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Портфель на дохід
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 44.9%AVGO 25.19%META 16.05%MSFT 11.52%AMD 2.34%EquityEquity

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.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2025FebruaryMarchAprilMay
8,828.76%
199.87%
Портфель на дохід
Benchmark (^GSPC)
Portfolio components

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.


YTD1M6M1Y5Y*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%
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%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-3.35%-2.14%-12.68%3.68%8.27%-7.29%
202414.95%20.39%6.86%-5.37%14.91%13.10%-4.13%2.80%4.57%2.73%1.28%9.62%113.79%
202320.83%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%
20200.05%2.11%-6.28%14.11%13.32%6.95%8.57%18.09%-0.67%-4.85%8.94%1.56%77.52%
201910.16%4.27%11.24%5.87%-18.50%16.06%1.74%-1.39%0.65%10.53%7.44%5.24%61.47%
201814.28%-1.94%-5.17%-0.24%11.16%-3.09%-1.05%8.16%3.34%-16.67%-8.68%-8.64%-12.19%
20176.73%-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.


The portfolio doesn't include any funds that charge management fees.

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.


The Risk-Adjusted Performance Rank of Портфель на дохід is 6767
Overall Rank
The Sharpe Ratio Rank of Портфель на дохід is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of Портфель на дохід is 6969
Sortino Ratio Rank
The Omega Ratio Rank of Портфель на дохід is 6565
Omega Ratio Rank
The Calmar Ratio Rank of Портфель на дохід is 7777
Calmar Ratio Rank
The Martin Ratio Rank of Портфель на дохід is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
0.300.571.070.290.63
NVDA
NVIDIA Corporation
0.511.021.130.741.85
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
META
Meta Platforms, Inc.
0.751.321.170.852.66
AVGO
Broadcom Inc.
0.941.711.231.474.08
GOOG
Alphabet Inc
-0.28-0.150.98-0.27-0.59
AAPL
Apple Inc
0.270.631.090.280.95
AMD
Advanced Micro Devices, Inc.
-0.65-0.790.90-0.55-1.18

The current Портфель на дохід Sharpe ratio is 0.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Портфель на дохід with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.77
0.48
Портфель на дохід
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Портфель на дохід provided a 0.42% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.42%0.38%0.53%0.93%0.67%0.93%1.15%1.18%0.82%0.84%1.09%1.36%
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.65%
-7.82%
Портфель на дохід
Benchmark (^GSPC)
Portfolio components

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, 2021202Oct 14, 2022148May 18, 2023350
-36.69%Feb 20, 202020Mar 18, 202042May 18, 202062
-35.87%Oct 2, 201858Dec 24, 2018217Nov 4, 2019275
-32.2%Jan 24, 202550Apr 4, 2025
-21.43%Jul 11, 202420Aug 7, 202443Oct 8, 202463

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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.20%
11.21%
Портфель на дохід
Benchmark (^GSPC)
Portfolio components

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

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

^GSPCAMDAAPLMETAAVGOAMZNGOOGNVDAMSFTPortfolio
^GSPC1.000.520.680.610.660.640.700.630.750.73
AMD0.521.000.430.420.500.450.430.640.470.66
AAPL0.680.431.000.500.540.550.570.500.610.59
META0.610.420.501.000.480.610.650.510.580.65
AVGO0.660.500.540.481.000.480.490.610.540.79
AMZN0.640.450.550.610.481.000.670.540.650.62
GOOG0.700.430.570.650.490.671.000.520.680.62
NVDA0.630.640.500.510.610.540.521.000.590.93
MSFT0.750.470.610.580.540.650.680.591.000.69
Portfolio0.730.660.590.650.790.620.620.930.691.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014