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Fall 2023

Last updated Mar 2, 2024

Asset Allocation


TSLA 42%NVDA 20.1%AMZN 15.64%MSFT 8.87%GOOG 6.75%META 6.64%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

42%

NVDA
NVIDIA Corporation
Technology

20.10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

15.64%

MSFT
Microsoft Corporation
Technology

8.87%

GOOG
Alphabet Inc.
Communication Services

6.75%

META
Meta Platforms, Inc.
Communication Services

6.64%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Fall 2023, 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%OctoberNovemberDecember2024FebruaryMarch
3,181.90%
171.98%
Fall 2023
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
7.70%6.01%13.76%29.03%12.89%10.63%
Fall 202311.42%9.29%17.24%70.73%59.02%N/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.80%28.18%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%68.95%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.68%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.44%29.07%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%23.94%22.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.76%14.38%
2023-0.18%-5.61%-8.54%14.39%4.04%

Sharpe Ratio

The current Fall 2023 Sharpe ratio is 2.40. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.40

The Sharpe ratio of Fall 2023 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.40
2.44
Fall 2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fall 2023 granted a 0.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fall 20230.07%0.07%0.12%0.07%0.11%0.16%0.24%0.22%0.30%0.45%0.56%0.62%
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
0.02%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%
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%
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%
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%

Expense Ratio

The Fall 2023 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
Fall 2023
2.40
TSLA
Tesla, Inc.
-0.00
NVDA
NVIDIA Corporation
5.65
AMZN
Amazon.com, Inc.
3.07
MSFT
Microsoft Corporation
3.10
GOOG
Alphabet Inc.
1.88
META
Meta Platforms, Inc.
5.10

Asset Correlations Table

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

TSLANVDAMETAMSFTAMZNGOOG
TSLA1.000.420.370.390.410.38
NVDA0.421.000.510.590.550.54
META0.370.511.000.570.610.66
MSFT0.390.590.571.000.640.69
AMZN0.410.550.610.641.000.68
GOOG0.380.540.660.690.681.00

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%OctoberNovemberDecember2024FebruaryMarch00
Fall 2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fall 2023. 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 Fall 2023 was 57.41%, occurring on Jan 5, 2023. Recovery took 131 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.41%Nov 5, 2021293Jan 5, 2023131Jul 17, 2023424
-46.37%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-32.1%Aug 8, 2018205Jun 3, 2019103Oct 28, 2019308
-28.35%Dec 30, 201529Feb 10, 201636Apr 4, 201665
-23.41%Sep 1, 20205Sep 8, 202055Nov 24, 202060

Volatility Chart

The current Fall 2023 volatility is 8.75%, 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%OctoberNovemberDecember2024FebruaryMarch
8.75%
3.47%
Fall 2023
Benchmark (^GSPC)
Portfolio components
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