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Presco Trust

Last updated Sep 30, 2023

Asset Allocation


AAPL 16.67%AMZN 16.67%TSLA 16.67%GOOGL 16.67%NFLX 16.67%META 16.67%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology16.67%
AMZN
Amazon.com, Inc.
Consumer Cyclical16.67%
TSLA
Tesla, Inc.
Consumer Cyclical16.67%
GOOGL
Alphabet Inc.
Communication Services16.67%
NFLX
Netflix, Inc.
Communication Services16.67%
META
Meta Platforms, Inc.
Communication Services16.67%

Performance

The chart shows the growth of an initial investment of $10,000 in Presco Trust, 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%MayJuneJulyAugustSeptember
21.56%
3.97%
Presco Trust
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the Presco Trust returned 66.60% Year-To-Date and 29.42% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%7.97%9.75%
Presco Trust-5.86%20.66%66.60%44.58%25.35%29.53%
AAPL
Apple Inc.
-8.87%4.11%32.33%24.62%25.84%27.41%
AMZN
Amazon.com, Inc.
-7.89%23.07%51.33%12.50%4.88%23.06%
TSLA
Tesla, Inc.
-3.05%20.61%103.13%-5.67%64.79%35.50%
GOOGL
Alphabet Inc.
-3.90%26.15%48.32%36.81%16.76%19.44%
NFLX
Netflix, Inc.
-12.93%9.30%28.05%60.38%-0.20%23.15%
META
Meta Platforms, Inc.
1.46%41.65%149.47%121.26%13.10%19.61%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202310.49%-0.71%14.12%10.09%4.57%-1.73%

Sharpe Ratio

The current Presco Trust Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.15

The Sharpe ratio of Presco Trust lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptember
1.15
0.89
Presco Trust
Benchmark (^GSPC)
Portfolio components

Dividend yield

Presco Trust granted a 0.09% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Presco Trust0.09%0.12%0.08%0.10%0.18%0.31%0.26%0.34%0.35%0.31%0.40%0.19%
AAPL
Apple Inc.
0.55%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
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%
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%
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%
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%
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%

Expense Ratio

The Presco Trust 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.
0.53
AMZN
Amazon.com, Inc.
0.20
TSLA
Tesla, Inc.
-0.21
GOOGL
Alphabet Inc.
0.91
NFLX
Netflix, Inc.
1.24
META
Meta Platforms, Inc.
2.15

Asset Correlations Table

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

TSLANFLXAAPLMETAGOOGLAMZN
TSLA1.000.380.370.340.370.40
NFLX0.381.000.400.460.460.52
AAPL0.370.401.000.460.540.51
META0.340.460.461.000.600.55
GOOGL0.370.460.540.601.000.66
AMZN0.400.520.510.550.661.00

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%MayJuneJulyAugustSeptember
-14.18%
-10.60%
Presco Trust
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Presco Trust. 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 Presco Trust is 50.67%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.67%Nov 22, 2021277Dec 28, 2022
-33.91%Feb 20, 202020Mar 18, 202044May 20, 202064
-26.62%Aug 8, 201896Dec 24, 2018211Oct 25, 2019307
-22.47%Dec 7, 201543Feb 8, 2016125Aug 5, 2016168
-18.85%Mar 6, 201445May 8, 201452Jul 23, 201497

Volatility Chart

The current Presco Trust volatility is 5.97%, 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%8.00%9.00%MayJuneJulyAugustSeptember
5.97%
3.17%
Presco Trust
Benchmark (^GSPC)
Portfolio components