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semana 2 pl

Last updated Dec 2, 2023

Asset Allocation


TSLA 10%NVDA 10%BX 10%BKNG 10%AMAT 10%LRLCY 10%PLD 10%MS 10%CAT 10%AMD 10%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical10%
NVDA
NVIDIA Corporation
Technology10%
BX
The Blackstone Group Inc.
Financial Services10%
BKNG
Booking Holdings Inc.
Consumer Cyclical10%
AMAT
Applied Materials, Inc.
Technology10%
LRLCY
L'Oréal S.A.
Consumer Defensive10%
PLD
Prologis, Inc.
Real Estate10%
MS
Morgan Stanley
Financial Services10%
CAT
Caterpillar Inc.
Industrials10%
AMD
Advanced Micro Devices, Inc.
Technology10%

Performance

The chart shows the growth of an initial investment of $10,000 in semana 2 pl, 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%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,331.74%
341.27%
semana 2 pl
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Dec 2, 2023, the semana 2 pl returned 59.17% Year-To-Date and 30.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
semana 2 pl59.17%10.91%12.15%44.71%35.38%30.79%
TSLA
Tesla, Inc.
93.89%16.13%11.62%22.67%59.30%37.91%
NVDA
NVIDIA Corporation
220.12%10.49%18.94%173.02%63.21%62.31%
BX
The Blackstone Group Inc.
59.52%20.61%30.53%39.17%32.79%21.83%
BKNG
Booking Holdings Inc.
56.78%14.22%20.33%53.36%10.82%10.40%
AMAT
Applied Materials, Inc.
57.11%12.29%13.08%42.97%33.97%26.15%
LRLCY
L'Oréal S.A.
35.41%13.33%8.95%28.22%16.71%12.75%
PLD
Prologis, Inc.
7.18%16.40%-3.98%3.87%14.81%15.53%
MS
Morgan Stanley
-1.17%14.01%-2.03%-9.65%16.32%12.84%
CAT
Caterpillar Inc.
9.38%10.75%14.45%11.17%16.44%15.01%
AMD
Advanced Micro Devices, Inc.
87.42%12.36%3.00%56.67%41.71%42.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.54%9.10%5.95%-0.41%-4.82%-9.51%15.41%

Sharpe Ratio

The current semana 2 pl Sharpe ratio is 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.79

The Sharpe ratio of semana 2 pl 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.79
0.91
semana 2 pl
Benchmark (^GSPC)
Portfolio components

Dividend yield

semana 2 pl granted a 1.39% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
semana 2 pl1.39%1.75%1.01%1.19%1.40%2.13%1.63%2.02%2.47%1.79%1.52%1.95%
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%
NVDA
NVIDIA Corporation
0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
BX
The Blackstone Group Inc.
2.91%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.74%3.75%3.34%
BKNG
Booking 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%
AMAT
Applied Materials, Inc.
0.80%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%3.06%
LRLCY
L'Oréal S.A.
1.35%1.53%1.00%1.14%1.46%1.91%1.58%1.95%1.82%2.08%1.76%5.60%
PLD
Prologis, Inc.
2.88%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%3.07%
MS
Morgan Stanley
4.02%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%1.05%
CAT
Caterpillar Inc.
1.95%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%2.77%
AMD
Advanced Micro Devices, 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 semana 2 pl 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
TSLA
Tesla, Inc.
0.39
NVDA
NVIDIA Corporation
3.51
BX
The Blackstone Group Inc.
0.82
BKNG
Booking Holdings Inc.
2.01
AMAT
Applied Materials, Inc.
1.14
LRLCY
L'Oréal S.A.
1.28
PLD
Prologis, Inc.
0.13
MS
Morgan Stanley
-0.38
CAT
Caterpillar Inc.
0.39
AMD
Advanced Micro Devices, Inc.
1.21

Asset Correlations Table

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

TSLALRLCYPLDAMDBKNGCATBXMSNVDAAMAT
TSLA1.000.220.260.350.350.260.310.280.400.37
LRLCY0.221.000.400.290.350.340.370.360.310.36
PLD0.260.401.000.320.330.360.420.380.340.36
AMD0.350.290.321.000.340.320.380.350.610.53
BKNG0.350.350.330.341.000.440.430.440.420.43
CAT0.260.340.360.320.441.000.460.560.360.47
BX0.310.370.420.380.430.461.000.540.410.46
MS0.280.360.380.350.440.560.541.000.400.49
NVDA0.400.310.340.610.420.360.410.401.000.62
AMAT0.370.360.360.530.430.470.460.490.621.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-4.21%
semana 2 pl
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the semana 2 pl. 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 semana 2 pl was 40.92%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.92%Nov 9, 2021235Oct 14, 2022166Jun 14, 2023401
-39.26%Feb 20, 202022Mar 20, 202073Jul 6, 202095
-35.42%May 2, 2011108Oct 3, 2011391Apr 24, 2013499
-24.23%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-22.13%Dec 30, 201530Feb 11, 201634Apr 1, 201664

Volatility Chart

The current semana 2 pl volatility is 5.12%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.12%
2.79%
semana 2 pl
Benchmark (^GSPC)
Portfolio components
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