20230810_2

Last updated Oct 2, 2023

L/S full

Asset Allocation

Position	Category/Sector	Weight
COST Costco Wholesale Corporation	Consumer Defensive	92.92%
AMD Advanced Micro Devices, Inc.	Technology	3.3%
IEX IDEX Corporation	Industrials	2.66%
LRLCY L'Oréal S.A.	Consumer Defensive	2.21%
AAPL Apple Inc.	Technology	0.25%
TSLA		0.22%
MSFT		0.18%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	0.18%
TOL		0.17%
JPM JPMorgan Chase & Co.	Financial Services	0.17%
ASML ASML Holding N.V.	Technology	0.17%
META		0.17%
AMZN Amazon.com, Inc.	Consumer Cyclical	0.15%
GOOGL Alphabet Inc.	Communication Services	0.15%
NVDA		0.13%

Benchmark

Transactions

Date	Type	Symbol	Quantity	Price
Aug 10, 2023	Sell	SPY	2	446.16
Aug 10, 2023	Sell	WDC	16	41.95
Aug 10, 2023	Sell	D.R. Horton, Inc.	5	$123.85
Aug 10, 2023	Sell	Dell Technologies Inc.	12	$57.20
Aug 10, 2023	Sell	AbbVie Inc.	4	$150.37
Aug 10, 2023	Sell	PM	06	97.29
Aug 10, 2023	Sell	UBER	015	44.13
Aug 10, 2023	Sell	ORCL	06	113.73
Aug 10, 2023	Sell	salesforce.com, inc.	3	$207.27
Aug 10, 2023	Sell	RBLX	020	30.42

Performance

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

20230810_2

Benchmark (^GSPC)

Portfolio components

Returns

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-5.04%	-4.05%	-4.05%	-4.05%	N/A	N/A
20230810_2	2.90%	-38,920.39%	-38,920.39%	-38,920.39%	N/A	N/A
Portfolio components:
SPY	-4.92%	-3.79%	-3.79%	-3.79%	N/A	N/A
WDC	-0.72%	8.26%	8.26%	8.26%	N/A	N/A
DHI D.R. Horton, Inc.	-10.58%	-12.94%	-12.94%	-12.94%	N/A	N/A
DELL Dell Technologies Inc.	1.04%	23.04%	23.04%	23.04%	N/A	N/A
ABBV AbbVie Inc.	0.58%	-1.57%	-1.57%	-1.57%	N/A	N/A
PM	-1.88%	-3.05%	-3.05%	-3.05%	N/A	N/A
UBER	-2.23%	3.12%	3.12%	3.12%	N/A	N/A
ORCL	-12.41%	-6.26%	-6.26%	-6.26%	N/A	N/A
CRM salesforce.com, inc.	-8.46%	-2.63%	-2.63%	-2.63%	N/A	N/A
RBLX	1.83%	-5.39%	-5.39%	-5.39%	N/A	N/A
ADBE Adobe Inc	-9.47%	-1.15%	-1.15%	-1.15%	N/A	N/A
CMCSA Comcast Corporation	-3.04%	-3.46%	-3.46%	-3.46%	N/A	N/A
BAC Bank of America Corporation	-5.52%	-10.77%	-10.77%	-10.77%	N/A	N/A
GS The Goldman Sachs Group, Inc.	-1.17%	-4.15%	-4.15%	-4.15%	N/A	N/A
DIS The Walt Disney Company	-0.72%	-11.67%	-11.67%	-11.67%	N/A	N/A
CSCO Cisco Systems, Inc.	-7.05%	0.73%	0.73%	0.73%	N/A	N/A
AMD Advanced Micro Devices, Inc.	-6.06%	-6.72%	-6.72%	-6.72%	N/A	N/A
TOL	-11.77%	-6.96%	-6.96%	-6.96%	N/A	N/A
MSFT	-3.93%	-2.02%	-2.02%	-2.02%	N/A	N/A
COST Costco Wholesale Corporation	3.81%	0.81%	0.81%	0.81%	N/A	N/A
JPM JPMorgan Chase & Co.	-1.23%	-5.56%	-5.56%	-5.56%	N/A	N/A
LRLCY L'Oréal S.A.	-5.09%	-9.59%	-9.59%	-9.59%	N/A	N/A
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-9.48%	-17.03%	-17.03%	-17.03%	N/A	N/A
IEX IDEX Corporation	-8.88%	-6.08%	-6.08%	-6.08%	N/A	N/A
ASML ASML Holding N.V.	-11.15%	-13.15%	-13.15%	-13.15%	N/A	N/A
META	1.29%	-1.81%	-1.81%	-1.81%	N/A	N/A
TSLA	2.13%	1.99%	1.99%	1.99%	N/A	N/A
NVDA	-10.32%	2.63%	2.63%	2.63%	N/A	N/A
AMZN Amazon.com, Inc.	-7.96%	-8.26%	-8.26%	-8.26%	N/A	N/A
GOOGL Alphabet Inc.	-3.54%	0.90%	0.90%	0.90%	N/A	N/A
AAPL Apple Inc.	-9.63%	-3.67%	-3.67%	-3.67%	N/A	N/A
Returns over 1 year are annualized

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2023								-38,117.20%

Sharpe Ratio

Not enough data

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
SPY	N/A
WDC	N/A
DHI D.R. Horton, Inc.	1.65
DELL Dell Technologies Inc.	2.67
ABBV AbbVie Inc.	0.34
PM	N/A
UBER	N/A
ORCL	N/A
CRM salesforce.com, inc.	0.98
RBLX	N/A
ADBE Adobe Inc	2.32
CMCSA Comcast Corporation	1.86
BAC Bank of America Corporation	-0.34
GS The Goldman Sachs Group, Inc.	0.44
DIS The Walt Disney Company	-0.57
CSCO Cisco Systems, Inc.	1.63
AMD Advanced Micro Devices, Inc.	0.97
TOL	N/A
MSFT	N/A
COST Costco Wholesale Corporation	0.77
JPM JPMorgan Chase & Co.	1.59
LRLCY L'Oréal S.A.	1.22
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	0.89
IEX IDEX Corporation	0.16
ASML ASML Holding N.V.	0.86
META	N/A
TSLA	N/A
NVDA	N/A
AMZN Amazon.com, Inc.	0.20
GOOGL Alphabet Inc.	0.91
AAPL Apple Inc.	0.53

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	RBLX	ABBV	DIS	DELL	DHI	CMCSA	BAC	WDC	TSLA	NVDA	LVMUY	IEX	ORCL	TOL	COST	PM	JPM	LRLCY	GS	CSCO	UBER	CRM	ASML	ADBE	AAPL	AMD	AMZN	MSFT	GOOGL	META	SPY
RBLX	1.00	-0.09	0.23	-0.08	0.01	-0.04	0.14	0.09	0.23	0.35	0.15	0.01	0.08	0.12	0.12	-0.06	0.18	0.19	0.22	0.03	0.23	0.10	0.23	0.17	0.25	0.38	0.20	0.22	0.19	0.18	0.23
ABBV	-0.09	1.00	0.05	0.01	0.33	0.37	0.42	0.03	-0.05	0.07	0.05	0.21	0.21	0.21	0.19	0.42	0.48	0.10	0.51	0.00	0.05	0.20	-0.06	0.06	0.20	0.19	0.32	0.06	0.17	0.21	0.39
DIS	0.23	0.05	1.00	-0.07	-0.06	0.27	0.26	0.11	0.44	0.02	0.61	0.12	0.24	-0.07	0.16	0.47	0.35	0.56	0.33	0.10	0.12	0.10	0.34	0.07	0.23	0.13	0.21	0.29	0.21	0.12	0.34
DELL	-0.08	0.01	-0.07	1.00	0.19	0.03	0.33	0.33	0.15	0.16	0.19	0.30	0.15	0.31	0.32	0.15	0.27	0.18	0.21	0.42	0.28	0.47	0.41	0.42	0.35	0.29	0.31	0.47	0.16	0.55	0.46
DHI	0.01	0.33	-0.06	0.19	1.00	0.47	0.11	0.25	0.06	0.18	0.21	0.20	0.43	0.85	0.37	0.37	0.19	0.22	0.25	0.27	0.37	0.39	0.31	0.26	0.32	0.28	0.23	0.14	0.30	0.39	0.38
CMCSA	-0.04	0.37	0.27	0.03	0.47	1.00	0.33	0.18	0.17	0.30	0.31	0.28	0.38	0.46	0.44	0.39	0.42	0.23	0.32	0.27	0.26	0.38	0.23	0.26	0.28	0.22	0.23	0.27	0.49	0.36	0.45
BAC	0.14	0.42	0.26	0.33	0.11	0.33	1.00	0.28	0.23	0.23	0.30	0.50	0.11	0.17	0.38	0.50	0.81	0.33	0.74	0.46	0.27	0.21	0.15	0.13	0.23	0.33	0.34	0.28	0.40	0.32	0.55
WDC	0.09	0.03	0.11	0.33	0.25	0.18	0.28	1.00	0.22	0.42	0.24	0.41	0.27	0.30	0.31	0.33	0.20	0.40	0.27	0.57	0.35	0.39	0.43	0.55	0.43	0.50	0.35	0.34	0.51	0.46	0.47
TSLA	0.23	-0.05	0.44	0.15	0.06	0.17	0.23	0.22	1.00	0.29	0.44	0.24	0.51	0.15	0.34	0.35	0.25	0.44	0.34	0.24	0.43	0.34	0.37	0.55	0.40	0.33	0.56	0.66	0.48	0.58	0.59
NVDA	0.35	0.07	0.02	0.16	0.18	0.30	0.23	0.42	0.29	1.00	0.21	0.35	0.24	0.30	0.27	0.16	0.32	0.24	0.29	0.38	0.52	0.26	0.55	0.54	0.44	0.70	0.47	0.48	0.60	0.59	0.55
LVMUY	0.15	0.05	0.61	0.19	0.21	0.31	0.30	0.24	0.44	0.21	1.00	0.35	0.40	0.21	0.31	0.55	0.42	0.75	0.36	0.30	0.38	0.28	0.49	0.29	0.54	0.24	0.25	0.46	0.39	0.38	0.57
IEX	0.01	0.21	0.12	0.30	0.20	0.28	0.50	0.41	0.24	0.35	0.35	1.00	0.28	0.44	0.22	0.35	0.59	0.30	0.38	0.71	0.25	0.36	0.58	0.30	0.43	0.51	0.38	0.40	0.48	0.28	0.64
ORCL	0.08	0.21	0.24	0.15	0.43	0.38	0.11	0.27	0.51	0.24	0.40	0.28	1.00	0.39	0.29	0.44	0.21	0.52	0.28	0.26	0.41	0.40	0.41	0.53	0.41	0.51	0.41	0.64	0.47	0.52	0.57
TOL	0.12	0.21	-0.07	0.31	0.85	0.46	0.17	0.30	0.15	0.30	0.21	0.44	0.39	1.00	0.47	0.25	0.31	0.27	0.32	0.46	0.50	0.51	0.45	0.42	0.47	0.41	0.43	0.33	0.46	0.48	0.55
COST	0.12	0.19	0.16	0.32	0.37	0.44	0.38	0.31	0.34	0.27	0.31	0.22	0.29	0.47	1.00	0.38	0.45	0.38	0.56	0.42	0.40	0.52	0.27	0.40	0.31	0.35	0.51	0.38	0.52	0.63	0.59
PM	-0.06	0.42	0.47	0.15	0.37	0.39	0.50	0.33	0.35	0.16	0.55	0.35	0.44	0.25	0.38	1.00	0.50	0.58	0.55	0.34	0.33	0.41	0.38	0.40	0.45	0.32	0.34	0.34	0.37	0.36	0.61
JPM	0.18	0.48	0.35	0.27	0.19	0.42	0.81	0.20	0.25	0.32	0.42	0.59	0.21	0.31	0.45	0.50	1.00	0.40	0.66	0.41	0.31	0.28	0.31	0.10	0.36	0.48	0.33	0.36	0.46	0.46	0.67
LRLCY	0.19	0.10	0.56	0.18	0.22	0.23	0.33	0.40	0.44	0.24	0.75	0.30	0.52	0.27	0.38	0.58	0.40	1.00	0.35	0.36	0.47	0.38	0.45	0.37	0.51	0.35	0.41	0.45	0.47	0.44	0.60
GS	0.22	0.51	0.33	0.21	0.25	0.32	0.74	0.27	0.34	0.29	0.36	0.38	0.28	0.32	0.56	0.55	0.66	0.35	1.00	0.44	0.38	0.30	0.18	0.34	0.38	0.34	0.56	0.31	0.59	0.42	0.65
CSCO	0.03	0.00	0.10	0.42	0.27	0.27	0.46	0.57	0.24	0.38	0.30	0.71	0.26	0.46	0.42	0.34	0.41	0.36	0.44	1.00	0.49	0.60	0.56	0.50	0.50	0.49	0.53	0.37	0.62	0.40	0.67
UBER	0.23	0.05	0.12	0.28	0.37	0.26	0.27	0.35	0.43	0.52	0.38	0.25	0.41	0.50	0.40	0.33	0.31	0.47	0.38	0.49	1.00	0.54	0.38	0.57	0.41	0.47	0.64	0.54	0.69	0.56	0.62
CRM	0.10	0.20	0.10	0.47	0.39	0.38	0.21	0.39	0.34	0.26	0.28	0.36	0.40	0.51	0.52	0.41	0.28	0.38	0.30	0.60	0.54	1.00	0.44	0.68	0.50	0.44	0.62	0.50	0.47	0.51	0.68
ASML	0.23	-0.06	0.34	0.41	0.31	0.23	0.15	0.43	0.37	0.55	0.49	0.58	0.41	0.45	0.27	0.38	0.31	0.45	0.18	0.56	0.38	0.44	1.00	0.55	0.64	0.66	0.36	0.62	0.43	0.56	0.65
ADBE	0.17	0.06	0.07	0.42	0.26	0.26	0.13	0.55	0.55	0.54	0.29	0.30	0.53	0.42	0.40	0.40	0.10	0.37	0.34	0.50	0.57	0.68	0.55	1.00	0.68	0.64	0.74	0.74	0.58	0.71	0.73
AAPL	0.25	0.20	0.23	0.35	0.32	0.28	0.23	0.43	0.40	0.44	0.54	0.43	0.41	0.47	0.31	0.45	0.36	0.51	0.38	0.50	0.41	0.50	0.64	0.68	1.00	0.58	0.47	0.63	0.54	0.58	0.80
AMD	0.38	0.19	0.13	0.29	0.28	0.22	0.33	0.50	0.33	0.70	0.24	0.51	0.51	0.41	0.35	0.32	0.48	0.35	0.34	0.49	0.47	0.44	0.66	0.64	0.58	1.00	0.57	0.69	0.57	0.66	0.72
AMZN	0.20	0.32	0.21	0.31	0.23	0.23	0.34	0.35	0.56	0.47	0.25	0.38	0.41	0.43	0.51	0.34	0.33	0.41	0.56	0.53	0.64	0.62	0.36	0.74	0.47	0.57	1.00	0.65	0.67	0.63	0.77
MSFT	0.22	0.06	0.29	0.47	0.14	0.27	0.28	0.34	0.66	0.48	0.46	0.40	0.64	0.33	0.38	0.34	0.36	0.45	0.31	0.37	0.54	0.50	0.62	0.74	0.63	0.69	0.65	1.00	0.62	0.74	0.77
GOOGL	0.19	0.17	0.21	0.16	0.30	0.49	0.40	0.51	0.48	0.60	0.39	0.48	0.47	0.46	0.52	0.37	0.46	0.47	0.59	0.62	0.69	0.47	0.43	0.58	0.54	0.57	0.67	0.62	1.00	0.63	0.74
META	0.18	0.21	0.12	0.55	0.39	0.36	0.32	0.46	0.58	0.59	0.38	0.28	0.52	0.48	0.63	0.36	0.46	0.44	0.42	0.40	0.56	0.51	0.56	0.71	0.58	0.66	0.63	0.74	0.63	1.00	0.77
SPY	0.23	0.39	0.34	0.46	0.38	0.45	0.55	0.47	0.59	0.55	0.57	0.64	0.57	0.55	0.59	0.61	0.67	0.60	0.65	0.67	0.62	0.68	0.65	0.73	0.80	0.72	0.77	0.77	0.74	0.77	1.00

Drawdowns Chart

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

20230810_2

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 20230810_2. 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 20230810_2 is 39,150.20%, recorded on Sep 28, 2023. The portfolio has not recovered from it yet.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39150.2%	Aug 11, 2023	34	Sep 28, 2023	—	—	—

Volatility Chart

The current 20230810_2 volatility is 4.17%, 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.

20230810_2

Benchmark (^GSPC)

Portfolio components