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Port 1

Last updated Jun 1, 2023

Asset Allocation


GE 100%EquityEquity
PositionCategory/SectorWeight
GE
General Electric Company
Industrials100%

Performance

The chart shows the growth of an initial investment of $10,000 in Port 1, 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%40.00%50.00%60.00%2023FebruaryMarchAprilMay
52.89%
2.53%
Port 1
Benchmark (^GSPC)
Portfolio components

Returns

As of Jun 1, 2023, the Port 1 returned 55.42% Year-To-Date and -1.19% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.29%8.86%2.44%1.15%8.88%9.88%
Port 10.35%55.42%51.63%66.91%4.50%-1.19%
GE
General Electric Company
0.35%55.42%51.63%66.91%4.50%-1.19%

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 Port 1 Sharpe ratio is 2.17. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.002023FebruaryMarchAprilMay
2.17
0.02
Port 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

Port 1 granted a 0.32% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Port 10.32%0.38%0.34%0.37%0.36%4.97%5.04%3.18%3.29%4.06%3.37%4.44%
GE
General Electric Company
0.32%0.38%0.34%0.37%0.36%4.97%5.04%3.18%3.29%4.06%3.37%4.44%

Expense Ratio

The Port 1 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
GE
General Electric Company
2.17

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%2023FebruaryMarchAprilMay
-48.90%
-12.86%
Port 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Port 1. 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 Port 1 is 85.53%, recorded on Mar 5, 2009. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.53%Aug 29, 20002140Mar 5, 2009
-39.9%Aug 21, 1987183May 11, 1988392Nov 28, 1989575
-32.1%Jul 20, 199070Oct 26, 1990116Apr 15, 1991186
-25.72%Jul 20, 199858Oct 8, 199850Dec 18, 1998108
-21.47%Dec 28, 199938Feb 18, 200023Mar 23, 200061

Volatility Chart

The current Port 1 volatility is 6.41%, 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%2023FebruaryMarchAprilMay
6.41%
3.67%
Port 1
Benchmark (^GSPC)
Portfolio components