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Portfolio long

Last updated Sep 21, 2023

Aktien long

Asset Allocation


AAPL 7.69%WMT 7.69%LLY 7.69%BRK-B 7.69%SBUX 7.69%NFLX 7.69%CAT 7.69%XOM 7.69%BKNG 7.69%NVDA 7.69%AMGN 7.69%GOOGL 7.69%MA 7.69%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology7.69%
WMT
Walmart Inc.
Consumer Defensive7.69%
LLY
Eli Lilly and Company
Healthcare7.69%
BRK-B
Berkshire Hathaway Inc.
Financial Services7.69%
SBUX
Starbucks Corporation
Consumer Cyclical7.69%
NFLX
Netflix, Inc.
Communication Services7.69%
CAT
Caterpillar Inc.
Industrials7.69%
XOM
Exxon Mobil Corporation
Energy7.69%
BKNG
Booking Holdings Inc.
Consumer Cyclical7.69%
NVDA
NVIDIA Corporation
Technology7.69%
AMGN
Amgen Inc.
Healthcare7.69%
GOOGL
Alphabet Inc.
Communication Services7.69%
MA
Mastercard Inc
Financial Services7.69%

Performance

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


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
24.93%
11.49%
Portfolio long
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Portfolio long returned 37.27% Year-To-Date and 23.21% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
Portfolio long1.31%26.48%37.27%52.25%21.77%23.21%
AAPL
Apple Inc.
-0.20%11.49%35.64%12.51%27.58%28.31%
WMT
Walmart Inc.
4.06%18.35%16.93%24.61%13.27%10.38%
LLY
Eli Lilly and Company
3.56%72.93%56.95%90.81%42.41%29.51%
BRK-B
Berkshire Hathaway Inc.
4.18%22.38%18.75%32.36%10.75%12.04%
SBUX
Starbucks Corporation
-1.35%-3.00%-2.60%7.04%12.89%11.62%
NFLX
Netflix, Inc.
-5.39%31.44%31.00%59.07%1.36%24.07%
CAT
Caterpillar Inc.
2.15%27.99%18.07%59.98%15.09%15.85%
XOM
Exxon Mobil Corporation
7.07%13.18%8.14%30.11%12.10%7.27%
BKNG
Booking Holdings Inc.
0.55%19.96%52.28%61.81%9.45%11.85%
NVDA
NVIDIA Corporation
-10.06%59.61%189.13%220.77%45.44%60.70%
AMGN
Amgen Inc.
4.13%20.19%6.11%23.23%9.06%11.80%
GOOGL
Alphabet Inc.
4.18%29.38%51.58%32.23%18.00%19.49%
MA
Mastercard Inc
4.40%17.30%18.61%31.86%13.76%20.36%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

WMTNFLXLLYAMGNXOMNVDABKNGAAPLBRK-BSBUXCATMAGOOGL
WMT1.000.200.330.310.280.230.230.260.350.370.300.300.30
NFLX0.201.000.200.240.190.390.370.380.250.340.280.330.40
LLY0.330.201.000.460.320.250.240.270.340.330.300.310.33
AMGN0.310.240.461.000.320.290.300.300.360.360.320.350.36
XOM0.280.190.320.321.000.290.370.300.470.320.570.370.35
NVDA0.230.390.250.290.291.000.420.480.340.400.390.430.50
BKNG0.230.370.240.300.370.421.000.400.390.450.440.480.49
AAPL0.260.380.270.300.300.480.401.000.370.400.400.450.55
BRK-B0.350.250.340.360.470.340.390.371.000.440.530.470.43
SBUX0.370.340.330.360.320.400.450.400.441.000.410.470.47
CAT0.300.280.300.320.570.390.440.400.530.411.000.440.42
MA0.300.330.310.350.370.430.480.450.470.470.441.000.51
GOOGL0.300.400.330.360.350.500.490.550.430.470.420.511.00

Sharpe Ratio

The current Portfolio long Sharpe ratio is 2.79. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.79

The Sharpe ratio of Portfolio long 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 Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.79
0.74
Portfolio long
Benchmark (^GSPC)
Portfolio components

Dividend yield

Portfolio long granted a 1.03% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Portfolio long1.03%1.11%1.31%1.63%1.47%1.67%1.52%1.80%1.92%1.67%1.70%1.66%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
WMT
Walmart Inc.
1.38%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
LLY
Eli Lilly and Company
0.77%1.08%1.26%1.82%2.08%2.10%2.73%3.16%2.77%3.41%4.76%5.11%
BRK-B
Berkshire Hathaway 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%
SBUX
Starbucks Corporation
2.23%2.05%1.65%1.66%1.83%2.25%2.06%1.75%1.32%1.58%1.36%1.63%
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%
CAT
Caterpillar Inc.
1.76%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
XOM
Exxon Mobil Corporation
3.13%3.30%6.08%9.55%6.00%6.06%4.88%4.57%5.29%4.33%3.70%3.94%
BKNG
Booking Holdings 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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
AMGN
Amgen Inc.
3.07%3.03%3.31%3.04%2.70%3.14%3.15%3.35%2.44%1.96%2.15%2.22%
GOOGL
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%
MA
Mastercard Inc
0.54%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%

Expense Ratio

The Portfolio long 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
AAPL
Apple Inc.
0.51
WMT
Walmart Inc.
1.45
LLY
Eli Lilly and Company
3.16
BRK-B
Berkshire Hathaway Inc.
1.77
SBUX
Starbucks Corporation
0.25
NFLX
Netflix, Inc.
1.36
CAT
Caterpillar Inc.
1.89
XOM
Exxon Mobil Corporation
1.06
BKNG
Booking Holdings Inc.
2.10
NVDA
NVIDIA Corporation
3.98
AMGN
Amgen Inc.
0.99
GOOGL
Alphabet Inc.
0.87
MA
Mastercard Inc
1.45

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.27%
-8.22%
Portfolio long
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio long. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Portfolio long is 45.83%, recorded on Nov 20, 2008. It took 226 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.83%Jun 6, 2008118Nov 20, 2008226Oct 15, 2009344
-27.88%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-20.56%Oct 4, 201856Dec 24, 201870Apr 5, 2019126
-19.97%Mar 30, 202255Jun 16, 2022116Dec 1, 2022171
-15.4%Jul 22, 201151Oct 3, 201168Jan 10, 2012119

Volatility Chart

The current Portfolio long volatility is 3.49%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.49%
3.47%
Portfolio long
Benchmark (^GSPC)
Portfolio components