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HAM

Last updated Sep 21, 2023

Asset Allocation


MSFT 14.29%AAPL 14.29%GOOGL 14.29%META 14.29%AMZN 14.29%TSLA 14.29%AMD 14.29%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology14.29%
AAPL
Apple Inc.
Technology14.29%
GOOGL
Alphabet Inc.
Communication Services14.29%
META
Meta Platforms, Inc.
Communication Services14.29%
AMZN
Amazon.com, Inc.
Consumer Cyclical14.29%
TSLA
Tesla, Inc.
Consumer Cyclical14.29%
AMD
Advanced Micro Devices, Inc.
Technology14.29%

Performance

The chart shows the growth of an initial investment of $10,000 in HAM, 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%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
24.67%
10.86%
HAM
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the HAM returned 69.99% Year-To-Date and 33.33% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
HAM1.98%24.37%69.99%34.75%30.70%33.37%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.35%27.95%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%27.70%
GOOGL
Alphabet Inc.
3.61%26.65%51.58%34.71%18.00%19.72%
META
Meta Platforms, Inc.
4.20%46.70%149.02%110.86%13.00%20.35%
AMZN
Amazon.com, Inc.
0.77%37.06%61.06%14.13%7.18%24.19%
TSLA
Tesla, Inc.
12.61%36.61%113.18%-12.70%67.74%36.15%
AMD
Advanced Micro Devices, Inc.
-5.04%0.06%54.92%34.72%26.56%38.86%

Asset Correlations Table

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

TSLAAMDMETAAAPLMSFTAMZNGOOGL
TSLA1.000.340.340.370.360.400.37
AMD0.341.000.360.410.460.430.41
META0.340.361.000.460.490.550.60
AAPL0.370.410.461.000.570.510.54
MSFT0.360.460.490.571.000.590.64
AMZN0.400.430.550.510.591.000.66
GOOGL0.370.410.600.540.640.661.00

Sharpe Ratio

The current HAM Sharpe ratio is 0.95. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.95

The Sharpe ratio of HAM lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.95
0.74
HAM
Benchmark (^GSPC)
Portfolio components

Dividend yield

HAM granted a 0.20% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
HAM0.20%0.25%0.17%0.23%0.33%0.52%0.50%0.66%0.68%0.67%0.78%0.71%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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%
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%
META
Meta Platforms, 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%
AMZN
Amazon.com, 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%
TSLA
Tesla, 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%
AMD
Advanced Micro Devices, 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 HAM 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.


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
MSFT
Microsoft Corporation
1.05
AAPL
Apple Inc.
0.51
GOOGL
Alphabet Inc.
0.87
META
Meta Platforms, Inc.
2.00
AMZN
Amazon.com, Inc.
0.22
TSLA
Tesla, Inc.
-0.25
AMD
Advanced Micro Devices, Inc.
0.60

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-11.40%
-8.22%
HAM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the HAM. 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 HAM is 49.68%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.68%Nov 22, 2021277Dec 28, 2022
-34.74%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-26.13%Sep 28, 201860Dec 24, 201881Apr 23, 2019141
-21.28%Dec 30, 201529Feb 10, 201650Apr 22, 201679
-17.54%Jun 21, 2012102Nov 15, 2012107Apr 23, 2013209

Volatility Chart

The current HAM volatility is 7.25%, 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%9.00%AprilMayJuneJulyAugustSeptember
7.25%
3.47%
HAM
Benchmark (^GSPC)
Portfolio components