snp top 10 nov2023 not EQ weight 2.0
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 22% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 5% |
GOOGL Alphabet Inc. | Communication Services | 9.50% |
META Meta Platforms, Inc. | Communication Services | 6% |
MSFT Microsoft Corporation | Technology | 18% |
NVDA NVIDIA Corporation | Technology | 11% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.50% |
UNH UnitedHealth Group Incorporated | Healthcare | 4% |
V Visa Inc. | Financial Services | 3% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in snp top 10 nov2023 not EQ weight 2.0, 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 Nov 13, 2024, the snp top 10 nov2023 not EQ weight 2.0 returned 44.44% Year-To-Date and 33.88% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| snp top 10 nov2023 not EQ weight 2.0 | 44.68% | 6.66% | 22.01% | 48.50% | 37.96% | 33.89% |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.50% | -2.56% | 18.93% | 20.69% | 28.54% | 24.42% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
AMZN Amazon.com, Inc. | 40.91% | 14.16% | 15.11% | 46.84% | 19.81% | 29.37% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
GOOGL Alphabet Inc. | 28.37% | 8.44% | 3.95% | 34.20% | 21.96% | 20.55% |
TSLA Tesla, Inc. | 32.90% | 50.68% | 89.80% | 39.10% | 69.97% | 34.42% |
META Meta Platforms, Inc. | 64.35% | -1.76% | 20.68% | 72.98% | 24.51% | 22.80% |
BRK-B Berkshire Hathaway Inc. | 31.25% | 1.77% | 13.41% | 32.14% | 16.38% | 12.42% |
UNH UnitedHealth Group Incorporated | 16.44% | 0.08% | 17.98% | 13.81% | 19.40% | 22.23% |
V Visa Inc. | 19.78% | 10.47% | 10.58% | 26.29% | 12.31% | 18.27% |
Monthly Returns
The table below presents the monthly returns of snp top 10 nov2023 not EQ weight 2.0, 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 | 2.32% | 8.47% | 1.93% | -2.50% | 8.33% | 8.14% | 0.41% | 0.47% | 3.97% | -0.82% | 44.68% | ||
| 2023 | 15.70% | 3.42% | 11.92% | 2.18% | 11.47% | 7.91% | 3.78% | -0.65% | -5.68% | -0.59% | 10.90% | 2.37% | 80.69% |
| 2022 | -6.73% | -4.02% | 7.12% | -15.08% | -3.37% | -9.18% | 15.72% | -6.43% | -11.18% | 0.59% | 4.80% | -10.75% | -35.33% |
| 2021 | 0.78% | -1.22% | 1.94% | 9.39% | -1.79% | 8.54% | 3.13% | 5.82% | -5.80% | 12.27% | 5.44% | 0.53% | 44.78% |
| 2020 | 8.47% | -4.08% | -6.99% | 18.66% | 6.54% | 9.99% | 11.34% | 20.47% | -8.00% | -3.66% | 10.55% | 5.73% | 86.95% |
| 2019 | 6.80% | 2.27% | 6.29% | 4.76% | -10.49% | 9.62% | 3.90% | -2.06% | 2.18% | 8.97% | 5.65% | 7.43% | 53.46% |
| 2018 | 11.60% | 0.15% | -6.08% | 2.46% | 7.18% | 1.56% | 2.72% | 10.08% | -1.20% | -7.74% | -4.03% | -9.49% | 4.82% |
| 2017 | 6.15% | 3.47% | 4.17% | 3.33% | 8.47% | -1.53% | 3.93% | 4.69% | -1.18% | 9.28% | 1.42% | -0.34% | 49.97% |
| 2016 | -6.45% | -1.97% | 10.09% | -3.21% | 7.67% | -2.34% | 9.82% | 1.47% | 4.19% | 0.44% | 2.00% | 5.22% | 28.58% |
| 2015 | -0.22% | 7.86% | -3.18% | 7.04% | 1.95% | -1.97% | 6.68% | -3.34% | 0.57% | 11.73% | 3.94% | -0.54% | 33.54% |
| 2014 | -1.46% | 8.26% | -2.38% | 0.11% | 4.34% | 2.88% | -0.08% | 7.67% | -1.55% | 1.94% | 5.90% | -4.50% | 22.20% |
| 2013 | 1.10% | -0.39% | 1.62% | 7.32% | 11.56% | -0.14% | 8.58% | 4.66% | 5.42% | 5.62% | 3.94% | 2.94% | 65.63% |
Expense Ratio
snp top 10 nov2023 not EQ weight 2.0 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of snp top 10 nov2023 not EQ weight 2.0 is 49, 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 | 1.00 | 1.56 | 1.19 | 1.35 | 3.17 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
AMZN Amazon.com, Inc. | 1.86 | 2.54 | 1.33 | 2.14 | 8.53 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
GOOGL Alphabet Inc. | 1.35 | 1.89 | 1.25 | 1.62 | 4.06 |
TSLA Tesla, Inc. | 0.78 | 1.55 | 1.19 | 0.73 | 2.08 |
META Meta Platforms, Inc. | 2.13 | 3.04 | 1.42 | 4.16 | 12.93 |
BRK-B Berkshire Hathaway Inc. | 2.35 | 3.28 | 1.42 | 4.45 | 11.65 |
UNH UnitedHealth Group Incorporated | 0.55 | 0.91 | 1.13 | 0.67 | 1.76 |
V Visa Inc. | 1.67 | 2.22 | 1.32 | 2.20 | 5.60 |
Dividends
Dividend yield
snp top 10 nov2023 not EQ weight 2.0 provided a 0.34% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.34% | 0.32% | 0.43% | 0.30% | 0.39% | 0.55% | 0.82% | 0.76% | 0.98% | 1.06% | 1.08% | 1.22% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, 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% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
UNH UnitedHealth Group Incorporated | 1.31% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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 snp top 10 nov2023 not EQ weight 2.0. 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 snp top 10 nov2023 not EQ weight 2.0 was 38.89%, occurring on Jan 5, 2023. Recovery took 108 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.89% | Dec 28, 2021 | 258 | Jan 5, 2023 | 108 | Jun 12, 2023 | 366 |
| -31.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 48 | Jun 1, 2020 | 71 |
| -27.31% | Oct 2, 2018 | 58 | Dec 24, 2018 | 201 | Oct 11, 2019 | 259 |
| -17.76% | Dec 7, 2015 | 44 | Feb 9, 2016 | 39 | Apr 6, 2016 | 83 |
| -15.26% | Sep 3, 2020 | 14 | Sep 23, 2020 | 60 | Dec 17, 2020 | 74 |
Volatility
Volatility Chart
The current snp top 10 nov2023 not EQ weight 2.0 volatility is 5.94%, 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
| UNH | TSLA | BRK-B | META | NVDA | AAPL | V | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.17 | 0.43 | 0.22 | 0.22 | 0.28 | 0.37 | 0.26 | 0.33 | 0.32 |
| TSLA | 0.17 | 1.00 | 0.23 | 0.33 | 0.39 | 0.37 | 0.29 | 0.39 | 0.36 | 0.36 |
| BRK-B | 0.43 | 0.23 | 1.00 | 0.31 | 0.32 | 0.39 | 0.54 | 0.36 | 0.43 | 0.42 |
| META | 0.22 | 0.33 | 0.31 | 1.00 | 0.47 | 0.45 | 0.43 | 0.56 | 0.50 | 0.60 |
| NVDA | 0.22 | 0.39 | 0.32 | 0.47 | 1.00 | 0.48 | 0.41 | 0.51 | 0.56 | 0.50 |
| AAPL | 0.28 | 0.37 | 0.39 | 0.45 | 0.48 | 1.00 | 0.44 | 0.50 | 0.56 | 0.54 |
| V | 0.37 | 0.29 | 0.54 | 0.43 | 0.41 | 0.44 | 1.00 | 0.48 | 0.54 | 0.53 |
| AMZN | 0.26 | 0.39 | 0.36 | 0.56 | 0.51 | 0.50 | 0.48 | 1.00 | 0.60 | 0.65 |
| MSFT | 0.33 | 0.36 | 0.43 | 0.50 | 0.56 | 0.56 | 0.54 | 0.60 | 1.00 | 0.64 |
| GOOGL | 0.32 | 0.36 | 0.42 | 0.60 | 0.50 | 0.54 | 0.53 | 0.65 | 0.64 | 1.00 |