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TEST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TWTR 70%AAPL 20%AMZN 10%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
20%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
TWTR
Twitter Inc
Communication Services
70%

Performance

Performance Chart


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The earliest data available for this chart is May 15, 1997, corresponding to the inception date of AMZN

Returns By Period

As of May 11, 2025, the TEST returned -5.47% Year-To-Date and 11.95% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.64%8.97%-2.62%11.90%15.76%10.69%
TEST-3.58%2.47%-0.72%4.93%17.66%12.24%
AAPL
Apple Inc
-15.62%6.52%-5.77%15.69%23.14%22.08%
AMZN
Amazon.com, Inc.
-4.90%12.86%0.87%11.29%12.05%25.72%
TWTR
Twitter Inc
0.00%0.00%0.00%0.00%13.86%3.78%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.32%-0.67%-2.57%-1.18%1.14%-3.58%
2024-0.63%1.06%-0.75%-0.43%2.66%3.06%0.76%0.24%0.74%-0.62%2.17%1.75%10.38%
20234.49%-0.52%3.56%0.80%2.42%2.83%0.52%-0.53%-2.59%0.42%3.29%0.76%16.32%
2022-10.55%-4.47%7.89%14.47%-16.01%-6.55%14.35%-6.01%5.02%17.17%-1.03%-3.10%5.07%
2021-4.95%34.11%-13.50%-6.49%1.25%15.43%1.94%-3.93%-6.32%-6.55%-9.16%0.17%-6.00%
20202.89%-1.49%-19.63%17.56%7.07%1.68%20.30%13.21%3.87%-6.49%11.02%14.09%74.67%
201914.29%-5.56%7.58%16.90%-9.29%-0.17%16.29%-0.12%-1.34%-16.46%4.17%5.23%28.99%
20187.44%18.16%-7.97%3.67%13.22%18.91%-17.75%13.21%-12.19%12.63%-9.92%-9.32%22.65%
20177.60%-4.53%-1.77%7.60%10.00%-3.09%-6.15%5.70%-1.74%18.98%0.86%11.50%50.95%
2016-22.22%4.57%-2.35%-9.88%5.35%6.66%1.30%11.15%16.27%-15.94%0.87%-6.69%-16.70%
20155.89%22.29%2.20%-14.18%-2.47%-1.07%-8.58%-8.82%-2.34%7.81%-6.86%-7.68%-17.30%
2014-2.13%-9.79%-10.72%-10.46%-8.67%16.79%7.41%9.48%1.92%-12.77%4.22%-11.46%-27.37%

Expense Ratio

TEST 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 TEST is 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TEST is 1616
Overall Rank
The Sharpe Ratio Rank of TEST is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TEST is 1515
Sortino Ratio Rank
The Omega Ratio Rank of TEST is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TEST is 1717
Calmar Ratio Rank
The Martin Ratio Rank of TEST is 1616
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
AAPL
Apple Inc
0.480.911.130.481.63
AMZN
Amazon.com, Inc.
0.330.691.090.360.95
TWTR
Twitter Inc
0.00

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

TEST Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.57
  • 5-Year: 0.60
  • 10-Year: 0.35
  • All Time: 0.31

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of TEST compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

TEST provided a 0.10% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.10%0.08%0.10%0.14%0.10%0.12%0.21%0.36%0.29%0.39%0.39%0.33%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
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%
TWTR
Twitter 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TEST. 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 TEST was 63.25%, occurring on Feb 11, 2016. Recovery took 582 trading sessions.

The current TEST drawdown is 7.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.25%Dec 27, 2013535Feb 11, 2016582Jun 5, 20181117
-44.13%Mar 2, 2021343Jul 11, 2022
-37.03%Feb 21, 202019Mar 18, 202077Jul 8, 202096
-34.61%Jun 15, 2018133Dec 24, 2018147Jul 26, 2019280
-22.57%Sep 9, 201937Oct 29, 201968Feb 6, 2020105

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 1.85, 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.

^GSPCTWTRAMZNAAPLPortfolio
^GSPC1.000.350.640.670.52
TWTR0.351.000.310.300.94
AMZN0.640.311.000.540.50
AAPL0.670.300.541.000.52
Portfolio0.520.940.500.521.00
The correlation results are calculated based on daily price changes starting from Nov 8, 2013