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current

Last updated Sep 23, 2023

Asset Allocation


BTC-USD 6.67%ETH-USD 6.67%AAPL 6.67%TSLA 6.67%XLK 6.67%GOOGL 6.67%AMZN 6.67%U 6.67%MSFT 6.67%PLTR 6.67%BABA 6.67%IWM 6.67%XLV 6.67%META 6.67%XLP 6.67%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
6.67%
ETH-USD
Ethereum
6.67%
AAPL
Apple Inc.
Technology6.67%
TSLA
Tesla, Inc.
Consumer Cyclical6.67%
XLK
Technology Select Sector SPDR Fund
Technology Equities6.67%
GOOGL
Alphabet Inc.
Communication Services6.67%
AMZN
Amazon.com, Inc.
Consumer Cyclical6.67%
U
Unity Software Inc.
Technology6.67%
MSFT
Microsoft Corporation
Technology6.67%
PLTR
Palantir Technologies Inc.
Technology6.67%
BABA
Alibaba Group Holding Limited
Consumer Cyclical6.67%
IWM
iShares Russell 2000 ETF
Small Cap Growth Equities6.67%
XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities6.67%
META
Meta Platforms, Inc.
Communication Services6.67%
XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities6.67%

Performance

The chart shows the growth of an initial investment of $10,000 in current, 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
16.43%
8.79%
current
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%5.98%N/A
current-0.77%16.79%44.06%31.19%12.70%N/A
AAPL
Apple Inc.
-0.90%9.37%35.10%16.88%10.47%N/A
TSLA
Tesla, Inc.
6.45%28.61%98.80%-11.06%13.28%N/A
XLK
Technology Select Sector SPDR Fund
-1.35%13.12%32.97%34.11%8.93%N/A
BTC-USD
Bitcoin
1.59%-3.33%60.63%37.73%23.27%N/A
ETH-USD
Ethereum
-4.02%-8.63%33.13%19.95%41.22%N/A
GOOGL
Alphabet Inc.
0.36%23.53%47.63%31.91%14.26%N/A
AMZN
Amazon.com, Inc.
-2.06%31.58%53.71%13.48%-4.49%N/A
U
Unity Software Inc.
-6.62%10.06%10.56%-4.93%-20.98%N/A
MSFT
Microsoft Corporation
-0.93%13.47%33.09%34.53%10.67%N/A
PLTR
Palantir Technologies Inc.
-0.07%72.32%120.09%90.95%9.64%N/A
BABA
Alibaba Group Holding Limited
-0.91%1.61%0.24%12.06%-24.33%N/A
IWM
iShares Russell 2000 ETF
-3.57%3.13%1.98%7.32%4.71%N/A
XLV
Health Care Select Sector SPDR Fund
-1.33%3.08%-3.03%7.78%6.13%N/A
META
Meta Platforms, Inc.
4.30%45.18%148.53%113.00%3.13%N/A
XLP
Consumer Staples Select Sector SPDR Fund
-1.95%-2.53%-4.14%3.74%3.96%N/A

Asset Correlations Table

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

BABAXLPETH-USDBTC-USDXLVPLTRTSLAUMETAIWMAMZNAAPLGOOGLMSFTXLK
BABA1.000.110.210.220.170.320.290.390.340.330.330.230.300.290.32
XLP0.111.000.160.150.600.090.180.150.260.390.290.390.320.390.40
ETH-USD0.210.161.000.820.210.210.240.250.240.290.260.230.270.260.29
BTC-USD0.220.150.821.000.210.230.240.260.260.310.260.240.280.280.30
XLV0.170.600.210.211.000.220.260.280.380.490.330.470.440.500.53
PLTR0.320.090.210.230.221.000.470.610.400.530.460.380.400.410.49
TSLA0.290.180.240.240.260.471.000.480.380.470.440.480.430.450.52
U0.390.150.250.260.280.610.481.000.440.500.490.460.420.460.53
META0.340.260.240.260.380.400.380.441.000.480.560.530.620.570.64
IWM0.330.390.290.310.490.530.470.500.481.000.480.510.490.480.63
AMZN0.330.290.260.260.330.460.440.490.560.481.000.590.660.650.67
AAPL0.230.390.230.240.470.380.480.460.530.510.591.000.620.690.82
GOOGL0.300.320.270.280.440.400.430.420.620.490.660.621.000.720.73
MSFT0.290.390.260.280.500.410.450.460.570.480.650.690.721.000.86
XLK0.320.400.290.300.530.490.520.530.640.630.670.820.730.861.00

Sharpe Ratio

The current current Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.61

The Sharpe ratio of current 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-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.61
0.73
current
Benchmark (^GSPC)
Portfolio components

Dividend yield

current granted a 0.55% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
current0.55%0.55%0.44%0.52%0.66%0.80%0.73%0.86%0.87%0.84%0.91%1.05%
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%
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%
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%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
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%
U
Unity Software 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%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
PLTR
Palantir Technologies 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%
BABA
Alibaba Group Holding Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
1.60%1.49%0.96%1.07%1.32%1.49%1.35%1.49%1.70%1.41%1.39%2.30%
XLV
Health Care Select Sector SPDR Fund
1.63%1.48%1.37%1.55%2.29%1.70%1.61%1.78%1.62%1.54%1.77%2.38%
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%
XLP
Consumer Staples Select Sector SPDR Fund
2.69%2.52%2.38%2.68%2.83%3.44%3.05%3.03%3.10%3.02%3.09%4.05%

Expense Ratio

The current has an expense ratio of 0.04% 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.


0.13%
0.00%2.15%
0.19%
0.00%2.15%
0.12%
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
TSLA
Tesla, Inc.
-0.30
XLK
Technology Select Sector SPDR Fund
1.26
BTC-USD
Bitcoin
0.91
ETH-USD
Ethereum
0.25
GOOGL
Alphabet Inc.
0.92
AMZN
Amazon.com, Inc.
0.23
U
Unity Software Inc.
-0.11
MSFT
Microsoft Corporation
1.11
PLTR
Palantir Technologies Inc.
1.23
BABA
Alibaba Group Holding Limited
0.16
IWM
iShares Russell 2000 ETF
0.11
XLV
Health Care Select Sector SPDR Fund
0.57
META
Meta Platforms, Inc.
2.11
XLP
Consumer Staples Select Sector SPDR Fund
0.14

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-24.81%
-9.93%
current
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the current. 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 current is 50.21%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.21%Nov 9, 2021366Nov 9, 2022
-11.26%Feb 10, 202119Feb 28, 202141Apr 10, 202160
-10.06%May 10, 202114May 23, 202173Aug 4, 202187
-9.08%Sep 7, 202123Sep 29, 202120Oct 19, 202143
-4.97%Oct 28, 20203Oct 30, 20205Nov 4, 20208

Volatility Chart

The current current volatility is 3.51%, 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%AprilMayJuneJulyAugustSeptember
3.51%
2.69%
current
Benchmark (^GSPC)
Portfolio components