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individual stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMZN 10%AAPL 10%WMT 10%JPM 10%V 10%WM 10%HD 10%CAT 10%SOFI 10%COST 10%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
10%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
CAT
Caterpillar Inc.
Industrials
10%
COST
Costco Wholesale Corporation
Consumer Defensive
10%
HD
10%
JPM
JPMorgan Chase & Co.
Financial Services
10%
SOFI
SoFi Technologies, Inc.
Financial Services
10%
V
Visa Inc.
Financial Services
10%
WM
Waste Management, Inc.
Industrials
10%
WMT
Walmart Inc.
Consumer Defensive
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in individual stocks, 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 every 3 months.


50.00%60.00%70.00%80.00%90.00%100.00%110.00%OctoberNovemberDecember2025FebruaryMarch
88.50%
59.33%
individual stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-2.43%-4.96%4.27%12.42%14.11%10.71%
individual stocks-0.07%-6.60%15.48%24.10%N/AN/A
AMZN
Amazon.com, Inc.
-9.18%-15.63%16.26%12.69%16.18%26.70%
AAPL
Apple Inc
-4.43%2.95%8.50%42.13%27.49%23.61%
WMT
Walmart Inc.
1.52%-10.48%19.94%53.77%21.23%15.42%
JPM
JPMorgan Chase & Co.
1.59%-10.41%15.33%31.91%21.43%18.15%
V
Visa Inc.
9.45%-1.01%24.05%25.03%14.15%18.50%
WM
Waste Management, Inc.
13.76%2.13%12.91%12.34%15.90%17.76%
HD
-3.13%-8.95%5.20%1.91%N/AN/A
CAT
Caterpillar Inc.
-3.08%-2.38%7.13%4.51%25.68%18.60%
SOFI
SoFi Technologies, Inc.
-18.25%-18.72%79.60%68.54%N/AN/A
COST
Costco Wholesale Corporation
5.36%-7.43%10.26%23.42%29.19%23.37%
*Annualized

Monthly Returns

The table below presents the monthly returns of individual stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.76%-0.36%-0.07%
20240.91%7.60%1.30%-4.42%5.22%2.37%1.93%4.63%1.90%2.20%11.69%-4.34%34.38%
20238.51%-3.37%1.82%1.96%-0.17%9.72%5.38%-2.67%-4.14%-2.29%7.36%9.13%34.21%
2022-7.79%-4.75%3.94%-8.23%-1.84%-9.48%11.94%-3.06%-8.72%10.38%4.72%-6.47%-20.29%
20219.39%-4.36%4.16%4.55%2.91%-0.46%-1.10%1.25%-1.62%8.54%-1.28%2.53%26.32%
20203.87%3.87%

Expense Ratio

individual stocks 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

Risk-Adjusted Performance Rank

With an overall rank of 92, individual stocks is among the top 8% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of individual stocks is 9292
Overall Rank
The Sharpe Ratio Rank of individual stocks is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of individual stocks is 9292
Sortino Ratio Rank
The Omega Ratio Rank of individual stocks is 9393
Omega Ratio Rank
The Calmar Ratio Rank of individual stocks is 9292
Calmar Ratio Rank
The Martin Ratio Rank of individual stocks is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for individual stocks, currently valued at 1.86, compared to the broader market-6.00-4.00-2.000.002.001.860.89
The chart of Sortino ratio for individual stocks, currently valued at 2.52, compared to the broader market-6.00-4.00-2.000.002.004.002.521.26
The chart of Omega ratio for individual stocks, currently valued at 1.33, compared to the broader market0.400.600.801.001.201.401.601.331.17
The chart of Calmar ratio for individual stocks, currently valued at 2.88, compared to the broader market0.002.004.006.008.002.881.40
The chart of Martin ratio for individual stocks, currently valued at 9.75, compared to the broader market0.005.0010.0015.0020.0025.009.755.27
individual stocks
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.
0.520.871.110.742.13
AAPL
Apple Inc
1.732.401.312.488.00
WMT
Walmart Inc.
2.703.641.504.3019.84
JPM
JPMorgan Chase & Co.
1.271.821.262.347.83
V
Visa Inc.
1.421.911.271.974.95
WM
Waste Management, Inc.
0.681.011.151.052.40
HD
0.090.281.030.110.22
CAT
Caterpillar Inc.
0.240.541.070.310.71
SOFI
SoFi Technologies, Inc.
1.412.001.240.976.88
COST
Costco Wholesale Corporation
1.321.761.252.646.12

The current individual stocks Sharpe ratio is 2.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.66 to 1.29, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of individual stocks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
1.86
1.03
individual stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

individual stocks provided a 0.91% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.91%0.97%1.36%1.28%1.05%1.53%1.35%1.54%1.67%1.65%2.14%1.56%
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%
AAPL
Apple Inc
0.42%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
WMT
Walmart Inc.
0.91%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
JPM
JPMorgan Chase & Co.
1.98%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
V
Visa Inc.
0.64%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
WM
Waste Management, Inc.
1.31%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
HD
1.79%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
CAT
Caterpillar Inc.
1.58%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
SOFI
SoFi Technologies, 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%
COST
Costco Wholesale Corporation
0.48%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-8.10%
-6.09%
individual stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the individual stocks. 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 individual stocks was 28.29%, occurring on Jun 17, 2022. Recovery took 374 trading sessions.

The current individual stocks drawdown is 7.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.29%Nov 9, 2021153Jun 17, 2022374Dec 13, 2023527
-9.81%Feb 5, 202119Mar 4, 202124Apr 8, 202143
-8.76%Jul 17, 202414Aug 5, 202416Aug 27, 202430
-8.1%Feb 19, 202513Mar 7, 2025
-6.07%Jun 9, 202128Jul 19, 202163Oct 15, 202191

Volatility

Volatility Chart

The current individual stocks volatility is 5.23%, 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%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
5.23%
4.55%
individual stocks
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

WMSOFIWMTCATJPMAMZNAAPLVHDCOST
WM1.000.070.380.240.280.150.270.360.380.39
SOFI0.071.000.140.320.340.420.350.290.330.26
WMT0.380.141.000.180.240.260.250.270.380.58
CAT0.240.320.181.000.570.240.240.360.370.23
JPM0.280.340.240.571.000.280.280.430.370.25
AMZN0.150.420.260.240.281.000.580.390.390.46
AAPL0.270.350.250.240.280.581.000.430.380.46
V0.360.290.270.360.430.390.431.000.400.40
HD0.380.330.380.370.370.390.380.401.000.49
COST0.390.260.580.230.250.460.460.400.491.00
The correlation results are calculated based on daily price changes starting from Dec 1, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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