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TEST

Last updated Mar 21, 2023

Expense Ratio

0.00%

Dividend Yield

0.14%

Asset Allocation


TWTR 70%AAPL 20%AMZN 10%EquityEquity

Performance

The chart shows the growth of $10,000 invested in TEST in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,883 for a total return of roughly 188.83%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
20.34%
7.42%
TEST
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the TEST returned 5.74% Year-To-Date and 12.02% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.79%9.13%
TEST0.62%5.74%20.50%24.32%18.10%12.02%
AAPL
Apple Inc.
3.18%21.33%4.78%-3.43%30.44%27.62%
AMZN
Amazon.com, Inc.
0.52%16.32%-20.90%-39.40%4.26%20.44%
TWTR
Twitter, Inc.
0.00%0.00%29.55%42.18%11.38%1.93%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current TEST Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00NovemberDecember2023FebruaryMarch
0.68
-0.45
TEST
Benchmark (^GSPC)
Portfolio components

Dividends

TEST granted a 0.14% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.14%0.14%0.10%0.12%0.21%0.37%0.31%0.41%0.42%0.37%0.48%0.23%

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-19.27%
-17.62%
TEST
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the TEST. 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 TEST is 63.25%, recorded on Feb 11, 2016. It took 582 trading sessions for the portfolio to recover.


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
-19.64%Oct 30, 20202Nov 2, 202029Dec 14, 202031
-13.98%Dec 21, 202018Jan 15, 202113Feb 4, 202131
-12.71%Sep 3, 20203Sep 8, 202017Oct 1, 202020
-8.6%Nov 15, 20137Nov 25, 20136Dec 4, 201313
-5.57%Oct 13, 20205Oct 19, 20202Oct 21, 20207

Volatility Chart

Current TEST volatility is 20.39%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2023FebruaryMarch
6.99%
20.82%
TEST
Benchmark (^GSPC)
Portfolio components