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PC S6
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PC S6, 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 Every 3 months.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
1,362.60%
315.81%
PC S6
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2012, corresponding to the inception date of NOW

Returns By Period

As of May 9, 2025, the PC S6 returned 5.47% Year-To-Date and 22.26% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
PC S65.47%19.68%1.71%13.82%15.70%22.26%
NFLX
Netflix, Inc.
28.40%31.48%43.68%87.77%20.73%28.99%
INTC
Intel Corporation
4.74%15.83%-19.94%-29.56%-16.58%-1.86%
VZ
Verizon Communications Inc.
12.82%5.07%11.21%17.96%0.41%3.79%
NOW
ServiceNow, Inc.
-8.08%33.93%-4.02%35.15%20.33%28.61%
QCOM
QUALCOMM Incorporated
-5.04%16.40%-15.19%-18.02%14.56%10.61%
SBUX
Starbucks Corporation
-9.44%3.14%-13.50%14.67%3.09%7.07%
AMD
Advanced Micro Devices, Inc.
-15.80%30.03%-32.12%-33.80%13.48%44.62%
SAP
SAP SE
19.54%23.91%22.54%56.60%21.85%16.03%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.37%26.05%
RMS.PA
Hermès International Société en commandite par actions
15.39%12.89%19.03%11.99%30.24%22.59%
*Annualized

Monthly Returns

The table below presents the monthly returns of PC S6, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.75%0.57%-5.09%1.92%2.50%5.47%
20245.52%5.79%1.16%-9.20%4.64%3.14%-3.02%2.60%3.96%-2.97%5.07%-3.54%12.57%
202313.70%-4.58%11.56%0.48%4.13%4.20%1.80%-3.09%-5.84%3.40%15.68%4.62%53.39%
2022-11.40%-2.85%-2.92%-16.25%3.55%-8.40%9.33%-6.20%-9.44%7.43%11.85%-7.00%-31.11%
2021-1.42%1.52%-0.35%3.77%-0.11%5.26%4.09%2.51%-4.77%7.23%6.22%-0.27%25.59%
20203.27%-5.34%-5.54%12.85%4.88%3.17%8.03%9.43%-2.84%-4.93%10.51%4.69%42.44%
20199.05%5.30%4.56%9.97%-7.30%9.15%-0.89%-0.69%-1.50%5.36%6.13%3.93%50.52%
201811.64%-1.63%-1.40%2.66%8.44%-0.98%4.36%9.07%5.30%-10.20%2.79%-4.69%25.88%
20171.89%4.22%2.42%0.14%3.47%-2.50%4.77%0.30%1.15%3.88%3.47%0.78%26.52%
2016-7.88%-1.55%8.30%0.04%7.35%0.76%11.28%1.11%1.17%2.66%2.13%3.92%31.82%
2015-1.02%7.64%-3.16%5.63%2.91%-2.84%3.02%-5.68%-1.98%13.42%1.08%1.85%21.19%
2014-2.60%3.65%-0.87%-2.13%4.60%5.03%-0.99%3.42%-4.99%-1.13%0.83%-0.19%4.19%

Expense Ratio

PC S6 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PC S6 is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PC S6 is 3232
Overall Rank
The Sharpe Ratio Rank of PC S6 is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of PC S6 is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PC S6 is 2727
Omega Ratio Rank
The Calmar Ratio Rank of PC S6 is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PC S6 is 3030
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NFLX
Netflix, Inc.
2.673.491.474.5714.85
INTC
Intel Corporation
-0.47-0.490.94-0.48-1.01
VZ
Verizon Communications Inc.
0.791.031.150.702.79
NOW
ServiceNow, Inc.
0.791.211.170.742.06
QCOM
QUALCOMM Incorporated
-0.41-0.540.93-0.53-0.90
SBUX
Starbucks Corporation
0.350.791.110.291.01
AMD
Advanced Micro Devices, Inc.
-0.64-0.910.89-0.59-1.26
SAP
SAP SE
1.922.661.342.8411.69
MSFT
Microsoft Corporation
0.290.451.060.200.44
RMS.PA
Hermès International Société en commandite par actions
0.410.791.100.541.33

The current PC S6 Sharpe ratio is 0.57. 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 0.44 to 0.96, 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 PC S6 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.57
0.48
PC S6
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PC S6 provided a 1.46% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.46%1.61%1.57%2.09%1.31%1.29%1.37%1.79%1.59%1.66%1.81%1.60%
NFLX
Netflix, 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%
INTC
Intel Corporation
0.60%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
VZ
Verizon Communications Inc.
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
NOW
ServiceNow, 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%
QCOM
QUALCOMM Incorporated
2.34%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
SBUX
Starbucks Corporation
2.87%2.54%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%
AMD
Advanced Micro Devices, 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%
SAP
SAP SE
0.81%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.51%1.50%3.39%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
RMS.PA
Hermès International Société en commandite par actions
1.06%1.08%0.68%0.55%0.30%0.52%0.68%1.34%0.84%0.86%2.09%0.92%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.07%
-7.82%
PC S6
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PC S6. 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 PC S6 was 41.52%, occurring on Oct 11, 2022. Recovery took 303 trading sessions.

The current PC S6 drawdown is 6.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.52%Nov 22, 2021231Oct 11, 2022303Dec 12, 2023534
-27.25%Feb 20, 202018Mar 16, 202058Jun 5, 202076
-21.52%Feb 19, 202535Apr 8, 2025
-18.99%Sep 28, 201862Dec 24, 201842Feb 22, 2019104
-17.26%Dec 30, 201531Feb 11, 201672May 24, 2016103

Volatility

Volatility Chart

The current PC S6 volatility is 12.40%, 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%December2025FebruaryMarchAprilMay
12.40%
11.21%
PC S6
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCVZRMS.PANFLXSBUXAMDNOWINTCSAPQCOMMSFTPortfolio
^GSPC1.000.360.340.480.580.510.570.620.610.650.720.80
VZ0.361.000.090.080.260.090.110.230.220.170.210.28
RMS.PA0.340.091.000.160.250.190.200.220.410.260.260.41
NFLX0.480.080.161.000.300.360.450.360.330.360.440.62
SBUX0.580.260.250.301.000.280.350.340.390.360.420.54
AMD0.510.090.190.360.281.000.410.460.380.490.450.71
NOW0.570.110.200.450.350.411.000.360.450.420.550.68
INTC0.620.230.220.360.340.460.361.000.440.560.510.67
SAP0.610.220.410.330.390.380.450.441.000.440.510.65
QCOM0.650.170.260.360.360.490.420.560.441.000.520.70
MSFT0.720.210.260.440.420.450.550.510.510.521.000.72
Portfolio0.800.280.410.620.540.710.680.670.650.700.721.00
The correlation results are calculated based on daily price changes starting from Jul 2, 2012