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Steel1

Last updated Sep 23, 2023

Asset Allocation


SWPPX 22.5%NVDA 13.5%AAPL 12%AMZN 8.5%MSFT 8.5%GOOGL 7.5%TSLA 7.5%USNQX 5.5%ADBE 5%NFLX 3%PLTR 2.5%SFSNX 2.5%PLUG 1%EquityEquity
PositionCategory/SectorWeight
SWPPX
Schwab S&P 500 Index Fund
Large Cap Blend Equities22.5%
NVDA
NVIDIA Corporation
Technology13.5%
AAPL
Apple Inc.
Technology12%
AMZN
Amazon.com, Inc.
Consumer Cyclical8.5%
MSFT
Microsoft Corporation
Technology8.5%
GOOGL
Alphabet Inc.
Communication Services7.5%
TSLA
Tesla, Inc.
Consumer Cyclical7.5%
USNQX
USAA Nasdaq 100 Index Fund
Large Cap Growth Equities5.5%
ADBE
Adobe Inc
Technology5%
NFLX
Netflix, Inc.
Communication Services3%
PLTR
Palantir Technologies Inc.
Technology2.5%
SFSNX
Schwab Fundamental US Small Company Index Fund
Small Cap Blend Equities2.5%
PLUG
Plug Power Inc.
Industrials1%
AI
C3.ai, Inc.
Technology0.5%

Performance

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 Quarterly


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
24.29%
8.61%
Steel1
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%6.02%N/A
Steel1-2.86%23.46%56.19%49.25%15.53%N/A
ADBE
Adobe Inc
-2.32%36.79%52.41%80.24%2.13%N/A
GOOGL
Alphabet Inc.
0.28%23.53%47.63%31.91%14.74%N/A
AMZN
Amazon.com, Inc.
-3.11%31.58%53.71%13.48%-6.41%N/A
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%14.56%N/A
AI
C3.ai, Inc.
-15.92%-3.01%119.03%86.39%-38.00%N/A
MSFT
Microsoft Corporation
-1.85%13.47%33.09%34.53%16.65%N/A
NFLX
Netflix, Inc.
-8.71%15.66%28.80%67.75%-9.00%N/A
NVDA
NVIDIA Corporation
-9.57%55.41%184.83%232.66%52.43%N/A
PLTR
Palantir Technologies Inc.
-2.75%72.32%120.09%90.95%-20.40%N/A
PLUG
Plug Power Inc.
-8.61%-33.84%-39.94%-67.17%-36.94%N/A
TSLA
Tesla, Inc.
2.64%28.61%98.80%-11.06%7.27%N/A
SFSNX
Schwab Fundamental US Small Company Index Fund
-3.12%4.37%4.37%12.90%6.44%N/A
SWPPX
Schwab S&P 500 Index Fund
-1.82%9.64%13.85%18.91%7.66%N/A
USNQX
USAA Nasdaq 100 Index Fund
-1.57%15.36%34.79%30.45%6.76%N/A

Asset Correlations Table

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

AIPLUGTSLANFLXPLTRSFSNXGOOGLAMZNAAPLNVDAADBEMSFTSWPPXUSNQX
AI1.000.590.470.460.640.480.380.440.460.490.470.440.500.56
PLUG0.591.000.540.410.600.580.410.460.430.500.460.410.540.57
TSLA0.470.541.000.490.530.460.460.490.540.560.510.480.570.66
NFLX0.460.410.491.000.490.400.510.590.530.540.600.530.570.65
PLTR0.640.600.530.491.000.500.470.540.460.560.510.460.530.61
SFSNX0.480.580.460.400.501.000.510.490.540.530.490.470.810.66
GOOGL0.380.410.460.510.470.511.000.710.690.630.680.760.760.82
AMZN0.440.460.490.590.540.490.711.000.650.620.650.690.710.80
AAPL0.460.430.540.530.460.540.690.651.000.620.660.740.790.84
NVDA0.490.500.560.540.560.530.630.620.621.000.680.680.720.82
ADBE0.470.460.510.600.510.490.680.650.660.681.000.760.750.83
MSFT0.440.410.480.530.460.470.760.690.740.680.761.000.790.87
SWPPX0.500.540.570.570.530.810.760.710.790.720.750.791.000.93
USNQX0.560.570.660.650.610.660.820.800.840.820.830.870.931.00

Sharpe Ratio

The current Steel1 Sharpe ratio is 1.57. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.57

The Sharpe ratio of Steel1 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.57
0.81
Steel1
Benchmark (^GSPC)
Portfolio components

Dividend yield

Steel1 granted a 0.81% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Steel10.81%0.97%1.00%0.73%0.89%1.48%1.20%1.27%1.88%1.46%1.51%1.71%
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.
0.00%0.00%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.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
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
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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
6.75%7.05%13.11%1.71%4.46%14.61%9.72%2.80%9.80%10.52%8.64%19.58%
SWPPX
Schwab S&P 500 Index Fund
1.47%1.67%1.29%1.87%2.04%2.85%1.96%2.85%3.63%2.12%2.01%2.71%
USNQX
USAA Nasdaq 100 Index Fund
3.07%4.13%4.66%1.66%0.97%0.76%2.21%0.57%3.14%0.25%0.33%1.11%

Expense Ratio

The Steel1 has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.42%
0.00%2.15%
0.25%
0.00%2.15%
0.02%
0.00%2.15%

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
ADBE
Adobe Inc
2.26
GOOGL
Alphabet Inc.
0.92
AMZN
Amazon.com, Inc.
0.23
AAPL
Apple Inc.
0.51
AI
C3.ai, Inc.
0.78
MSFT
Microsoft Corporation
1.11
NFLX
Netflix, Inc.
1.35
NVDA
NVIDIA Corporation
3.87
PLTR
Palantir Technologies Inc.
1.23
PLUG
Plug Power Inc.
-1.01
TSLA
Tesla, Inc.
-0.30
SFSNX
Schwab Fundamental US Small Company Index Fund
0.33
SWPPX
Schwab S&P 500 Index Fund
0.90
USNQX
USAA Nasdaq 100 Index Fund
1.15

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.64%
-9.93%
Steel1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Steel1. 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 Steel1 is 40.02%, recorded on Dec 28, 2022. It took 116 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.02%Nov 22, 2021277Dec 28, 2022116Jun 15, 2023393
-13.01%Feb 9, 202119Mar 8, 202125Apr 13, 202144
-8.81%Apr 16, 202119May 12, 202121Jun 11, 202140
-8.64%Jul 19, 202347Sep 22, 2023
-7.5%Sep 8, 202119Oct 4, 202111Oct 19, 202130

Volatility Chart

The current Steel1 volatility is 5.59%, 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%7.00%AprilMayJuneJulyAugustSeptember
5.59%
3.41%
Steel1
Benchmark (^GSPC)
Portfolio components