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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%

S&P 500

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


0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
54.40%
19.37%
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 Apr 24, 2024, the 1 stock returned 25.13% Year-To-Date and 30.81% of annualized return in the last 10 years.


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%
1 stock25.13%-6.00%54.40%68.07%39.89%30.81%
FAST
Fastenal Company
4.82%-13.56%19.37%26.72%16.25%13.26%
BLDR
Builders FirstSource, Inc.
12.16%-11.07%69.43%99.79%66.51%36.06%
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.20%27.28%
ASML
ASML Holding N.V.
19.29%-8.00%50.62%44.86%34.57%27.40%
RHM.DE
Rheinmetall AG
73.83%1.83%94.75%85.08%39.43%24.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.61%14.71%8.34%
2023-8.65%2.36%10.61%10.48%

Expense Ratio

The 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 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 3.28, compared to the broader market-1.000.001.002.003.004.005.003.28
Sortino ratio
The chart of Sortino ratio for 1 stock, currently valued at 4.04, compared to the broader market0.002.004.006.004.04
Omega ratio
The chart of Omega ratio for 1 stock, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.801.52
Calmar ratio
The chart of Calmar ratio for 1 stock, currently valued at 4.26, compared to the broader market0.002.004.006.008.004.26
Martin ratio
The chart of Martin ratio for 1 stock, currently valued at 12.74, compared to the broader market0.0010.0020.0030.0040.0050.0012.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FAST
Fastenal Company
1.382.111.281.997.49
BLDR
Builders FirstSource, Inc.
1.862.291.322.467.03
AMZN
Amazon.com, Inc.
2.603.491.441.6515.77
ASML
ASML Holding N.V.
1.321.891.241.243.96
RHM.DE
Rheinmetall AG
3.043.741.474.8414.81

Sharpe Ratio

The current 1 stock Sharpe ratio is 3.28. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.28

The Sharpe ratio of 1 stock is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.28
1.92
1 stock
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1 stock granted a 0.96% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
1 stock0.96%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
3.26%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.
0.72%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
0.84%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.71%
-3.50%
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 65.92%, occurring on Nov 20, 2008. Recovery took 265 trading sessions.

The current 1 stock drawdown is 7.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.92%Jul 26, 2007343Nov 20, 2008265Dec 1, 2009608
-35.35%Feb 21, 202019Mar 18, 202053Jun 2, 202072
-29.65%Mar 28, 2022144Oct 14, 202278Feb 2, 2023222
-29.33%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 5.63%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.63%
3.58%
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.DE1.000.220.200.240.33
BLDR0.221.000.340.410.38
AMZN0.200.341.000.410.45
FAST0.240.410.411.000.45
ASML0.330.380.450.451.00