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Kazakov_portfolio

Last updated Feb 21, 2024

his is MKaz

Asset Allocation


IB01.L 12.33%AMD 33.57%MARA 15.05%AI 12.34%TSLA 7.31%DRIV 6.5%SPWR 6.4%IPO 5.92%BondBondEquityEquity
PositionCategory/SectorWeight
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
Government Bonds

12.33%

AMD
Advanced Micro Devices, Inc.
Technology

33.57%

MARA
Marathon Digital Holdings, Inc.
Financial Services

15.05%

AI
C3.ai, Inc.
Technology

12.34%

TSLA
Tesla, Inc.
Consumer Cyclical

7.31%

DRIV
Global X Autonomous & Electric Vehicles ETF
Global Equities

6.50%

SPWR
SunPower Corporation
Technology

6.40%

IPO
Renaissance IPO ETF
All Cap Equities

5.92%

NOVA
Sunnova Energy International Inc.
Technology

0.58%

Performance

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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2024February
40.78%
13.40%
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Kazakov_portfolio2.46%6.91%40.77%69.00%N/AN/A
MARA
Marathon Digital Holdings, Inc.
4.34%51.95%123.84%218.31%57.61%-6.59%
SPWR
SunPower Corporation
-28.16%14.52%-51.74%-78.70%-4.01%-16.94%
DRIV
Global X Autonomous & Electric Vehicles ETF
-5.07%2.27%-1.58%-1.10%13.03%N/A
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.70%0.39%2.72%5.17%N/AN/A
NOVA
Sunnova Energy International Inc.
-26.30%12.51%-12.19%-37.66%N/AN/A
IPO
Renaissance IPO ETF
0.27%10.07%21.03%28.26%5.46%5.64%
AI
C3.ai, Inc.
-5.78%9.03%-13.63%13.46%N/AN/A
AMD
Advanced Micro Devices, Inc.
12.40%-4.90%56.81%111.07%47.40%46.40%
TSLA
Tesla, Inc.
-22.02%-8.69%-16.91%-6.98%58.60%30.14%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.63%
20237.17%-13.97%-9.23%-6.01%18.96%31.16%

Sharpe Ratio

The current Kazakov_portfolio Sharpe ratio is 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.89

The Sharpe ratio of Kazakov_portfolio 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
1.89
1.75
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Kazakov_portfolio granted a 0.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Kazakov_portfolio0.11%0.11%0.08%0.02%0.02%0.11%0.21%0.03%0.02%0.01%0.17%0.00%
MARA
Marathon Digital Holdings, 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%
SPWR
SunPower Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.70%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%0.00%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOVA
Sunnova Energy International 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%
IPO
Renaissance IPO ETF
0.00%0.00%0.00%0.00%0.10%0.46%0.49%0.43%0.40%0.11%2.82%0.07%
AI
C3.ai, 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%
AMD
Advanced Micro Devices, 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%

Expense Ratio

The Kazakov_portfolio has an expense ratio of 0.09% 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.


0.68%
0.00%2.15%
0.07%
0.00%2.15%
0.60%
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
MARA
Marathon Digital Holdings, Inc.
2.13
SPWR
SunPower Corporation
-0.85
DRIV
Global X Autonomous & Electric Vehicles ETF
-0.09
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
12.58
NOVA
Sunnova Energy International Inc.
-0.43
IPO
Renaissance IPO ETF
0.89
AI
C3.ai, Inc.
0.12
AMD
Advanced Micro Devices, Inc.
2.35
TSLA
Tesla, Inc.
-0.08

Asset Correlations Table

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

IB01.LMARAAMDTSLAAINOVASPWRDRIVIPO
IB01.L1.00-0.020.03-0.010.040.03-0.010.030.02
MARA-0.021.000.420.490.450.390.400.580.59
AMD0.030.421.000.490.430.360.380.670.63
TSLA-0.010.490.491.000.470.440.460.660.62
AI0.040.450.430.471.000.490.500.590.70
NOVA0.030.390.360.440.491.000.790.580.59
SPWR-0.010.400.380.460.500.791.000.590.59
DRIV0.030.580.670.660.590.580.591.000.77
IPO0.020.590.630.620.700.590.590.771.00

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%SeptemberOctoberNovemberDecember2024February
-7.97%
-1.08%
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Kazakov_portfolio. 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 Kazakov_portfolio was 62.26%, occurring on Dec 28, 2022. Recovery took 256 trading sessions.

The current Kazakov_portfolio drawdown is 7.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.26%Nov 9, 2021295Dec 28, 2022256Dec 27, 2023551
-28.98%Feb 18, 202113Mar 8, 2021157Oct 15, 2021170
-13.75%Dec 28, 202311Jan 12, 202421Feb 12, 202432
-12.21%Dec 23, 20207Jan 4, 20213Jan 7, 202110
-8.6%Jan 11, 20218Jan 20, 202113Feb 8, 202121

Volatility Chart

The current Kazakov_portfolio volatility is 13.30%, 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%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2024February
13.30%
3.37%
Kazakov_portfolio
Benchmark (^GSPC)
Portfolio components
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