PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FANS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


META 20%GOOG 20%NVDA 20%SMCI 20%SNAP 20%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services

20%

META
Meta Platforms, Inc.
Communication Services

20%

NVDA
NVIDIA Corporation
Technology

20%

SMCI
Super Micro Computer, Inc.
Technology

20%

SNAP
Snap Inc.
Communication Services

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FANS, 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%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2024FebruaryMarchApril
917.59%
108.54%
FANS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2017, corresponding to the inception date of SNAP

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
FANS54.24%-9.13%96.40%197.69%52.98%N/A
META
Meta Platforms, Inc.
36.06%-5.59%56.03%126.21%21.30%22.59%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.33%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.31%
SMCI
Super Micro Computer, Inc.
151.06%-26.64%187.09%564.97%100.61%43.83%
SNAP
Snap Inc.
-34.08%-2.11%18.22%11.49%-1.43%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202422.82%24.49%11.16%
2023-5.31%-2.17%17.45%10.43%

Expense Ratio

The FANS 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

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.


FANS
Sharpe ratio
The chart of Sharpe ratio for FANS, currently valued at 4.47, compared to the broader market-1.000.001.002.003.004.004.47
Sortino ratio
The chart of Sortino ratio for FANS, currently valued at 4.75, compared to the broader market-2.000.002.004.006.004.75
Omega ratio
The chart of Omega ratio for FANS, currently valued at 1.63, compared to the broader market0.801.001.201.401.601.801.63
Calmar ratio
The chart of Calmar ratio for FANS, currently valued at 8.47, compared to the broader market0.002.004.006.008.008.47
Martin ratio
The chart of Martin ratio for FANS, currently valued at 30.60, compared to the broader market0.0010.0020.0030.0040.0030.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.
3.364.891.582.7027.99
GOOG
Alphabet Inc.
1.792.271.321.5710.21
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
SMCI
Super Micro Computer, Inc.
5.574.291.6113.7731.89
SNAP
Snap Inc.
0.030.451.080.020.07

Sharpe Ratio

The current FANS Sharpe ratio is 4.47. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.004.47

The Sharpe ratio of FANS 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 Ratio0.002.004.006.008.00NovemberDecember2024FebruaryMarchApril
4.47
1.66
FANS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FANS granted a 0.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FANS0.02%0.01%0.02%0.01%0.02%0.05%0.09%0.06%0.09%0.24%0.34%0.39%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
SMCI
Super Micro Computer, 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%
SNAP
Snap 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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-15.02%
-5.46%
FANS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FANS. 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 FANS was 50.04%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current FANS drawdown is 15.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.04%Nov 22, 2021226Oct 14, 2022153May 25, 2023379
-43.17%Jun 15, 2018132Dec 21, 2018213Oct 28, 2019345
-37.74%Feb 20, 202020Mar 18, 202044May 20, 202064
-16.03%Jul 19, 202346Sep 21, 202338Nov 14, 202384
-15.58%Mar 13, 201818Apr 6, 201840Jun 4, 201858

Volatility

Volatility Chart

The current FANS volatility is 11.78%, 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%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.78%
3.15%
FANS
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.

SMCISNAPNVDAGOOGMETA
SMCI1.000.240.400.310.32
SNAP0.241.000.410.400.43
NVDA0.400.411.000.580.57
GOOG0.310.400.581.000.68
META0.320.430.570.681.00