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Google

Last updated Mar 2, 2024

Asset Allocation


GOOGL 100%EquityEquity
PositionCategory/SectorWeight
GOOGL
Alphabet Inc.
Communication Services

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Google, 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%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%OctoberNovemberDecember2024FebruaryMarch
5,362.00%
370.76%
Google
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL

Returns

As of Mar 2, 2024, the Google returned -1.83% Year-To-Date and 16.29% of annualized return in the last 10 years.


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%
Google-1.83%-3.68%1.09%46.44%18.64%16.26%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.29%-1.17%
20232.60%-3.90%-5.18%6.81%5.40%

Sharpe Ratio

The current Google Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.87

The Sharpe ratio of Google 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.87
2.44
Google
Benchmark (^GSPC)
Portfolio components

Dividend yield


Google doesn't pay dividends

Expense Ratio

The Google 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
Google
1.87
GOOGL
Alphabet Inc.
1.87

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.66%
0
Google
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Google. 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 Google was 65.29%, occurring on Nov 24, 2008. Recovery took 965 trading sessions.

The current Google drawdown is 10.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.29%Nov 7, 2007265Nov 24, 2008965Sep 24, 20121230
-44.32%Nov 19, 2021241Nov 3, 2022306Jan 25, 2024547
-30.87%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-28.53%Jan 12, 200641Mar 13, 2006156Oct 23, 2006197
-23.4%Jul 27, 2018104Dec 24, 201885Apr 29, 2019189

Volatility Chart

The current Google volatility is 7.18%, 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%12.00%OctoberNovemberDecember2024FebruaryMarch
7.18%
3.47%
Google
Benchmark (^GSPC)
Portfolio components
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