PortfoliosLab logo

Solid Stocks

Last updated May 27, 2023

Asset Allocation


AAPL 2.17%ABNB 2.17%ADBE 2.17%AMD 2.17%AMZN 2.17%ARKK 2.17%CRM 2.17%CRNC 2.17%CRWD 2.17%DDOG 2.17%ETSY 2.17%FUBO 2.17%FVRR 2.17%GOOG 2.17%HUBS 2.17%INTU 2.17%MA 2.17%MELI 2.17%META 2.17%MSFT 2.17%NET 2.17%NFLX 2.17%NOW 2.17%NVDA 2.17%OKTA 2.17%ONEQ 2.17%PANW 2.17%PAYC 2.17%PYPL 2.17%ROKU 2.17%SE 2.17%SHOP 2.17%SNOW 2.17%SQ 2.17%TDOC 2.17%TSLA 2.17%TTD 2.17%TWLO 2.17%TWTR 2.17%UPST 2.17%VGT 2.17%VOO 2.17%VTI 2.17%W 2.17%ZM 2.17%ZS 2.17%EquityEquity

Performance

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


-10.00%0.00%10.00%20.00%30.00%December2023FebruaryMarchAprilMay
25.50%
6.09%
Solid Stocks
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Solid Stocks returned 32.67% Year-To-Date and -8.64% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.70%9.53%4.45%1.14%6.00%6.00%
Solid Stocks10.16%32.67%23.38%7.13%-8.64%-8.64%
AAPL
Apple Inc.
4.31%35.41%18.79%17.93%16.81%16.81%
ABNB
Airbnb, Inc.
-7.32%24.92%9.36%-11.36%-7.72%-7.72%
ADBE
Adobe Inc
11.84%23.43%24.26%-3.00%-6.25%-6.25%
AMD
Advanced Micro Devices, Inc.
45.28%96.12%69.06%24.22%12.73%12.73%
AMZN
Amazon.com, Inc.
9.37%42.99%28.58%4.31%-10.58%-10.58%
ARKK
ARK Innovation ETF
9.52%25.16%8.61%-13.90%-37.07%-37.07%
CRM
salesforce.com, inc.
9.95%62.49%40.49%30.49%-1.09%-1.09%
CRNC
Cerence Inc.
6.85%47.33%67.90%-14.85%-38.18%-38.18%
CRWD
CrowdStrike Holdings, Inc.
22.27%46.38%10.05%-7.61%-4.80%-4.80%
DDOG
Datadog, Inc.
32.69%26.75%24.48%-5.01%-3.74%-3.74%
ETSY
Etsy, Inc.
-14.89%-28.59%-28.91%4.11%-24.49%-24.49%
FUBO
fuboTV Inc.
47.71%-7.47%-40.37%-54.13%-68.52%-68.52%
FVRR
Fiverr International Ltd.
-24.91%-9.81%-25.11%-38.81%-56.98%-56.98%
GOOG
Alphabet Inc.
15.74%41.36%28.51%11.20%15.60%15.60%
HUBS
HubSpot, Inc.
15.64%71.62%71.00%40.79%11.30%11.30%
INTU
Intuit Inc.
-2.50%7.91%7.02%-0.23%6.35%6.35%
MA
Mastercard Inc
0.19%8.01%6.91%5.30%5.75%5.75%
MELI
MercadoLibre, Inc.
3.00%51.52%34.75%58.02%-9.08%-9.08%
META
Meta Platforms, Inc.
9.84%117.75%135.20%34.29%-1.84%-1.84%
MSFT
Microsoft Corporation
9.44%39.46%35.14%23.01%20.87%20.87%
NET
2.62%35.24%32.05%3.79%-11.06%-11.06%
NFLX
16.27%28.49%32.69%94.11%-12.32%-12.32%
NOW
18.29%38.42%31.99%12.84%0.38%0.38%
NVDA
43.05%166.54%139.47%107.23%55.28%55.28%
OKTA
25.80%28.93%75.88%2.37%-34.90%-34.90%
ONEQ
7.08%24.63%15.95%8.48%2.90%2.90%
PANW
14.36%51.71%22.53%25.32%33.35%33.35%
PAYC
-2.75%-9.46%-14.11%-4.53%-15.66%-15.66%
PYPL
-18.92%-15.45%-24.80%-29.33%-41.23%-41.23%
ROKU
-1.68%37.71%-0.05%-41.90%-51.23%-51.23%
SE
-19.55%15.55%10.68%-27.44%-37.58%-37.58%
SHOP
24.52%70.73%61.08%60.58%-21.15%-21.15%
SNOW
0.83%4.51%3.66%15.47%-27.49%-27.49%
SQ
-2.61%-6.11%-6.91%-34.82%-41.18%-41.18%
TDOC
-17.26%-4.10%-17.83%-36.59%-58.50%-58.50%
TSLA
20.59%56.82%5.64%-23.71%-3.97%-3.97%
TTD
5.37%50.95%37.01%28.92%-11.90%-11.90%
TWLO
13.89%22.75%23.76%-44.54%-51.37%-51.37%
TWTR
0.00%0.00%0.00%33.68%1.31%1.31%
UPST
71.87%88.12%34.29%-50.59%9.32%9.32%
VGT
10.03%31.30%22.92%15.98%9.84%9.84%
VOO
1.86%10.28%5.28%2.84%7.64%7.64%
VTI
1.88%9.42%4.30%1.86%5.53%5.53%
W
-0.16%10.73%13.74%-38.31%-54.78%-54.78%
ZM
8.13%-2.17%-12.11%-39.98%-51.87%-51.87%
ZS
39.82%16.73%-5.86%-18.36%-12.97%-12.97%

Asset Correlations Table

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

TWTRMAUPSTFUBOCRNCTSLAABNBWPANWNFLXMETAAAPLGOOGETSYAMDSEMSFTCRWDROKUSNOWFVRRZMAMZNTDOCDDOGMELIOKTACRMNVDAHUBSPYPLINTUADBEZSNETPAYCTWLOVOOSHOPTTDSQNOWVTIVGTARKKONEQ
TWTR1.000.340.310.300.310.300.330.320.330.370.420.330.340.370.360.430.350.370.450.330.420.430.340.420.340.440.430.410.380.390.480.380.390.370.400.420.460.370.450.460.510.400.400.430.490.44
MA0.341.000.300.270.350.370.430.330.380.450.490.550.570.330.440.390.560.350.360.330.350.370.490.360.390.470.380.510.490.390.520.580.550.350.390.490.400.710.440.420.460.520.690.670.450.64
UPST0.310.301.000.580.470.470.530.550.430.420.400.380.390.520.480.520.380.470.550.570.580.510.460.570.550.520.490.440.470.520.520.460.430.530.540.510.540.490.560.550.590.490.530.510.660.56
FUBO0.300.270.581.000.490.460.590.560.410.440.440.400.360.550.420.530.360.510.600.550.570.540.450.640.510.530.540.450.440.510.550.460.450.550.550.530.590.470.590.580.590.460.520.500.690.56
CRNC0.310.350.470.491.000.460.460.550.420.430.480.450.470.470.460.530.440.450.550.470.530.550.470.570.470.550.510.470.490.520.540.500.490.530.520.510.570.550.550.570.610.490.590.570.640.61
TSLA0.300.370.470.460.461.000.500.430.490.480.420.550.470.450.540.470.480.460.510.510.500.510.490.590.490.520.470.500.570.490.490.510.520.550.540.510.510.580.540.500.550.510.600.610.690.67
ABNB0.330.430.530.590.460.501.000.460.410.440.480.460.450.490.530.530.440.480.540.550.550.510.520.540.530.550.500.500.550.520.550.500.470.550.540.510.570.540.570.570.580.490.570.580.640.61
W0.320.330.550.560.550.430.461.000.440.520.460.450.440.650.490.570.410.510.600.560.610.590.550.640.550.550.550.490.500.560.570.490.480.550.590.530.590.540.640.620.610.530.580.560.690.61
PANW0.330.380.430.410.420.490.410.441.000.470.420.500.500.520.480.520.560.680.500.560.510.490.510.500.620.550.610.590.550.600.530.580.560.710.610.620.590.560.590.570.540.660.580.640.610.63
NFLX0.370.450.420.440.430.480.440.520.471.000.620.540.540.520.490.520.530.500.540.520.510.540.600.550.500.550.550.580.550.520.590.600.600.530.560.550.550.580.600.570.570.610.580.620.620.65
META0.420.490.400.440.480.420.480.460.420.621.000.590.690.470.570.490.620.440.550.470.500.530.620.530.450.560.490.590.600.480.630.590.660.460.500.530.540.680.560.590.570.580.680.700.610.74
AAPL0.330.550.380.400.450.550.460.450.500.540.591.000.710.450.600.460.760.470.470.470.420.500.680.510.500.540.470.600.640.470.580.650.690.530.530.580.470.800.530.540.540.610.780.860.590.84
GOOG0.340.570.390.360.470.470.450.440.500.540.690.711.000.460.610.490.780.480.500.490.460.510.720.500.510.540.500.630.640.510.600.690.710.530.530.580.510.780.550.570.570.600.760.790.580.82
ETSY0.370.330.520.550.470.450.490.650.520.520.470.450.461.000.540.600.450.590.620.600.670.630.570.600.590.630.610.530.540.630.590.570.570.650.660.630.630.530.660.660.670.610.570.590.710.64
AMD0.360.440.480.420.460.540.530.490.480.490.570.600.610.541.000.520.640.520.520.550.540.550.600.530.550.560.560.590.830.570.560.620.650.560.580.550.560.670.600.610.610.610.680.780.650.77
SE0.430.390.520.530.530.470.530.570.520.520.490.460.490.600.521.000.480.600.650.610.680.650.540.640.610.650.620.580.550.630.630.550.540.630.640.610.700.540.690.630.700.640.580.610.750.65
MSFT0.350.560.380.360.440.480.440.410.560.530.620.760.780.450.640.481.000.530.450.530.440.520.700.490.600.550.550.690.700.570.580.740.770.580.590.650.530.800.550.590.560.710.780.880.580.85
CRWD0.370.350.470.510.450.460.480.510.680.500.440.470.480.590.520.600.531.000.600.650.620.600.570.630.740.600.720.620.590.710.600.580.590.820.730.690.720.520.650.660.630.700.560.640.710.64
ROKU0.450.360.550.600.550.510.540.600.500.540.550.470.500.620.520.650.450.601.000.580.700.680.550.710.580.640.650.530.530.620.670.530.520.620.630.600.740.540.710.710.700.580.580.590.820.65
SNOW0.330.330.570.550.470.510.550.560.560.520.470.470.490.600.550.610.530.650.581.000.650.630.610.630.770.600.680.610.590.680.590.600.590.720.740.670.680.540.670.660.630.670.580.640.720.66
FVRR0.420.350.580.570.530.500.550.610.510.510.500.420.460.670.540.680.440.620.700.651.000.680.520.700.610.630.650.550.560.680.670.560.560.670.670.640.730.520.680.700.700.630.570.590.780.63
ZM0.430.370.510.540.550.510.510.590.490.540.530.500.510.630.550.650.520.600.680.630.681.000.560.690.590.630.660.600.570.650.630.580.610.660.670.620.710.540.670.660.700.640.580.640.790.67
AMZN0.340.490.460.450.470.490.520.550.510.600.620.680.720.570.600.540.700.570.550.610.520.561.000.540.600.610.580.650.630.580.630.660.660.610.630.600.610.710.630.630.630.670.710.750.650.79
TDOC0.420.360.570.640.570.590.540.640.500.550.530.510.500.600.530.640.490.630.710.630.700.690.541.000.640.630.650.570.570.640.630.550.580.640.680.640.700.580.670.680.710.630.630.630.860.69
DDOG0.340.390.550.510.470.490.530.550.620.500.450.500.510.590.550.610.600.740.580.770.610.590.600.641.000.620.710.640.620.750.580.620.610.770.770.720.700.560.670.680.630.740.600.680.710.68
MELI0.440.470.520.530.550.520.550.550.550.550.560.540.540.630.560.650.550.600.640.600.630.630.610.630.621.000.630.600.610.640.640.590.590.630.630.650.680.650.670.680.710.670.680.690.740.72
OKTA0.430.380.490.540.510.470.500.550.610.550.490.470.500.610.560.620.550.720.650.680.650.660.580.650.710.631.000.660.600.720.640.620.640.730.690.680.740.540.690.650.680.710.570.650.740.66
CRM0.410.510.440.450.470.500.500.490.590.580.590.600.630.530.590.580.690.620.530.610.550.600.650.570.640.600.661.000.650.670.650.710.750.650.630.690.630.690.650.610.630.760.710.770.670.76
NVDA0.380.490.470.440.490.570.550.500.550.550.600.640.640.540.830.550.700.590.530.590.560.570.630.570.620.610.600.651.000.630.610.700.700.620.630.640.590.730.660.650.650.680.740.840.680.81
HUBS0.390.390.520.510.520.490.520.560.600.520.480.470.510.630.570.630.570.710.620.680.680.650.580.640.750.640.720.670.631.000.610.650.630.760.740.730.690.570.690.720.700.730.610.670.740.67
PYPL0.480.520.520.550.540.490.550.570.530.590.630.580.600.590.560.630.580.600.670.590.670.630.630.630.580.640.640.650.610.611.000.660.660.610.620.640.690.680.700.650.740.670.700.720.740.74
INTU0.380.580.460.460.500.510.500.490.580.600.590.650.690.570.620.550.740.580.530.600.560.580.660.550.620.590.620.710.700.650.661.000.780.670.620.720.600.760.620.640.640.740.760.820.650.80
ADBE0.390.550.430.450.490.520.470.480.560.600.660.690.710.570.650.540.770.590.520.590.560.610.660.580.610.590.640.750.700.630.660.781.000.640.640.700.630.760.620.640.640.780.760.840.670.82
ZS0.370.350.530.550.530.550.550.550.710.530.460.530.530.650.560.630.580.820.620.720.670.660.610.640.770.630.730.650.620.760.610.670.641.000.790.740.740.580.680.720.660.740.610.690.750.70
NET0.400.390.540.550.520.540.540.590.610.560.500.530.530.660.580.640.590.730.630.740.670.670.630.680.770.630.690.630.630.740.620.620.640.791.000.710.720.600.700.740.690.730.630.690.770.71
PAYC0.420.490.510.530.510.510.510.530.620.550.530.580.580.630.550.610.650.690.600.670.640.620.600.640.720.650.680.690.640.730.640.720.700.740.711.000.680.690.640.700.660.750.720.750.740.76
TWLO0.460.400.540.590.570.510.570.590.590.550.540.470.510.630.560.700.530.720.740.680.730.710.610.700.700.680.740.630.590.690.690.600.630.740.720.681.000.560.730.730.750.700.600.650.820.68
VOO0.370.710.490.470.550.580.540.540.560.580.680.800.780.530.670.540.800.520.540.540.520.540.710.580.560.650.540.690.730.570.680.760.760.580.600.690.561.000.610.630.650.690.990.920.680.94
SHOP0.450.440.560.590.550.540.570.640.590.600.560.530.550.660.600.690.550.650.710.670.680.670.630.670.670.670.690.650.660.690.700.620.620.680.700.640.730.611.000.740.740.670.640.690.800.72
TTD0.460.420.550.580.570.500.570.620.570.570.590.540.570.660.610.630.590.660.710.660.700.660.630.680.680.680.650.610.650.720.650.640.640.720.740.700.730.630.741.000.710.700.670.710.790.74
SQ0.510.460.590.590.610.550.580.610.540.570.570.540.570.670.610.700.560.630.700.630.700.700.630.710.630.710.680.630.650.700.740.640.640.660.690.660.750.650.740.711.000.670.690.710.830.74
NOW0.400.520.490.460.490.510.490.530.660.610.580.610.600.610.610.640.710.700.580.670.630.640.670.630.740.670.710.760.680.730.670.740.780.740.730.750.700.690.670.700.671.000.700.800.720.77
VTI0.400.690.530.520.590.600.570.580.580.580.680.780.760.570.680.580.780.560.580.580.570.580.710.630.600.680.570.710.740.610.700.760.760.610.630.720.600.990.640.670.690.701.000.920.730.95
VGT0.430.670.510.500.570.610.580.560.640.620.700.860.790.590.780.610.880.640.590.640.590.640.750.630.680.690.650.770.840.670.720.820.840.690.690.750.650.920.690.710.710.800.921.000.750.97
ARKK0.490.450.660.690.640.690.640.690.610.620.610.590.580.710.650.750.580.710.820.720.780.790.650.860.710.740.740.670.680.740.740.650.670.750.770.740.820.680.800.790.830.720.730.751.000.81
ONEQ0.440.640.560.560.610.670.610.610.630.650.740.840.820.640.770.650.850.640.650.660.630.670.790.690.680.720.660.760.810.670.740.800.820.700.710.760.680.940.720.740.740.770.950.970.811.00

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 Solid Stocks Sharpe ratio is 0.38. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.38
0.27
Solid Stocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

Solid Stocks granted a 0.21% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Solid Stocks0.21%0.18%0.14%0.19%0.24%0.34%0.28%0.31%0.39%0.33%0.34%0.34%
AAPL
Apple Inc.
0.79%0.70%0.49%0.62%1.06%1.86%1.53%2.06%2.11%1.86%2.39%1.16%
ABNB
Airbnb, 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%
ADBE
Adobe 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%
AMD
Advanced Micro Devices, 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%
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%
ARKK
ARK Innovation ETF
0.00%0.00%0.83%1.66%0.39%3.23%1.40%0.00%2.44%0.00%0.00%0.00%
CRM
salesforce.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%
CRNC
Cerence 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%
CRWD
CrowdStrike Holdings, 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%
DDOG
Datadog, 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%
ETSY
Etsy, 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%
FUBO
fuboTV 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%
FVRR
Fiverr International Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
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%
HUBS
HubSpot, 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%
INTU
Intuit Inc.
1.05%0.73%0.38%0.43%0.76%0.86%0.93%1.14%1.16%0.96%1.00%1.14%
MA
Mastercard Inc
0.83%0.57%0.49%0.45%0.45%0.54%0.60%0.76%0.69%0.54%0.27%0.23%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.39%0.36%0.53%0.54%0.57%
META
Meta Platforms, 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%
MSFT
Microsoft Corporation
1.17%1.06%0.69%0.96%1.24%1.78%1.98%2.58%2.61%2.85%3.07%3.79%
NET
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
0.05%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
OKTA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ONEQ
0.98%0.98%0.55%0.73%1.68%1.12%0.89%1.18%1.11%1.29%0.91%1.57%
PANW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAYC
0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROKU
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQ
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDOC
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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TWLO
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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPST
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
0.88%0.91%0.64%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
VOO
1.93%1.70%1.27%1.60%1.99%2.22%1.95%2.25%2.40%2.16%2.18%2.64%
VTI
1.91%1.67%1.24%1.47%1.87%2.19%1.87%2.14%2.25%2.04%2.06%2.57%
W
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZM
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZS
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 Solid Stocks has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.75%
0.00%2.15%

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
AAPL
Apple Inc.
0.81
ABNB
Airbnb, Inc.
-0.06
ADBE
Adobe Inc
0.08
AMD
Advanced Micro Devices, Inc.
0.67
AMZN
Amazon.com, Inc.
0.28
ARKK
ARK Innovation ETF
-0.08
CRM
salesforce.com, inc.
0.82
CRNC
Cerence Inc.
-0.10
CRWD
CrowdStrike Holdings, Inc.
0.09
DDOG
Datadog, Inc.
0.07
ETSY
Etsy, Inc.
0.32
FUBO
fuboTV Inc.
-0.43
FVRR
Fiverr International Ltd.
-0.40
GOOG
Alphabet Inc.
0.48
HUBS
HubSpot, Inc.
0.83
INTU
Intuit Inc.
0.21
MA
Mastercard Inc
0.37
MELI
MercadoLibre, Inc.
1.31
META
Meta Platforms, Inc.
0.73
MSFT
Microsoft Corporation
0.85
NET
N/A
NFLX
N/A
NOW
N/A
NVDA
N/A
OKTA
N/A
ONEQ
N/A
PANW
N/A
PAYC
N/A
PYPL
N/A
ROKU
N/A
SE
N/A
SHOP
N/A
SNOW
N/A
SQ
N/A
TDOC
N/A
TSLA
N/A
TTD
N/A
TWLO
N/A
TWTR
N/A
UPST
N/A
VGT
N/A
VOO
N/A
VTI
N/A
W
N/A
ZM
N/A
ZS
N/A

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2023FebruaryMarchAprilMay
-46.52%
-12.32%
Solid Stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Solid Stocks. 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 Solid Stocks is 61.15%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.15%Nov 17, 2021280Dec 28, 2022
-21.95%Feb 16, 202115Mar 8, 202179Jun 29, 202194
-9.11%Dec 23, 20209Jan 6, 202110Jan 21, 202119
-8.34%Sep 24, 20217Oct 4, 20219Oct 15, 202116
-4.49%Jan 25, 20215Jan 29, 20212Feb 2, 20217

Volatility Chart

The current Solid Stocks volatility is 8.19%, 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.


5.00%10.00%15.00%20.00%December2023FebruaryMarchAprilMay
8.19%
3.82%
Solid Stocks
Benchmark (^GSPC)
Portfolio components