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PC S6

Last updated Dec 7, 2023

Asset Allocation


NFLX 10%INTC 10%VZ 10%NOW 10%QCOM 10%SBUX 10%AMD 10%SAP 10%MSFT 10%RMS.PA 10%EquityEquity
PositionCategory/SectorWeight
NFLX
Netflix, Inc.
Communication Services10%
INTC
Intel Corporation
Technology10%
VZ
Verizon Communications Inc.
Communication Services10%
NOW
ServiceNow, Inc.
Technology10%
QCOM
QUALCOMM Incorporated
Technology10%
SBUX
Starbucks Corporation
Consumer Cyclical10%
AMD
Advanced Micro Devices, Inc.
Technology10%
SAP
SAP SE
Technology10%
MSFT
Microsoft Corporation
Technology10%
RMS.PA
Hermès International Société en commandite par actions
Consumer Cyclical10%

Performance

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 Quarterly


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.30%
5.95%
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

As of Dec 7, 2023, the PC S6 returned 43.76% Year-To-Date and 21.36% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
PC S643.76%5.65%12.30%39.10%20.90%21.37%
NFLX
Netflix, Inc.
51.50%2.76%11.75%46.20%11.03%24.37%
INTC
Intel Corporation
59.79%8.75%32.85%47.67%0.46%8.25%
VZ
Verizon Communications Inc.
4.89%8.02%13.51%12.03%-2.99%2.34%
NOW
ServiceNow, Inc.
76.74%12.64%29.89%76.34%30.43%29.31%
QCOM
QUALCOMM Incorporated
21.37%9.05%14.35%11.40%21.46%8.98%
SBUX
Starbucks Corporation
-0.10%-6.70%0.20%-2.92%10.40%11.53%
AMD
Advanced Micro Devices, Inc.
80.36%4.54%-0.86%66.24%43.23%41.46%
SAP
SAP SE
55.76%14.11%20.05%49.14%11.44%8.58%
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%
RMS.PA
Hermès International Société en commandite par actions
36.36%7.99%3.48%29.85%32.58%23.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.13%4.20%1.80%-3.09%-5.84%3.40%15.68%

Sharpe Ratio

The current PC S6 Sharpe ratio is 2.11. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.11

The Sharpe ratio of PC S6 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
2.11
1.27
PC S6
Benchmark (^GSPC)
Portfolio components

Dividend yield

PC S6 granted a 1.61% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PC S61.61%2.09%1.31%1.29%1.37%1.74%1.59%1.66%1.72%1.73%1.54%1.76%
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
1.79%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%4.22%
VZ
Verizon Communications Inc.
6.81%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%4.66%
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
2.42%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%1.56%
SBUX
Starbucks Corporation
2.23%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.13%1.34%1.14%1.34%
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
1.38%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.38%1.27%1.84%
MSFT
Microsoft Corporation
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
RMS.PA
Hermès International Société en commandite par actions
0.66%0.55%0.30%0.52%0.68%0.85%0.84%0.86%0.95%0.92%0.95%0.88%

Expense Ratio

The PC S6 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
NFLX
Netflix, Inc.
1.10
INTC
Intel Corporation
1.18
VZ
Verizon Communications Inc.
0.50
NOW
ServiceNow, Inc.
2.34
QCOM
QUALCOMM Incorporated
0.25
SBUX
Starbucks Corporation
-0.19
AMD
Advanced Micro Devices, Inc.
1.26
SAP
SAP SE
2.10
MSFT
Microsoft Corporation
1.89
RMS.PA
Hermès International Société en commandite par actions
1.01

Asset Correlations Table

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

VZRMS.PANFLXAMDSBUXNOWINTCSAPQCOMMSFT
VZ1.000.110.100.110.280.140.260.260.210.25
RMS.PA0.111.000.160.180.260.200.220.410.270.25
NFLX0.100.161.000.360.330.440.370.320.350.43
AMD0.110.180.361.000.290.410.450.370.470.45
SBUX0.280.260.330.291.000.380.360.410.380.45
NOW0.140.200.440.410.381.000.380.430.420.54
INTC0.260.220.370.450.360.381.000.450.570.53
SAP0.260.410.320.370.410.430.451.000.440.51
QCOM0.210.270.350.470.380.420.570.441.000.52
MSFT0.250.250.430.450.450.540.530.510.521.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.67%
-5.15%
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. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.52%Nov 22, 2021231Oct 11, 2022
-27.25%Feb 20, 202018Mar 16, 202058Jun 5, 202076
-18.99%Sep 28, 201862Dec 24, 201842Feb 22, 2019104
-17.25%Dec 30, 201531Feb 11, 201672May 24, 2016103
-13.45%Jul 17, 201466Oct 16, 201484Feb 13, 2015150

Volatility Chart

The current PC S6 volatility is 4.04%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.04%
2.93%
PC S6
Benchmark (^GSPC)
Portfolio components
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