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1 stock
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FAST 20%BLDR 20%AMZN 20%ASML 20%RHM.DE 20%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical
20%
ASML
ASML Holding N.V.
Technology
20%
BLDR
Builders FirstSource, Inc.
Industrials
20%
FAST
Fastenal Company
Industrials
20%
RHM.DE
Rheinmetall AG
Industrials
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1 stock, 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%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-2.35%
11.72%
1 stock
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 22, 2005, corresponding to the inception date of BLDR

Returns By Period

As of Nov 2, 2024, the 1 stock returned 25.98% Year-To-Date and 32.85% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.10%0.34%11.72%32.68%13.33%11.05%
1 stock25.98%-4.18%-2.35%45.15%34.66%32.79%
FAST
Fastenal Company
23.50%11.21%15.57%34.61%18.57%16.10%
BLDR
Builders FirstSource, Inc.
3.04%-12.17%-12.15%35.67%46.36%38.98%
AMZN
Amazon.com, Inc.
30.27%8.78%6.29%42.81%16.57%28.82%
ASML
ASML Holding N.V.
-10.14%-18.75%-24.85%5.87%20.36%21.67%
RHM.DE
Rheinmetall AG
65.31%-9.17%-9.30%80.48%36.06%31.66%

Monthly Returns

The table below presents the monthly returns of 1 stock, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.61%14.72%8.34%-7.67%0.36%-2.13%6.00%0.74%0.94%-5.09%25.98%
202318.03%0.55%9.20%0.34%7.94%9.16%2.19%-1.81%-8.65%2.36%10.62%10.48%75.68%
2022-9.52%11.10%13.98%-8.72%-1.66%-7.42%11.41%-9.87%-7.77%3.89%12.25%-5.92%-3.24%
2021-1.04%2.34%5.35%5.88%-1.60%-0.26%3.04%7.43%-5.18%6.76%3.44%7.14%37.66%
2020-2.05%-6.64%-15.06%19.73%13.07%6.55%8.96%9.48%-2.62%-7.07%16.95%8.49%53.47%
201916.39%2.51%1.18%8.87%-6.96%11.82%-0.69%2.26%5.97%4.69%1.29%4.50%63.06%
201810.31%-3.02%1.17%-3.91%4.17%-4.49%7.78%-2.11%-3.67%-14.42%7.31%-11.28%-14.31%
20177.29%4.33%8.50%1.82%-0.71%1.36%4.85%1.83%7.18%5.82%7.16%1.94%64.64%
2016-6.47%1.14%14.70%-0.08%1.82%-4.38%9.27%1.92%-2.58%-6.38%6.09%0.11%13.87%
2015-2.13%4.87%-1.01%24.60%-0.03%-0.19%8.72%-1.63%-4.83%6.35%4.69%-2.29%39.88%
2014-2.08%7.27%0.52%-7.92%0.06%4.28%-9.44%3.36%-6.63%-1.66%4.53%2.85%-6.26%
201310.41%-0.52%-4.70%1.94%8.53%-6.25%5.75%-3.86%12.05%9.16%-1.00%1.04%35.05%

Expense Ratio

1 stock 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 1 stock is 26, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1 stock is 2626
Combined Rank
The Sharpe Ratio Rank of 1 stock is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of 1 stock is 1919Sortino Ratio Rank
The Omega Ratio Rank of 1 stock is 2121Omega Ratio Rank
The Calmar Ratio Rank of 1 stock is 5353Calmar Ratio Rank
The Martin Ratio Rank of 1 stock is 1414Martin 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.


1 stock
Sharpe ratio
The chart of Sharpe ratio for 1 stock, currently valued at 2.03, compared to the broader market0.002.004.002.03
Sortino ratio
The chart of Sortino ratio for 1 stock, currently valued at 2.61, compared to the broader market-2.000.002.004.006.002.61
Omega ratio
The chart of Omega ratio for 1 stock, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for 1 stock, currently valued at 3.14, compared to the broader market0.002.004.006.008.0010.0012.0014.003.14
Martin ratio
The chart of Martin ratio for 1 stock, currently valued at 7.56, compared to the broader market0.0010.0020.0030.0040.0050.007.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FAST
Fastenal Company
1.552.411.331.683.35
BLDR
Builders FirstSource, Inc.
0.881.351.201.032.29
AMZN
Amazon.com, Inc.
1.432.051.271.616.39
ASML
ASML Holding N.V.
0.060.391.060.070.19
RHM.DE
Rheinmetall AG
2.502.971.404.6710.31

Sharpe Ratio

The current 1 stock Sharpe ratio is 2.03. 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 2.14 to 2.96, 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 1 stock 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.03
2.88
1 stock
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1 stock provided a 0.93% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
1 stock0.93%1.02%1.13%0.93%1.79%1.11%1.24%0.89%1.05%0.82%0.79%1.29%
FAST
Fastenal Company
2.48%2.73%2.60%1.74%2.83%2.32%2.90%2.31%2.52%2.70%2.07%1.66%
BLDR
Builders FirstSource, 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%
AMZN
Amazon.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%
ASML
ASML Holding N.V.
0.99%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
RHM.DE
Rheinmetall AG
1.19%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%4.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.08%
-2.32%
1 stock
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1 stock. 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 1 stock was 66.24%, occurring on Nov 20, 2008. Recovery took 266 trading sessions.

The current 1 stock drawdown is 7.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.24%Jul 26, 2007343Nov 20, 2008266Dec 2, 2009609
-35.35%Feb 21, 202019Mar 18, 202049May 27, 202068
-29.63%Mar 28, 2022144Oct 14, 202278Feb 2, 2023222
-29.31%Mar 22, 2018197Dec 24, 201891May 3, 2019288
-28.66%Jul 8, 201162Oct 3, 201175Jan 17, 2012137

Volatility

Volatility Chart

The current 1 stock volatility is 6.10%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.10%
3.23%
1 stock
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.

RHM.DEBLDRAMZNFASTASML
RHM.DE1.000.230.200.240.33
BLDR0.231.000.330.410.38
AMZN0.200.331.000.400.45
FAST0.240.410.401.000.44
ASML0.330.380.450.441.00
The correlation results are calculated based on daily price changes starting from Jun 23, 2005