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Candiates

Last updated Sep 21, 2023

Asset Allocation


MSFT 3.85%AMZN 3.85%META 3.85%NFLX 3.85%CRM 3.85%TSM 3.85%AAPL 3.85%GOOGL 3.85%NVDA 3.85%AMD 3.85%TSLA 3.85%AVGO 3.85%ASML 3.85%LVMUY 3.85%V 3.85%UNH 3.85%MA 3.85%NVO 3.85%ORCL 3.85%ADBE 3.85%CSCO 3.85%SAP 3.85%INTC 3.85%INTU 3.85%QCOM 3.85%BA 3.85%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology3.85%
AMZN
Amazon.com, Inc.
Consumer Cyclical3.85%
META
Meta Platforms, Inc.
Communication Services3.85%
NFLX
Netflix, Inc.
Communication Services3.85%
CRM
salesforce.com, inc.
Technology3.85%
TSM
3.85%
AAPL
Apple Inc.
Technology3.85%
GOOGL
Alphabet Inc.
Communication Services3.85%
NVDA
NVIDIA Corporation
Technology3.85%
AMD
Advanced Micro Devices, Inc.
Technology3.85%
TSLA
3.85%
AVGO
Broadcom Inc.
Technology3.85%
ASML
ASML Holding N.V.
Technology3.85%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical3.85%
V
3.85%
UNH
3.85%
MA
Mastercard Inc
Financial Services3.85%
NVO
Novo Nordisk A/S
Healthcare3.85%
ORCL
Oracle Corporation
Technology3.85%
ADBE
Adobe Inc
Technology3.85%
CSCO
Cisco Systems, Inc.
Technology3.85%
SAP
3.85%
INTC
Intel Corporation
Technology3.85%
INTU
Intuit Inc.
Technology3.85%
QCOM
3.85%
BA
The Boeing Company
Industrials3.85%

Performance

The chart shows the growth of an initial investment of $10,000 in Candiates, 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%20.00%AprilMayJuneJulyAugustSeptember
17.38%
10.86%
Candiates
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Candiates returned 43.19% Year-To-Date and 26.00% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
Candiates-0.78%17.45%43.19%48.18%21.75%26.08%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.35%27.95%
AMZN
Amazon.com, Inc.
0.77%37.06%61.06%14.13%7.18%24.19%
META
Meta Platforms, Inc.
4.20%46.70%149.02%110.86%13.00%20.35%
NFLX
Netflix, Inc.
-6.50%20.58%31.00%63.09%1.36%24.56%
CRM
salesforce.com, inc.
3.03%13.65%60.67%44.30%6.52%15.10%
TSM
-4.98%-7.04%18.53%14.97%16.98%20.02%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%27.70%
GOOGL
Alphabet Inc.
3.61%26.65%51.58%34.71%18.00%19.72%
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%45.44%60.89%
AMD
Advanced Micro Devices, Inc.
-5.04%0.06%54.92%34.72%26.56%38.86%
TSLA
12.61%36.61%113.18%-12.70%67.74%36.15%
AVGO
Broadcom Inc.
-2.42%31.34%51.23%76.85%31.90%38.53%
ASML
ASML Holding N.V.
-11.63%-10.72%8.76%30.96%26.96%21.05%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-8.73%-10.71%8.30%26.72%18.90%18.16%
V
0.54%9.07%17.09%30.36%10.80%18.16%
UNH
0.35%5.56%-6.10%-2.49%14.78%23.14%
MA
Mastercard Inc
3.19%16.19%18.61%35.66%13.76%20.42%
NVO
Novo Nordisk A/S
2.41%29.95%43.62%95.91%35.38%21.32%
ORCL
Oracle Corporation
-3.15%29.59%39.68%71.92%19.19%14.56%
ADBE
Adobe Inc
3.14%45.20%59.21%87.14%15.53%26.38%
CSCO
Cisco Systems, Inc.
0.07%13.29%19.21%37.82%5.88%12.09%
SAP
-3.57%9.71%31.55%64.87%3.74%7.91%
INTC
Intel Corporation
5.47%20.42%33.88%25.96%-3.09%6.98%
INTU
Intuit Inc.
7.32%21.49%35.27%29.07%19.74%24.06%
QCOM
0.48%-10.79%1.36%-10.01%11.12%7.81%
BA
The Boeing Company
-12.04%2.26%6.24%41.23%-10.92%7.31%

Asset Correlations Table

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

NVOUNHTSLABANFLXAMDLVMUYMETAORCLTSMCSCOSAPAAPLINTCQCOMAVGOCRMAMZNVNVDAASMLMAINTUGOOGLMSFTADBE
NVO1.000.270.180.200.210.200.340.260.290.230.260.370.250.250.280.260.300.250.320.240.330.310.320.300.320.33
UNH0.271.000.180.290.230.210.280.250.360.250.370.290.310.300.290.300.270.290.380.260.300.380.340.350.360.32
TSLA0.180.181.000.260.370.340.260.340.270.340.280.290.370.330.330.380.400.400.290.400.350.320.360.370.360.39
BA0.200.290.261.000.260.270.410.300.350.340.390.360.330.400.380.370.320.330.400.330.380.430.350.350.340.34
NFLX0.210.230.370.261.000.360.300.460.330.320.330.320.390.360.360.370.450.520.370.430.370.390.430.460.430.49
AMD0.200.210.340.270.361.000.320.360.350.450.370.380.410.450.470.460.420.430.380.610.480.390.420.410.460.46
LVMUY0.340.280.260.410.300.321.000.330.410.430.400.570.380.400.410.400.390.410.460.380.530.470.410.440.440.45
META0.260.250.340.300.460.360.331.000.360.350.360.390.460.400.400.430.490.550.450.470.410.440.460.600.490.52
ORCL0.290.360.270.350.330.350.410.361.000.410.540.490.430.450.420.430.470.420.490.420.450.510.500.470.540.52
TSM0.230.250.340.340.320.450.430.350.411.000.420.430.470.520.560.540.410.410.430.540.590.450.450.470.470.47
CSCO0.260.370.280.390.330.370.400.360.540.421.000.460.480.540.480.510.460.430.500.460.480.510.510.480.540.51
SAP0.370.290.290.360.320.380.570.390.490.430.461.000.440.450.450.440.470.460.500.440.570.510.500.480.520.53
AAPL0.250.310.370.330.390.410.380.460.430.470.480.441.000.470.520.540.470.510.460.500.500.480.490.540.570.51
INTC0.250.300.330.400.360.450.400.400.450.520.540.450.471.000.570.560.420.430.450.550.560.470.500.470.540.48
QCOM0.280.290.330.380.360.470.410.400.420.560.480.450.520.571.000.600.460.470.460.570.570.480.500.490.530.52
AVGO0.260.300.380.370.370.460.400.430.430.540.510.440.540.560.601.000.470.460.460.580.600.480.490.480.510.51
CRM0.300.270.400.320.450.420.390.490.470.410.460.470.470.420.460.471.000.560.520.520.460.530.610.540.580.66
AMZN0.250.290.400.330.520.430.410.550.420.410.430.460.510.430.470.460.561.000.500.510.460.520.540.660.590.59
V0.320.380.290.400.370.380.460.450.490.430.500.500.460.450.460.460.520.501.000.450.480.840.570.560.560.59
NVDA0.240.260.400.330.430.610.380.470.420.540.460.440.500.550.570.580.520.510.451.000.590.470.530.520.560.57
ASML0.330.300.350.380.370.480.530.410.450.590.480.570.500.560.570.600.460.460.480.591.000.500.520.500.550.54
MA0.310.380.320.430.390.390.470.440.510.450.510.510.480.470.480.480.530.520.840.470.501.000.590.570.580.58
INTU0.320.340.360.350.430.420.410.460.500.450.510.500.490.500.500.490.610.540.570.530.520.591.000.570.650.68
GOOGL0.300.350.370.350.460.410.440.600.470.470.480.480.540.470.490.480.540.660.560.520.500.570.571.000.640.61
MSFT0.320.360.360.340.430.460.440.490.540.470.540.520.570.540.530.510.580.590.560.560.550.580.650.641.000.67
ADBE0.330.320.390.340.490.460.450.520.520.470.510.530.510.480.520.510.660.590.590.570.540.580.680.610.671.00

Sharpe Ratio

The current Candiates Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.82

The Sharpe ratio of Candiates 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
1.82
0.74
Candiates
Benchmark (^GSPC)
Portfolio components

Dividend yield

Candiates granted a 0.95% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Candiates0.95%1.19%0.82%0.98%1.24%1.43%1.23%1.50%1.92%1.36%1.36%2.25%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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%
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%
NFLX
Netflix, 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%
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%
TSM
1.63%1.95%1.27%1.29%2.93%3.09%2.63%3.04%3.04%2.19%2.87%2.96%
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%
GOOGL
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%
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%
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%
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%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
ASML
ASML Holding N.V.
1.03%1.19%0.50%0.56%1.22%0.97%0.68%0.98%0.78%0.72%0.68%21.46%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.62%1.79%1.02%1.71%1.59%2.39%1.75%2.38%14.86%3.10%2.89%2.75%
V
0.74%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
UNH
1.43%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
MA
Mastercard Inc
0.54%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%
NVO
Novo Nordisk A/S
2.19%2.01%2.30%2.02%2.36%2.24%1.76%3.41%1.11%1.75%1.52%1.41%
ORCL
Oracle Corporation
1.28%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%
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%
CSCO
Cisco Systems, Inc.
2.77%3.24%2.44%3.47%3.23%3.41%3.51%4.04%3.85%3.50%3.09%3.53%
SAP
1.64%2.62%1.63%1.40%1.37%1.90%1.32%1.71%1.72%2.27%1.50%2.21%
INTC
Intel Corporation
2.83%5.63%2.86%2.88%2.35%2.92%2.73%3.45%3.47%3.18%4.59%5.80%
INTU
Intuit Inc.
0.60%0.73%0.39%0.43%0.76%0.86%0.93%1.14%1.16%0.96%1.00%1.15%
QCOM
2.84%2.72%1.53%1.79%3.06%4.82%4.11%3.87%4.70%2.82%2.33%2.12%
BA
The Boeing Company
0.00%0.00%0.00%0.96%2.54%2.18%2.02%3.02%2.81%2.57%1.66%2.79%

Expense Ratio

The Candiates 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
MSFT
Microsoft Corporation
1.05
AMZN
Amazon.com, Inc.
0.22
META
Meta Platforms, Inc.
2.00
NFLX
Netflix, Inc.
1.36
CRM
salesforce.com, inc.
1.10
TSM
N/A
AAPL
Apple Inc.
0.51
GOOGL
Alphabet Inc.
0.87
NVDA
NVIDIA Corporation
3.98
AMD
Advanced Micro Devices, Inc.
0.60
TSLA
N/A
AVGO
Broadcom Inc.
2.14
ASML
ASML Holding N.V.
0.68
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
0.71
V
N/A
UNH
N/A
MA
Mastercard Inc
1.45
NVO
Novo Nordisk A/S
3.09
ORCL
Oracle Corporation
2.29
ADBE
Adobe Inc
2.26
CSCO
Cisco Systems, Inc.
1.55
SAP
N/A
INTC
Intel Corporation
0.54
INTU
Intuit Inc.
0.67
QCOM
N/A
BA
The Boeing Company
1.20

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.21%
-8.22%
Candiates
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Candiates. 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 Candiates is 38.50%, recorded on Oct 11, 2022. It took 169 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.5%Nov 22, 2021223Oct 11, 2022169Jun 14, 2023392
-31.78%Feb 20, 202022Mar 20, 202054Jun 8, 202076
-22.62%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-16.43%Dec 30, 201530Feb 11, 201634Apr 1, 201664
-12.81%Aug 6, 201514Aug 25, 201541Oct 22, 201555

Volatility Chart

The current Candiates volatility is 5.30%, 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
5.30%
3.47%
Candiates
Benchmark (^GSPC)
Portfolio components