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VK1

Last updated Sep 23, 2023

Asset Allocation


LLY 6.67%PCAR 6.67%TJX 6.67%SMCI 6.67%WMT 6.67%HZNP 6.67%JPM 6.67%ORCL 6.67%NFLX 6.67%ET 6.67%LVS 6.67%FSLR 6.67%COTY 6.67%MPC 6.67%CAT 6.67%EquityEquity
PositionCategory/SectorWeight
LLY
Eli Lilly and Company
Healthcare6.67%
PCAR
PACCAR Inc
Industrials6.67%
TJX
The TJX Companies, Inc.
Consumer Cyclical6.67%
SMCI
Super Micro Computer, Inc.
Technology6.67%
WMT
Walmart Inc.
Consumer Defensive6.67%
HZNP
Horizon Therapeutics Public Limited Company
Healthcare6.67%
JPM
JPMorgan Chase & Co.
Financial Services6.67%
ORCL
Oracle Corporation
Technology6.67%
NFLX
Netflix, Inc.
Communication Services6.67%
ET
Energy Transfer LP
Energy6.67%
LVS
Las Vegas Sands Corp.
Consumer Cyclical6.67%
FSLR
First Solar, Inc.
Technology6.67%
COTY
Coty Inc.
Consumer Defensive6.67%
MPC
Marathon Petroleum Corporation
Energy6.67%
CAT
Caterpillar Inc.
Industrials6.67%

Performance

The chart shows the growth of an initial investment of $10,000 in VK1, 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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
22.23%
8.61%
VK1
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the VK1 returned 33.73% Year-To-Date and 23.17% 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%
VK1-2.20%23.35%33.73%70.40%24.53%23.17%
LLY
Eli Lilly and Company
-0.51%64.57%51.69%78.99%41.36%29.43%
PCAR
PACCAR Inc
-0.84%22.31%30.02%56.37%16.48%12.38%
TJX
The TJX Companies, Inc.
-0.94%20.05%13.34%46.09%11.74%13.86%
SMCI
Super Micro Computer, Inc.
-15.08%112.71%187.15%335.04%62.79%33.18%
WMT
Walmart Inc.
2.69%15.34%15.82%23.57%13.03%10.28%
HZNP
Horizon Therapeutics Public Limited Company
8.94%6.53%1.59%84.59%43.86%41.95%
JPM
JPMorgan Chase & Co.
-1.11%18.39%11.09%35.16%7.56%14.39%
ORCL
Oracle Corporation
-7.48%24.85%34.93%67.88%18.33%14.26%
NFLX
Netflix, Inc.
-11.17%15.66%28.80%60.22%1.01%24.16%
ET
Energy Transfer LP
6.64%24.01%25.11%34.06%4.39%6.47%
LVS
Las Vegas Sands Corp.
-15.17%-15.46%-4.41%30.20%-3.89%-0.60%
FSLR
First Solar, Inc.
-10.04%-23.05%8.45%23.28%26.63%15.35%
COTY
Coty Inc.
5.51%2.33%38.67%49.50%-0.53%-1.02%
MPC
Marathon Petroleum Corporation
7.13%24.53%34.21%63.76%17.26%20.70%
CAT
Caterpillar Inc.
0.01%27.14%15.72%63.63%14.60%15.57%

Asset Correlations Table

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

HZNPLLYWMTNFLXCOTYSMCIETFSLRMPCLVSTJXORCLCATPCARJPM
HZNP1.000.270.100.260.130.230.170.250.190.190.200.210.180.210.22
LLY0.271.000.260.210.120.200.150.160.210.140.240.310.210.250.25
WMT0.100.261.000.190.190.140.130.180.180.160.360.330.250.290.26
NFLX0.260.210.191.000.200.260.180.330.190.280.270.350.240.250.26
COTY0.130.120.190.201.000.250.250.240.290.330.350.270.310.340.36
SMCI0.230.200.140.260.251.000.260.270.270.320.280.310.350.360.35
ET0.170.150.130.180.250.261.000.280.450.310.270.260.430.350.38
FSLR0.250.160.180.330.240.270.281.000.290.320.280.330.350.350.33
MPC0.190.210.180.190.290.270.450.291.000.360.340.300.480.430.48
LVS0.190.140.160.280.330.320.310.320.361.000.350.370.450.410.46
TJX0.200.240.360.270.350.280.270.280.340.351.000.370.380.440.45
ORCL0.210.310.330.350.270.310.260.330.300.370.371.000.400.420.44
CAT0.180.210.250.240.310.350.430.350.480.450.380.401.000.640.58
PCAR0.210.250.290.250.340.360.350.350.430.410.440.420.641.000.57
JPM0.220.250.260.260.360.350.380.330.480.460.450.440.580.571.00

Sharpe Ratio

The current VK1 Sharpe ratio is 3.62. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.62

The Sharpe ratio of VK1 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-1.000.001.002.003.004.005.00AprilMayJuneJulyAugustSeptember
3.62
0.81
VK1
Benchmark (^GSPC)
Portfolio components

Dividend yield

VK1 granted a 1.59% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VK11.59%1.67%1.73%2.93%2.96%3.50%2.54%2.80%3.36%2.18%2.13%3.26%
LLY
Eli Lilly and Company
0.79%1.08%1.26%1.82%2.08%2.10%2.73%3.16%2.77%3.41%4.76%5.11%
PCAR
PACCAR Inc
3.39%4.24%3.32%2.49%5.04%6.31%3.79%3.10%6.37%3.73%4.03%5.05%
TJX
The TJX Companies, Inc.
1.41%1.46%1.41%0.35%1.52%1.77%1.70%1.45%1.27%1.10%0.99%1.20%
SMCI
Super Micro Computer, 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%
WMT
Walmart Inc.
1.40%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
HZNP
Horizon Therapeutics Public Limited Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.74%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
ORCL
Oracle Corporation
1.32%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%
NFLX
Netflix, 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%
ET
Energy Transfer LP
8.59%7.88%8.60%21.52%13.54%14.34%11.12%10.51%14.57%5.33%6.70%12.05%
LVS
Las Vegas Sands Corp.
0.44%0.00%0.00%1.33%4.57%6.21%4.73%6.36%7.38%4.52%2.40%11.25%
FSLR
First Solar, 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%
COTY
Coty Inc.
0.00%0.00%0.00%1.78%4.49%8.05%2.76%2.47%1.12%1.12%1.54%0.00%
MPC
Marathon Petroleum Corporation
1.95%2.18%3.79%6.10%4.05%3.72%2.82%3.40%2.87%2.72%2.29%2.65%
CAT
Caterpillar Inc.
1.79%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%

Expense Ratio

The VK1 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
LLY
Eli Lilly and Company
3.11
PCAR
PACCAR Inc
2.29
TJX
The TJX Companies, Inc.
2.26
SMCI
Super Micro Computer, Inc.
4.36
WMT
Walmart Inc.
1.35
HZNP
Horizon Therapeutics Public Limited Company
2.00
JPM
JPMorgan Chase & Co.
1.38
ORCL
Oracle Corporation
2.29
NFLX
Netflix, Inc.
1.35
ET
Energy Transfer LP
1.23
LVS
Las Vegas Sands Corp.
0.67
FSLR
First Solar, Inc.
0.41
COTY
Coty Inc.
1.22
MPC
Marathon Petroleum Corporation
1.97
CAT
Caterpillar Inc.
2.10

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.75%
-9.93%
VK1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VK1. 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 VK1 is 35.76%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.76%Feb 13, 202027Mar 23, 2020111Aug 28, 2020138
-23.22%Sep 24, 201864Dec 24, 201837Feb 19, 2019101
-21.85%Jun 24, 2015161Feb 11, 2016197Nov 21, 2016358
-18.88%Nov 9, 2021152Jun 16, 202290Oct 25, 2022242
-11.22%May 6, 201972Aug 15, 201950Oct 25, 2019122

Volatility Chart

The current VK1 volatility is 3.52%, 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%AprilMayJuneJulyAugustSeptember
3.52%
3.41%
VK1
Benchmark (^GSPC)
Portfolio components