PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
123123123
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 10%GOOGL 10%MC.PA 10%TXN 10%ATD.TO 10%CSU.TO 10%CPRT 10%LEN 10%ODFL 10%TFII.TO 10%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

10%

GOOGL
Alphabet Inc.
Communication Services

10%

MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical

10%

TXN
Texas Instruments Incorporated
Technology

10%

ATD.TO
Alimentation Couche-Tard Inc.
Consumer Cyclical

10%

CSU.TO
Constellation Software Inc.
Technology

10%

CPRT
Copart, Inc.
Industrials

10%

LEN
Lennar Corporation
Consumer Cyclical

10%

ODFL
Old Dominion Freight Line, Inc.
Industrials

10%

TFII.TO
TFI International Inc.
Industrials

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 123123123, 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


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2024FebruaryMarchApril
3,021.85%
306.04%
123123123
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2006, corresponding to the inception date of CSU.TO

Returns By Period

As of Apr 13, 2024, the 123123123 returned 6.95% Year-To-Date and 23.68% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
1231231236.95%-1.35%20.74%27.36%25.81%23.55%
MSFT
Microsoft Corporation
12.40%-0.78%29.23%48.66%28.83%27.81%
GOOGL
Alphabet Inc.
12.91%10.22%14.83%44.88%20.25%18.31%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.69%-12.46%20.70%-14.01%17.70%18.12%
TXN
Texas Instruments Incorporated
-1.65%-2.81%10.76%-4.08%10.41%16.59%
ATD.TO
Alimentation Couche-Tard Inc.
-6.85%-10.03%0.97%8.59%12.95%15.15%
CSU.TO
Constellation Software Inc.
4.86%-6.18%25.67%31.11%26.19%28.40%
CPRT
Copart, Inc.
13.02%-1.84%21.05%43.62%26.96%27.76%
LEN
Lennar Corporation
7.63%4.61%46.77%54.27%26.34%15.88%
ODFL
Old Dominion Freight Line, Inc.
9.24%3.68%9.41%31.16%33.75%27.88%
TFII.TO
TFI International Inc.
14.96%3.52%29.16%34.26%38.35%23.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.73%6.34%2.85%
2023-4.39%-3.55%10.25%6.26%

Expense Ratio

The 123123123 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.


123123123
Sharpe ratio
The chart of Sharpe ratio for 123123123, currently valued at 1.79, compared to the broader market0.002.004.001.79
Sortino ratio
The chart of Sortino ratio for 123123123, currently valued at 2.52, compared to the broader market-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for 123123123, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for 123123123, currently valued at 2.47, compared to the broader market0.002.004.006.008.0010.0012.002.47
Martin ratio
The chart of Martin ratio for 123123123, currently valued at 9.91, compared to the broader market0.0010.0020.0030.0040.0050.009.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
2.253.111.392.609.54
GOOGL
Alphabet Inc.
1.852.351.341.6110.32
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-0.51-0.610.93-0.48-0.86
TXN
Texas Instruments Incorporated
-0.13-0.021.00-0.12-0.29
ATD.TO
Alimentation Couche-Tard Inc.
0.510.861.110.742.62
CSU.TO
Constellation Software Inc.
1.432.001.263.389.60
CPRT
Copart, Inc.
1.962.791.364.549.89
LEN
Lennar Corporation
1.582.101.292.045.57
ODFL
Old Dominion Freight Line, Inc.
0.901.371.171.403.48
TFII.TO
TFI International Inc.
1.051.561.231.473.67

Sharpe Ratio

The current 123123123 Sharpe ratio is 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.79

The Sharpe ratio of 123123123 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.79
2.15
123123123
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

123123123 granted a 0.84% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
1231231230.84%0.85%0.96%0.66%1.04%3.96%1.75%1.72%1.98%76.74%2.99%3.91%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet 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%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.60%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%
TXN
Texas Instruments Incorporated
3.05%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
ATD.TO
Alimentation Couche-Tard Inc.
0.84%0.76%0.79%0.70%0.69%0.21%0.07%0.07%0.06%0.05%0.03%0.00%
CSU.TO
Constellation Software Inc.
0.11%0.12%0.19%0.25%2.84%31.30%7.53%8.63%10.78%756.98%19.05%29.24%
CPRT
Copart, 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%
LEN
Lennar Corporation
1.02%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
ODFL
Old Dominion Freight Line, Inc.
0.39%0.39%0.42%0.22%0.31%0.36%0.42%0.30%0.00%0.00%0.00%0.00%
TFII.TO
TFI International Inc.
0.70%0.80%0.86%0.68%1.63%2.24%2.46%2.37%2.01%2.88%2.04%2.12%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-2.49%
123123123
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 123123123. 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 123123123 was 51.33%, occurring on Nov 20, 2008. Recovery took 279 trading sessions.

The current 123123123 drawdown is 3.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.33%Jul 17, 2007350Nov 20, 2008279Dec 21, 2009629
-35.38%Feb 20, 202023Mar 23, 202074Jul 6, 202097
-27.89%Dec 30, 2021120Jun 16, 2022213Apr 13, 2023333
-22.18%Jul 26, 201150Oct 3, 201170Jan 10, 2012120
-21.46%Aug 30, 201883Dec 24, 201868Apr 1, 2019151

Volatility

Volatility Chart

The current 123123123 volatility is 4.05%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.05%
3.24%
123123123
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.

ATD.TOCSU.TOMC.PATFII.TOLENODFLGOOGLCPRTMSFTTXN
ATD.TO1.000.290.270.260.240.230.260.240.260.25
CSU.TO0.291.000.290.300.240.250.300.300.310.31
MC.PA0.270.291.000.340.280.290.310.330.330.35
TFII.TO0.260.300.341.000.300.370.280.320.290.33
LEN0.240.240.280.301.000.400.350.420.360.40
ODFL0.230.250.290.370.401.000.400.480.410.46
GOOGL0.260.300.310.280.350.401.000.430.590.50
CPRT0.240.300.330.320.420.480.431.000.450.46
MSFT0.260.310.330.290.360.410.590.451.000.54
TXN0.250.310.350.330.400.460.500.460.541.00