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5 stocks

Last updated Sep 23, 2023

Asset Allocation


ORCL 27%CSCO 20%MSFT 20%AAPL 18%ASML 15%EquityEquity
PositionCategory/SectorWeight
ORCL
Oracle Corporation
Technology27%
CSCO
Cisco Systems, Inc.
Technology20%
MSFT
Microsoft Corporation
Technology20%
AAPL
Apple Inc.
Technology18%
ASML
ASML Holding N.V.
Technology15%

Performance

The chart shows the growth of an initial investment of $10,000 in 5 stocks, 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%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
11.95%
8.78%
5 stocks
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the 5 stocks returned 27.17% Year-To-Date and 21.04% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.61%12.52%16.97%8.29%9.86%
5 stocks-4.64%11.50%27.17%43.17%21.06%21.09%
AAPL
Apple Inc.
-2.14%10.73%35.10%16.88%27.18%27.88%
CSCO
Cisco Systems, Inc.
-3.82%7.60%15.06%36.07%5.20%12.15%
ASML
ASML Holding N.V.
-9.82%-8.37%8.24%35.95%26.82%20.69%
MSFT
Microsoft Corporation
-1.85%15.19%33.09%34.53%24.14%27.62%
ORCL
Oracle Corporation
-6.06%21.90%34.93%71.73%18.13%14.23%

Asset Correlations Table

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

AAPLASMLORCLMSFTCSCO
AAPL1.000.420.410.460.45
ASML0.421.000.430.460.49
ORCL0.410.431.000.530.55
MSFT0.460.460.531.000.55
CSCO0.450.490.550.551.00

Sharpe Ratio

The current 5 stocks Sharpe ratio is 1.72. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.72

The Sharpe ratio of 5 stocks 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
1.72
0.81
5 stocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

5 stocks granted a 1.36% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
5 stocks1.36%1.59%1.18%1.50%1.76%2.01%1.93%2.31%2.27%2.05%1.96%5.29%
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%
CSCO
Cisco Systems, Inc.
2.87%3.24%2.45%3.47%3.23%3.41%3.51%4.04%3.85%3.50%3.09%3.53%
ASML
ASML Holding N.V.
1.04%1.19%0.50%0.56%1.22%0.97%0.68%0.98%0.78%0.72%0.68%21.46%
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%
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%

Expense Ratio

The 5 stocks 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
AAPL
Apple Inc.
0.51
CSCO
Cisco Systems, Inc.
1.57
ASML
ASML Holding N.V.
0.70
MSFT
Microsoft Corporation
1.11
ORCL
Oracle Corporation
2.29

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-9.29%
-9.93%
5 stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 5 stocks. 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 5 stocks is 75.83%, recorded on Oct 7, 2002. It took 1149 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.83%Mar 28, 2000634Oct 7, 20021149May 2, 20071783
-51.75%Nov 7, 2007335Mar 9, 2009203Dec 24, 2009538
-34.67%Dec 16, 2021206Oct 11, 2022161Jun 2, 2023367
-30.64%Aug 21, 199788Dec 24, 199751Mar 11, 1998139
-27.19%Feb 13, 202020Mar 12, 202059Jun 5, 202079

Volatility Chart

The current 5 stocks volatility is 6.79%, 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
6.79%
3.41%
5 stocks
Benchmark (^GSPC)
Portfolio components