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MS+GOOG+etc

Last updated Sep 23, 2023

Asset Allocation


MUB 4%MSFT 60%GOOGL 30%AAPL 2%NVDA 2%SHOP 2%BondBondEquityEquity
PositionCategory/SectorWeight
MUB
iShares National AMT-Free Muni Bond ETF
Municipal Bonds4%
MSFT
Microsoft Corporation
Technology60%
GOOGL
Alphabet Inc.
Communication Services30%
AAPL
Apple Inc.
Technology2%
NVDA
NVIDIA Corporation
Technology2%
SHOP
Shopify Inc.
Technology2%

Performance

The chart shows the growth of an initial investment of $10,000 in MS+GOOG+etc, 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%20.00%25.00%AprilMayJuneJulyAugustSeptember
19.15%
8.61%
MS+GOOG+etc
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the MS+GOOG+etc returned 39.29% Year-To-Date and 26.29% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%8.86%
MS+GOOG+etc-0.77%17.01%39.29%36.61%22.64%26.29%
MSFT
Microsoft Corporation
-0.93%13.47%33.09%34.53%23.95%27.59%
GOOGL
Alphabet Inc.
0.36%23.53%47.63%31.91%17.21%20.35%
AAPL
Apple Inc.
-0.90%9.37%35.10%16.88%27.09%23.72%
MUB
iShares National AMT-Free Muni Bond ETF
-0.90%-1.89%0.26%3.17%1.51%1.75%
NVDA
NVIDIA Corporation
-11.77%55.41%184.83%232.66%44.71%69.80%
SHOP
Shopify Inc.
-4.29%18.01%52.92%84.56%26.83%43.85%

Asset Correlations Table

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

MUBSHOPNVDAAAPLGOOGLMSFT
MUB1.000.060.02-0.01-0.010.01
SHOP0.061.000.500.440.450.48
NVDA0.020.501.000.570.560.61
AAPL-0.010.440.571.000.620.66
GOOGL-0.010.450.560.621.000.72
MSFT0.010.480.610.660.721.00

Sharpe Ratio

The current MS+GOOG+etc Sharpe ratio is 1.25. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.25

The Sharpe ratio of MS+GOOG+etc 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.25
0.81
MS+GOOG+etc
Benchmark (^GSPC)
Portfolio components

Dividend yield

MS+GOOG+etc granted a 0.63% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MS+GOOG+etc0.63%0.74%0.50%0.68%0.88%1.22%1.33%1.70%1.75%1.92%2.08%2.46%
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%
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%
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%
MUB
iShares National AMT-Free Muni Bond ETF
2.59%2.15%1.88%2.23%2.61%2.72%2.57%2.57%2.97%3.32%3.78%3.73%
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%
SHOP
Shopify 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%

Expense Ratio

The MS+GOOG+etc 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.


0.07%
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
MSFT
Microsoft Corporation
1.11
GOOGL
Alphabet Inc.
0.92
AAPL
Apple Inc.
0.51
MUB
iShares National AMT-Free Muni Bond ETF
0.51
NVDA
NVIDIA Corporation
3.87
SHOP
Shopify Inc.
1.12

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
-7.57%
-9.93%
MS+GOOG+etc
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MS+GOOG+etc. 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 MS+GOOG+etc is 39.30%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.3%Nov 22, 2021240Nov 3, 2022
-28.05%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-18.85%Oct 2, 201858Dec 24, 201856Mar 18, 2019114
-14.56%Sep 3, 202014Sep 23, 202081Jan 20, 202195
-12.78%Aug 18, 20156Aug 25, 201536Oct 15, 201542

Volatility Chart

The current MS+GOOG+etc volatility is 5.05%, 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%AprilMayJuneJulyAugustSeptember
5.05%
3.41%
MS+GOOG+etc
Benchmark (^GSPC)
Portfolio components