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APPL+MSFT+GOOG+NVDA+AMZN (20% each)

Last updated Feb 24, 2024

Asset Allocation


AAPL 20%NVDA 20%MSFT 20%GOOG 20%AMZN 20%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

20%

NVDA
NVIDIA Corporation
Technology

20%

MSFT
Microsoft Corporation
Technology

20%

GOOG
Alphabet Inc.
Communication Services

20%

AMZN
Amazon.com, Inc.
Consumer Cyclical

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in APPL+MSFT+GOOG+NVDA+AMZN (20% each), 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%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
26.99%
14.35%
APPL+MSFT+GOOG+NVDA+AMZN (20% each)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
APPL+MSFT+GOOG+NVDA+AMZN (20% each)15.32%5.89%26.99%88.20%38.47%N/A
AAPL
Apple Inc.
-5.79%-5.73%0.80%24.14%33.99%27.11%
NVDA
NVIDIA Corporation
59.16%29.14%68.32%238.62%83.12%67.99%
MSFT
Microsoft Corporation
9.32%1.77%27.26%66.00%30.98%29.20%
GOOG
Alphabet Inc.
3.09%-5.53%10.24%62.61%21.15%N/A
AMZN
Amazon.com, Inc.
15.17%9.97%31.43%87.16%16.40%25.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.71%
20234.60%1.26%-7.34%0.08%11.02%3.03%

Sharpe Ratio

The current APPL+MSFT+GOOG+NVDA+AMZN (20% each) Sharpe ratio is 3.98. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.98

The Sharpe ratio of APPL+MSFT+GOOG+NVDA+AMZN (20% each) 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.72
2.13
APPL+MSFT+GOOG+NVDA+AMZN (20% each)
Benchmark (^GSPC)
Portfolio components

Dividend yield

APPL+MSFT+GOOG+NVDA+AMZN (20% each) granted a 0.25% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
APPL+MSFT+GOOG+NVDA+AMZN (20% each)0.25%0.25%0.37%0.25%0.33%0.50%0.79%0.72%0.95%1.09%1.17%1.33%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
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%
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%

Expense Ratio

The APPL+MSFT+GOOG+NVDA+AMZN (20% each) 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
^GSPC
S&P 500
2.13
APPL+MSFT+GOOG+NVDA+AMZN (20% each)
3.72
AAPL
Apple Inc.
1.14
NVDA
NVIDIA Corporation
5.02
MSFT
Microsoft Corporation
2.74
GOOG
Alphabet Inc.
2.17
AMZN
Amazon.com, Inc.
2.70

Asset Correlations Table

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

NVDAAAPLAMZNGOOGMSFT
NVDA1.000.540.550.540.59
AAPL0.541.000.570.590.63
AMZN0.550.571.000.680.64
GOOG0.540.590.681.000.69
MSFT0.590.630.640.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.25%
-0.38%
APPL+MSFT+GOOG+NVDA+AMZN (20% each)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the APPL+MSFT+GOOG+NVDA+AMZN (20% each). 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 APPL+MSFT+GOOG+NVDA+AMZN (20% each) was 41.92%, occurring on Jan 5, 2023. Recovery took 109 trading sessions.

The current APPL+MSFT+GOOG+NVDA+AMZN (20% each) drawdown is 0.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.92%Nov 22, 2021282Jan 5, 2023109Jun 13, 2023391
-32.5%Oct 2, 201858Dec 24, 2018211Oct 25, 2019269
-28.61%Feb 20, 202018Mar 16, 202039May 11, 202057
-18.78%Dec 7, 201544Feb 9, 201671May 20, 2016115
-16.17%Sep 3, 202014Sep 23, 202082Jan 21, 202196

Volatility Chart

The current APPL+MSFT+GOOG+NVDA+AMZN (20% each) volatility is 8.10%, 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%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
8.10%
3.93%
APPL+MSFT+GOOG+NVDA+AMZN (20% each)
Benchmark (^GSPC)
Portfolio components
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