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Steel1
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 Steel1, 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.


40.00%60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
132.18%
54.21%
Steel1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Steel1-9.12%17.66%-5.45%20.54%N/AN/A
ADBE
Adobe Inc
-13.65%12.94%-23.34%-21.33%0.88%17.51%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
AI
C3.ai, Inc.
-31.83%28.67%-14.72%-3.93%N/AN/A
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
NFLX
Netflix, Inc.
28.40%31.48%43.68%87.77%21.39%29.88%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
PLTR
Palantir Technologies Inc.
57.54%54.10%113.22%452.64%N/AN/A
PLUG
Plug Power Inc.
-60.08%-24.07%-58.31%-66.25%-28.57%-10.42%
TSLA
Tesla, Inc.
-29.47%28.38%-4.07%63.02%39.28%33.49%
SFSNX
Schwab Fundamental US Small Company Index Fund
-8.23%13.93%-12.88%-0.82%10.92%3.29%
SWPPX
Schwab S&P 500 Index Fund
-3.30%13.73%-4.57%10.62%15.87%12.14%
USNQX
USAA Nasdaq 100 Index Fund
-4.43%17.40%-6.37%9.49%14.37%14.99%
*Annualized

Monthly Returns

The table below presents the monthly returns of Steel1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.16%-4.62%-8.34%1.60%2.14%-9.12%
20242.46%8.99%2.42%-3.20%8.36%8.19%0.34%0.53%3.85%0.01%10.03%2.22%52.94%
202316.75%2.10%10.17%-0.93%14.01%8.97%5.38%-1.41%-6.62%-2.43%11.93%2.86%76.19%
2022-9.15%-3.34%6.31%-17.14%-2.14%-9.50%16.04%-6.86%-11.30%4.69%5.21%-10.94%-35.58%
20212.81%-1.59%0.68%7.39%-0.90%9.21%1.60%6.49%-5.22%13.54%4.88%-2.71%40.66%
20204.63%4.63%

Expense Ratio

Steel1 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Steel1 is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Steel1 is 5757
Overall Rank
The Sharpe Ratio Rank of Steel1 is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of Steel1 is 6161
Sortino Ratio Rank
The Omega Ratio Rank of Steel1 is 5858
Omega Ratio Rank
The Calmar Ratio Rank of Steel1 is 6060
Calmar Ratio Rank
The Martin Ratio Rank of Steel1 is 4545
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
ADBE
Adobe Inc
-0.58-0.640.90-0.44-1.09
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
AAPL
Apple Inc
0.270.631.090.280.95
AI
C3.ai, Inc.
-0.060.351.04-0.06-0.19
MSFT
Microsoft Corporation
0.300.571.070.290.63
NFLX
Netflix, Inc.
2.743.601.484.7915.67
NVDA
NVIDIA Corporation
0.511.021.130.741.85
PLTR
Palantir Technologies Inc.
6.404.331.607.9027.74
PLUG
Plug Power Inc.
-0.68-1.080.89-0.69-1.62
TSLA
Tesla, Inc.
0.881.541.180.922.28
SFSNX
Schwab Fundamental US Small Company Index Fund
-0.040.101.01-0.04-0.11
SWPPX
Schwab S&P 500 Index Fund
0.550.901.130.582.23
USNQX
USAA Nasdaq 100 Index Fund
0.380.701.100.411.35

The current Steel1 Sharpe ratio is 0.73. 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 lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Steel1 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
0.73
0.48
Steel1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Steel1 provided a 0.52% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.52%0.48%0.51%0.61%0.43%0.63%0.73%1.00%0.83%1.00%1.15%1.09%
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%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
AI
C3.ai, 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%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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%
PLUG
Plug Power 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
Tesla, 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%
SFSNX
Schwab Fundamental US Small Company Index Fund
1.87%1.71%1.37%1.22%1.35%1.42%1.41%1.91%1.42%1.22%1.58%1.22%
SWPPX
Schwab S&P 500 Index Fund
1.27%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%
USNQX
USAA Nasdaq 100 Index Fund
0.42%0.40%0.58%0.28%0.24%0.37%0.55%0.65%0.46%0.50%0.62%0.21%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.27%
-7.82%
Steel1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Steel1. 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 Steel1 was 40.49%, occurring on Dec 28, 2022. Recovery took 133 trading sessions.

The current Steel1 drawdown is 13.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.49%Nov 22, 2021277Dec 28, 2022133Jul 12, 2023410
-26.29%Dec 26, 202470Apr 8, 2025
-14.99%Jul 11, 202418Aug 5, 202458Oct 25, 202476
-13.01%Feb 9, 202119Mar 8, 202125Apr 13, 202144
-12.38%Jul 19, 202371Oct 26, 202315Nov 16, 202386

Volatility

Volatility Chart

The current Steel1 volatility is 15.02%, 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%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.02%
11.21%
Steel1
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 8.57, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCPLUGAINFLXTSLAPLTRSFSNXAAPLADBEGOOGLNVDAAMZNMSFTSWPPXUSNQXPortfolio
^GSPC1.000.470.520.570.570.560.790.720.690.710.700.700.771.000.930.90
PLUG0.471.000.540.290.440.480.540.350.320.310.370.370.310.470.470.50
AI0.520.541.000.410.460.640.530.410.420.360.440.420.400.520.540.57
NFLX0.570.290.411.000.450.480.370.480.550.480.520.560.530.570.640.63
TSLA0.570.440.460.451.000.510.460.490.440.440.480.470.450.570.630.69
PLTR0.560.480.640.480.511.000.500.420.470.430.520.520.460.560.610.66
SFSNX0.790.540.530.370.460.501.000.480.440.460.460.470.430.790.640.63
AAPL0.720.350.410.480.490.420.481.000.560.610.510.580.660.720.750.75
ADBE0.690.320.420.550.440.470.440.561.000.600.590.610.690.690.760.74
GOOGL0.710.310.360.480.440.430.460.610.601.000.560.680.720.710.770.76
NVDA0.700.370.440.520.480.520.460.510.590.561.000.590.640.700.800.84
AMZN0.700.370.420.560.470.520.470.580.610.680.591.000.700.700.780.78
MSFT0.770.310.400.530.450.460.430.660.690.720.640.701.000.770.840.82
SWPPX1.000.470.520.570.570.560.790.720.690.710.700.700.771.000.930.90
USNQX0.930.470.540.640.630.610.640.750.760.770.800.780.840.931.000.97
Portfolio0.900.500.570.630.690.660.630.750.740.760.840.780.820.900.971.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2020