PortfoliosLab logo

Steve

Last updated May 27, 2023

Asset Allocation


JPM 25%UNH 25%STEM 25%TSLA 25%EquityEquity

Performance

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


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-13.81%
3.08%
Steve
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Steve returned 2.36% Year-To-Date and 18.12% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%7.87%7.87%
Steve7.82%2.36%-11.26%-0.81%18.12%18.12%
JPM
JPMorgan Chase & Co.
-0.94%3.68%3.49%7.81%15.03%15.03%
UNH
UnitedHealth Group Incorporated
-2.15%-8.85%-8.93%-3.77%18.01%18.01%
STEM
Stem, Inc.
16.55%-44.85%-61.99%-44.36%-22.71%-22.71%
TSLA
Tesla, Inc.
17.56%56.82%5.60%-23.71%12.44%12.44%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

UNHSTEMTSLAJPM
UNH1.000.100.110.35
STEM0.101.000.440.29
TSLA0.110.441.000.29
JPM0.350.290.291.00

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 Steve Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.20
0.27
Steve
Benchmark (^GSPC)
Portfolio components

Dividend yield

Steve granted a 1.51% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Steve1.51%1.06%0.90%1.12%1.03%1.10%0.91%1.05%1.23%1.18%1.16%1.31%
JPM
JPMorgan Chase & Co.
4.38%3.03%2.45%3.04%2.63%2.91%2.24%2.56%3.14%3.16%3.03%3.50%
UNH
UnitedHealth Group Incorporated
1.67%1.21%1.13%1.42%1.48%1.48%1.41%1.63%1.78%1.58%1.61%1.73%
STEM
Stem, 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%
TSLA
Tesla, 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%

Expense Ratio

The Steve 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

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
JPM
JPMorgan Chase & Co.
0.41
UNH
UnitedHealth Group Incorporated
-0.09
STEM
Stem, Inc.
-0.38
TSLA
Tesla, Inc.
-0.19

Drawdowns Chart

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


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-31.49%
-12.32%
Steve
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Steve. 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 Steve is 42.39%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.39%Nov 5, 2021154Jun 16, 2022
-26.65%Feb 18, 202160May 13, 2021116Oct 27, 2021176
-13.79%Jan 13, 202110Jan 27, 20218Feb 8, 202118
-6.3%Oct 15, 202012Oct 30, 20203Nov 4, 202015
-5.18%Feb 10, 20212Feb 11, 20212Feb 16, 20214

Volatility Chart

The current Steve volatility is 9.35%, 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%4.00%6.00%8.00%10.00%12.00%December2023FebruaryMarchAprilMay
9.35%
3.82%
Steve
Benchmark (^GSPC)
Portfolio components