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Márkó's portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Márkó's 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 Every 3 months.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
23.70%
21.35%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2021, corresponding to the inception date of NU

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Márkó's portfolio 3.46%16.64%2.92%24.81%N/AN/A
CAT
Caterpillar Inc.
-9.84%18.95%-19.88%-4.33%26.31%16.86%
T
AT&T Inc.
23.50%5.20%27.60%68.97%11.95%8.46%
VZ
Verizon Communications Inc.
12.82%5.07%11.21%17.96%0.42%3.89%
DBX
Dropbox, Inc.
-1.17%16.80%6.49%27.32%6.32%N/A
SNAP
Snap Inc.
-23.68%13.69%-34.13%-50.90%-14.77%N/A
NU
Nu Holdings Ltd.
23.55%28.39%-15.90%6.67%N/AN/A
FSR
Fisker Inc.
0.00%0.00%0.00%0.00%N/AN/A
RIVN
Rivian Automotive, Inc.
2.86%26.67%36.12%33.20%N/AN/A
MO
Altria Group, Inc.
17.59%8.71%17.08%47.47%19.74%8.46%
LEG
Leggett & Platt, Incorporated
-2.72%35.67%-22.87%-27.40%-17.27%-11.64%
INTC
Intel Corporation
4.74%15.83%-19.94%-29.56%-17.01%-1.91%
HPQ
HP Inc.
-18.48%20.34%-28.17%-7.44%14.70%9.13%
UPS
United Parcel Service, Inc.
-22.02%5.47%-25.79%-31.02%4.08%3.04%
OXY
Occidental Petroleum Corporation
-15.70%14.76%-18.30%-33.77%23.69%-3.07%
CVX
Chevron Corporation
-4.34%0.08%-10.71%-12.04%12.41%6.97%
PLTR
Palantir Technologies Inc.
57.54%54.10%113.22%452.64%N/AN/A
SBUX
Starbucks Corporation
-9.44%3.14%-13.50%14.67%3.18%7.27%
WBD
Warner Bros. Discovery, Inc.
-14.76%17.17%-3.84%15.51%-15.68%-11.58%
DLR
Digital Realty Trust, Inc.
-5.20%22.47%-5.19%22.57%6.52%14.19%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.86%1.16%-2.36%0.09%1.74%3.46%
2024-2.92%1.82%1.50%-4.53%0.25%2.18%3.07%1.85%4.40%0.79%10.07%-4.91%13.43%
20239.26%-4.53%1.48%-1.44%2.91%6.74%5.58%-3.62%-2.70%-3.60%8.72%3.69%23.31%
2022-3.31%-1.67%5.19%-7.20%2.43%-9.43%5.99%-5.17%-9.58%10.65%4.11%-6.38%-15.61%
20211.29%1.29%

Expense Ratio

Márkó's portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, Márkó's portfolio is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Márkó's portfolio is 8282
Overall Rank
The Sharpe Ratio Rank of Márkó's portfolio is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of Márkó's portfolio is 8383
Sortino Ratio Rank
The Omega Ratio Rank of Márkó's portfolio is 8484
Omega Ratio Rank
The Calmar Ratio Rank of Márkó's portfolio is 7979
Calmar Ratio Rank
The Martin Ratio Rank of Márkó's portfolio is 7676
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CAT
Caterpillar Inc.
-0.140.041.01-0.11-0.29
T
AT&T Inc.
3.023.671.547.7024.79
VZ
Verizon Communications Inc.
0.811.171.170.983.34
DBX
Dropbox, Inc.
0.841.181.180.702.63
SNAP
Snap Inc.
-0.82-1.110.85-0.59-1.40
NU
Nu Holdings Ltd.
0.140.511.070.170.35
FSR
Fisker Inc.
0.00
RIVN
Rivian Automotive, Inc.
0.461.211.140.351.12
MO
Altria Group, Inc.
2.583.781.504.8811.65
LEG
Leggett & Platt, Incorporated
-0.50-0.690.93-0.37-1.27
INTC
Intel Corporation
-0.47-0.410.95-0.49-0.95
HPQ
HP Inc.
-0.190.121.02-0.10-0.25
UPS
United Parcel Service, Inc.
-0.99-1.190.82-0.56-1.82
OXY
Occidental Petroleum Corporation
-1.02-1.470.80-0.69-1.64
CVX
Chevron Corporation
-0.48-0.480.93-0.54-1.37
PLTR
Palantir Technologies Inc.
6.404.331.609.1827.74
SBUX
Starbucks Corporation
0.360.961.130.441.42
WBD
Warner Bros. Discovery, Inc.
0.270.761.100.170.83
DLR
Digital Realty Trust, Inc.
0.791.091.150.671.69

The current Márkó's portfolio Sharpe ratio is 1.22. 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 0.44 to 0.96, 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 Márkó's portfolio 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.22
0.48
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Márkó's portfolio provided a 2.93% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.93%3.25%3.54%3.53%3.09%3.40%3.13%3.29%2.56%2.70%3.04%2.63%
CAT
Caterpillar Inc.
1.74%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
T
AT&T Inc.
4.04%4.87%6.62%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%
VZ
Verizon Communications Inc.
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
DBX
Dropbox, 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%
SNAP
Snap 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%
NU
Nu Holdings Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSR
Fisker 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%
RIVN
Rivian Automotive, 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%
MO
Altria Group, Inc.
6.69%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
LEG
Leggett & Platt, Incorporated
2.16%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%
INTC
Intel Corporation
0.60%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
HPQ
HP Inc.
4.29%3.42%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%
UPS
United Parcel Service, Inc.
6.74%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
OXY
Occidental Petroleum Corporation
2.17%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%
CVX
Chevron Corporation
4.82%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
PLTR
Palantir Technologies 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%
SBUX
Starbucks Corporation
2.87%2.54%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%
WBD
Warner Bros. Discovery, 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%
DLR
Digital Realty Trust, Inc.
2.93%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.95%
-7.82%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Márkó's portfolio . 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 Márkó's portfolio was 23.92%, occurring on Sep 27, 2022. Recovery took 306 trading sessions.

The current Márkó's portfolio drawdown is 6.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.92%Jan 5, 2022183Sep 27, 2022306Dec 14, 2023489
-20.22%Feb 19, 202535Apr 8, 2025
-9.74%Jul 18, 202413Aug 5, 202428Sep 13, 202441
-8.6%Feb 16, 202471May 29, 202430Jul 12, 2024101
-6.73%Nov 26, 202417Dec 19, 202431Feb 6, 202548

Volatility

Volatility Chart

The current Márkó's portfolio volatility is 10.68%, 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%12.00%14.00%December2025FebruaryMarchAprilMay
10.68%
11.21%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 19 assets, with an effective number of assets of 16.18, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCMOVZOXYTCVXFSRNUDLRRIVNSBUXINTCDBXSNAPWBDLEGPLTRCATUPSHPQPortfolio
^GSPC1.000.230.200.320.290.300.360.510.570.520.550.600.620.580.460.470.650.590.580.640.82
MO0.231.000.380.200.370.280.040.040.170.070.240.130.080.080.250.240.060.270.300.220.34
VZ0.200.381.000.140.690.220.070.040.230.030.190.150.060.090.230.240.060.210.270.210.36
OXY0.320.200.141.000.150.760.110.150.120.150.170.240.200.150.250.210.150.440.310.320.44
T0.290.370.690.151.000.230.140.110.270.110.240.180.160.170.320.280.180.250.280.250.44
CVX0.300.280.220.760.231.000.130.110.080.120.180.220.170.160.220.250.120.500.310.320.44
FSR0.360.040.070.110.140.131.000.340.220.500.240.240.300.360.310.280.440.190.230.270.46
NU0.510.040.040.150.110.110.341.000.320.390.320.310.410.440.340.290.500.280.270.330.52
DLR0.570.170.230.120.270.080.220.321.000.330.350.340.360.360.290.330.430.320.360.340.56
RIVN0.520.070.030.150.110.120.500.390.331.000.360.350.390.470.380.330.550.290.340.350.58
SBUX0.550.240.190.170.240.180.240.320.350.361.000.330.340.390.370.410.340.330.430.370.57
INTC0.600.130.150.240.180.220.240.310.340.350.331.000.400.360.360.330.410.360.410.520.60
DBX0.620.080.060.200.160.170.300.410.360.390.340.401.000.460.360.330.530.350.350.400.60
SNAP0.580.080.090.150.170.160.360.440.360.470.390.360.461.000.350.340.520.300.340.400.57
WBD0.460.250.230.250.320.220.310.340.290.380.370.360.360.351.000.460.370.310.390.410.59
LEG0.470.240.240.210.280.250.280.290.330.330.410.330.330.340.461.000.280.440.500.430.62
PLTR0.650.060.060.150.180.120.440.500.430.550.340.410.530.520.370.281.000.350.310.420.72
CAT0.590.270.210.440.250.500.190.280.320.290.330.360.350.300.310.440.351.000.500.500.65
UPS0.580.300.270.310.280.310.230.270.360.340.430.410.350.340.390.500.310.501.000.460.62
HPQ0.640.220.210.320.250.320.270.330.340.350.370.520.400.400.410.430.420.500.461.000.66
Portfolio0.820.340.360.440.440.440.460.520.560.580.570.600.600.570.590.620.720.650.620.661.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2021