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Cash Cows Portfolio

Last updated Feb 22, 2024

Consists of cash cows Apple, Microsoft, and Google.

Asset Allocation


GOOG 34%MSFT 33%AAPL 33%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services

34%

MSFT
Microsoft Corporation
Technology

33%

AAPL
Apple Inc.
Technology

33%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Cash Cows 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.90%
12.31%
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
Cash Cows Portfolio1.38%-2.21%10.90%46.83%29.58%N/A
MSFT
Microsoft Corporation
7.15%1.62%23.47%60.48%30.74%28.79%
GOOG
Alphabet Inc.
2.06%-2.62%7.98%56.26%21.03%N/A
AAPL
Apple Inc.
-5.18%-5.85%0.92%23.45%34.46%27.19%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.79%
20233.36%-0.94%-5.37%0.59%10.27%1.78%

Sharpe Ratio

The current Cash Cows Portfolio Sharpe ratio is 2.25. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.25

The Sharpe ratio of Cash Cows Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.25
1.79
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Cash Cows Portfolio granted a 0.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Cash Cows Portfolio0.41%0.41%0.58%0.39%0.51%0.74%1.15%1.09%1.42%1.40%1.37%1.55%
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%
GOOG
Alphabet 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.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Expense Ratio

The Cash Cows 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
1.79
Cash Cows Portfolio
2.25
MSFT
Microsoft Corporation
2.51
GOOG
Alphabet Inc.
1.89
AAPL
Apple Inc.
1.04

Asset Correlations Table

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

AAPLGOOGMSFT
AAPL1.000.590.63
GOOG0.591.000.69
MSFT0.630.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-4.52%
-0.95%
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Cash Cows 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 Cash Cows Portfolio was 35.29%, occurring on Jan 5, 2023. Recovery took 140 trading sessions.

The current Cash Cows Portfolio drawdown is 4.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.29%Dec 28, 2021258Jan 5, 2023140Jul 28, 2023398
-29.59%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-24.47%Oct 4, 201856Dec 24, 201879Apr 18, 2019135
-16.84%Sep 3, 202014Sep 23, 202066Dec 28, 202080
-15.26%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility Chart

The current Cash Cows Portfolio volatility is 5.69%, 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%6.00%7.00%SeptemberOctoberNovemberDecember2024February
5.69%
3.37%
Cash Cows Portfolio
Benchmark (^GSPC)
Portfolio components
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