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Mein Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GOOG 25%MSFT 25%AMZN 25%V 25%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

25%

GOOG
Alphabet Inc.
Communication Services

25%

MSFT
Microsoft Corporation
Technology

25%

V
Visa Inc.
Financial Services

25%

S&P 500

Performance

Performance Chart

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


200.00%400.00%600.00%800.00%FebruaryMarchAprilMayJuneJuly
791.87%
187.34%
Mein Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 25, 2024, the Mein Portfolio returned 13.94% Year-To-Date and 24.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
Mein Portfolio13.94%-4.43%8.17%28.39%18.50%24.22%
GOOG
Alphabet Inc.
23.87%-3.55%16.11%42.17%22.88%19.55%
MSFT
Microsoft Corporation
14.47%-4.19%6.93%23.16%26.14%27.53%
AMZN
Amazon.com, Inc.
19.01%-2.55%15.27%40.04%13.28%27.35%
V
Visa Inc.
-2.01%-8.01%-6.09%7.31%7.47%17.68%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.37%5.07%2.70%-1.51%3.75%4.83%13.94%
202312.37%-5.61%10.64%3.99%7.66%4.14%2.82%1.98%-5.46%2.29%9.68%2.36%55.78%
2022-4.90%-1.60%3.83%-13.80%-1.46%-7.03%12.66%-6.32%-11.07%1.36%4.39%-8.53%-30.30%
2021-1.02%4.41%0.75%11.45%-2.57%5.47%3.79%2.80%-5.92%6.68%-1.94%2.08%27.80%
20207.45%-6.47%-5.78%16.89%3.97%5.39%4.76%10.20%-7.86%-1.55%8.62%2.41%41.30%
20196.85%3.08%6.02%6.38%-5.41%5.31%3.87%-0.98%-0.83%3.20%3.56%2.78%38.64%
201813.94%-0.64%-4.01%3.82%4.97%2.07%6.13%6.72%0.38%-11.18%3.60%-7.86%16.51%
20175.77%3.02%2.41%5.03%5.33%-2.88%4.02%1.98%0.38%9.28%2.86%1.15%45.16%
2016-4.97%-5.39%7.07%-1.17%6.35%-3.91%8.32%1.70%3.11%-0.24%-3.23%1.50%8.20%
20150.04%6.83%-3.55%8.06%0.38%-2.29%15.44%-4.15%-0.68%17.37%4.22%1.11%48.50%
2014-5.91%4.32%1.63%-0.17%3.76%-0.35%1.53%4.42%-2.92%5.96%

Expense Ratio

Mein Portfolio 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 Mein Portfolio is 67, 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 Mein Portfolio is 6767
Mein Portfolio
The Sharpe Ratio Rank of Mein Portfolio is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of Mein Portfolio is 5353Sortino Ratio Rank
The Omega Ratio Rank of Mein Portfolio is 5858Omega Ratio Rank
The Calmar Ratio Rank of Mein Portfolio is 8484Calmar Ratio Rank
The Martin Ratio Rank of Mein Portfolio is 8282Martin 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.


Mein Portfolio
Sharpe ratio
The chart of Sharpe ratio for Mein Portfolio, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for Mein Portfolio, currently valued at 2.25, compared to the broader market-2.000.002.004.006.002.25
Omega ratio
The chart of Omega ratio for Mein Portfolio, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for Mein Portfolio, currently valued at 2.98, compared to the broader market0.002.004.006.008.002.98
Martin ratio
The chart of Martin ratio for Mein Portfolio, currently valued at 11.07, compared to the broader market0.0010.0020.0030.0040.0011.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc.
1.562.071.302.339.47
MSFT
Microsoft Corporation
1.251.721.221.945.78
AMZN
Amazon.com, Inc.
1.452.201.261.128.16
V
Visa Inc.
0.440.671.080.521.53

Sharpe Ratio

The current Mein Portfolio Sharpe ratio is 1.66. 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 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Mein Portfolio 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.66
1.66
Mein Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mein Portfolio granted a 0.40% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mein Portfolio0.40%0.37%0.45%0.32%0.37%0.44%0.59%0.62%0.78%0.74%0.78%0.80%
GOOG
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%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
V
Visa Inc.
0.79%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.25%
-4.24%
Mein Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mein Portfolio. 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 Mein Portfolio was 35.54%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current Mein Portfolio drawdown is 8.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.54%Nov 19, 2021241Nov 3, 2022256Nov 10, 2023497
-26.87%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-22.13%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-17.44%Dec 30, 201528Feb 9, 2016112Jul 20, 2016140
-14.2%Sep 3, 202014Sep 23, 202089Feb 1, 2021103

Volatility

Volatility Chart

The current Mein Portfolio volatility is 6.06%, 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%FebruaryMarchAprilMayJuneJuly
6.06%
3.80%
Mein Portfolio
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.

VAMZNMSFTGOOG
V1.000.490.590.56
AMZN0.491.000.640.67
MSFT0.590.641.000.69
GOOG0.560.670.691.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014