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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
CVX
Chevron Corporation
Energy

8.90%

EW
Edwards Lifesciences Corporation
Healthcare

8.20%

GOOGL
Alphabet Inc.
Communication Services

10.50%

JCI
Johnson Controls International plc
Industrials

5%

JNJ
Johnson & Johnson
Healthcare

4.50%

KDP
Keurig Dr Pepper Inc.
Consumer Defensive

2.40%

KO
The Coca-Cola Company
Consumer Defensive

2.40%

MSFT
Microsoft Corporation
Technology

28.10%

NEE
NextEra Energy, Inc.
Utilities

6%

NKE
NIKE, Inc.
Consumer Cyclical

2.20%

PLTR
Palantir Technologies Inc.
Technology

3.40%

ROL
Rollins, Inc.
Consumer Cyclical

4.80%

SBUX
Starbucks Corporation
Consumer Cyclical

3.10%

UPS
United Parcel Service, Inc.
Industrials

4.50%

V
Visa Inc.
Financial Services

6%

S&P 500

Performance

Performance Chart

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


40.00%50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
84.60%
63.69%
Investment
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Investment13.60%-0.65%12.36%14.33%N/AN/A
CVX
Chevron Corporation
8.95%2.49%14.05%4.48%9.70%6.26%
EW
Edwards Lifesciences Corporation
13.44%-4.84%15.09%-6.56%5.96%19.78%
JCI
Johnson Controls International plc
20.97%1.70%27.00%2.48%13.46%8.19%
JNJ
Johnson & Johnson
0.25%3.99%-3.29%-6.26%6.39%7.11%
KO
The Coca-Cola Company
12.55%4.01%11.34%7.91%8.23%8.11%
MSFT
Microsoft Corporation
16.67%-2.82%10.64%28.15%27.44%27.68%
NEE
NextEra Energy, Inc.
20.40%-1.11%28.64%-2.19%9.05%14.27%
NKE
NIKE, Inc.
-32.54%-25.19%-27.16%-32.39%-2.40%7.77%
PLTR
Palantir Technologies Inc.
66.45%19.88%62.39%73.95%N/AN/A
ROL
Rollins, Inc.
13.99%0.18%12.93%12.62%15.72%20.66%
UPS
United Parcel Service, Inc.
-5.59%6.28%-6.40%-19.09%10.63%6.68%
V
Visa Inc.
2.34%-3.55%-1.75%11.81%8.94%17.84%
GOOGL
Alphabet Inc.
27.33%-1.10%21.83%48.20%25.79%19.45%
KDP
Keurig Dr Pepper Inc.
0.98%-3.46%6.10%3.97%5.98%-3.45%
SBUX
Starbucks Corporation
-16.31%-0.80%-13.67%-21.00%-0.54%9.32%

Monthly Returns

The table below presents the monthly returns of Investment, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.48%4.90%3.75%-2.58%4.63%1.73%13.60%
20233.66%-2.76%8.16%3.68%2.72%4.65%1.45%-3.98%-4.43%-1.26%8.70%2.24%24.12%
2022-6.39%-0.71%4.90%-9.81%-0.06%-5.43%8.69%-5.99%-8.64%5.37%6.93%-5.32%-17.24%
20211.16%2.05%2.90%6.98%0.08%4.28%4.28%3.65%-5.70%9.93%-3.06%5.38%35.75%
2020-1.40%15.70%2.14%16.52%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of Investment is 25, indicating that it is in the bottom 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Investment is 2525
Investment
The Sharpe Ratio Rank of Investment is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of Investment is 2121Sortino Ratio Rank
The Omega Ratio Rank of Investment is 2222Omega Ratio Rank
The Calmar Ratio Rank of Investment is 3838Calmar Ratio Rank
The Martin Ratio Rank of Investment is 2222Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Investment
Sharpe ratio
The chart of Sharpe ratio for Investment, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.12
Sortino ratio
The chart of Sortino ratio for Investment, currently valued at 1.61, compared to the broader market-2.000.002.004.006.001.61
Omega ratio
The chart of Omega ratio for Investment, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for Investment, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.001.12
Martin ratio
The chart of Martin ratio for Investment, currently valued at 3.45, compared to the broader market0.0010.0020.0030.0040.003.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CVX
Chevron Corporation
0.360.621.080.320.84
EW
Edwards Lifesciences Corporation
-0.20-0.090.99-0.11-0.34
JCI
Johnson Controls International plc
0.070.251.040.050.10
JNJ
Johnson & Johnson
0.030.171.020.030.05
KO
The Coca-Cola Company
0.721.081.140.541.62
MSFT
Microsoft Corporation
1.211.681.211.855.57
NEE
NextEra Energy, Inc.
0.100.331.050.070.17
NKE
NIKE, Inc.
-1.00-1.200.80-0.56-1.80
PLTR
Palantir Technologies Inc.
0.901.741.220.913.58
ROL
Rollins, Inc.
0.550.811.130.491.37
UPS
United Parcel Service, Inc.
-0.78-0.940.88-0.48-1.02
V
Visa Inc.
0.781.131.141.142.67
GOOGL
Alphabet Inc.
1.662.211.312.2410.04
KDP
Keurig Dr Pepper Inc.
0.340.581.070.220.82
SBUX
Starbucks Corporation
-0.74-0.900.87-0.52-1.27

Sharpe Ratio

The current Investment Sharpe ratio is 1.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Investment with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.12
1.82
Investment
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Investment granted a 1.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Investment1.53%1.54%1.39%1.22%1.49%1.49%11.51%1.66%2.52%2.10%1.89%1.89%
CVX
Chevron Corporation
3.95%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
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
2.15%2.55%2.19%1.41%2.23%2.55%3.51%2.65%15.64%5.85%3.69%3.46%
JNJ
Johnson & Johnson
3.11%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KO
The Coca-Cola Company
2.89%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NEE
NextEra Energy, Inc.
2.73%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
NKE
NIKE, Inc.
1.99%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
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.
1.17%1.24%1.18%0.99%0.61%1.26%1.28%1.19%1.46%1.60%1.54%1.45%
UPS
United Parcel Service, Inc.
4.48%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
V
Visa Inc.
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
GOOGL
Alphabet Inc.
0.11%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.
2.61%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%
SBUX
Starbucks Corporation
2.83%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.00%0.67%0.57%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.02%
-2.86%
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.

The current Investment drawdown is 2.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.87%Dec 30, 2021190Sep 30, 2022177Jun 15, 2023367
-12.27%Jul 26, 202367Oct 27, 202350Jan 10, 2024117
-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

Volatility Chart

The current Investment volatility is 2.81%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.81%
2.76%
Investment
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.

CVXPLTRJNJKDPROLNEEKOEWGOOGLUPSJCIMSFTNKESBUXV
CVX1.000.120.170.120.100.160.220.090.180.260.320.090.240.180.26
PLTR0.121.00-0.010.080.190.180.010.340.410.260.260.430.360.300.29
JNJ0.17-0.011.000.310.280.350.490.320.190.300.240.200.210.290.30
KDP0.120.080.311.000.340.350.570.250.230.350.310.270.290.350.32
ROL0.100.190.280.341.000.380.360.360.250.340.340.340.320.350.36
NEE0.160.180.350.350.381.000.430.340.280.360.360.330.330.350.28
KO0.220.010.490.570.360.431.000.310.270.370.340.300.320.410.43
EW0.090.340.320.250.360.340.311.000.420.360.350.470.400.430.45
GOOGL0.180.410.190.230.250.280.270.421.000.340.360.740.430.420.49
UPS0.260.260.300.350.340.360.370.360.341.000.450.390.450.400.41
JCI0.320.260.240.310.340.360.340.350.360.451.000.370.490.430.44
MSFT0.090.430.200.270.340.330.300.470.740.390.371.000.450.440.51
NKE0.240.360.210.290.320.330.320.400.430.450.490.451.000.570.46
SBUX0.180.300.290.350.350.350.410.430.420.400.430.440.571.000.49
V0.260.290.300.320.360.280.430.450.490.410.440.510.460.491.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020