TEST
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Twitter Inc | Communication Services | 70% |
Apple Inc. | Technology | 20% |
Amazon.com, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TEST, 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
The earliest data available for this chart is May 15, 1997, corresponding to the inception date of AMZN
Returns By Period
As of Mar 29, 2024, the TEST returned -0.42% Year-To-Date and 11.74% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 10.16% | 3.47% | 22.20% | 30.45% | 13.16% | 10.89% |
TEST | -0.42% | -0.83% | 4.23% | 8.53% | 17.32% | 11.74% |
Portfolio components: | ||||||
Apple Inc. | -10.82% | -6.11% | 0.72% | 7.23% | 30.32% | 26.13% |
Amazon.com, Inc. | 18.72% | 3.94% | 43.18% | 79.93% | 15.19% | 26.82% |
Twitter Inc | 0.00% | 0.00% | 0.00% | 0.00% | 10.33% | 1.42% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.63% | 1.03% | ||||||||||
2023 | -0.53% | -2.59% | 0.42% | 3.29% | 0.76% |
Expense Ratio
The TEST 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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
S&P 500 | 2.79 | ||||
0.86 | |||||
Portfolio components: | |||||
Apple Inc. | 0.50 | ||||
Amazon.com, Inc. | 0.27 | ||||
Twitter Inc | 1.00 |
Dividends
Dividend yield
TEST granted a 0.11% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TEST | 0.11% | 0.10% | 0.14% | 0.10% | 0.12% | 0.21% | 0.36% | 0.29% | 0.39% | 0.39% | 0.33% | 0.42% |
Portfolio components: | ||||||||||||
Apple Inc. | 0.56% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
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.
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 11.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-63.25% | Dec 27, 2013 | 535 | Feb 11, 2016 | 582 | Jun 5, 2018 | 1117 |
-44.13% | Mar 2, 2021 | 343 | Jul 11, 2022 | — | — | — |
-37.03% | Feb 21, 2020 | 19 | Mar 18, 2020 | 77 | Jul 8, 2020 | 96 |
-34.61% | Jun 15, 2018 | 133 | Dec 24, 2018 | 147 | Jul 26, 2019 | 280 |
-22.57% | Sep 9, 2019 | 37 | Oct 29, 2019 | 68 | Feb 6, 2020 | 105 |
Volatility
Volatility Chart
The current TEST volatility is 1.63%, 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.
Diversification
Asset Correlations Table
TWTR | AAPL | AMZN | |
---|---|---|---|
TWTR | 1.00 | 0.32 | 0.33 |
AAPL | 0.32 | 1.00 | 0.55 |
AMZN | 0.33 | 0.55 | 1.00 |