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New v3

Last updated Feb 21, 2024

Asset Allocation


COST 22%MA 19%SPGI 13%TXRH 12%NFLX 8%CAKE 6%PLTR 5%PYPL 5%TSLA 3%MQ 2%TOST 2%SOFI 1%OPEN 1%COIN 1%EquityEquity
PositionCategory/SectorWeight
COST
Costco Wholesale Corporation
Consumer Defensive

22%

MA
Mastercard Inc
Financial Services

19%

SPGI
S&P Global Inc.
Financial Services

13%

TXRH
Texas Roadhouse, Inc.
Consumer Cyclical

12%

NFLX
Netflix, Inc.
Communication Services

8%

CAKE
The Cheesecake Factory Incorporated
Consumer Cyclical

6%

PLTR
Palantir Technologies Inc.
Technology

5%

PYPL
PayPal Holdings, Inc.
Financial Services

5%

TSLA
Tesla, Inc.
Consumer Cyclical

3%

MQ
Marqeta, Inc.
Technology

2%

TOST
Toast, Inc.
Technology

2%

SOFI
SoFi Technologies, Inc.
Financial Services

1%

OPEN
Opendoor Technologies Inc.
Real Estate

1%

COIN
Coinbase Global, Inc.
Technology

1%

Performance

The chart shows the growth of an initial investment of $10,000 in New v3, 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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
25.86%
13.39%
New v3
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
N/AN/AN/AN/AN/AN/A
New v37.62%8.12%25.87%37.37%N/AN/A
COST
Costco Wholesale Corporation
10.10%4.57%38.58%47.32%29.84%23.08%
MA
Mastercard Inc
6.08%3.43%13.89%25.85%16.23%20.34%
SPGI
S&P Global Inc.
-3.29%-3.61%11.57%19.21%17.63%19.49%
TXRH
Texas Roadhouse, Inc.
20.43%23.93%41.97%44.02%20.36%21.12%
PLTR
Palantir Technologies Inc.
36.28%39.45%59.51%154.35%N/AN/A
CAKE
The Cheesecake Factory Incorporated
-0.71%6.30%8.65%-10.49%-4.71%-1.00%
NFLX
Netflix, Inc.
18.13%19.09%39.20%65.29%10.03%25.06%
PYPL
PayPal Holdings, Inc.
-4.53%-10.92%-3.85%-21.47%-9.21%N/A
TSLA
Tesla, Inc.
-22.02%-8.69%-16.91%-6.98%58.60%30.14%
MQ
Marqeta, Inc.
-6.88%8.33%13.64%9.43%N/AN/A
TOST
Toast, Inc.
19.28%25.61%1.35%11.81%N/AN/A
SOFI
SoFi Technologies, Inc.
-14.47%13.62%4.42%28.55%N/AN/A
OPEN
Opendoor Technologies Inc.
-37.61%-11.27%-12.66%39.05%N/AN/A
COIN
Coinbase Global, Inc.
-0.36%38.92%131.38%165.80%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.82%
20234.50%-4.43%-3.94%-2.83%12.90%7.94%

Sharpe Ratio

The current New v3 Sharpe ratio is 2.13. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.13

The Sharpe ratio of New v3 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.13
1.75
New v3
Benchmark (^GSPC)
Portfolio components

Dividend yield

New v3 granted a 1.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
New v31.15%1.24%0.80%0.46%1.05%0.85%0.86%1.62%0.83%1.52%0.77%0.73%
COST
Costco Wholesale Corporation
2.63%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
0.52%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.
0.85%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.
1.49%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
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%
CAKE
The Cheesecake Factory Incorporated
3.11%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%1.21%1.08%
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%
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%
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%
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%
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%
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%
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%
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%

Expense Ratio

The New v3 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
COST
Costco Wholesale Corporation
2.86
MA
Mastercard Inc
1.43
SPGI
S&P Global Inc.
0.95
TXRH
Texas Roadhouse, Inc.
1.89
PLTR
Palantir Technologies Inc.
1.98
CAKE
The Cheesecake Factory Incorporated
-0.36
NFLX
Netflix, Inc.
1.71
PYPL
PayPal Holdings, Inc.
-0.61
TSLA
Tesla, Inc.
-0.08
MQ
Marqeta, Inc.
0.14
TOST
Toast, Inc.
0.16
SOFI
SoFi Technologies, Inc.
0.32
OPEN
Opendoor Technologies Inc.
0.27
COIN
Coinbase Global, Inc.
2.07

Asset Correlations Table

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

COSTTXRHCAKEMASPGITSLANFLXCOINMQOPENTOSTPYPLSOFIPLTR
COST1.000.330.290.470.570.420.400.380.300.360.390.380.370.40
TXRH0.331.000.710.390.380.340.370.380.360.380.450.400.400.41
CAKE0.290.711.000.360.320.340.350.400.400.450.470.410.430.41
MA0.470.390.361.000.590.400.440.380.420.420.390.530.410.46
SPGI0.570.380.320.591.000.420.460.420.420.460.450.530.420.51
TSLA0.420.340.340.400.421.000.500.540.490.510.450.500.540.56
NFLX0.400.370.350.440.460.501.000.480.490.490.500.560.510.58
COIN0.380.380.400.380.420.540.481.000.550.580.540.540.630.62
MQ0.300.360.400.420.420.490.490.551.000.580.620.600.600.63
OPEN0.360.380.450.420.460.510.490.580.581.000.590.540.630.65
TOST0.390.450.470.390.450.450.500.540.620.591.000.570.600.61
PYPL0.380.400.410.530.530.500.560.540.600.540.571.000.600.61
SOFI0.370.400.430.410.420.540.510.630.600.630.600.601.000.67
PLTR0.400.410.410.460.510.560.580.620.630.650.610.610.671.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.32%
-1.08%
New v3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the New v3. 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 New v3 was 37.31%, occurring on Jun 16, 2022. Recovery took 375 trading sessions.

The current New v3 drawdown is 1.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.31%Nov 8, 2021153Jun 16, 2022375Dec 13, 2023528
-5.28%Sep 27, 20216Oct 4, 202115Oct 25, 202121
-4.64%Dec 28, 20234Jan 3, 202417Jan 29, 202421
-2.04%Dec 20, 20231Dec 20, 20233Dec 26, 20234
-1.55%Feb 13, 20241Feb 13, 20242Feb 15, 20243

Volatility Chart

The current New v3 volatility is 5.05%, 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%SeptemberOctoberNovemberDecember2024February
5.05%
3.37%
New v3
Benchmark (^GSPC)
Portfolio components
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