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TEST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TWTR 70%AAPL 20%AMZN 10%EquityEquity
PositionCategory/SectorWeight
TWTR
Twitter Inc
Communication Services

70%

AAPL
Apple Inc.
Technology

20%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

S&P 500

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


140.00%160.00%180.00%200.00%220.00%OctoberNovemberDecember2024FebruaryMarch
216.39%
200.74%
TEST
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
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%
AAPL
Apple Inc.
-10.82%-6.11%0.72%7.23%30.32%26.13%
AMZN
Amazon.com, Inc.
18.72%3.94%43.18%79.93%15.19%26.82%
TWTR
Twitter Inc
0.00%0.00%0.00%0.00%10.33%1.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.79
TEST
0.86
AAPL
Apple Inc.
0.50
AMZN
Amazon.com, Inc.
0.27
TWTR
Twitter Inc
1.00

Sharpe Ratio

The current TEST Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.86

The Sharpe ratio of TEST 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 Ratio0.400.600.801.001.201.401.601.80Sat 30Mon 02Wed 04Fri 06Oct 08Tue 10Thu 12Sat 14Mon 16Wed 18Fri 20Oct 22Tue 24Thu 26
0.86
0.48
TEST
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TEST granted a 0.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
TEST0.11%0.10%0.14%0.10%0.12%0.21%0.36%0.29%0.39%0.39%0.33%0.42%
AAPL
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%
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.56%
0
TEST
Benchmark (^GSPC)
Portfolio components

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, 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 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.63%
2.80%
TEST
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.

TWTRAAPLAMZN
TWTR1.000.320.33
AAPL0.321.000.55
AMZN0.330.551.00