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Márkó's portfolio

Last updated Sep 21, 2023

Asset Allocation


MO 9%CAT 7%T 7%VZ 7%DBX 7%LEG 7%PLTR 7%SBUX 7%DLR 7%INTC 5%HPQ 5%UPS 5%OXY 5%CVX 5%SNAP 2%NU 2%FSR 2%RIVN 2%WBD 2%EquityEquity
PositionCategory/SectorWeight
MO
Altria Group, Inc.
Consumer Defensive9%
CAT
Caterpillar Inc.
Industrials7%
T
AT&T Inc.
Communication Services7%
VZ
Verizon Communications Inc.
Communication Services7%
DBX
Dropbox, Inc.
Technology7%
LEG
Leggett & Platt, Incorporated
Consumer Cyclical7%
PLTR
Palantir Technologies Inc.
Technology7%
SBUX
Starbucks Corporation
Consumer Cyclical7%
DLR
Digital Realty Trust, Inc.
Real Estate7%
INTC
Intel Corporation
Technology5%
HPQ
HP Inc.
Technology5%
UPS
United Parcel Service, Inc.
Industrials5%
OXY
Occidental Petroleum Corporation
Energy5%
CVX
Chevron Corporation
Energy5%
SNAP
Snap Inc.
Communication Services2%
NU
Nu Holdings Ltd.
Financial Services2%
FSR
Fisker Inc.
Consumer Cyclical2%
RIVN
Rivian Automotive, Inc.
Consumer Cyclical2%
WBD
Warner Bros. Discovery, Inc.
Communication Services2%

Performance

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 Quarterly


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
12.87%
10.86%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%-3.25%N/A
Márkó's portfolio 0.87%13.01%14.06%16.54%-1.42%N/A
CAT
Caterpillar Inc.
3.11%28.29%18.07%65.60%21.83%N/A
T
AT&T Inc.
9.05%-13.05%-11.56%1.97%0.55%N/A
VZ
Verizon Communications Inc.
1.20%-6.97%-10.37%-9.05%-15.48%N/A
DBX
Dropbox, Inc.
-1.48%26.39%19.21%26.51%5.96%N/A
SNAP
Snap Inc.
-2.38%-20.72%0.89%-16.77%-62.96%N/A
NU
Nu Holdings Ltd.
-4.63%64.55%72.24%33.78%-19.67%N/A
FSR
Fisker Inc.
8.35%6.46%-16.09%-26.06%-45.50%N/A
RIVN
Rivian Automotive, Inc.
11.55%63.38%21.54%-36.18%-60.40%N/A
MO
Altria Group, Inc.
2.88%3.37%0.38%8.88%7.41%N/A
LEG
Leggett & Platt, Incorporated
-5.97%-13.87%-17.60%-24.82%-20.32%N/A
INTC
Intel Corporation
5.47%20.42%33.88%25.96%-16.37%N/A
HPQ
HP Inc.
-11.98%-0.65%3.44%7.88%-12.26%N/A
UPS
United Parcel Service, Inc.
-5.53%-13.33%-6.80%-5.93%-11.20%N/A
OXY
Occidental Petroleum Corporation
2.41%10.50%2.89%3.61%54.56%N/A
CVX
Chevron Corporation
4.81%9.98%-4.48%11.46%25.91%N/A
PLTR
Palantir Technologies Inc.
0.48%76.95%129.60%91.68%-13.90%N/A
SBUX
Starbucks Corporation
-0.95%-2.31%-2.60%9.68%-8.31%N/A
WBD
Warner Bros. Discovery, Inc.
-8.29%-20.85%21.31%-5.89%-33.35%N/A
DLR
Digital Realty Trust, Inc.
4.51%39.90%31.99%23.00%-9.76%N/A

Asset Correlations Table

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

VZMOOXYCVXTNUDLRFSRRIVNCATWBDSNAPINTCSBUXPLTRDBXUPSLEGHPQ
VZ1.000.340.160.220.650.070.360.120.050.240.280.160.220.210.130.130.250.290.25
MO0.341.000.260.320.350.100.270.030.030.360.280.150.200.260.080.130.310.330.29
OXY0.160.261.000.790.210.140.120.130.130.470.260.190.290.190.160.240.320.200.37
CVX0.220.320.791.000.260.120.120.140.090.580.200.190.280.200.150.190.290.240.37
T0.650.350.210.261.000.170.400.190.150.320.410.280.310.320.240.280.350.430.34
NU0.070.100.140.120.171.000.300.500.470.230.370.510.350.430.540.500.340.380.35
DLR0.360.270.120.120.400.301.000.350.350.280.330.400.390.450.420.430.440.450.35
FSR0.120.030.130.140.190.500.351.000.640.260.410.500.410.390.600.440.330.450.39
RIVN0.050.030.130.090.150.470.350.641.000.270.410.540.410.480.620.490.400.420.42
CAT0.240.360.470.580.320.230.280.260.271.000.310.270.390.380.310.340.510.480.54
WBD0.280.280.260.200.410.370.330.410.410.311.000.410.410.420.460.440.400.540.45
SNAP0.160.150.190.190.280.510.400.500.540.270.411.000.420.510.640.580.430.460.43
INTC0.220.200.290.280.310.350.390.410.410.390.410.421.000.470.480.520.480.450.59
SBUX0.210.260.190.200.320.430.450.390.480.380.420.510.471.000.500.530.540.500.47
PLTR0.130.080.160.150.240.540.420.600.620.310.460.640.480.501.000.640.400.450.46
DBX0.130.130.240.190.280.500.430.440.490.340.440.580.520.530.641.000.490.480.51
UPS0.250.310.320.290.350.340.440.330.400.510.400.430.480.540.400.491.000.550.54
LEG0.290.330.200.240.430.380.450.450.420.480.540.460.450.500.450.480.551.000.56
HPQ0.250.290.370.370.340.350.350.390.420.540.450.430.590.470.460.510.540.561.00

Sharpe Ratio

The current Márkó's portfolio Sharpe ratio is 0.64. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.64

The Sharpe ratio of Márkó's portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.64
0.74
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Márkó's portfolio granted a 3.65% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Márkó's portfolio 3.65%3.68%3.42%3.94%3.78%4.22%3.40%3.64%4.39%4.15%4.48%5.01%
CAT
Caterpillar Inc.
1.76%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
T
AT&T Inc.
7.14%7.69%12.60%11.85%9.34%13.60%10.56%10.09%13.04%14.08%14.10%15.38%
VZ
Verizon Communications Inc.
7.77%6.86%5.38%4.88%4.77%5.32%5.79%5.89%6.93%6.94%6.69%7.71%
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.
8.83%8.58%8.57%10.28%8.90%8.78%5.42%5.49%6.10%6.92%8.57%10.17%
LEG
Leggett & Platt, Incorporated
7.10%5.66%4.49%4.12%3.70%5.16%3.80%3.61%4.05%3.98%5.49%6.26%
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%
HPQ
HP Inc.
3.88%3.87%2.34%3.20%3.61%3.30%3.06%4.19%3.85%2.04%2.71%4.95%
UPS
United Parcel Service, Inc.
4.05%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
OXY
Occidental Petroleum Corporation
1.04%0.83%0.14%4.83%8.01%5.67%4.87%5.21%5.63%4.62%3.55%3.82%
CVX
Chevron Corporation
3.57%3.25%4.82%6.85%4.68%5.08%4.42%4.85%6.62%5.46%4.70%5.05%
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
2.23%2.05%1.65%1.66%1.83%2.25%2.06%1.75%1.32%1.58%1.36%1.63%
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.
3.81%5.03%2.82%3.56%4.13%4.50%4.02%4.56%7.42%7.05%9.44%6.76%

Expense Ratio

The Márkó's 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
CAT
Caterpillar Inc.
1.89
T
AT&T Inc.
-0.04
VZ
Verizon Communications Inc.
-0.57
DBX
Dropbox, Inc.
0.76
SNAP
Snap Inc.
-0.30
NU
Nu Holdings Ltd.
0.60
FSR
Fisker Inc.
-0.36
RIVN
Rivian Automotive, Inc.
-0.58
MO
Altria Group, Inc.
0.54
LEG
Leggett & Platt, Incorporated
-0.92
INTC
Intel Corporation
0.54
HPQ
HP Inc.
0.14
UPS
United Parcel Service, Inc.
-0.36
OXY
Occidental Petroleum Corporation
0.01
CVX
Chevron Corporation
0.40
PLTR
Palantir Technologies Inc.
1.29
SBUX
Starbucks Corporation
0.25
WBD
Warner Bros. Discovery, Inc.
-0.18
DLR
Digital Realty Trust, Inc.
0.57

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.30%
-8.22%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Márkó's 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 maximum drawdown since January 2010 for the Márkó's portfolio is 23.92%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.92%Jan 5, 2022183Sep 27, 2022
-2.63%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-0.64%Dec 28, 20214Dec 31, 20211Jan 3, 20225

Volatility Chart

The current Márkó's portfolio volatility is 3.89%, 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%AprilMayJuneJulyAugustSeptember
3.89%
3.47%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components