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a
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 30%0700.HK 16%LLY 12%NVO 10%AAPL 4%HESAY 4%MITSY 4%RHM.DE 4%MSFT 3%AVGO 3%DXJ 3%0883.HK 3%META 2%PGR 2%EquityEquity
PositionCategory/SectorWeight
0700.HK
Tencent Holdings Ltd
Communication Services

16%

0883.HK
CNOOC Ltd
Energy

3%

AAPL
Apple Inc
Technology

4%

AVGO
Broadcom Inc.
Technology

3%

DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities

3%

HESAY
Hermes International SA
Consumer Cyclical

4%

LLY
Eli Lilly and Company
Healthcare

12%

META
Meta Platforms, Inc.
Communication Services

2%

MITSY
Mitsui & Company Ltd
Industrials

4%

MSFT
Microsoft Corporation
Technology

3%

NVDA
NVIDIA Corporation
Technology

30%

NVO
Novo Nordisk A/S
Healthcare

10%

PGR
The Progressive Corporation
Financial Services

2%

RHM.DE
Rheinmetall AG
Industrials

4%

S&P 500

Performance

Performance Chart

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%FebruaryMarchAprilMayJuneJuly
5,625.26%
325.02%
a
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Jul 22, 2024, the a returned 63.37% Year-To-Date and 40.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
a63.37%-4.08%51.70%80.59%50.10%40.32%
NVDA
NVIDIA Corporation
138.17%-6.83%98.26%166.23%90.29%72.96%
0700.HK
Tencent Holdings Ltd
24.95%-4.64%35.48%10.34%0.99%11.47%
LLY
Eli Lilly and Company
47.61%-2.99%36.89%86.97%51.93%31.34%
NVO
Novo Nordisk A/S
27.81%-7.34%23.61%59.89%39.57%19.55%
AAPL
Apple Inc
16.81%8.11%17.40%17.49%33.84%25.75%
HESAY
Hermes International SA
7.06%-3.01%13.77%6.63%25.95%20.82%
MSFT
Microsoft Corporation
16.67%-2.82%10.04%28.15%26.17%27.00%
AVGO
Broadcom Inc.
42.01%-4.83%30.88%78.55%42.36%39.17%
DXJ
WisdomTree Japan Hedged Equity Fund
29.88%5.15%20.44%40.12%20.80%12.50%
META
Meta Platforms, Inc.
34.98%-3.64%24.60%62.36%18.26%19.82%
PGR
The Progressive Corporation
38.54%4.91%29.05%77.52%24.34%27.02%
MITSY
Mitsui & Company Ltd
26.93%1.02%17.88%26.42%28.88%18.38%
RHM.DE
Rheinmetall AG
70.20%1.57%49.77%89.47%37.99%25.46%
0883.HK
CNOOC Ltd
62.49%-9.96%60.28%80.45%19.37%11.15%

Monthly Returns

The table below presents the monthly returns of a, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202410.37%16.17%9.58%0.72%11.14%7.21%63.37%
202315.42%4.91%14.74%1.69%10.75%8.74%5.03%3.70%-6.08%-1.02%10.02%1.24%91.91%
2022-7.00%-0.43%8.45%-10.95%0.15%-6.10%5.74%-7.27%-11.10%3.05%19.81%-2.52%-11.77%
20215.98%2.40%-3.54%6.23%5.17%10.24%-1.64%6.65%-5.28%12.16%8.42%-0.71%54.68%
20201.32%0.14%-2.06%9.31%9.54%7.80%4.90%11.74%-1.04%-3.45%5.89%3.88%58.05%
20197.48%3.86%8.55%1.66%-13.26%10.50%0.70%-1.75%2.56%6.03%4.51%7.71%43.01%
201811.67%-3.09%-2.63%-0.71%6.35%-3.53%2.46%5.69%0.39%-14.13%-2.27%-6.07%-8.01%
20174.79%0.01%4.56%1.74%14.29%1.24%6.89%4.39%3.21%7.08%2.83%0.02%63.62%
2016-5.92%-0.40%9.73%-0.11%11.40%-0.05%10.84%2.62%4.58%-1.44%7.52%8.17%55.95%
20151.83%8.32%1.54%5.33%1.75%-3.50%-0.18%1.00%2.01%8.87%4.99%1.66%38.42%
20140.97%13.73%-4.07%-0.24%4.20%3.12%-1.21%4.91%-3.19%2.39%3.59%-3.38%21.43%
20135.08%0.77%-1.41%4.51%3.87%-3.64%7.15%2.40%6.60%0.34%3.51%3.84%37.76%

Expense Ratio

a has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of a is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of a is 9797
a
The Sharpe Ratio Rank of a is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of a is 9696Sortino Ratio Rank
The Omega Ratio Rank of a is 9696Omega Ratio Rank
The Calmar Ratio Rank of a is 9898Calmar Ratio Rank
The Martin Ratio Rank of a is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


a
Sharpe ratio
The chart of Sharpe ratio for a, currently valued at 3.61, compared to the broader market-1.000.001.002.003.004.003.61
Sortino ratio
The chart of Sortino ratio for a, currently valued at 4.81, compared to the broader market-2.000.002.004.006.004.81
Omega ratio
The chart of Omega ratio for a, currently valued at 1.61, compared to the broader market0.801.001.201.401.601.801.61
Calmar ratio
The chart of Calmar ratio for a, currently valued at 9.38, compared to the broader market0.002.004.006.008.0010.009.38
Martin ratio
The chart of Martin ratio for a, currently valued at 27.13, compared to the broader market0.0010.0020.0030.0040.0027.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.333.791.487.7021.60
0700.HK
Tencent Holdings Ltd
0.150.431.050.070.33
LLY
Eli Lilly and Company
2.934.031.567.1521.74
NVO
Novo Nordisk A/S
2.093.421.405.6415.48
AAPL
Apple Inc
0.671.121.140.911.81
HESAY
Hermes International SA
0.090.311.040.100.24
MSFT
Microsoft Corporation
1.592.151.282.329.92
AVGO
Broadcom Inc.
2.032.821.345.4012.55
DXJ
WisdomTree Japan Hedged Equity Fund
2.493.381.414.2514.90
META
Meta Platforms, Inc.
1.302.101.271.817.54
PGR
The Progressive Corporation
3.434.981.654.7933.85
MITSY
Mitsui & Company Ltd
0.961.421.171.553.79
RHM.DE
Rheinmetall AG
3.033.571.465.1013.86
0883.HK
CNOOC Ltd
2.663.471.435.8417.75

Sharpe Ratio

The current a Sharpe ratio is 3.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of a with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
3.61
1.82
a
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

a granted a 0.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
a0.82%1.15%1.43%1.07%1.54%1.46%1.63%1.30%1.65%1.88%2.30%2.44%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
0700.HK
Tencent Holdings Ltd
0.93%1.63%0.93%0.32%0.20%0.25%0.27%0.14%0.23%0.22%0.20%0.19%
LLY
Eli Lilly and Company
0.57%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NVO
Novo Nordisk A/S
0.74%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
HESAY
Hermes International SA
1.20%0.65%0.58%0.31%0.82%0.69%0.90%0.76%0.90%2.60%1.01%0.90%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AVGO
Broadcom Inc.
1.29%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
DXJ
WisdomTree Japan Hedged Equity Fund
2.16%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
META
Meta Platforms, Inc.
0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
0.52%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
MITSY
Mitsui & Company Ltd
2.37%2.95%3.16%3.39%8.20%8.34%9.24%6.55%7.63%8.70%8.98%14.05%
RHM.DE
Rheinmetall AG
1.16%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%4.01%
0883.HK
CNOOC Ltd
6.10%10.31%18.84%6.85%9.05%5.63%4.96%3.83%3.81%7.06%5.46%3.95%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.49%
-2.86%
a
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the a. 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 a was 31.60%, occurring on Oct 14, 2022. Recovery took 74 trading sessions.

The current a drawdown is 7.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.6%Nov 22, 2021234Oct 14, 202274Jan 27, 2023308
-26.67%Feb 20, 202018Mar 16, 202043May 15, 202061
-25.47%Oct 2, 201860Dec 24, 2018222Nov 4, 2019282
-16.84%Dec 7, 201547Feb 11, 201632Mar 29, 201679
-12.05%Feb 17, 202127Mar 25, 202145May 28, 202172

Volatility

Volatility Chart

The current a volatility is 7.12%, 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%FebruaryMarchAprilMayJuneJuly
7.12%
2.76%
a
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.

0883.HK0700.HKRHM.DEHESAYPGRLLYNVOMITSYMETAAAPLNVDAAVGODXJMSFT
0883.HK1.000.360.160.120.060.020.040.220.060.070.080.070.170.07
0700.HK0.361.000.180.190.020.030.090.070.100.130.130.130.150.12
RHM.DE0.160.181.000.290.120.120.190.210.150.150.180.230.300.19
HESAY0.120.190.291.000.120.110.240.180.150.200.190.240.250.24
PGR0.060.020.120.121.000.300.200.190.220.250.220.260.350.32
LLY0.020.030.120.110.301.000.380.160.250.240.220.250.280.32
NVO0.040.090.190.240.200.381.000.150.250.240.240.250.270.32
MITSY0.220.070.210.180.190.160.151.000.210.240.230.270.550.26
META0.060.100.150.150.220.250.250.211.000.450.470.430.350.50
AAPL0.070.130.150.200.250.240.240.240.451.000.480.520.390.56
NVDA0.080.130.180.190.220.220.240.230.470.481.000.580.370.56
AVGO0.070.130.230.240.260.250.250.270.430.520.581.000.450.51
DXJ0.170.150.300.250.350.280.270.550.350.390.370.451.000.42
MSFT0.070.120.190.240.320.320.320.260.500.560.560.510.421.00
The correlation results are calculated based on daily price changes starting from May 21, 2012