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Faves

Last updated Mar 2, 2024

Asset Allocation


TSLA 50%PLTR 15%SOFI 12%MSTR 10%HIMS 7%ENPH 6%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

50%

PLTR
Palantir Technologies Inc.
Technology

15%

SOFI
SoFi Technologies, Inc.
Financial Services

12%

MSTR
MicroStrategy Incorporated
Technology

10%

HIMS
Hims & Hers Health, Inc.
Consumer Defensive

7%

ENPH
Enphase Energy, Inc.
Technology

6%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Faves, 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%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
52.86%
41.84%
Faves
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Faves6.00%29.73%22.58%55.38%N/AN/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
PLTR
Palantir Technologies Inc.
45.20%46.47%64.23%199.28%N/AN/A
SOFI
SoFi Technologies, Inc.
-9.65%14.09%2.28%33.78%N/AN/A
HIMS
Hims & Hers Health, Inc.
47.42%47.91%91.53%26.64%N/AN/A
ENPH
Enphase Energy, Inc.
-1.88%27.42%0.72%-40.29%70.19%31.41%
MSTR
MicroStrategy Incorporated
70.89%115.83%207.10%337.16%50.13%23.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-19.40%30.39%
2023-13.75%-2.99%-11.18%21.25%8.25%

Sharpe Ratio

The current Faves Sharpe ratio is 1.27. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.27

The Sharpe ratio of Faves is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.27
2.44
Faves
Benchmark (^GSPC)
Portfolio components

Dividend yield


Faves doesn't pay dividends

Expense Ratio

The Faves 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
2.44
Faves
1.27
TSLA
Tesla, Inc.
-0.00
PLTR
Palantir Technologies Inc.
3.17
SOFI
SoFi Technologies, Inc.
0.58
HIMS
Hims & Hers Health, Inc.
0.24
ENPH
Enphase Energy, Inc.
-0.62
MSTR
MicroStrategy Incorporated
4.19

Asset Correlations Table

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

HIMSENPHMSTRTSLASOFIPLTR
HIMS1.000.370.370.350.460.44
ENPH0.371.000.410.490.470.49
MSTR0.370.411.000.480.470.50
TSLA0.350.490.481.000.470.53
SOFI0.460.470.470.471.000.58
PLTR0.440.490.500.530.581.00

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-19.46%
0
Faves
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Faves. 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 Faves was 67.94%, occurring on Jan 3, 2023. The portfolio has not yet recovered.

The current Faves drawdown is 19.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.94%Nov 5, 2021291Jan 3, 2023
-44.56%Feb 10, 202165May 13, 2021119Nov 1, 2021184
-5.12%Dec 8, 20202Dec 9, 20206Dec 17, 20208
-4.25%Jan 11, 20211Jan 11, 20213Jan 14, 20214
-3.49%Dec 2, 20201Dec 2, 20202Dec 4, 20203

Volatility Chart

The current Faves volatility is 14.05%, 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.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
14.05%
3.47%
Faves
Benchmark (^GSPC)
Portfolio components
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