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Investment

Last updated Dec 9, 2023

Dividendentitel

Asset Allocation


MSFT 28.1%GOOGL 10.5%CVX 8.9%EW 8.2%NEE 6%V 6%JCI 5%ROL 4.8%JNJ 4.5%UPS 4.5%PLTR 3.4%SBUX 3.1%KO 2.4%KDP 2.4%NKE 2.2%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology28.1%
GOOGL
Alphabet Inc.
Communication Services10.5%
CVX
Chevron Corporation
Energy8.9%
EW
Edwards Lifesciences Corporation
Healthcare8.2%
NEE
NextEra Energy, Inc.
Utilities6%
V
Visa Inc.
Financial Services6%
JCI
Johnson Controls International plc
Industrials5%
ROL
Rollins, Inc.
Consumer Cyclical4.8%
JNJ
Johnson & Johnson
Healthcare4.5%
UPS
United Parcel Service, Inc.
Industrials4.5%
PLTR
Palantir Technologies Inc.
Technology3.4%
SBUX
Starbucks Corporation
Consumer Cyclical3.1%
KO
The Coca-Cola Company
Consumer Defensive2.4%
KDP
Keurig Dr Pepper Inc.
Consumer Defensive2.4%
NKE
NIKE, Inc.
Consumer Cyclical2.2%

Performance

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


20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
59.53%
36.91%
Investment
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Investment21.86%5.28%3.72%20.33%N/AN/A
CVX
Chevron Corporation
-16.44%2.40%-7.32%-13.58%9.27%5.92%
EW
Edwards Lifesciences Corporation
-7.28%4.44%-17.74%-4.55%5.72%20.87%
JCI
Johnson Controls International plc
-10.74%10.79%-10.60%-13.98%14.19%8.72%
JNJ
Johnson & Johnson
-9.93%3.53%-2.01%-10.21%3.99%7.99%
KO
The Coca-Cola Company
-4.95%3.48%-0.78%-5.25%6.90%7.30%
MSFT
Microsoft Corporation
57.43%3.25%14.99%52.61%30.35%27.89%
NEE
NextEra Energy, Inc.
-26.57%4.67%-18.18%-28.42%7.90%14.08%
NKE
NIKE, Inc.
0.34%6.32%10.23%5.43%10.72%12.62%
PLTR
Palantir Technologies Inc.
176.79%-3.89%18.31%149.58%N/AN/A
ROL
Rollins, Inc.
14.98%9.20%2.27%7.06%11.46%18.61%
UPS
United Parcel Service, Inc.
-6.51%11.40%-6.41%-9.53%11.75%7.66%
V
Visa Inc.
24.07%4.85%14.85%23.28%14.07%18.62%
GOOGL
Alphabet Inc.
53.00%2.39%10.44%44.05%20.89%17.43%
KDP
Keurig Dr Pepper Inc.
-7.71%3.41%3.93%-14.10%6.38%-1.80%
SBUX
Starbucks Corporation
-0.55%-7.35%-0.29%-4.90%10.28%11.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.72%4.65%1.45%-3.98%-4.43%-1.26%8.69%

Sharpe Ratio

The current Investment Sharpe ratio is 1.27. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.27

The Sharpe ratio of 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 Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.27
1.25
Investment
Benchmark (^GSPC)
Portfolio components

Dividend yield

Investment granted a 1.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Investment1.56%1.39%1.22%1.49%1.49%11.51%1.66%2.45%1.95%1.81%1.82%2.11%
CVX
Chevron Corporation
4.19%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%3.25%
EW
Edwards Lifesciences 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%
JCI
Johnson Controls International plc
2.59%2.19%1.41%2.23%2.55%3.51%2.65%14.17%2.79%1.78%1.72%1.99%
JNJ
Johnson & Johnson
3.04%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%3.42%
KO
The Coca-Cola Company
3.14%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%2.81%
MSFT
Microsoft Corporation
0.75%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
NEE
NextEra Energy, Inc.
3.13%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%3.47%
NKE
NIKE, Inc.
1.20%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%1.45%
PLTR
Palantir Technologies 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%
ROL
Rollins, Inc.
1.30%1.18%0.99%0.61%1.26%1.28%1.19%1.46%1.60%1.54%1.45%1.94%
UPS
United Parcel Service, Inc.
4.15%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%3.09%
V
Visa Inc.
0.73%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%0.65%
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%
KDP
Keurig Dr Pepper Inc.
2.54%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%3.08%
SBUX
Starbucks Corporation
2.24%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.13%1.34%1.14%1.34%

Expense Ratio

The Investment 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
CVX
Chevron Corporation
-0.56
EW
Edwards Lifesciences Corporation
-0.17
JCI
Johnson Controls International plc
-0.54
JNJ
Johnson & Johnson
-0.62
KO
The Coca-Cola Company
-0.36
MSFT
Microsoft Corporation
2.12
NEE
NextEra Energy, Inc.
-1.01
NKE
NIKE, Inc.
0.30
PLTR
Palantir Technologies Inc.
2.16
ROL
Rollins, Inc.
0.28
UPS
United Parcel Service, Inc.
-0.30
V
Visa Inc.
1.51
GOOGL
Alphabet Inc.
1.36
KDP
Keurig Dr Pepper Inc.
-0.75
SBUX
Starbucks Corporation
-0.14

Asset Correlations Table

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

CVXPLTRJNJKDPROLNEEKOEWUPSGOOGLJCINKEMSFTSBUXV
CVX1.000.120.170.130.120.150.230.110.260.200.340.250.110.200.27
PLTR0.121.00-0.000.090.180.180.010.360.280.430.270.380.440.330.29
JNJ0.17-0.001.000.330.330.370.500.350.280.220.270.210.240.290.31
KDP0.130.090.331.000.360.370.570.290.380.250.340.280.310.340.34
ROL0.120.180.330.361.000.420.370.370.390.270.360.340.350.380.37
NEE0.150.180.370.370.421.000.440.390.370.320.380.330.380.380.31
KO0.230.010.500.570.370.441.000.340.380.290.380.320.330.420.44
EW0.110.360.350.290.370.390.341.000.390.470.390.440.510.480.49
UPS0.260.280.280.380.390.370.380.391.000.390.480.480.440.430.44
GOOGL0.200.430.220.250.270.320.290.470.391.000.390.470.760.460.53
JCI0.340.270.270.340.360.380.380.390.480.391.000.550.390.490.48
NKE0.250.380.210.280.340.330.320.440.480.470.551.000.500.590.49
MSFT0.110.440.240.310.350.380.330.510.440.760.390.501.000.480.54
SBUX0.200.330.290.340.380.380.420.480.430.460.490.590.481.000.53
V0.270.290.310.340.370.310.440.490.440.530.480.490.540.531.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.05%
-4.01%
Investment
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Investment. 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 Investment was 22.87%, occurring on Sep 30, 2022. Recovery took 177 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.87%Dec 30, 2021190Sep 30, 2022177Jun 15, 2023367
-12.27%Jul 26, 202367Oct 27, 2023
-6.81%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-6.33%Sep 3, 202121Oct 4, 202111Oct 19, 202132
-5.02%Nov 17, 202110Dec 1, 20217Dec 10, 202117

Volatility Chart

The current Investment volatility is 2.98%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.98%
2.77%
Investment
Benchmark (^GSPC)
Portfolio components
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