PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Full

Last updated Mar 2, 2024

Asset Allocation


TOST 6.67%COST 6.67%MA 6.67%SPGI 6.67%TXRH 6.67%COIN 6.67%WYNN 6.67%TSLA 6.67%PYPL 6.67%OPEN 6.67%PLTR 6.67%MQ 6.67%NFLX 6.67%SOFI 6.67%CAKE 6.67%EquityEquity
PositionCategory/SectorWeight
TOST
Toast, Inc.
Technology

6.67%

COST
Costco Wholesale Corporation
Consumer Defensive

6.67%

MA
Mastercard Inc
Financial Services

6.67%

SPGI
S&P Global Inc.
Financial Services

6.67%

TXRH
Texas Roadhouse, Inc.
Consumer Cyclical

6.67%

COIN
Coinbase Global, Inc.
Technology

6.67%

WYNN
Wynn Resorts, Limited
Consumer Cyclical

6.67%

TSLA
Tesla, Inc.
Consumer Cyclical

6.67%

PYPL
PayPal Holdings, Inc.
Financial Services

6.67%

OPEN
Opendoor Technologies Inc.
Real Estate

6.67%

PLTR
Palantir Technologies Inc.
Technology

6.67%

MQ
Marqeta, Inc.
Technology

6.67%

NFLX
Netflix, Inc.
Communication Services

6.67%

SOFI
SoFi Technologies, Inc.
Financial Services

6.67%

CAKE
The Cheesecake Factory Incorporated
Consumer Cyclical

6.67%

S&P 500

Performance

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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%OctoberNovemberDecember2024FebruaryMarch
-6.77%
16.87%
Full
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 22, 2021, corresponding to the inception date of TOST

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%
Full7.22%11.01%24.83%58.74%N/AN/A
TOST
Toast, Inc.
28.04%25.23%6.37%24.36%N/AN/A
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%30.12%23.10%
MA
Mastercard Inc
11.93%3.48%15.04%32.65%16.62%20.54%
SPGI
S&P Global Inc.
-2.41%-5.32%9.28%25.10%17.32%19.54%
TXRH
Texas Roadhouse, Inc.
22.39%14.64%44.28%47.20%20.90%21.07%
COIN
Coinbase Global, Inc.
18.31%59.24%163.84%218.97%N/AN/A
WYNN
Wynn Resorts, Limited
11.35%4.62%0.10%-11.73%-3.29%-7.09%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
PYPL
PayPal Holdings, Inc.
-1.42%-3.01%-4.77%-20.64%-9.34%N/A
OPEN
Opendoor Technologies Inc.
-30.58%-11.14%-20.05%103.27%N/AN/A
PLTR
Palantir Technologies Inc.
45.20%46.47%64.23%199.28%N/AN/A
MQ
Marqeta, Inc.
-8.31%5.79%2.24%29.03%N/AN/A
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.64%25.33%
SOFI
SoFi Technologies, Inc.
-9.65%14.09%2.28%33.78%N/AN/A
CAKE
The Cheesecake Factory Incorporated
1.14%-0.03%12.14%-2.60%-3.68%-1.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.55%13.32%
2023-9.41%-6.98%-6.48%16.80%14.68%

Sharpe Ratio

The current Full Sharpe ratio is 2.18. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.18

The Sharpe ratio of Full 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
2.18
2.44
Full
Benchmark (^GSPC)
Portfolio components

Dividend yield

Full granted a 0.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Full0.63%0.66%0.46%0.20%0.46%0.70%0.67%0.76%0.57%0.93%0.67%0.61%
TOST
Toast, 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%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
SPGI
S&P Global Inc.
0.84%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
TXRH
Texas Roadhouse, Inc.
1.47%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
COIN
Coinbase Global, 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%
WYNN
Wynn Resorts, Limited
0.99%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.19%3.60%
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%
PYPL
PayPal 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%
OPEN
Opendoor Technologies 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%
PLTR
Palantir Technologies 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%
MQ
Marqeta, 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%
NFLX
Netflix, 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%
SOFI
SoFi Technologies, 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%
CAKE
The Cheesecake Factory Incorporated
3.05%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%1.21%1.08%

Expense Ratio

The Full 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
Full
2.18
TOST
Toast, Inc.
0.49
COST
Costco Wholesale Corporation
3.66
MA
Mastercard Inc
2.13
SPGI
S&P Global Inc.
1.33
TXRH
Texas Roadhouse, Inc.
2.20
COIN
Coinbase Global, Inc.
2.72
WYNN
Wynn Resorts, Limited
-0.30
TSLA
Tesla, Inc.
-0.00
PYPL
PayPal Holdings, Inc.
-0.46
OPEN
Opendoor Technologies Inc.
1.25
PLTR
Palantir Technologies Inc.
3.17
MQ
Marqeta, Inc.
0.77
NFLX
Netflix, Inc.
2.64
SOFI
SoFi Technologies, Inc.
0.58
CAKE
The Cheesecake Factory Incorporated
-0.14

Asset Correlations Table

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

COSTWYNNTXRHCAKEMASPGITSLANFLXCOINMQOPENTOSTSOFIPYPLPLTR
COST1.000.220.330.290.470.560.420.400.380.300.360.390.360.380.40
WYNN0.221.000.350.430.410.310.360.400.390.430.400.440.440.470.45
TXRH0.330.351.000.710.380.380.340.380.390.360.380.450.400.400.41
CAKE0.290.430.711.000.350.320.330.350.400.400.450.470.430.420.41
MA0.470.410.380.351.000.590.400.440.380.420.410.380.400.530.45
SPGI0.560.310.380.320.591.000.420.450.420.410.450.450.410.530.50
TSLA0.420.360.340.330.400.421.000.500.540.480.510.450.530.490.56
NFLX0.400.400.380.350.440.450.501.000.480.480.490.500.510.560.58
COIN0.380.390.390.400.380.420.540.481.000.550.580.550.630.540.62
MQ0.300.430.360.400.420.410.480.480.551.000.570.620.600.600.62
OPEN0.360.400.380.450.410.450.510.490.580.571.000.580.620.530.65
TOST0.390.440.450.470.380.450.450.500.550.620.581.000.600.580.61
SOFI0.360.440.400.430.400.410.530.510.630.600.620.601.000.600.68
PYPL0.380.470.400.420.530.530.490.560.540.600.530.580.601.000.61
PLTR0.400.450.410.410.450.500.560.580.620.620.650.610.680.611.00

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-18.00%
0
Full
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Full. 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 Full was 59.52%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Full drawdown is 18.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.52%Nov 2, 2021291Dec 28, 2022
-6.04%Sep 27, 20216Oct 4, 20218Oct 14, 202114
-1.18%Oct 27, 20211Oct 27, 20213Nov 1, 20214
-0.68%Oct 22, 20211Oct 22, 20211Oct 25, 20212
-0.07%Oct 20, 20211Oct 20, 20211Oct 21, 20212

Volatility Chart

The current Full volatility is 7.63%, 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
7.63%
3.47%
Full
Benchmark (^GSPC)
Portfolio components
0 comments