PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

20230810_2

Last updated Oct 2, 2023

L/S full

Asset Allocation


COST 92.92%AMD 3.3%IEX 2.66%LRLCY 2.21%EquityEquity
PositionCategory/SectorWeight
COST
Costco Wholesale Corporation
Consumer Defensive92.92%
AMD
Advanced Micro Devices, Inc.
Technology3.3%
IEX
IDEX Corporation
Industrials2.66%
LRLCY
L'Oréal S.A.
Consumer Defensive2.21%
AAPL
Apple Inc.
Technology0.25%
TSLA
0.22%
MSFT
0.18%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical0.18%
TOL
0.17%
JPM
JPMorgan Chase & Co.
Financial Services0.17%
ASML
ASML Holding N.V.
Technology0.17%
META
0.17%
AMZN
Amazon.com, Inc.
Consumer Cyclical0.15%
GOOGL
Alphabet Inc.
Communication Services0.15%
NVDA
0.13%

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, 2023SellPM0697.29
Aug 10, 2023SellUBER01544.13
Aug 10, 2023SellORCL06113.73
Aug 10, 2023Sellsalesforce.com, inc.3$207.27
Aug 10, 2023SellRBLX02030.42

1–10 of 31

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


-40,000.00%-30,000.00%-20,000.00%-10,000.00%0.00%Aug 13Aug 20Aug 27Sep 03Sep 10Sep 17Sep 24
-38,920.39%
-4.05%
20230810_2
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%-4.05%-4.05%-4.05%N/AN/A
20230810_22.90%-38,920.39%-38,920.39%-38,920.39%N/AN/A
SPY
-4.92%-3.79%-3.79%-3.79%N/AN/A
WDC
-0.72%8.26%8.26%8.26%N/AN/A
DHI
D.R. Horton, Inc.
-10.58%-12.94%-12.94%-12.94%N/AN/A
DELL
Dell Technologies Inc.
1.04%23.04%23.04%23.04%N/AN/A
ABBV
AbbVie Inc.
0.58%-1.57%-1.57%-1.57%N/AN/A
PM
-1.88%-3.05%-3.05%-3.05%N/AN/A
UBER
-2.23%3.12%3.12%3.12%N/AN/A
ORCL
-12.41%-6.26%-6.26%-6.26%N/AN/A
CRM
salesforce.com, inc.
-8.46%-2.63%-2.63%-2.63%N/AN/A
RBLX
1.83%-5.39%-5.39%-5.39%N/AN/A
ADBE
Adobe Inc
-9.47%-1.15%-1.15%-1.15%N/AN/A
CMCSA
Comcast Corporation
-3.04%-3.46%-3.46%-3.46%N/AN/A
BAC
Bank of America Corporation
-5.52%-10.77%-10.77%-10.77%N/AN/A
GS
The Goldman Sachs Group, Inc.
-1.17%-4.15%-4.15%-4.15%N/AN/A
DIS
The Walt Disney Company
-0.72%-11.67%-11.67%-11.67%N/AN/A
CSCO
Cisco Systems, Inc.
-7.05%0.73%0.73%0.73%N/AN/A
AMD
Advanced Micro Devices, Inc.
-6.06%-6.72%-6.72%-6.72%N/AN/A
TOL
-11.77%-6.96%-6.96%-6.96%N/AN/A
MSFT
-3.93%-2.02%-2.02%-2.02%N/AN/A
COST
Costco Wholesale Corporation
3.81%0.81%0.81%0.81%N/AN/A
JPM
JPMorgan Chase & Co.
-1.23%-5.56%-5.56%-5.56%N/AN/A
LRLCY
L'Oréal S.A.
-5.09%-9.59%-9.59%-9.59%N/AN/A
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-9.48%-17.03%-17.03%-17.03%N/AN/A
IEX
IDEX Corporation
-8.88%-6.08%-6.08%-6.08%N/AN/A
ASML
ASML Holding N.V.
-11.15%-13.15%-13.15%-13.15%N/AN/A
META
1.29%-1.81%-1.81%-1.81%N/AN/A
TSLA
2.13%1.99%1.99%1.99%N/AN/A
NVDA
-10.32%2.63%2.63%2.63%N/AN/A
AMZN
Amazon.com, Inc.
-7.96%-8.26%-8.26%-8.26%N/AN/A
GOOGL
Alphabet Inc.
-3.54%0.90%0.90%0.90%N/AN/A
AAPL
Apple Inc.
-9.63%-3.67%-3.67%-3.67%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-38,117.20%

Sharpe Ratio


Chart placeholderNot 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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.

RBLXABBVDISDELLDHICMCSABACWDCTSLANVDALVMUYIEXORCLTOLCOSTPMJPMLRLCYGSCSCOUBERCRMASMLADBEAAPLAMDAMZNMSFTGOOGLMETASPY
RBLX1.00-0.090.23-0.080.01-0.040.140.090.230.350.150.010.080.120.12-0.060.180.190.220.030.230.100.230.170.250.380.200.220.190.180.23
ABBV-0.091.000.050.010.330.370.420.03-0.050.070.050.210.210.210.190.420.480.100.510.000.050.20-0.060.060.200.190.320.060.170.210.39
DIS0.230.051.00-0.07-0.060.270.260.110.440.020.610.120.24-0.070.160.470.350.560.330.100.120.100.340.070.230.130.210.290.210.120.34
DELL-0.080.01-0.071.000.190.030.330.330.150.160.190.300.150.310.320.150.270.180.210.420.280.470.410.420.350.290.310.470.160.550.46
DHI0.010.33-0.060.191.000.470.110.250.060.180.210.200.430.850.370.370.190.220.250.270.370.390.310.260.320.280.230.140.300.390.38
CMCSA-0.040.370.270.030.471.000.330.180.170.300.310.280.380.460.440.390.420.230.320.270.260.380.230.260.280.220.230.270.490.360.45
BAC0.140.420.260.330.110.331.000.280.230.230.300.500.110.170.380.500.810.330.740.460.270.210.150.130.230.330.340.280.400.320.55
WDC0.090.030.110.330.250.180.281.000.220.420.240.410.270.300.310.330.200.400.270.570.350.390.430.550.430.500.350.340.510.460.47
TSLA0.23-0.050.440.150.060.170.230.221.000.290.440.240.510.150.340.350.250.440.340.240.430.340.370.550.400.330.560.660.480.580.59
NVDA0.350.070.020.160.180.300.230.420.291.000.210.350.240.300.270.160.320.240.290.380.520.260.550.540.440.700.470.480.600.590.55
LVMUY0.150.050.610.190.210.310.300.240.440.211.000.350.400.210.310.550.420.750.360.300.380.280.490.290.540.240.250.460.390.380.57
IEX0.010.210.120.300.200.280.500.410.240.350.351.000.280.440.220.350.590.300.380.710.250.360.580.300.430.510.380.400.480.280.64
ORCL0.080.210.240.150.430.380.110.270.510.240.400.281.000.390.290.440.210.520.280.260.410.400.410.530.410.510.410.640.470.520.57
TOL0.120.21-0.070.310.850.460.170.300.150.300.210.440.391.000.470.250.310.270.320.460.500.510.450.420.470.410.430.330.460.480.55
COST0.120.190.160.320.370.440.380.310.340.270.310.220.290.471.000.380.450.380.560.420.400.520.270.400.310.350.510.380.520.630.59
PM-0.060.420.470.150.370.390.500.330.350.160.550.350.440.250.381.000.500.580.550.340.330.410.380.400.450.320.340.340.370.360.61
JPM0.180.480.350.270.190.420.810.200.250.320.420.590.210.310.450.501.000.400.660.410.310.280.310.100.360.480.330.360.460.460.67
LRLCY0.190.100.560.180.220.230.330.400.440.240.750.300.520.270.380.580.401.000.350.360.470.380.450.370.510.350.410.450.470.440.60
GS0.220.510.330.210.250.320.740.270.340.290.360.380.280.320.560.550.660.351.000.440.380.300.180.340.380.340.560.310.590.420.65
CSCO0.030.000.100.420.270.270.460.570.240.380.300.710.260.460.420.340.410.360.441.000.490.600.560.500.500.490.530.370.620.400.67
UBER0.230.050.120.280.370.260.270.350.430.520.380.250.410.500.400.330.310.470.380.491.000.540.380.570.410.470.640.540.690.560.62
CRM0.100.200.100.470.390.380.210.390.340.260.280.360.400.510.520.410.280.380.300.600.541.000.440.680.500.440.620.500.470.510.68
ASML0.23-0.060.340.410.310.230.150.430.370.550.490.580.410.450.270.380.310.450.180.560.380.441.000.550.640.660.360.620.430.560.65
ADBE0.170.060.070.420.260.260.130.550.550.540.290.300.530.420.400.400.100.370.340.500.570.680.551.000.680.640.740.740.580.710.73
AAPL0.250.200.230.350.320.280.230.430.400.440.540.430.410.470.310.450.360.510.380.500.410.500.640.681.000.580.470.630.540.580.80
AMD0.380.190.130.290.280.220.330.500.330.700.240.510.510.410.350.320.480.350.340.490.470.440.660.640.581.000.570.690.570.660.72
AMZN0.200.320.210.310.230.230.340.350.560.470.250.380.410.430.510.340.330.410.560.530.640.620.360.740.470.571.000.650.670.630.77
MSFT0.220.060.290.470.140.270.280.340.660.480.460.400.640.330.380.340.360.450.310.370.540.500.620.740.630.690.651.000.620.740.77
GOOGL0.190.170.210.160.300.490.400.510.480.600.390.480.470.460.520.370.460.470.590.620.690.470.430.580.540.570.670.621.000.630.74
META0.180.210.120.550.390.360.320.460.580.590.380.280.520.480.630.360.460.440.420.400.560.510.560.710.580.660.630.740.631.000.77
SPY0.230.390.340.460.380.450.550.470.590.550.570.640.570.550.590.610.670.600.650.670.620.680.650.730.800.720.770.770.740.771.00

Drawdowns Chart

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


-40,000.00%-30,000.00%-20,000.00%-10,000.00%0.00%Aug 13Aug 20Aug 27Sep 03Sep 10Sep 17Sep 24
-38,920.39%
-5.04%
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, 202334Sep 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.


3.20%3.40%3.60%3.80%4.00%4.20%Tue 12Thu 14Sat 16Mon 18Wed 20Fri 22Sep 24Tue 26Thu 28
4.17%
3.17%
20230810_2
Benchmark (^GSPC)
Portfolio components