PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Pure cash portfolio

Last updated Sep 23, 2023

Asset Allocation


USD=X 100%CurrencyCurrency
PositionCategory/SectorWeight
USD=X
USD Cash
100%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember0
8.61%
Pure cash portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%7.90%9.44%
Pure cash portfolio0.00%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%

Sharpe Ratio


Chart placeholderNot enough data

Dividend yield


Pure cash portfolio doesn't pay dividends

Expense Ratio

The Pure cash portfolio 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
USD=X
USD Cash
N/A

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember0
-9.93%
Pure cash portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Pure cash 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 portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

Volatility Chart

The current Pure cash portfolio volatility is 0.00%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember0
3.32%
Pure cash portfolio
Benchmark (^GSPC)
Portfolio components