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Portfolio

Last updated May 27, 2023

Asset Allocation


FLIA 7.8%AAAU 12.6%DOGE-USD 3.4%USD=X 4.3%MSFT 15.8%AAPL 14.1%AMZN 10.5%LCID 9.7%META 8.7%UPRO 7.9%TSLA 5.2%BondBondCommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity

Performance

The chart shows the growth of an initial investment of $10,000 in Portfolio, 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%40.00%60.00%80.00%100.00%December2023FebruaryMarchAprilMay
96.91%
26.69%
Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Portfolio returned 32.35% Year-To-Date and 19.03% 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%6.27%6.27%
Portfolio4.26%32.35%22.86%3.48%19.03%19.03%
MSFT
Microsoft Corporation
8.58%39.46%38.34%23.01%14.68%14.68%
AAPL
Apple Inc.
3.53%35.41%21.99%17.93%14.09%14.09%
AAAU
Goldman Sachs Physical Gold ETF
-2.13%6.74%11.88%4.89%-0.17%-0.17%
AMZN
Amazon.com, Inc.
13.90%42.99%27.84%4.31%-5.19%-5.19%
LCID
Lucid Group, Inc.
-0.88%15.23%-20.10%-60.31%-5.71%-5.71%
META
Meta Platforms, Inc.
9.04%117.75%140.89%34.29%0.96%0.96%
UPRO
ProShares UltraPro S&P 500
1.55%24.12%10.91%-13.63%11.23%11.23%
FLIA
Franklin Liberty International Aggregate Bond ETF
-1.06%1.74%-0.56%-1.94%-1.93%-1.93%
TSLA
Tesla, Inc.
17.56%56.82%5.60%-23.71%7.20%7.20%
DOGE-USD
Dogecoin
-13.04%0.98%-25.38%-14.15%129.45%129.45%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Asset Correlations Table

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

USD=XAAAUFLIADOGE-USDLCIDTSLAMETAAMZNAAPLMSFTUPRO
USD=X0.000.000.000.000.000.000.000.000.000.000.00
AAAU0.001.000.230.070.040.050.100.050.040.070.10
FLIA0.000.231.000.040.030.080.120.130.130.180.09
DOGE-USD0.000.070.041.000.170.180.180.200.210.220.25
LCID0.000.040.030.171.000.440.350.390.350.300.39
TSLA0.000.050.080.180.441.000.380.440.490.440.50
META0.000.100.120.180.350.381.000.560.530.580.61
AMZN0.000.050.130.200.390.440.561.000.620.660.64
AAPL0.000.040.130.210.350.490.530.621.000.710.73
MSFT0.000.070.180.220.300.440.580.660.711.000.74
UPRO0.000.100.090.250.390.500.610.640.730.741.00

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 Portfolio Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


Chart placeholderNot enough data

Dividend yield

Portfolio granted a 1.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Portfolio1.73%1.72%0.39%0.29%0.66%0.71%0.53%0.71%0.74%0.73%0.83%0.77%
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%
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%
AAAU
Goldman Sachs Physical Gold ETF
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%
LCID
Lucid Group, 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%
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%
UPRO
ProShares UltraPro S&P 500
0.63%0.52%0.06%0.11%0.54%0.64%0.00%0.12%0.35%0.22%0.07%0.05%
FLIA
Franklin Liberty International Aggregate Bond ETF
17.81%18.12%2.66%0.52%3.54%1.54%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%
DOGE-USD
Dogecoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash
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 Portfolio features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


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
MSFT
Microsoft Corporation
0.85
AAPL
Apple Inc.
0.81
AAAU
Goldman Sachs Physical Gold ETF
0.31
AMZN
Amazon.com, Inc.
0.28
LCID
Lucid Group, Inc.
-0.65
META
Meta Platforms, Inc.
0.73
UPRO
ProShares UltraPro S&P 500
-0.03
FLIA
Franklin Liberty International Aggregate Bond ETF
-0.37
TSLA
Tesla, Inc.
-0.19
DOGE-USD
Dogecoin
0.21
USD=X
USD Cash
N/A

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%December2023FebruaryMarchAprilMay
-25.68%
-12.32%
Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio. 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 Portfolio is 45.36%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.36%Nov 21, 2021411Jan 5, 2023
-24.33%Feb 19, 202114Mar 4, 202146Apr 19, 202160
-20.31%May 8, 202145Jun 21, 2021137Nov 5, 2021182
-9.24%Jan 30, 20211Jan 30, 20213Feb 2, 20214
-8.54%Apr 20, 20213Apr 22, 202111May 3, 202114

Volatility Chart

The current Portfolio volatility is 3.62%, 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%December2023FebruaryMarchAprilMay
3.62%
2.86%
Portfolio
Benchmark (^GSPC)
Portfolio components