123
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 28.80% |
GOOGL Alphabet Inc. | Communication Services | 17.20% |
MSFT Microsoft Corporation | Technology | 13% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 41% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 123, 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 Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Jul 25, 2024, the 123 returned 16.79% Year-To-Date and 20.30% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 123 | 15.42% | -2.46% | 11.48% | 22.08% | 23.43% | 20.19% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.93% |
Monthly Returns
The table below presents the monthly returns of 123, 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 | 0.24% | 2.04% | 1.75% | -1.47% | 7.74% | 6.31% | 15.42% | ||||||
| 2023 | 8.27% | -1.79% | 9.63% | 2.94% | 4.99% | 5.21% | 3.39% | -1.67% | -5.56% | -0.92% | 9.86% | 2.98% | 42.65% |
| 2022 | -4.72% | -3.31% | 4.13% | -10.78% | -1.78% | -7.23% | 11.57% | -4.59% | -10.70% | 6.23% | 3.70% | -8.71% | -25.45% |
| 2021 | 0.72% | 0.84% | 2.70% | 7.70% | -1.28% | 5.45% | 5.32% | 4.56% | -6.09% | 8.71% | 1.88% | 4.65% | 40.18% |
| 2020 | 3.77% | -8.26% | -9.68% | 14.20% | 5.87% | 6.32% | 8.09% | 12.34% | -7.34% | -1.50% | 9.45% | 5.16% | 41.01% |
| 2019 | 6.57% | 3.61% | 4.98% | 5.02% | -8.15% | 7.33% | 5.19% | -1.38% | 3.47% | 5.06% | 5.19% | 5.22% | 49.79% |
| 2018 | 5.56% | -0.99% | -4.19% | -0.21% | 7.01% | 0.38% | 4.80% | 7.85% | -0.13% | -6.23% | -3.81% | -8.95% | -0.49% |
| 2017 | 3.23% | 5.96% | 1.99% | 2.48% | 4.06% | -2.65% | 2.79% | 3.85% | -0.80% | 6.32% | 2.09% | 0.54% | 33.84% |
| 2016 | -4.67% | -2.04% | 8.60% | -6.37% | 4.51% | -2.50% | 7.63% | 0.97% | 2.30% | 0.06% | 0.30% | 2.97% | 11.19% |
| 2015 | -0.93% | 7.24% | -2.68% | 2.95% | 1.22% | -2.89% | 4.44% | -5.33% | -1.71% | 11.03% | 1.16% | -3.06% | 10.72% |
| 2014 | -3.48% | 4.22% | 0.24% | 2.25% | 4.72% | 2.26% | 0.58% | 4.75% | -0.64% | 2.61% | 4.11% | -3.25% | 19.47% |
| 2013 | -0.64% | 1.29% | 1.84% | 3.53% | 3.45% | -3.68% | 5.33% | 1.29% | 1.05% | 8.55% | 4.81% | 2.07% | 32.37% |
Expense Ratio
123 has an expense ratio of 0.04%, 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 123 is 63, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
Dividends
Dividend yield
123 granted a 0.76% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 123 | 0.76% | 0.81% | 1.02% | 0.72% | 0.92% | 1.17% | 1.57% | 1.40% | 1.69% | 1.70% | 1.57% | 1.69% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.12% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 123. 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 123 was 54.87%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.
The current 123 drawdown is 5.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.87% | Dec 27, 2007 | 301 | Mar 9, 2009 | 283 | Apr 22, 2010 | 584 |
| -31.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -28.41% | Dec 28, 2021 | 258 | Jan 5, 2023 | 140 | Jul 28, 2023 | 398 |
| -24.03% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -18.94% | Jan 17, 2006 | 125 | Jul 14, 2006 | 68 | Oct 19, 2006 | 193 |
Volatility
Volatility Chart
The current 123 volatility is 5.61%, 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
| AAPL | GOOGL | MSFT | SPY | |
|---|---|---|---|---|
| AAPL | 1.00 | 0.51 | 0.51 | 0.59 |
| GOOGL | 0.51 | 1.00 | 0.55 | 0.62 |
| MSFT | 0.51 | 0.55 | 1.00 | 0.69 |
| SPY | 0.59 | 0.62 | 0.69 | 1.00 |