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a

Last updated Sep 22, 2023

Asset Allocation


0700.HK 38.13%AAPL 26.18%FTNT 12.85%RMS.PA 5.79%NVDA 5.59%1211.HK 4.24%NVO 3.88%LLY 3.34%EquityEquity
PositionCategory/SectorWeight
0700.HK
Tencent Holdings Ltd
Communication Services38.13%
AAPL
Apple Inc.
Technology26.18%
FTNT
Fortinet, Inc.
Technology12.85%
RMS.PA
Hermès International Société en commandite par actions
Consumer Cyclical5.79%
NVDA
NVIDIA Corporation
Technology5.59%
1211.HK
BYD Co Ltd-H
Consumer Cyclical4.24%
NVO
Novo Nordisk A/S
Healthcare3.88%
LLY
Eli Lilly and Company
Healthcare3.34%

Performance

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%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
0.59%
9.04%
a
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the a returned 24.60% Year-To-Date and 26.42% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%7.92%9.54%
a-2.98%0.82%24.60%32.02%21.21%26.42%
AAPL
Apple Inc.
-1.86%9.74%34.44%13.82%26.50%26.78%
NVDA
NVIDIA Corporation
-10.18%50.88%180.77%209.49%43.11%58.46%
FTNT
Fortinet, Inc.
0.79%-7.07%20.23%18.03%27.24%29.51%
LLY
Eli Lilly and Company
-0.64%66.17%51.58%87.54%40.06%28.43%
NVO
Novo Nordisk A/S
-1.31%25.23%38.41%88.79%33.27%20.28%
RMS.PA
Hermès International Société en commandite par actions
-7.90%-3.01%22.58%51.67%23.54%18.39%
1211.HK
BYD Co Ltd-H
9.13%14.95%25.24%11.67%33.71%20.99%
0700.HK
Tencent Holdings Ltd
-4.79%-18.44%-3.28%13.58%0.24%14.92%

Asset Correlations Table

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

1211.HK0700.HKLLYRMS.PANVOAAPLNVDAFTNT
1211.HK1.000.420.020.140.070.090.090.11
0700.HK0.421.000.030.180.090.120.120.11
LLY0.020.031.000.160.370.250.220.25
RMS.PA0.140.180.161.000.280.210.210.22
NVO0.070.090.370.281.000.270.260.30
AAPL0.090.120.250.210.271.000.480.42
NVDA0.090.120.220.210.260.481.000.48
FTNT0.110.110.250.220.300.420.481.00

Sharpe Ratio

The current a Sharpe ratio is 1.78. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.78

The Sharpe ratio of a 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.78
1.23
a
Benchmark (^GSPC)
Portfolio components

Dividend yield

a granted a 0.93% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
a0.93%0.72%0.42%0.42%0.62%0.85%0.70%1.00%0.91%0.92%1.10%0.74%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
FTNT
Fortinet, 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%
LLY
Eli Lilly and Company
0.79%1.08%1.26%1.82%2.08%2.10%2.73%3.16%2.77%3.41%4.76%5.11%
NVO
Novo Nordisk A/S
2.27%2.01%2.30%2.02%2.36%2.24%1.76%3.41%1.11%1.75%1.52%1.41%
RMS.PA
Hermès International Société en commandite par actions
0.74%0.56%0.30%0.53%0.70%0.87%0.87%0.90%1.00%0.98%1.03%0.97%
1211.HK
BYD Co Ltd-H
0.52%0.06%0.07%0.03%0.60%0.35%0.30%1.05%0.00%0.21%0.00%0.00%
0700.HK
Tencent Holdings Ltd
1.58%1.00%0.36%0.22%0.27%0.30%0.16%0.26%0.25%0.22%0.21%0.32%

Expense Ratio

The a 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
AAPL
Apple Inc.
0.41
NVDA
NVIDIA Corporation
3.82
FTNT
Fortinet, Inc.
0.35
LLY
Eli Lilly and Company
2.98
NVO
Novo Nordisk A/S
2.94
RMS.PA
Hermès International Société en commandite par actions
1.69
1211.HK
BYD Co Ltd-H
0.14
0700.HK
Tencent Holdings Ltd
0.13

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.54%
-9.73%
a
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the a. 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 a is 34.69%, recorded on Nov 3, 2022. It took 105 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.69%Dec 28, 2021222Nov 3, 2022105Mar 31, 2023327
-23.37%Feb 20, 202020Mar 18, 202036May 8, 202056
-21.23%Aug 30, 201889Jan 3, 201964Apr 3, 2019153
-20.96%Jun 25, 2015165Feb 12, 201681Jun 7, 2016246
-20.73%Jul 8, 201163Oct 4, 201182Jan 25, 2012145

Volatility Chart

The current a volatility is 4.60%, 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%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.60%
3.41%
a
Benchmark (^GSPC)
Portfolio components