Портфель на дохід
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AAPL Apple Inc | Technology | 0% |
AMD Advanced Micro Devices, Inc. | Technology | 2.34% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 0% |
AVGO Broadcom Inc. | Technology | 25.19% |
GOOG Alphabet Inc | Communication Services | 0% |
META Meta Platforms, Inc. | Communication Services | 16.05% |
MSFT Microsoft Corporation | Technology | 11.52% |
NVDA NVIDIA Corporation | Technology | 44.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Портфель на дохід , 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 Every month.
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 9, 2025, the Портфель на дохід returned -7.29% Year-To-Date and 52.40% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
Портфель на дохід | -7.29% | 24.39% | -5.43% | 35.24% | 55.50% | 52.40% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
NVDA NVIDIA Corporation | -12.59% | 21.88% | -21.15% | 29.85% | 72.35% | 72.94% |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
META Meta Platforms, Inc. | 2.23% | 17.15% | 1.24% | 27.00% | 23.20% | 22.71% |
AVGO Broadcom Inc. | -10.11% | 33.16% | 13.68% | 58.68% | 53.93% | 36.25% |
GOOG Alphabet Inc | -18.12% | 6.26% | -14.36% | -8.57% | 17.71% | 19.36% |
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.29% | 21.49% |
AMD Advanced Micro Devices, Inc. | -15.80% | 30.03% | -32.12% | -33.80% | 13.89% | 46.07% |
Monthly Returns
The table below presents the monthly returns of Портфель на дохід , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | -3.35% | -2.14% | -12.68% | 3.68% | 8.27% | -7.29% | |||||||
2024 | 14.95% | 20.39% | 6.86% | -5.37% | 14.91% | 13.10% | -4.13% | 2.80% | 4.57% | 2.73% | 1.28% | 9.62% | 113.79% |
2023 | 20.83% | 11.97% | 16.77% | 2.10% | 27.27% | 8.97% | 7.28% | 1.66% | -7.95% | -1.74% | 12.47% | 9.73% | 172.38% |
2022 | -12.89% | -5.52% | 8.29% | -20.74% | 1.15% | -16.28% | 12.81% | -10.04% | -15.87% | 1.12% | 21.82% | -6.37% | -41.10% |
2021 | -0.02% | 3.57% | 0.97% | 7.79% | 4.61% | 13.34% | 0.61% | 9.12% | -6.38% | 14.64% | 14.33% | 1.35% | 82.41% |
2020 | 0.05% | 2.11% | -6.28% | 14.11% | 13.32% | 6.95% | 8.57% | 18.09% | -0.67% | -4.85% | 8.94% | 1.56% | 77.52% |
2019 | 10.16% | 4.27% | 11.24% | 5.87% | -18.50% | 16.06% | 1.74% | -1.39% | 0.65% | 10.53% | 7.44% | 5.24% | 61.47% |
2018 | 14.28% | -1.94% | -5.17% | -0.24% | 11.16% | -3.09% | -1.05% | 8.16% | 3.34% | -16.67% | -8.68% | -8.64% | -12.19% |
2017 | 6.73% | -0.19% | 5.50% | -0.55% | 19.38% | -0.43% | 9.82% | 3.06% | 1.41% | 11.16% | -0.05% | -3.39% | 63.68% |
2016 | -6.41% | 1.78% | 12.96% | -1.60% | 17.26% | -0.18% | 14.02% | 6.38% | 4.89% | 2.33% | 12.51% | 8.87% | 97.61% |
2015 | -3.33% | 15.13% | -2.88% | 1.96% | 6.37% | -5.88% | -0.11% | 4.45% | 4.39% | 11.35% | 8.10% | 5.51% | 52.63% |
2014 | -0.79% | 5.57% | 0.86% | -1.96% | 11.12% | 0.11% | 1.33% | 6.47% | -0.33% | 23.89% |
Expense Ratio
Портфель на дохід has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Портфель на дохід is 67, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
NVDA NVIDIA Corporation | 0.51 | 1.02 | 1.13 | 0.74 | 1.85 |
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
META Meta Platforms, Inc. | 0.75 | 1.32 | 1.17 | 0.85 | 2.66 |
AVGO Broadcom Inc. | 0.94 | 1.71 | 1.23 | 1.47 | 4.08 |
GOOG Alphabet Inc | -0.28 | -0.15 | 0.98 | -0.27 | -0.59 |
AAPL Apple Inc | 0.27 | 0.63 | 1.09 | 0.28 | 0.95 |
AMD Advanced Micro Devices, Inc. | -0.65 | -0.79 | 0.90 | -0.55 | -1.18 |
Dividends
Dividend yield
Портфель на дохід provided a 0.42% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.42% | 0.38% | 0.53% | 0.93% | 0.67% | 0.93% | 1.15% | 1.18% | 0.82% | 0.84% | 1.09% | 1.36% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.08% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
GOOG Alphabet Inc | 0.51% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AMD Advanced Micro Devices, 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Портфель на дохід . 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 Портфель на дохід was 53.49%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current Портфель на дохід drawdown is 13.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.49% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
-36.69% | Feb 20, 2020 | 20 | Mar 18, 2020 | 42 | May 18, 2020 | 62 |
-35.87% | Oct 2, 2018 | 58 | Dec 24, 2018 | 217 | Nov 4, 2019 | 275 |
-32.2% | Jan 24, 2025 | 50 | Apr 4, 2025 | — | — | — |
-21.43% | Jul 11, 2024 | 20 | Aug 7, 2024 | 43 | Oct 8, 2024 | 63 |
Volatility
Volatility Chart
The current Портфель на дохід volatility is 20.20%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 3.28, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
^GSPC | AMD | AAPL | META | AVGO | AMZN | GOOG | NVDA | MSFT | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.52 | 0.68 | 0.61 | 0.66 | 0.64 | 0.70 | 0.63 | 0.75 | 0.73 |
AMD | 0.52 | 1.00 | 0.43 | 0.42 | 0.50 | 0.45 | 0.43 | 0.64 | 0.47 | 0.66 |
AAPL | 0.68 | 0.43 | 1.00 | 0.50 | 0.54 | 0.55 | 0.57 | 0.50 | 0.61 | 0.59 |
META | 0.61 | 0.42 | 0.50 | 1.00 | 0.48 | 0.61 | 0.65 | 0.51 | 0.58 | 0.65 |
AVGO | 0.66 | 0.50 | 0.54 | 0.48 | 1.00 | 0.48 | 0.49 | 0.61 | 0.54 | 0.79 |
AMZN | 0.64 | 0.45 | 0.55 | 0.61 | 0.48 | 1.00 | 0.67 | 0.54 | 0.65 | 0.62 |
GOOG | 0.70 | 0.43 | 0.57 | 0.65 | 0.49 | 0.67 | 1.00 | 0.52 | 0.68 | 0.62 |
NVDA | 0.63 | 0.64 | 0.50 | 0.51 | 0.61 | 0.54 | 0.52 | 1.00 | 0.59 | 0.93 |
MSFT | 0.75 | 0.47 | 0.61 | 0.58 | 0.54 | 0.65 | 0.68 | 0.59 | 1.00 | 0.69 |
Portfolio | 0.73 | 0.66 | 0.59 | 0.65 | 0.79 | 0.62 | 0.62 | 0.93 | 0.69 | 1.00 |