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Basic Bitch Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Basic Bitch Portfolio

Last updated Nov 15, 2024

Asset Allocation

LULU 10%SBUX 10%ETSY 10%AMZN 10%CELH 10%TSLA 10%AAPL 10%DECK 10%LVMUY 10%NVDA 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
10%
AMZN
Amazon.com, Inc.		Consumer Cyclical
10%
CELH
Celsius Holdings, Inc.		Consumer Defensive
10%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
10%
ETSY
Etsy, Inc.		Consumer Cyclical
10%
LULU
Lululemon Athletica Inc.		Consumer Cyclical
10%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		Consumer Cyclical
10%
NVDA
NVIDIA Corporation		Technology
10%
SBUX
Starbucks Corporation		Consumer Cyclical
10%
TSLA
Tesla, Inc.		Consumer Cyclical
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Basic Bitch Portfolio, 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%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.87%
12.31%
Basic Bitch Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 16, 2015, corresponding to the inception date of ETSY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Basic Bitch Portfolio15.26%6.15%4.87%21.03%44.08%N/A
Portfolio components:
LULU
Lululemon Athletica Inc.		-35.41%14.88%-2.37%-23.58%8.89%22.26%
SBUX
Starbucks Corporation		4.75%3.77%31.80%-5.15%5.32%11.81%
ETSY
Etsy, Inc.		-37.03%-0.53%-20.36%-28.85%3.98%N/A
AMZN
Amazon.com, Inc.		39.19%12.68%15.17%47.68%19.48%29.40%
CELH
Celsius Holdings, Inc.		-50.61%-21.17%-70.91%-47.80%83.99%67.48%
TSLA
Tesla, Inc.		25.23%41.72%77.98%28.14%67.81%33.87%
AAPL
Apple Inc		19.12%-2.30%20.49%21.98%28.84%24.61%
DECK
Deckers Outdoor Corporation		58.75%9.27%19.82%67.82%44.76%27.66%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-23.81%-4.52%-28.01%-19.95%8.31%16.88%
NVDA
NVIDIA Corporation		196.42%11.52%55.56%200.29%96.16%77.78%

Monthly Returns

The table below presents the monthly returns of Basic Bitch Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.76%15.89%-0.46%-5.05%4.83%-1.13%-1.92%-0.96%3.00%-1.23%15.26%
202315.28%0.65%7.67%0.27%5.02%11.86%3.75%-1.07%-7.59%-2.23%11.44%4.92%59.54%
2022-14.90%-1.94%2.12%-14.72%-1.31%-7.73%23.74%-1.94%-8.17%3.15%14.02%-10.27%-22.18%
20211.30%2.41%-3.09%8.64%-1.25%11.24%0.76%5.48%-3.00%13.47%3.31%-4.83%38.01%
20209.85%-0.07%-16.39%24.34%21.34%15.40%12.57%21.44%-2.76%-2.58%20.73%13.62%183.89%
20199.05%5.46%5.62%2.51%-9.18%11.53%4.44%-6.53%0.16%5.17%8.59%6.44%49.92%
20187.47%4.11%-3.24%7.26%4.23%5.10%-0.37%11.58%-0.91%-6.22%0.53%-7.71%21.92%
20179.92%-0.16%3.03%3.08%10.64%2.42%-1.38%5.77%3.79%3.38%1.30%5.03%57.31%
2016-2.57%0.61%10.08%0.04%3.23%0.62%7.83%2.77%0.33%-3.04%5.74%4.64%33.73%
20155.33%-1.60%3.30%6.92%-9.56%-1.40%1.40%-2.25%0.74%1.92%

Expense Ratio

Basic Bitch Portfolio 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

Risk-Adjusted Performance Rank

The current rank of Basic Bitch Portfolio is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Basic Bitch Portfolio is 88
Combined Rank
The Sharpe Ratio Rank of Basic Bitch Portfolio is 77Sharpe Ratio Rank
The Sortino Ratio Rank of Basic Bitch Portfolio is 77Sortino Ratio Rank
The Omega Ratio Rank of Basic Bitch Portfolio is 77Omega Ratio Rank
The Calmar Ratio Rank of Basic Bitch Portfolio is 1414Calmar Ratio Rank
The Martin Ratio Rank of Basic Bitch Portfolio is 77Martin 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.

Basic Bitch Portfolio
Sharpe ratio
The chart of Sharpe ratio for Basic Bitch Portfolio, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Sortino ratio
The chart of Sortino ratio for Basic Bitch Portfolio, currently valued at 1.49, compared to the broader market-2.000.002.004.006.001.49
Omega ratio
The chart of Omega ratio for Basic Bitch Portfolio, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.802.001.17
Calmar ratio
The chart of Calmar ratio for Basic Bitch Portfolio, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.22
Martin ratio
The chart of Martin ratio for Basic Bitch Portfolio, currently valued at 3.49, compared to the broader market0.0010.0020.0030.0040.0050.003.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LULU
Lululemon Athletica Inc.		-0.67-0.740.90-0.43-0.69
SBUX
Starbucks Corporation		-0.140.061.01-0.13-0.29
ETSY
Etsy, Inc.		-0.67-0.780.90-0.34-1.02
AMZN
Amazon.com, Inc.		1.782.451.322.038.12
CELH
Celsius Holdings, Inc.		-0.79-1.110.87-0.66-1.19
TSLA
Tesla, Inc.		0.461.151.140.431.23
AAPL
Apple Inc		0.981.541.191.323.11
DECK
Deckers Outdoor Corporation		1.752.661.332.946.43
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-0.66-0.850.90-0.52-1.14
NVDA
NVIDIA Corporation		3.873.901.517.4123.35

Sharpe Ratio

The current Basic Bitch Portfolio Sharpe ratio is 0.97. 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 1.86 to 2.74, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Basic Bitch Portfolio 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.97
2.66
Basic Bitch Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Basic Bitch Portfolio provided a 0.51% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.51%0.44%0.46%0.31%0.39%0.45%0.65%0.52%0.60%1.69%0.58%0.62%
Portfolio components:
LULU
Lululemon Athletica 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%
SBUX
Starbucks Corporation		2.35%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
ETSY
Etsy, 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%
CELH
Celsius 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%
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
DECK
Deckers Outdoor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		2.29%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%2.17%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.59%
-0.87%
Basic Bitch Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Basic Bitch Portfolio. 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 Basic Bitch Portfolio was 42.93%, occurring on Jun 16, 2022. Recovery took 247 trading sessions.

The current Basic Bitch Portfolio drawdown is 1.59%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.93%Nov 8, 2021153Jun 16, 2022247Jun 12, 2023400
-38.77%Feb 20, 202020Mar 18, 202042May 18, 202062
-21.29%Jul 31, 2015133Feb 9, 201681Jun 6, 2016214
-21.11%Sep 28, 201860Dec 24, 201855Mar 15, 2019115
-17.26%Mar 14, 2024101Aug 7, 202467Nov 11, 2024168

Volatility

Volatility Chart

The current Basic Bitch Portfolio volatility is 5.99%, 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%12.00%JuneJulyAugustSeptemberOctoberNovember
5.99%
3.81%
Basic Bitch Portfolio
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.
CELHTSLADECKETSYLVMUYSBUXLULUNVDAAAPLAMZN
CELH1.000.230.230.230.200.210.220.260.230.25
TSLA0.231.000.270.310.280.280.300.420.410.40
DECK0.230.271.000.320.340.360.480.330.310.33
ETSY0.230.310.321.000.280.280.400.370.360.44
LVMUY0.200.280.340.281.000.420.370.360.420.40
SBUX0.210.280.360.280.421.000.400.320.410.41
LULU0.220.300.480.400.370.401.000.390.390.40
NVDA0.260.420.330.370.360.320.391.000.530.54
AAPL0.230.410.310.360.420.410.390.531.000.57
AMZN0.250.400.330.440.400.410.400.540.571.00
The correlation results are calculated based on daily price changes starting from Apr 17, 2015