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medical+++

Last updated Sep 21, 2023

BNTX MRNA BABA ZIM KC DIDIY

Asset Allocation


BNTX 37%MRNA 21%ZIM 14%DIDI 14%BABA 8%KC 6%EquityEquity
PositionCategory/SectorWeight
BNTX
BioNTech SE
Healthcare37%
MRNA
Moderna, Inc.
Healthcare21%
ZIM
ZIM Integrated Shipping Services Ltd.
Industrials14%
DIDI
DiDi Global Inc.
Technology14%
BABA
Alibaba Group Holding Limited
Consumer Cyclical8%
KC
Kingsoft Cloud Holdings Limited
Technology6%

Performance

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


-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-17.37%
11.49%
medical+++
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%1.16%N/A
medical+++-6.10%-16.59%-17.15%-5.61%-26.46%N/A
BNTX
BioNTech SE
-7.59%-18.75%-27.70%-18.62%-27.97%N/A
MRNA
Moderna, Inc.
-6.80%-30.13%-42.36%-20.18%-29.15%N/A
ZIM
ZIM Integrated Shipping Services Ltd.
-9.43%-34.38%-8.58%-38.35%-19.19%N/A
DIDI
DiDi Global Inc.
0.00%0.00%0.00%0.00%-54.21%N/A
BABA
Alibaba Group Holding Limited
-3.20%2.50%-2.67%-0.07%-35.63%N/A
KC
Kingsoft Cloud Holdings Limited
-7.75%-8.99%24.28%136.82%-58.97%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

DIDIZIMBNTXMRNABABAKC
DIDI1.000.080.110.090.330.31
ZIM0.081.000.250.250.250.29
BNTX0.110.251.000.780.240.31
MRNA0.090.250.781.000.250.33
BABA0.330.250.240.251.000.65
KC0.310.290.310.330.651.00

Sharpe Ratio

The current medical+++ Sharpe ratio is -0.21. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.21

The Sharpe ratio of medical+++ is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60Mar 26Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21May 28Jun 04Jun 11
-0.24
0.59
medical+++
Benchmark (^GSPC)
Portfolio components

Dividend yield

medical+++ granted a 11.45% dividend yield in the last twelve months.


TTM20222021
medical+++11.45%31.37%2.38%
BNTX
BioNTech SE
0.00%1.41%0.00%
MRNA
Moderna, Inc.
0.00%0.00%0.00%
ZIM
ZIM Integrated Shipping Services Ltd.
81.80%220.36%17.02%
DIDI
DiDi Global Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.00%0.00%0.00%
KC
Kingsoft Cloud Holdings Limited
0.00%0.00%0.00%

Expense Ratio

The medical+++ 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
BNTX
BioNTech SE
-0.63
MRNA
Moderna, Inc.
-0.48
ZIM
ZIM Integrated Shipping Services Ltd.
-0.62
DIDI
DiDi Global Inc.
N/A
BABA
Alibaba Group Holding Limited
-0.04
KC
Kingsoft Cloud Holdings Limited
1.23

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-66.82%
-8.22%
medical+++
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the medical+++. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the medical+++ is 67.76%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.76%Aug 10, 2021303Oct 20, 2022
-10.88%Jul 2, 20214Jul 8, 20217Jul 19, 202111
-3.91%Jul 23, 20213Jul 27, 20211Jul 28, 20214
-3.58%Aug 5, 20212Aug 6, 20211Aug 9, 20213
-0.33%Jun 30, 20211Jun 30, 20211Jul 1, 20212

Volatility Chart

The current medical+++ volatility is 6.21%, 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%AprilMayJuneJulyAugustSeptember
6.21%
3.47%
medical+++
Benchmark (^GSPC)
Portfolio components