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Sofi Investment

Last updated Sep 21, 2023

Asset Allocation


MGK 50%CRM 10%DDOG 10%TEAM 10%TWLO 10%WDAY 10%EquityEquity
PositionCategory/SectorWeight
MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities50%
CRM
salesforce.com, inc.
Technology10%
DDOG
Datadog, Inc.
Technology10%
TEAM
Atlassian Corporation Plc
Technology10%
TWLO
Twilio Inc.
Communication Services10%
WDAY
Workday, Inc.
Technology10%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
19.86%
10.86%
Sofi Investment
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%10.00%N/A
Sofi Investment 1.38%19.87%39.88%20.74%14.30%N/A
MGK
Vanguard Mega Cap Growth ETF
0.25%18.00%35.60%26.25%15.39%N/A
CRM
salesforce.com, inc.
3.03%13.65%60.67%44.30%8.52%N/A
DDOG
Datadog, Inc.
-1.75%36.49%25.24%-2.60%25.13%N/A
TEAM
Atlassian Corporation Plc
5.67%31.01%56.06%-13.55%10.45%N/A
TWLO
Twilio Inc.
-0.00%-3.45%23.02%-17.27%-14.95%N/A
WDAY
Workday, Inc.
5.10%26.46%42.11%57.50%8.32%N/A

Asset Correlations Table

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

DDOGTWLOTEAMCRMMGKWDAY
DDOG1.000.640.660.580.590.60
TWLO0.641.000.670.610.590.64
TEAM0.660.671.000.620.630.66
CRM0.580.610.621.000.750.69
MGK0.590.590.630.751.000.69
WDAY0.600.640.660.690.691.00

Sharpe Ratio

The current Sofi Investment Sharpe ratio is 0.61. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.61

The Sharpe ratio of Sofi Investment 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.61
0.82
Sofi Investment
Benchmark (^GSPC)
Portfolio components

Dividend yield

Sofi Investment granted a 0.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Sofi Investment 0.33%0.35%0.21%0.33%0.43%0.58%0.64%0.81%0.77%0.68%0.71%0.93%
MGK
Vanguard Mega Cap Growth ETF
0.67%0.70%0.42%0.66%0.87%1.16%1.28%1.61%1.53%1.36%1.42%1.86%
CRM
salesforce.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%
DDOG
Datadog, 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%
TEAM
Atlassian Corporation Plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TWLO
Twilio 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%
WDAY
Workday, 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 Sofi Investment has an expense ratio of 0.04% 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.


0.07%
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
MGK
Vanguard Mega Cap Growth ETF
1.04
CRM
salesforce.com, inc.
1.10
DDOG
Datadog, Inc.
0.01
TEAM
Atlassian Corporation Plc
-0.26
TWLO
Twilio Inc.
-0.30
WDAY
Workday, Inc.
1.39

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%AprilMayJuneJulyAugustSeptember
-31.67%
-8.22%
Sofi Investment
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Sofi Investment . 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 Sofi Investment is 53.44%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.44%Nov 17, 2021247Nov 9, 2022
-32.55%Feb 20, 202018Mar 16, 202038May 8, 202056
-15.1%Feb 16, 202115Mar 8, 202174Jun 22, 202189
-11.79%Oct 14, 202014Nov 2, 202031Dec 16, 202045
-11.4%Sep 2, 202012Sep 18, 202015Oct 9, 202027

Volatility Chart

The current Sofi Investment volatility is 5.69%, 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%AprilMayJuneJulyAugustSeptember
5.69%
3.27%
Sofi Investment
Benchmark (^GSPC)
Portfolio components