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Goal 5/2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 20%LLY 20%NVDA 14%AAPL 10%COST 10%GBTC 7%TSLA 6%CELH 4%VOO 3%VGT 3%META 2%GOOG 1%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

10%

CELH
Celsius Holdings, Inc.
Consumer Defensive

4%

COST
Costco Wholesale Corporation
Consumer Defensive

10%

GBTC
Grayscale Bitcoin Trust (BTC)
Financial Services

7%

GOOG
Alphabet Inc.
Communication Services

1%

LLY
Eli Lilly and Company
Healthcare

20%

META
Meta Platforms, Inc.
Communication Services

2%

MSFT
Microsoft Corporation
Technology

20%

NVDA
NVIDIA Corporation
Technology

14%

TSLA
Tesla, Inc.
Consumer Cyclical

6%

VGT
Vanguard Information Technology ETF
Technology Equities

3%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

3%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goal 5/2024, 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%50.00%2024FebruaryMarchAprilMayJune
45.88%
14.78%
Goal 5/2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.47%15.07%24.43%13.22%10.85%
Goal 5/202445.98%11.25%45.88%79.61%58.03%N/A
META
Meta Platforms, Inc.
43.43%7.46%44.90%80.67%21.86%22.97%
AAPL
Apple Inc
12.83%14.11%10.31%17.79%35.24%26.91%
MSFT
Microsoft Corporation
19.67%6.70%20.56%32.00%28.08%28.95%
NVDA
NVIDIA Corporation
164.52%41.64%164.09%206.89%103.13%76.58%
VOO
Vanguard S&P 500 ETF
15.51%3.34%15.62%25.99%15.04%12.88%
TSLA
Tesla, Inc.
-24.57%5.62%-27.13%-28.06%66.79%28.55%
GBTC
Grayscale Bitcoin Trust (BTC)
71.03%-0.87%69.49%291.60%36.13%N/A
VGT
Vanguard Information Technology ETF
21.46%10.12%21.21%34.46%23.65%21.24%
CELH
Celsius Holdings, Inc.
7.15%-37.20%14.57%21.34%114.24%75.68%
GOOG
Alphabet Inc.
27.00%0.96%29.60%44.27%26.45%20.55%
LLY
Eli Lilly and Company
52.35%14.94%53.17%99.15%52.66%33.21%
COST
Costco Wholesale Corporation
31.89%9.06%31.37%70.67%28.86%25.07%

Monthly Returns

The table below presents the monthly returns of Goal 5/2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.03%16.25%3.89%-4.17%10.54%45.98%
202313.26%2.31%14.10%3.92%10.85%10.89%1.65%4.78%-4.63%1.89%10.71%4.18%101.59%
2022-11.69%-0.30%8.31%-11.12%-1.46%-7.06%13.79%-7.01%-8.30%4.96%5.88%-9.21%-24.01%
20216.23%0.78%-0.59%5.50%0.34%11.45%4.52%7.68%-5.93%17.18%4.05%-0.47%61.33%
202010.07%-3.42%-5.94%16.74%9.81%8.84%8.51%17.15%-4.90%-3.06%17.16%13.75%117.89%
20194.84%5.09%6.94%3.45%-1.41%12.08%2.14%-0.89%0.45%7.21%5.09%6.40%64.20%
20185.18%-0.81%-7.08%6.31%2.91%-1.29%6.42%7.54%-1.68%-5.74%-2.88%-9.14%-2.02%
20175.32%3.62%3.10%2.72%28.37%-4.86%3.19%13.61%-2.34%5.56%8.05%3.83%91.40%
2016-7.79%-1.38%8.06%-0.12%7.06%4.71%7.24%-0.79%3.16%0.49%2.63%9.12%35.90%
2015-0.70%-1.30%1.83%-3.66%2.94%8.23%5.63%4.89%18.69%

Expense Ratio

Goal 5/2024 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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Goal 5/2024 is 97, placing it in the top 3% 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 Goal 5/2024 is 9797
Goal 5/2024
The Sharpe Ratio Rank of Goal 5/2024 is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of Goal 5/2024 is 9797Sortino Ratio Rank
The Omega Ratio Rank of Goal 5/2024 is 9797Omega Ratio Rank
The Calmar Ratio Rank of Goal 5/2024 is 9898Calmar Ratio Rank
The Martin Ratio Rank of Goal 5/2024 is 9797Martin 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.


Goal 5/2024
Sharpe ratio
The chart of Sharpe ratio for Goal 5/2024, currently valued at 4.34, compared to the broader market0.002.004.004.34
Sortino ratio
The chart of Sortino ratio for Goal 5/2024, currently valued at 5.62, compared to the broader market-2.000.002.004.006.005.62
Omega ratio
The chart of Omega ratio for Goal 5/2024, currently valued at 1.72, compared to the broader market0.801.001.201.401.601.801.72
Calmar ratio
The chart of Calmar ratio for Goal 5/2024, currently valued at 8.41, compared to the broader market0.002.004.006.008.0010.008.41
Martin ratio
The chart of Martin ratio for Goal 5/2024, currently valued at 31.49, compared to the broader market0.0010.0020.0030.0040.0050.0031.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
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
META
Meta Platforms, Inc.
2.243.171.412.9513.15
AAPL
Apple Inc
0.791.281.161.032.05
MSFT
Microsoft Corporation
1.461.991.252.305.63
NVDA
NVIDIA Corporation
4.704.881.6110.4730.19
VOO
Vanguard S&P 500 ETF
2.263.191.402.208.80
TSLA
Tesla, Inc.
-0.52-0.530.94-0.41-0.95
GBTC
Grayscale Bitcoin Trust (BTC)
5.875.191.614.6640.87
VGT
Vanguard Information Technology ETF
1.852.531.312.557.23
CELH
Celsius Holdings, Inc.
0.360.961.120.541.26
GOOG
Alphabet Inc.
1.522.061.291.889.33
LLY
Eli Lilly and Company
3.224.521.597.8023.48
COST
Costco Wholesale Corporation
3.864.471.705.0019.56

Sharpe Ratio

The current Goal 5/2024 Sharpe ratio is 4.34. 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 1.39 to 2.33, 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 Goal 5/2024 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 Ratio1.002.003.004.005.006.007.002024FebruaryMarchAprilMayJune
4.34
2.10
Goal 5/2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Goal 5/2024 granted a 0.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Goal 5/20240.57%0.71%0.67%0.55%1.03%0.95%1.18%1.63%1.49%1.81%1.65%1.96%
META
Meta Platforms, Inc.
0.20%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
0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.65%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
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%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.26%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
CELH
Celsius Holdings, 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%
GOOG
Alphabet Inc.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
COST
Costco Wholesale Corporation
2.21%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune00
Goal 5/2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Goal 5/2024. 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 Goal 5/2024 was 30.41%, occurring on Mar 16, 2020. Recovery took 44 trading sessions.

The current Goal 5/2024 drawdown is 0.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.41%Feb 20, 202018Mar 16, 202044May 18, 202062
-29.16%Dec 28, 2021202Oct 14, 2022133Apr 27, 2023335
-23.21%Sep 4, 201878Dec 24, 201871Apr 8, 2019149
-16.91%Dec 19, 201770Apr 2, 201880Jul 25, 2018150
-16.85%Dec 30, 201530Feb 11, 201645Apr 18, 201675

Volatility

Volatility Chart

The current Goal 5/2024 volatility is 3.23%, 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%8.00%2024FebruaryMarchAprilMayJune
3.23%
2.33%
Goal 5/2024
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.

GBTCCELHLLYTSLACOSTMETANVDAAAPLGOOGMSFTVOOVGT
GBTC1.000.130.060.160.140.160.210.170.170.200.220.23
CELH0.131.000.130.230.210.250.260.230.250.250.310.31
LLY0.060.131.000.130.280.250.210.260.280.330.400.33
TSLA0.160.230.131.000.270.350.420.410.370.390.450.49
COST0.140.210.280.271.000.350.380.440.430.480.570.51
META0.160.250.250.350.351.000.520.530.670.600.620.66
NVDA0.210.260.210.420.380.521.000.550.540.610.620.75
AAPL0.170.230.260.410.440.530.551.000.610.650.700.80
GOOG0.170.250.280.370.430.670.540.611.000.710.710.74
MSFT0.200.250.330.390.480.600.610.650.711.000.760.85
VOO0.220.310.400.450.570.620.620.700.710.761.000.90
VGT0.230.310.330.490.510.660.750.800.740.850.901.00
The correlation results are calculated based on daily price changes starting from May 5, 2015