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Fid

Last updated Mar 2, 2024

Asset Allocation


NVDA 49%AVGO 10%AMZN 5%MSFT 5%NOW 5%PANW 5%CRWD 5%ANET 5%SMCI 5%META 4%SNOW 1%MDB 1%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

49%

AVGO
Broadcom Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5%

MSFT
Microsoft Corporation
Technology

5%

NOW
ServiceNow, Inc.
Technology

5%

PANW
Palo Alto Networks, Inc.
Technology

5%

CRWD
CrowdStrike Holdings, Inc.
Technology

5%

ANET
Arista Networks, Inc.
Technology

5%

SMCI
Super Micro Computer, Inc.
Technology

5%

META
Meta Platforms, Inc.
Communication Services

4%

SNOW
Snowflake Inc.
Technology

1%

MDB
MongoDB, Inc.
Technology

1%

S&P 500

Performance

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


0.00%100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
452.52%
51.74%
Fid
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 16, 2020, corresponding to the inception date of SNOW

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Fid50.85%17.54%68.49%198.49%N/AN/A
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%25.40%22.05%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.24%68.95%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
SNOW
Snowflake Inc.
-6.17%-14.65%18.87%31.39%N/AN/A
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.17%29.07%
NOW
ServiceNow, Inc.
9.50%-0.98%30.93%74.25%26.03%27.06%
MDB
MongoDB, Inc.
6.85%0.19%11.19%99.42%33.24%N/A
PANW
Palo Alto Networks, Inc.
2.55%-12.36%24.59%57.84%29.91%29.14%
CRWD
CrowdStrike Holdings, Inc.
23.22%3.63%95.12%149.60%N/AN/A
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.40%39.98%
ANET
Arista Networks, Inc.
22.18%5.36%45.79%104.54%32.09%N/A
SMCI
Super Micro Computer, Inc.
218.54%56.22%220.91%825.56%115.48%45.98%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202419.85%22.17%
20232.71%-8.22%-1.92%15.05%6.55%

Sharpe Ratio

The current Fid Sharpe ratio is 5.98. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.005.98

The Sharpe ratio of Fid 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00OctoberNovemberDecember2024FebruaryMarch
5.98
2.44
Fid
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fid granted a 0.18% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fid0.18%0.22%0.41%0.28%0.41%0.55%0.62%0.43%0.49%0.83%1.09%1.27%
META
Meta Platforms, Inc.
0.10%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%
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%
SNOW
Snowflake 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%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NOW
ServiceNow, 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%
MDB
MongoDB, 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%
PANW
Palo Alto Networks, 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%
CRWD
CrowdStrike Holdings, 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%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
ANET
Arista Networks, 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%
SMCI
Super Micro Computer, 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%

Expense Ratio

The Fid 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
2.44
Fid
5.98
META
Meta Platforms, Inc.
5.10
NVDA
NVIDIA Corporation
5.65
AMZN
Amazon.com, Inc.
3.07
SNOW
Snowflake Inc.
0.39
MSFT
Microsoft Corporation
3.10
NOW
ServiceNow, Inc.
2.79
MDB
MongoDB, Inc.
1.92
PANW
Palo Alto Networks, Inc.
1.31
CRWD
CrowdStrike Holdings, Inc.
3.95
AVGO
Broadcom Inc.
4.19
ANET
Arista Networks, Inc.
2.35
SMCI
Super Micro Computer, Inc.
8.44

Asset Correlations Table

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

SMCIMETAPANWSNOWCRWDANETAVGOMDBAMZNMSFTNVDANOW
SMCI1.000.360.270.340.290.460.470.310.340.360.470.36
META0.361.000.410.450.420.480.560.450.630.630.600.55
PANW0.270.411.000.530.670.550.480.600.510.530.510.63
SNOW0.340.450.531.000.620.490.470.710.570.500.530.61
CRWD0.290.420.670.621.000.530.480.730.540.500.550.68
ANET0.460.480.550.490.531.000.650.510.550.610.610.60
AVGO0.470.560.480.470.480.651.000.480.570.630.700.60
MDB0.310.450.600.710.730.510.481.000.590.560.590.73
AMZN0.340.630.510.570.540.550.570.591.000.710.630.66
MSFT0.360.630.530.500.500.610.630.560.711.000.680.67
NVDA0.470.600.510.530.550.610.700.590.630.681.000.64
NOW0.360.550.630.610.680.600.600.730.660.670.641.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Fid
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fid. 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 Fid was 50.28%, occurring on Oct 14, 2022. Recovery took 147 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.28%Nov 22, 2021226Oct 14, 2022147May 17, 2023373
-18.79%Feb 17, 202114Mar 8, 202125Apr 13, 202139
-12.75%Sep 1, 202339Oct 26, 202311Nov 10, 202350
-12.71%Apr 16, 202120May 13, 202113Jun 2, 202133
-11.25%Oct 14, 202013Oct 30, 20204Nov 5, 202017

Volatility Chart

The current Fid volatility is 16.00%, 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.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
16.00%
3.47%
Fid
Benchmark (^GSPC)
Portfolio components
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