | 281 | Dec 18, 2023 | 521 |
| -30.37% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -26.19% | Jul 26, 2018 | 105 | Dec 24, 2018 | 71 | Apr 8, 2019 | 176 |
| -19.66% | Dec 30, 2015 | 27 | Feb 8, 2016 | 64 | May 10, 2016 | 91 |
| -14.82% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current My Static Portfolio volatility is 8.64%, 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
| META | CRM | SMH | AMZN | QQQ | |
|---|---|---|---|---|---|
| META | 1.00 | 0.49 | 0.49 | 0.56 | 0.65 |
| CRM | 0.49 | 1.00 | 0.55 | 0.56 | 0.67 |
| SMH | 0.49 | 0.55 | 1.00 | 0.54 | 0.82 |
| AMZN | 0.56 | 0.56 | 0.54 | 1.00 | 0.75 |
| QQQ | 0.65 | 0.67 | 0.82 | 0.75 | 1.00 |