20230810_2
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% |
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
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% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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
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.
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.