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My Portfolio

Last updated Sep 23, 2023

Asset Allocation


NVDA 23.67%AAPL 17%AMZN 16%QQQ 14.33%XLK 13%GOOGL 10%TSLA 3%MRVL 3%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology23.67%
AAPL
Apple Inc.
Technology17%
AMZN
Amazon.com, Inc.
Consumer Cyclical16%
QQQ
Invesco QQQ
Large Cap Blend Equities14.33%
XLK
Technology Select Sector SPDR Fund
Technology Equities13%
GOOGL
Alphabet Inc.
Communication Services10%
TSLA
Tesla, Inc.
Consumer Cyclical3%
MRVL
Marvell Technology Group Ltd.
Technology3%

Performance

The chart shows the growth of an initial investment of $10,000 in My Portfolio, 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%40.00%AprilMayJuneJulyAugustSeptember
29.08%
8.61%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the My Portfolio returned 72.77% Year-To-Date and 33.79% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
My Portfolio-5.45%27.93%72.77%59.93%28.21%33.79%
AAPL
Apple Inc.
-3.49%9.37%35.10%15.12%27.43%27.68%
NVDA
NVIDIA Corporation
-11.68%55.41%184.83%231.47%44.92%60.55%
AMZN
Amazon.com, Inc.
-4.72%31.58%53.71%10.07%6.17%23.49%
QQQ
Invesco QQQ
-2.89%15.45%35.00%28.66%15.13%17.40%
XLK
Technology Select Sector SPDR Fund
-3.62%13.12%32.97%32.36%18.41%19.32%
GOOGL
Alphabet Inc.
-1.60%23.53%47.63%30.07%17.35%19.39%
TSLA
Tesla, Inc.
3.39%28.61%98.80%-15.15%65.27%35.09%
MRVL
Marvell Technology Group Ltd.
-14.96%27.68%41.78%20.82%23.57%17.27%

Asset Correlations Table

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

TSLAMRVLAMZNAAPLNVDAGOOGLXLKQQQ
TSLA1.000.330.390.370.400.360.460.50
MRVL0.331.000.430.430.620.440.630.62
AMZN0.390.431.000.500.500.640.660.73
AAPL0.370.430.501.000.490.550.770.75
NVDA0.400.620.500.491.000.520.690.69
GOOGL0.360.440.640.550.521.000.740.77
XLK0.460.630.660.770.690.741.000.96
QQQ0.500.620.730.750.690.770.961.00

Sharpe Ratio

The current My Portfolio Sharpe ratio is 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.79

The Sharpe ratio of My Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.79
0.81
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Portfolio granted a 0.31% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
My Portfolio0.31%0.42%0.25%0.35%0.54%0.82%0.68%0.92%1.15%1.26%1.36%0.90%
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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
QQQ
Invesco QQQ
0.61%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
XLK
Technology Select Sector SPDR Fund
0.85%1.04%0.66%0.94%1.20%1.68%1.46%1.89%1.97%1.96%1.95%2.03%
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%
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%
MRVL
Marvell Technology Group Ltd.
0.46%0.65%0.21%0.51%0.92%1.53%1.17%1.83%2.93%1.82%1.87%2.83%

Expense Ratio

The My Portfolio has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.13%
0.00%2.15%

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
AAPL
Apple Inc.
0.51
NVDA
NVIDIA Corporation
3.87
AMZN
Amazon.com, Inc.
0.23
QQQ
Invesco QQQ
1.18
XLK
Technology Select Sector SPDR Fund
1.26
GOOGL
Alphabet Inc.
0.92
TSLA
Tesla, Inc.
-0.30
MRVL
Marvell Technology Group Ltd.
0.26

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.36%
-9.93%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the My Portfolio. 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 My Portfolio is 42.86%, recorded on Dec 28, 2022. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.86%Dec 9, 2021265Dec 28, 2022113Jun 12, 2023378
-33.97%Oct 2, 201858Dec 24, 2018217Nov 4, 2019275
-30.9%Feb 20, 202018Mar 16, 202044May 18, 202062
-24.71%Feb 18, 2011127Aug 19, 2011145Mar 19, 2012272
-19.47%Dec 7, 201544Feb 9, 201644Apr 13, 201688

Volatility Chart

The current My Portfolio volatility is 6.03%, 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%AprilMayJuneJulyAugustSeptember
6.03%
3.41%
My Portfolio
Benchmark (^GSPC)
Portfolio components