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Current best
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 20%QLD 20%NVDA 15%AVGO 10%TQQQ 10%ASML 10%ENPH 5%AAPL 5%MSFT 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
5%
ASML
ASML Holding N.V.
Technology
10%
AVGO
Broadcom Inc.
Technology
10%
ENPH
Enphase Energy, Inc.
Technology
5%
MSFT
Microsoft Corporation
Technology
5%
NVDA
NVIDIA Corporation
Technology
15%
QLD
ProShares Ultra QQQ
Leveraged Equities, Leveraged
20%
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged
10%
TSLA
Tesla, Inc.
Consumer Cyclical
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current best, 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%MayJuneJulyAugustSeptemberOctober
32.13%
15.83%
Current best
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 30, 2012, corresponding to the inception date of ENPH

Returns By Period

As of Oct 30, 2024, the Current best returned 45.42% Year-To-Date and 44.54% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Current best45.42%1.73%32.13%91.02%57.18%44.54%
TSLA
Tesla, Inc.
4.44%-0.36%41.60%31.50%65.62%32.13%
ENPH
Enphase Energy, Inc.
-37.13%-27.77%-23.62%5.61%33.84%18.70%
AVGO
Broadcom Inc.
62.30%3.79%38.74%116.35%48.19%39.10%
TQQQ
ProShares UltraPro QQQ
53.26%6.88%46.81%141.55%35.75%35.51%
QLD
ProShares Ultra QQQ
38.58%4.88%32.70%88.78%32.37%29.40%
NVDA
NVIDIA Corporation
185.29%16.35%63.51%243.27%95.48%77.28%
ASML
ASML Holding N.V.
-4.76%-14.82%-17.69%22.73%23.54%23.05%
AAPL
Apple Inc
21.83%2.58%37.53%37.92%31.28%25.64%
MSFT
Microsoft Corporation
15.50%0.92%11.35%29.02%25.92%26.89%

Monthly Returns

The table below presents the monthly returns of Current best, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.86%13.19%1.73%-5.23%10.58%10.83%0.96%-1.02%6.28%45.42%
202323.16%6.18%12.57%-5.72%20.77%13.01%4.30%-2.78%-9.11%-7.73%18.48%10.01%109.96%
2022-15.08%-4.52%11.38%-22.25%-2.99%-14.71%25.29%-10.30%-14.42%3.98%10.46%-16.27%-46.26%
20214.06%-2.19%0.80%7.61%-1.61%12.75%3.80%7.77%-6.74%23.74%7.18%-2.52%65.18%
202013.98%0.00%-17.77%28.71%12.67%13.64%15.51%33.92%-8.55%-5.57%24.67%13.23%191.26%
201910.74%6.97%5.25%4.14%-14.93%16.97%7.52%-2.96%1.83%12.58%7.34%12.40%86.48%
201814.55%-0.46%-6.40%0.59%9.05%4.45%-0.36%6.93%-2.55%-8.17%-1.67%-10.30%2.84%
201712.61%4.57%4.32%3.45%9.70%-0.76%5.59%4.90%3.43%7.56%4.26%-2.26%73.74%
2016-13.11%-0.68%14.67%-3.05%6.89%-3.01%12.48%0.85%1.72%-2.13%4.39%7.61%26.15%
2015-5.04%11.89%-5.08%6.79%5.67%-4.39%0.83%-6.96%-1.03%9.27%2.32%2.50%15.78%
20141.99%16.38%-4.96%-0.81%6.45%6.12%-0.46%14.14%-1.92%2.86%5.42%-2.54%48.85%
20136.50%-0.36%6.04%12.55%26.72%1.39%10.60%6.47%11.04%0.17%0.09%6.46%127.12%

Expense Ratio

Current best features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for QLD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Current best is 32, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Current best is 3232
Combined Rank
The Sharpe Ratio Rank of Current best is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of Current best is 1919Sortino Ratio Rank
The Omega Ratio Rank of Current best is 2121Omega Ratio Rank
The Calmar Ratio Rank of Current best is 6666Calmar Ratio Rank
The Martin Ratio Rank of Current best is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


Current best
Sharpe ratio
The chart of Sharpe ratio for Current best, currently valued at 2.63, compared to the broader market0.002.004.006.002.63
Sortino ratio
The chart of Sortino ratio for Current best, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for Current best, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.802.001.41
Calmar ratio
The chart of Calmar ratio for Current best, currently valued at 3.71, compared to the broader market0.005.0010.003.71
Martin ratio
The chart of Martin ratio for Current best, currently valued at 11.66, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
0.431.061.130.391.10
ENPH
Enphase Energy, Inc.
0.020.511.060.020.07
AVGO
Broadcom Inc.
2.573.101.414.6414.31
TQQQ
ProShares UltraPro QQQ
2.923.031.422.3812.24
QLD
ProShares Ultra QQQ
2.703.101.422.3711.73
NVDA
NVIDIA Corporation
4.844.431.589.2029.13
ASML
ASML Holding N.V.
0.500.921.130.601.55
AAPL
Apple Inc
1.762.521.322.395.67
MSFT
Microsoft Corporation
1.692.261.292.065.37

Sharpe Ratio

The current Current best Sharpe ratio is 2.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Current best with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.63
3.43
Current best
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current best provided a 0.47% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Current best0.47%0.52%0.65%0.34%0.46%0.66%0.69%0.48%0.71%0.62%0.70%0.80%
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%
ENPH
Enphase Energy, 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%
AVGO
Broadcom Inc.
1.17%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
TQQQ
ProShares UltraPro QQQ
1.24%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
QLD
ProShares Ultra QQQ
0.28%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.90%0.11%0.19%0.13%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
ASML
ASML Holding N.V.
1.15%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
AAPL
Apple Inc
0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.64%
-0.54%
Current best
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current best. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Current best was 52.39%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current Current best drawdown is 5.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.39%Nov 22, 2021226Oct 14, 2022185Jul 13, 2023411
-49.97%Feb 20, 202020Mar 18, 202057Jun 9, 202077
-29.7%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-28.14%Dec 30, 201529Feb 10, 201638Apr 6, 201667
-24.62%Jul 11, 202420Aug 7, 2024

Volatility

Volatility Chart

The current Current best volatility is 9.12%, 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.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
9.12%
2.71%
Current best
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ENPHTSLAAAPLASMLAVGONVDAMSFTTQQQQLD
ENPH1.000.280.270.310.290.290.280.380.38
TSLA0.281.000.370.350.380.390.360.510.51
AAPL0.270.371.000.480.520.480.560.740.74
ASML0.310.350.481.000.600.590.540.680.68
AVGO0.290.380.520.601.000.590.510.700.70
NVDA0.290.390.480.590.591.000.560.700.70
MSFT0.280.360.560.540.510.561.000.790.79
TQQQ0.380.510.740.680.700.700.791.001.00
QLD0.380.510.740.680.700.700.791.001.00
The correlation results are calculated based on daily price changes starting from Apr 2, 2012