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20230810_2
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


COST 94.17%AMD 3.32%IEX 1.75%LRLCY 1.55%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

0.22%

ABBV
AbbVie Inc.
Healthcare

-0.14%

ADBE
Adobe Inc
Technology

-0.11%

AMD
Advanced Micro Devices, Inc.
Technology

3.32%

AMZN
Amazon.com, Inc.
Consumer Cyclical

0.15%

ASML
ASML Holding N.V.
Technology

0.18%

BAC
Bank of America Corporation
Financial Services

-0.19%

CMCSA
Comcast Corporation
Communication Services

-0.11%

COST
Costco Wholesale Corporation
Consumer Defensive

94.17%

CRM
salesforce.com, inc.
Technology

-0.15%

CSCO
Cisco Systems, Inc.
Technology

-0.11%

DELL
Dell Technologies Inc.
Technology

-0.29%

DHI
D.R. Horton, Inc.
Consumer Cyclical

-0.17%

DIS
The Walt Disney Company
Communication Services

-0.16%

GOOGL
Alphabet Inc.
Communication Services

0.14%

GS
The Goldman Sachs Group, Inc.
Financial Services

-0.19%

IEX
IDEX Corporation
Industrials

1.75%

JPM
JPMorgan Chase & Co.
Financial Services

0.16%

LRLCY
L'Oréal S.A.
Consumer Defensive

1.55%

LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical

0.11%

META

0.19%

MSFT

0.17%

NVDA

0.23%

ORCL

-0.16%

PM

-0.13%

RBLX

-0.16%

SPY

-0.21%

TOL

0.21%

TSLA

0.14%

UBER

-0.20%

WDC

-0.22%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Aug 10, 2023SellSPY2446.16
Aug 10, 2023SellWDC1641.95
Aug 10, 2023SellD.R. Horton, Inc.5$123.85
Aug 10, 2023SellDell Technologies Inc.12$57.20
Aug 10, 2023SellAbbVie Inc.4$150.37
Aug 10, 2023SellPM697.29
Aug 10, 2023SellUBER1544.13
Aug 10, 2023SellORCL6113.73
Aug 10, 2023Sellsalesforce.com, inc.3$207.27
Aug 10, 2023SellRBLX2030.42

1–10 of 31

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 20230810_2, 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


-60,000.00%-50,000.00%-40,000.00%-30,000.00%-20,000.00%-10,000.00%0.00%FebruaryMarchAprilMayJuneJuly
-57,879.11%
24.35%
20230810_2
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
20230810_226.72%0.17%21.66%N/AN/AN/A
SPY
16.23%0.82%13.94%N/AN/AN/A
WDC
33.32%-7.85%20.94%N/AN/AN/A
DHI
D.R. Horton, Inc.
16.66%24.00%23.87%36.97%33.24%24.81%
DELL
Dell Technologies Inc.
66.46%-12.94%53.80%138.35%37.07%N/A
ABBV
AbbVie Inc.
14.90%2.55%5.30%25.60%26.60%17.32%
PM
16.94%7.21%19.85%N/AN/AN/A
UBER
9.32%-4.13%4.65%N/AN/AN/A
ORCL
32.73%-1.80%24.65%N/AN/AN/A
CRM
salesforce.com, inc.
-2.41%4.65%-7.22%13.80%10.05%16.73%
RBLX
-11.37%12.06%-0.64%N/AN/AN/A
ADBE
Adobe Inc
-8.48%2.36%-8.57%4.23%12.12%22.41%
CMCSA
Comcast Corporation
-10.21%0.90%-11.01%-8.45%-0.50%5.78%
BAC
Bank of America Corporation
27.62%7.39%31.12%33.76%9.65%12.82%
GS
The Goldman Sachs Group, Inc.
29.26%9.32%30.95%41.23%20.48%13.06%
DIS
The Walt Disney Company
1.18%-10.67%-2.57%5.84%-8.45%1.45%
CSCO
Cisco Systems, Inc.
-5.97%-1.13%-8.93%-9.91%-0.88%9.36%
AMD
Advanced Micro Devices, Inc.
4.47%-4.48%-8.56%39.23%35.67%45.08%
TOL
28.74%12.55%35.34%N/AN/AN/A
MSFT
16.67%-2.82%9.98%N/AN/AN/A
COST
Costco Wholesale Corporation
29.49%0.45%24.31%55.59%27.21%24.56%
JPM
JPMorgan Chase & Co.
25.83%7.74%25.88%36.47%16.10%16.78%
LRLCY
L'Oréal S.A.
-11.49%-8.05%-5.26%-2.35%10.97%11.54%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-9.17%-4.71%1.34%-21.71%13.58%18.67%
IEX
IDEX Corporation
-5.18%0.59%-1.91%-3.89%5.54%11.41%
ASML
ASML Holding N.V.
23.71%-10.01%20.30%37.46%33.64%28.36%
META
38.35%-1.23%27.13%N/AN/AN/A
TSLA
-3.73%30.70%14.37%N/AN/AN/A
NVDA
138.17%-6.83%96.99%N/AN/AN/A
AMZN
Amazon.com, Inc.
22.69%-1.41%19.48%44.73%13.61%27.75%
GOOGL
Alphabet Inc.
30.29%1.20%23.77%49.76%26.32%19.85%
AAPL
Apple Inc
17.18%8.44%15.59%17.36%35.25%26.48%

Monthly Returns

The table below presents the monthly returns of 20230810_2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.25%7.46%-1.73%-1.98%11.46%4.26%26.72%
2023-38,117.20%2.11%-2.35%7.78%11.60%-45,696.31%

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

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.


20230810_2
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
WDC
DHI
D.R. Horton, Inc.
1.181.751.231.723.75
DELL
Dell Technologies Inc.
2.463.511.484.6713.84
ABBV
AbbVie Inc.
1.351.851.251.584.45
PM
UBER
ORCL
CRM
salesforce.com, inc.
0.380.681.120.341.16
RBLX
ADBE
Adobe Inc
0.150.441.060.140.35
CMCSA
Comcast Corporation
-0.34-0.320.96-0.21-0.70
BAC
Bank of America Corporation
1.572.421.280.784.48
GS
The Goldman Sachs Group, Inc.
2.083.061.361.587.50
DIS
The Walt Disney Company
0.190.481.060.080.51
CSCO
Cisco Systems, Inc.
-0.49-0.520.92-0.39-0.73
AMD
Advanced Micro Devices, Inc.
0.831.411.180.922.60
TOL
MSFT
COST
Costco Wholesale Corporation
3.113.691.574.9415.73
JPM
JPMorgan Chase & Co.
2.252.751.412.438.59
LRLCY
L'Oréal S.A.
-0.17-0.080.99-0.19-0.57
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-0.86-1.170.87-0.75-1.48
IEX
IDEX Corporation
-0.16-0.100.99-0.13-0.28
ASML
ASML Holding N.V.
0.991.481.201.043.74
META
TSLA
NVDA
AMZN
Amazon.com, Inc.
1.572.361.281.218.83
GOOGL
Alphabet Inc.
1.882.441.352.7311.28
AAPL
Apple Inc
0.791.281.151.082.13

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for 20230810_2. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

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


-60,000.00%-50,000.00%-40,000.00%-30,000.00%-20,000.00%-10,000.00%0.00%FebruaryMarchAprilMayJuneJuly
-57,879.11%
-1.97%
20230810_2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 20230810_2. 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 20230810_2 was 60,364.86%, occurring on Jul 9, 2024. The portfolio has not yet recovered.

The current 20230810_2 drawdown is 56,950.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60364.86%Aug 10, 2023229Jul 9, 2024

Volatility

Volatility Chart

The current 20230810_2 volatility is 5.87%, 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%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
5.87%
2.94%
20230810_2
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.

ABBVPMCMCSADISJPMDELLTSLABACRBLXCSCOLRLCYIEXCOSTAAPLNVDAWDCLVMUYGOOGLGSADBEDHIUBERORCLCRMTOLAMDMETAAMZNMSFTASMLSPY
ABBV1.000.170.180.050.23-0.02-0.050.250.120.150.150.290.210.04-0.010.030.11-0.010.280.090.190.190.060.210.150.080.030.04-0.030.050.24
PM0.171.000.310.290.31-0.050.150.370.120.320.450.270.200.14-0.070.040.340.130.410.190.220.130.140.160.210.120.110.100.080.060.34
CMCSA0.180.311.000.310.38-0.030.150.340.070.460.270.310.110.130.000.050.320.190.310.180.340.150.130.240.350.170.060.140.040.110.32
DIS0.050.290.311.000.240.070.240.330.170.290.290.230.120.150.110.190.360.130.300.150.230.290.210.210.230.130.160.160.210.220.38
JPM0.230.310.380.241.000.130.210.680.060.270.140.360.230.140.070.170.240.080.610.080.260.160.120.180.320.220.150.090.100.150.42
DELL-0.02-0.05-0.030.070.131.000.210.090.170.160.080.160.220.150.450.480.150.180.150.290.230.210.340.280.260.350.370.340.360.460.41
TSLA-0.050.150.150.240.210.211.000.220.300.120.210.210.270.420.210.170.280.240.250.260.190.210.260.210.250.280.250.290.290.330.48
BAC0.250.370.340.330.680.090.221.000.170.290.190.460.240.110.030.190.290.080.690.070.360.190.160.150.410.160.140.080.080.200.47
RBLX0.120.120.070.170.060.170.300.171.000.170.250.240.230.330.250.270.280.220.220.270.230.340.270.370.250.320.290.330.310.410.47
CSCO0.150.320.460.290.270.160.120.290.171.000.260.380.190.240.110.240.240.320.220.350.230.270.250.400.230.270.180.310.300.240.44
LRLCY0.150.450.270.290.140.080.210.190.250.261.000.280.240.290.180.200.630.240.290.200.320.320.300.230.320.260.300.270.300.370.45
IEX0.290.270.310.230.360.160.210.460.240.380.281.000.210.130.040.180.330.150.430.180.450.340.210.290.500.230.170.200.160.380.50
COST0.210.200.110.120.230.220.270.240.230.190.240.211.000.250.350.240.200.330.260.340.260.330.310.330.270.310.460.420.400.340.54
AAPL0.040.140.130.150.140.150.420.110.330.240.290.130.251.000.300.290.250.470.200.330.260.270.370.290.260.320.370.430.500.360.61
NVDA-0.01-0.070.000.110.070.450.210.030.250.110.180.040.350.301.000.500.180.370.160.400.240.340.440.320.290.540.500.450.490.570.55
WDC0.030.040.050.190.170.480.170.190.270.240.200.180.240.290.501.000.250.290.300.290.300.360.400.310.370.450.400.350.420.520.53
LVMUY0.110.340.320.360.240.150.280.290.280.240.630.330.200.250.180.251.000.290.360.170.330.270.340.290.330.270.300.240.290.450.47
GOOGL-0.010.130.190.130.080.180.240.080.220.320.240.150.330.470.370.290.291.000.110.510.180.330.380.380.180.400.530.610.640.350.56
GS0.280.410.310.300.610.150.250.690.220.220.290.430.260.200.160.300.360.111.000.130.470.280.220.200.500.230.170.200.180.270.55
ADBE0.090.190.180.150.080.290.260.070.270.350.200.180.340.330.400.290.170.510.131.000.210.390.510.570.200.470.450.570.590.400.54
DHI0.190.220.340.230.260.230.190.360.230.230.320.450.260.260.240.300.330.180.470.211.000.390.300.320.880.340.360.280.240.420.53
UBER0.190.130.150.290.160.210.210.190.340.270.320.340.330.270.340.360.270.330.280.390.391.000.350.470.400.400.450.460.410.390.53
ORCL0.060.140.130.210.120.340.260.160.270.250.300.210.310.370.440.400.340.380.220.510.300.351.000.420.280.440.440.440.550.480.57
CRM0.210.160.240.210.180.280.210.150.370.400.230.290.330.290.320.310.290.380.200.570.320.470.421.000.300.410.430.540.440.470.56
TOL0.150.210.350.230.320.260.250.410.250.230.320.500.270.260.290.370.330.180.500.200.880.400.280.301.000.330.320.300.250.470.57
AMD0.080.120.170.130.220.350.280.160.320.270.260.230.310.320.540.450.270.400.230.470.340.400.440.410.331.000.490.470.470.610.58
META0.030.110.060.160.150.370.250.140.290.180.300.170.460.370.500.400.300.530.170.450.360.450.440.430.320.491.000.610.650.460.63
AMZN0.040.100.140.160.090.340.290.080.330.310.270.200.420.430.450.350.240.610.200.570.280.460.440.540.300.470.611.000.670.480.65
MSFT-0.030.080.040.210.100.360.290.080.310.300.300.160.400.500.490.420.290.640.180.590.240.410.550.440.250.470.650.671.000.500.69
ASML0.050.060.110.220.150.460.330.200.410.240.370.380.340.360.570.520.450.350.270.400.420.390.480.470.470.610.460.480.501.000.67
SPY0.240.340.320.380.420.410.480.470.470.440.450.500.540.610.550.530.470.560.550.540.530.530.570.560.570.580.630.650.690.671.00
The correlation results are calculated based on daily price changes starting from Aug 10, 2023