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latte
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 15%SPGP 10%SPHD 10%VIG 10%MOAT 10%JNJ 7%BRK-B 5%GOOG 5%AMZN 5%MSFT 5%AAPL 4%CPNG 4%DIVO 10%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

4%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5%

BRK-B
Berkshire Hathaway Inc.
Financial Services

5%

CPNG
Coupang, Inc.
Consumer Cyclical

4%

DIVO
Amplify CWP Enhanced Dividend Income ETF

10%

GOOG
Alphabet Inc.
Communication Services

5%

JNJ
Johnson & Johnson
Healthcare

7%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

10%

MSFT
Microsoft Corporation
Technology

5%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

15%

SPGP
Invesco S&P 500 GARP ETF
Large Cap Growth Equities

10%

SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
Volatility Hedged Equity, Dividend

10%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

10%

S&P 500

Performance

Performance Chart

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


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
26.00%
26.09%
latte
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 11, 2021, corresponding to the inception date of CPNG

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
latte4.16%-2.01%14.63%17.41%N/AN/A
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
DIVO
Amplify CWP Enhanced Dividend Income ETF
5.06%-1.57%12.49%10.20%11.17%N/A
JNJ
Johnson & Johnson
-5.63%-4.72%-2.55%-6.99%4.12%6.78%
SPGP
Invesco S&P 500 GARP ETF
2.45%-4.83%12.76%18.59%14.34%14.31%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
2.98%-0.71%15.83%6.97%4.73%8.00%
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%14.05%12.31%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.26%10.85%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
-0.67%-4.80%15.67%15.17%13.28%12.42%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%20.31%19.33%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.48%25.77%
CPNG
Coupang, Inc.
35.95%25.27%24.70%40.73%N/AN/A
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%13.42%26.68%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.75%28.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.00%4.37%2.97%
2023-4.57%-2.07%6.62%4.23%

Expense Ratio

The latte features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.55%
0.50%1.00%1.50%2.00%0.48%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


latte
Sharpe ratio
The chart of Sharpe ratio for latte, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.001.62
Sortino ratio
The chart of Sortino ratio for latte, currently valued at 2.36, compared to the broader market-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for latte, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for latte, currently valued at 1.80, compared to the broader market0.002.004.006.008.001.80
Martin ratio
The chart of Martin ratio for latte, currently valued at 6.38, compared to the broader market0.0010.0020.0030.0040.006.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
DIVO
Amplify CWP Enhanced Dividend Income ETF
1.181.811.201.333.83
JNJ
Johnson & Johnson
-0.46-0.560.93-0.37-0.87
SPGP
Invesco S&P 500 GARP ETF
1.341.961.221.385.94
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
0.440.741.080.301.36
BRK-B
Berkshire Hathaway Inc.
2.063.001.352.257.79
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.384.44
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.101.631.191.003.00
GOOG
Alphabet Inc.
1.792.271.321.5710.21
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
CPNG
Coupang, Inc.
1.011.531.210.533.11
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
MSFT
Microsoft Corporation
1.792.571.312.107.69

Sharpe Ratio

The current latte Sharpe ratio is 1.62. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.62

The Sharpe ratio of latte 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.62
1.66
latte
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

latte granted a 2.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
latte2.11%2.10%2.07%1.80%2.12%2.34%2.26%1.77%1.62%1.75%1.57%1.62%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.59%4.67%4.76%4.79%4.85%8.16%5.27%3.83%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson
3.22%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
SPGP
Invesco S&P 500 GARP ETF
1.34%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%2.11%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.38%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%3.24%3.68%
BRK-B
Berkshire Hathaway 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%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.86%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
GOOG
Alphabet 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%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
CPNG
Coupang, 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%
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%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-5.46%
latte
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the latte. 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 latte was 19.13%, occurring on Sep 30, 2022. Recovery took 202 trading sessions.

The current latte drawdown is 3.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.13%Dec 30, 2021190Sep 30, 2022202Jul 24, 2023392
-9.49%Jul 31, 202364Oct 27, 202332Dec 13, 202396
-5.73%Sep 3, 202121Oct 4, 202121Nov 2, 202142
-3.99%Nov 17, 202110Dec 1, 20217Dec 10, 202117
-3.45%May 10, 20213May 12, 202116Jun 4, 202119

Volatility

Volatility Chart

The current latte volatility is 2.67%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.67%
3.15%
latte
Benchmark (^GSPC)
Portfolio components

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.

CPNGJNJAMZNGOOGBRK-BMSFTAAPLSPHDDIVOSCHDSPGPMOATVIG
CPNG1.000.070.400.300.210.300.330.190.270.290.380.410.33
JNJ0.071.000.110.190.420.220.240.470.470.460.310.320.47
AMZN0.400.111.000.700.340.700.630.310.470.430.580.660.55
GOOG0.300.190.701.000.430.740.680.340.520.480.610.660.59
BRK-B0.210.420.340.431.000.400.450.700.740.760.660.640.73
MSFT0.300.220.700.740.401.000.720.340.570.500.640.690.67
AAPL0.330.240.630.680.450.721.000.410.580.530.650.660.66
SPHD0.190.470.310.340.700.340.411.000.780.890.710.720.77
DIVO0.270.470.470.520.740.570.580.781.000.890.820.780.91
SCHD0.290.460.430.480.760.500.530.890.891.000.860.840.92
SPGP0.380.310.580.610.660.640.650.710.820.861.000.900.90
MOAT0.410.320.660.660.640.690.660.720.780.840.901.000.88
VIG0.330.470.550.590.730.670.660.770.910.920.900.881.00