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

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
CAT
Caterpillar Inc.
Industrials

7%

CVX
Chevron Corporation
Energy

5%

DBX
Dropbox, Inc.
Technology

7%

DLR
Digital Realty Trust, Inc.
Real Estate

7%

FSR
Fisker Inc.
Consumer Cyclical

2%

HPQ
HP Inc.
Technology

5%

INTC
Intel Corporation
Technology

5%

LEG
Leggett & Platt, Incorporated
Consumer Cyclical

7%

MO
Altria Group, Inc.
Consumer Defensive

9%

NU
Nu Holdings Ltd.
Financial Services

2%

OXY
Occidental Petroleum Corporation
Energy

5%

PLTR
Palantir Technologies Inc.
Technology

7%

RIVN
Rivian Automotive, Inc.
Consumer Cyclical

2%

SBUX
Starbucks Corporation
Consumer Cyclical

7%

SNAP
Snap Inc.
Communication Services

2%

T
AT&T Inc.
Communication Services

7%

UPS
United Parcel Service, Inc.
Industrials

5%

VZ
Verizon Communications Inc.
Communication Services

7%

WBD
Warner Bros. Discovery, Inc.
Communication Services

2%

S&P 500

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 Quarterly


-5.00%0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
-3.56%
15.59%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.37%16.79%25.03%13.26%10.85%
Márkó's portfolio -4.06%0.66%-3.56%6.50%N/AN/A
CAT
Caterpillar Inc.
10.88%-9.45%13.02%37.14%22.34%14.63%
T
AT&T Inc.
11.11%4.52%13.06%23.88%1.71%3.63%
VZ
Verizon Communications Inc.
9.86%1.16%10.65%20.17%-2.00%2.89%
DBX
Dropbox, Inc.
-29.58%-12.15%-30.78%-19.38%-3.67%N/A
SNAP
Snap Inc.
-6.67%1.09%-8.30%54.45%1.65%N/A
NU
Nu Holdings Ltd.
40.34%-2.75%42.04%51.62%N/AN/A
FSR
Fisker Inc.
-98.82%0.00%-98.61%-99.62%N/AN/A
RIVN
Rivian Automotive, Inc.
-53.03%9.65%-53.27%-24.62%N/AN/A
MO
Altria Group, Inc.
16.02%-1.19%16.10%11.44%7.00%6.85%
LEG
Leggett & Platt, Incorporated
-54.59%-0.25%-55.44%-59.17%-17.55%-6.68%
INTC
Intel Corporation
-38.62%-3.50%-34.48%-5.60%-5.97%2.91%
HPQ
HP Inc.
24.18%13.28%23.97%27.45%15.95%12.50%
UPS
United Parcel Service, Inc.
-12.73%-7.72%-12.69%-19.32%9.16%6.04%
OXY
Occidental Petroleum Corporation
3.35%-2.94%2.10%8.02%5.99%-1.72%
CVX
Chevron Corporation
4.97%-4.15%3.89%3.13%8.92%5.88%
PLTR
Palantir Technologies Inc.
50.38%21.56%46.79%76.37%N/AN/A
SBUX
Starbucks Corporation
-15.33%3.19%-14.72%-19.33%1.20%9.75%
WBD
Warner Bros. Discovery, Inc.
-38.58%-11.41%-39.16%-43.49%-25.68%-15.53%
DLR
Digital Realty Trust, Inc.
13.00%4.53%12.73%48.48%7.77%14.38%

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
2024-2.92%1.82%1.50%-4.53%0.47%-4.06%
20239.26%-4.53%1.48%-1.44%2.91%6.74%5.58%-3.62%-2.70%-3.61%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%, 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

Risk-Adjusted Performance Rank

The current rank of Márkó's portfolio is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Márkó's portfolio is 44
Márkó's portfolio
The Sharpe Ratio Rank of Márkó's portfolio is 44Sharpe Ratio Rank
The Sortino Ratio Rank of Márkó's portfolio is 44Sortino Ratio Rank
The Omega Ratio Rank of Márkó's portfolio is 44Omega Ratio Rank
The Calmar Ratio Rank of Márkó's portfolio is 66Calmar Ratio Rank
The Martin Ratio Rank of Márkó's portfolio is 44Martin 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.


Márkó's portfolio
Sharpe ratio
The chart of Sharpe ratio for Márkó's portfolio , currently valued at 0.20, compared to the broader market0.002.004.006.000.20
Sortino ratio
The chart of Sortino ratio for Márkó's portfolio , currently valued at 0.40, compared to the broader market-2.000.002.004.006.000.40
Omega ratio
The chart of Omega ratio for Márkó's portfolio , currently valued at 1.04, compared to the broader market0.801.001.201.401.601.801.04
Calmar ratio
The chart of Calmar ratio for Márkó's portfolio , currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.000.27
Martin ratio
The chart of Martin ratio for Márkó's portfolio , currently valued at 0.67, compared to the broader market0.0010.0020.0030.0040.0050.000.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CAT
Caterpillar Inc.
1.361.911.251.654.74
T
AT&T Inc.
0.871.431.180.643.73
VZ
Verizon Communications Inc.
0.781.321.170.472.80
DBX
Dropbox, Inc.
-0.62-0.590.89-0.54-1.15
SNAP
Snap Inc.
0.751.331.220.572.02
NU
Nu Holdings Ltd.
1.552.211.271.298.00
FSR
Fisker Inc.
-0.76-3.600.44-1.00-1.40
RIVN
Rivian Automotive, Inc.
-0.34-0.001.00-0.28-0.61
MO
Altria Group, Inc.
0.650.951.140.521.89
LEG
Leggett & Platt, Incorporated
-1.43-2.230.65-0.84-2.06
INTC
Intel Corporation
-0.38-0.290.96-0.34-0.80
HPQ
HP Inc.
0.791.501.180.681.89
UPS
United Parcel Service, Inc.
-0.92-1.150.85-0.56-1.28
OXY
Occidental Petroleum Corporation
0.300.581.070.260.78
CVX
Chevron Corporation
0.080.241.030.070.19
PLTR
Palantir Technologies Inc.
0.891.741.221.943.57
SBUX
Starbucks Corporation
-0.74-0.870.87-0.55-1.41
WBD
Warner Bros. Discovery, Inc.
-0.91-1.240.85-0.59-1.49
DLR
Digital Realty Trust, Inc.
1.772.411.311.279.47

Sharpe Ratio

The current Márkó's portfolio Sharpe ratio is 0.20. 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 1.41 to 2.40, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.20
2.17
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Márkó's portfolio granted a 3.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Márkó's portfolio 3.82%3.54%3.53%3.09%3.40%3.13%3.29%2.56%2.70%3.06%2.72%2.81%
CAT
Caterpillar Inc.
1.60%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
T
AT&T Inc.
6.15%6.62%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%6.78%
VZ
Verizon Communications Inc.
6.61%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
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.
8.75%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
LEG
Leggett & Platt, Incorporated
12.38%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
INTC
Intel Corporation
1.63%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
HPQ
HP Inc.
2.96%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
UPS
United Parcel Service, Inc.
4.84%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
OXY
Occidental Petroleum Corporation
1.31%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%
CVX
Chevron Corporation
4.10%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
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
2.79%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.13%1.34%1.14%
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.
3.26%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-5.39%
0
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 5.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.92%Jan 5, 2022183Sep 27, 2022306Dec 14, 2023489
-8.6%Feb 16, 202471May 29, 2024
-4.66%Dec 20, 202318Jan 17, 202414Feb 6, 202432
-2.63%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-2.12%Feb 9, 20243Feb 13, 20242Feb 15, 20245

Volatility

Volatility Chart

The current Márkó's portfolio volatility is 4.08%, 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%2024FebruaryMarchAprilMayJune
4.08%
2.33%
Márkó's portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VZMOOXYCVXFSRTNUDLRRIVNSBUXINTCDBXCATSNAPWBDLEGPLTRUPSHPQ
VZ1.000.310.160.220.070.690.060.310.050.190.170.100.240.140.280.260.110.260.25
MO0.311.000.240.320.040.340.090.240.080.280.180.130.330.150.300.320.100.320.29
OXY0.160.241.000.770.130.190.140.110.140.150.240.210.460.140.240.190.170.310.32
CVX0.220.320.771.000.130.240.120.100.110.180.210.170.530.150.220.240.140.290.33
FSR0.070.040.130.131.000.150.380.250.570.270.290.340.220.400.350.340.510.260.31
T0.690.340.190.240.151.000.140.340.150.260.240.210.310.240.390.370.210.310.32
NU0.060.090.140.120.380.141.000.300.420.350.320.430.250.460.350.320.530.310.33
DLR0.310.240.110.100.250.340.301.000.330.380.370.390.300.370.310.400.420.400.33
RIVN0.050.080.140.110.570.150.420.331.000.410.370.420.290.500.420.380.590.380.37
SBUX0.190.280.150.180.270.260.350.380.411.000.390.400.330.430.370.440.420.460.40
INTC0.170.180.240.210.290.240.320.370.370.391.000.450.350.380.400.370.440.440.52
DBX0.100.130.210.170.340.210.430.390.420.400.451.000.340.510.370.350.570.420.43
CAT0.240.330.460.530.220.310.250.300.290.330.350.341.000.280.320.430.340.490.49
SNAP0.140.150.140.150.400.240.460.370.500.430.380.510.281.000.380.390.580.400.41
WBD0.280.300.240.220.350.390.350.310.420.370.400.370.320.381.000.500.430.410.44
LEG0.260.320.190.240.340.370.320.400.380.440.370.350.430.390.501.000.370.530.47
PLTR0.110.100.170.140.510.210.530.420.590.420.440.570.340.580.430.371.000.380.42
UPS0.260.320.310.290.260.310.310.400.380.460.440.420.490.400.410.530.381.000.47
HPQ0.250.290.320.330.310.320.330.330.370.400.520.430.490.410.440.470.420.471.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2021