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first trades

Last updated Mar 2, 2024

Asset Allocation


AAPL 20%NKE 20%INTC 20%MSFT 20%NVDA 20%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

20%

NKE
NIKE, Inc.
Consumer Cyclical

20%

INTC
Intel Corporation
Technology

20%

MSFT
Microsoft Corporation
Technology

20%

NVDA
NVIDIA Corporation
Technology

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in first trades, 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%5,000.00%10,000.00%15,000.00%20,000.00%OctoberNovemberDecember2024FebruaryMarch
23,014.26%
319.29%
first trades
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA

Returns

As of Mar 2, 2024, the first trades returned 9.90% Year-To-Date and 31.06% 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%
first trades9.90%6.26%23.48%65.93%31.96%31.13%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%
NKE
NIKE, Inc.
-6.16%1.16%-0.13%-14.91%4.68%11.09%
INTC
Intel Corporation
-12.54%3.17%20.44%68.31%-1.12%8.92%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.44%29.28%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%69.17%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.02%7.91%
2023-1.79%-5.77%2.21%13.56%3.61%

Sharpe Ratio

The current first trades Sharpe ratio is 3.47. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.47

The Sharpe ratio of first trades 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.47
2.44
first trades
Benchmark (^GSPC)
Portfolio components

Dividend yield

first trades granted a 0.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
first trades0.76%0.80%1.69%0.92%1.01%1.10%1.52%1.42%1.78%1.83%1.87%2.24%
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%
NKE
NIKE, Inc.
1.39%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
INTC
Intel Corporation
1.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
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%
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%

Expense Ratio

The first trades 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
first trades
3.47
AAPL
Apple Inc.
1.27
NKE
NIKE, Inc.
-0.48
INTC
Intel Corporation
1.95
MSFT
Microsoft Corporation
3.10
NVDA
NVIDIA Corporation
5.65

Asset Correlations Table

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

NKEAAPLNVDAMSFTINTC
NKE1.000.330.320.380.35
AAPL0.331.000.440.500.49
NVDA0.320.441.000.480.53
MSFT0.380.500.481.000.56
INTC0.350.490.530.561.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the first trades. 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 first trades was 57.85%, occurring on Nov 20, 2008. Recovery took 512 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.85%Dec 27, 2007229Nov 20, 2008512Dec 3, 2010741
-56.9%Jan 4, 2002193Oct 9, 2002521Nov 3, 2004714
-44.22%Dec 8, 2021212Oct 11, 2022190Jul 17, 2023402
-44.08%Mar 14, 2000197Dec 20, 2000237Dec 4, 2001434
-31.86%Feb 20, 202018Mar 16, 202052May 29, 202070

Volatility Chart

The current first trades volatility is 6.23%, 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%OctoberNovemberDecember2024FebruaryMarch
6.23%
3.47%
first trades
Benchmark (^GSPC)
Portfolio components
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