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POBEDA

Last updated Sep 23, 2023

Asset Allocation


CME 27.73%BLK 27.23%MSFT 26.15%GLW 18.89%EquityEquity
PositionCategory/SectorWeight
CME
CME Group Inc.
Financial Services27.73%
BLK
BlackRock, Inc.
Financial Services27.23%
MSFT
Microsoft Corporation
Technology26.15%
GLW
Corning Incorporated
Technology18.89%

Transactions


DateTypeSymbolQuantityPrice
Jun 9, 2023BuyBlackRock, Inc.3$684.95
May 16, 2023BuyCME Group Inc.10$181.87
Feb 20, 2023BuyCorning Incorporated44$35.52
Jan 9, 2023BuyMicrosoft Corporation2$228.59
Apr 28, 2022BuyMicrosoft Corporation4$286.16

1–5 of 5

Performance

The chart shows the growth of an initial investment of $10,000 in POBEDA, 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%AprilMayJuneJulyAugustSeptember
6.87%
8.61%
POBEDA
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%0.54%N/A
POBEDA-0.99%6.75%15.27%16.19%-2.44%N/A
MSFT
Microsoft Corporation
-0.93%13.47%33.09%34.53%7.76%N/A
GLW
Corning Incorporated
-1.45%-3.28%0.30%6.55%-7.18%N/A
CME
CME Group Inc.
1.35%11.17%22.08%17.05%-3.71%N/A
BLK
BlackRock, Inc.
-1.23%3.86%-4.80%14.86%4.17%N/A

Asset Correlations Table

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

CMEGLWMSFTBLK
CME1.000.280.350.42
GLW0.281.000.520.65
MSFT0.350.521.000.61
BLK0.420.650.611.00

Sharpe Ratio

The current POBEDA Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.58

The Sharpe ratio of POBEDA is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00May 07May 14May 21May 28Jun 04Jun 11Jun 18Jun 25Jul 02Jul 09Jul 16Jul 23Jul 30Aug 06Aug 13Aug 20Aug 27Sep 03Sep 10Sep 17
0.58
0.81
POBEDA
Benchmark (^GSPC)
Portfolio components

Expense Ratio

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
MSFT
Microsoft Corporation
1.11
GLW
Corning Incorporated
0.16
CME
CME Group Inc.
0.69
BLK
BlackRock, Inc.
0.41

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-6.24%
-5.86%
POBEDA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the POBEDA. 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 POBEDA is 26.99%, recorded on Nov 3, 2022. It took 174 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.99%Aug 16, 202257Nov 3, 2022174Jul 18, 2023231
-16.46%May 5, 202227Jun 13, 202242Aug 12, 202269
-6.24%Jul 27, 202341Sep 22, 2023
-3.02%Apr 29, 20221Apr 29, 20223May 4, 20224
-0.72%Jul 19, 20232Jul 20, 20233Jul 25, 20235

Volatility Chart

The current POBEDA volatility is 3.16%, 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
3.16%
3.41%
POBEDA
Benchmark (^GSPC)
Portfolio components