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HL Optimised Tesla Equity
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Asset Allocation


Asset allocation is not available

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HL Optimised Tesla Equity, 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%NovemberDecember2024FebruaryMarch
1.85%
22.50%
HL Optimised Tesla Equity
Benchmark (^GSPC)

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
HL Optimised Tesla Equity-19.21%4.00%1.85%61.47%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-14.83%7.79%
20233.33%-16.96%19.54%5.46%

Risk-Adjusted Performance


Sharpe Ratio

The current HL Optimised Tesla Equity Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.78

The Sharpe ratio of HL Optimised Tesla Equity is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarch
0.78
2.69
HL Optimised Tesla Equity
Benchmark (^GSPC)

Drawdowns

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%0.00%NovemberDecember2024FebruaryMarch
-21.76%
-0.72%
HL Optimised Tesla Equity
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HL Optimised Tesla Equity. 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 HL Optimised Tesla Equity was 37.78%, occurring on May 19, 2021. Recovery took 111 trading sessions.

The current HL Optimised Tesla Equity drawdown is 21.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.78%Jan 27, 202179May 19, 2021111Oct 25, 2021190
-33.12%Feb 20, 202031Apr 2, 20207Apr 14, 202038
-29.01%Sep 1, 202016Sep 23, 202040Nov 18, 202056
-28.44%Dec 28, 202353Mar 14, 2024
-26.45%Sep 13, 202294Jan 13, 202314Jan 27, 2023108

Volatility

Volatility Chart

The current HL Optimised Tesla Equity volatility is 13.63%, 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%NovemberDecember2024FebruaryMarch
13.63%
2.72%
HL Optimised Tesla Equity
Benchmark (^GSPC)