Current Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 30% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.17% |
COST Costco Wholesale Corporation | Consumer Defensive | 9.17% |
GOOGL Alphabet Inc. | Communication Services | 9.17% |
MSFT Microsoft Corporation | Technology | 9.17% |
TSLA Tesla, Inc. | Consumer Cyclical | 15% |
UNH UnitedHealth Group Incorporated | Healthcare | 9.17% |
V Visa Inc. | Financial Services | 9.17% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Aug 31, 2024, the Current Portfolio returned 14.50% Year-To-Date and 28.12% 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% |
| Current Portfolio | 14.50% | 0.24% | 15.50% | 22.04% | 36.10% | 28.12% |
| Portfolio components: | ||||||
AAPL Apple Inc | 19.39% | 3.24% | 27.78% | 22.52% | 35.37% | 25.92% |
MSFT Microsoft Corporation | 11.54% | -0.11% | 0.76% | 28.23% | 25.98% | 26.94% |
TSLA Tesla, Inc. | -13.83% | -7.74% | 5.66% | -17.04% | 70.23% | 27.49% |
AMZN Amazon.com, Inc. | 17.48% | -4.54% | 0.16% | 29.34% | 15.01% | 26.47% |
GOOGL Alphabet Inc. | 17.09% | -4.76% | 19.27% | 20.12% | 22.44% | 18.74% |
COST Costco Wholesale Corporation | 35.80% | 8.56% | 19.43% | 67.21% | 27.00% | 24.72% |
V Visa Inc. | 6.76% | 4.24% | -2.02% | 13.38% | 9.64% | 18.67% |
UNH UnitedHealth Group Incorporated | 13.02% | 2.44% | 21.55% | 25.77% | 22.17% | 23.09% |
Monthly Returns
The table below presents the monthly returns of Current 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 | -3.48% | 2.76% | -2.15% | -0.47% | 6.16% | 7.19% | 3.92% | 14.50% | |||||
| 2023 | 14.50% | 1.41% | 7.16% | -0.49% | 7.45% | 8.78% | 2.68% | -1.83% | -4.24% | -1.90% | 10.59% | 2.60% | 55.50% |
| 2022 | -5.56% | -2.92% | 8.04% | -11.59% | -5.35% | -5.92% | 16.86% | -5.12% | -9.29% | 3.14% | -0.72% | -12.82% | -29.99% |
| 2021 | 0.26% | -3.86% | 2.13% | 8.37% | -3.82% | 6.37% | 4.81% | 3.99% | -4.00% | 13.22% | 3.32% | 3.16% | 37.80% |
| 2020 | 12.39% | -6.07% | -8.97% | 20.64% | 5.71% | 11.17% | 12.66% | 24.58% | -8.96% | -3.93% | 14.50% | 8.77% | 108.28% |
| 2019 | 4.29% | 2.26% | 4.80% | 1.48% | -8.70% | 9.38% | 5.50% | -1.75% | 2.10% | 10.86% | 5.52% | 8.99% | 52.84% |
| 2018 | 8.02% | 0.45% | -7.10% | 3.87% | 5.54% | 4.21% | 1.85% | 10.04% | -1.98% | -1.91% | -2.72% | -9.08% | 9.76% |
| 2017 | 6.60% | 5.81% | 3.60% | 4.90% | 5.88% | -2.20% | 1.04% | 5.65% | -2.09% | 6.39% | 2.82% | -0.26% | 44.74% |
| 2016 | -7.96% | -1.70% | 10.45% | -4.23% | 3.26% | -2.34% | 8.20% | -0.83% | 2.56% | -0.64% | -1.20% | 4.56% | 9.01% |
| 2015 | 1.08% | 6.88% | -2.45% | 5.15% | 3.96% | -0.89% | 5.31% | -5.16% | -0.57% | 7.30% | 2.57% | -1.84% | 22.51% |
| 2014 | -1.73% | 9.90% | -3.58% | 0.53% | 4.70% | 3.78% | -0.12% | 7.65% | -1.93% | 4.16% | 6.03% | -4.32% | 26.73% |
| 2013 | -0.53% | -1.42% | 3.46% | 8.31% | 19.23% | 1.40% | 9.43% | 5.81% | 4.20% | 4.00% | 3.33% | 2.94% | 77.31% |
Expense Ratio
Current 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current Portfolio is 24, indicating that it is in the bottom 24% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
MSFT Microsoft Corporation | 1.40 | 1.89 | 1.24 | 1.80 | 5.87 |
TSLA Tesla, Inc. | -0.31 | -0.10 | 0.99 | -0.25 | -0.63 |
AMZN Amazon.com, Inc. | 1.13 | 1.66 | 1.21 | 0.90 | 4.99 |
GOOGL Alphabet Inc. | 0.74 | 1.12 | 1.16 | 1.10 | 3.15 |
COST Costco Wholesale Corporation | 3.58 | 4.13 | 1.64 | 6.75 | 17.86 |
V Visa Inc. | 0.87 | 1.21 | 1.16 | 1.05 | 2.58 |
UNH UnitedHealth Group Incorporated | 0.98 | 1.50 | 1.20 | 1.10 | 2.99 |
Dividends
Dividend yield
Current Portfolio granted a 0.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current Portfolio | 0.59% | 0.67% | 0.56% | 0.42% | 0.76% | 0.68% | 0.98% | 1.22% | 1.10% | 1.37% | 1.00% | 1.15% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 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 | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
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% |
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% |
COST Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
V Visa Inc. | 0.75% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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% |
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 Current 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 Current Portfolio was 35.07%, occurring on Jan 5, 2023. Recovery took 130 trading sessions.
The current Current Portfolio drawdown is 4.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.07% | Jan 4, 2022 | 253 | Jan 5, 2023 | 130 | Jul 14, 2023 | 383 |
| -33.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -22.35% | Oct 2, 2018 | 58 | Dec 24, 2018 | 137 | Jul 12, 2019 | 195 |
| -18.53% | Dec 7, 2015 | 43 | Feb 8, 2016 | 119 | Jul 28, 2016 | 162 |
| -15.46% | Sep 2, 2020 | 15 | Sep 23, 2020 | 46 | Nov 27, 2020 | 61 |
Volatility
Volatility Chart
The current Current Portfolio volatility is 6.43%, 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 | COST | V | AAPL | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.18 | 0.32 | 0.37 | 0.30 | 0.29 | 0.35 | 0.34 |
| TSLA | 0.18 | 1.00 | 0.25 | 0.29 | 0.37 | 0.38 | 0.35 | 0.36 |
| COST | 0.32 | 0.25 | 1.00 | 0.40 | 0.37 | 0.40 | 0.45 | 0.41 |
| V | 0.37 | 0.29 | 0.40 | 1.00 | 0.45 | 0.48 | 0.53 | 0.53 |
| AAPL | 0.30 | 0.37 | 0.37 | 0.45 | 1.00 | 0.49 | 0.55 | 0.54 |
| AMZN | 0.29 | 0.38 | 0.40 | 0.48 | 0.49 | 1.00 | 0.57 | 0.64 |
| MSFT | 0.35 | 0.35 | 0.45 | 0.53 | 0.55 | 0.57 | 1.00 | 0.63 |
| GOOGL | 0.34 | 0.36 | 0.41 | 0.53 | 0.54 | 0.64 | 0.63 | 1.00 |