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Portfolio long
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 8.33%WMT 8.33%LLY 8.33%MA 8.33%NFLX 8.33%CAT 8.33%SBUX 8.33%AMGN 8.33%XOM 8.33%BKNG 8.33%GOOGL 8.33%RIVN 8.33%EquityEquity

Performance

Performance Chart

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 Every 3 months.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
57.51%
21.89%
Portfolio long
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 10, 2021, corresponding to the inception date of RIVN

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Portfolio long0.03%14.16%1.77%21.14%N/AN/A
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
WMT
Walmart Inc.
8.13%19.12%16.77%63.40%20.62%16.34%
LLY
Eli Lilly and Company
-2.49%3.47%-5.45%-2.41%39.23%28.61%
MA
Mastercard Inc
8.03%18.36%9.85%25.44%15.66%20.67%
NFLX
Netflix, Inc.
28.40%31.48%43.68%87.77%21.39%29.88%
CAT
Caterpillar Inc.
-9.84%18.95%-19.88%-4.33%26.31%16.86%
SBUX
Starbucks Corporation
-9.44%3.14%-13.50%14.67%3.18%7.27%
AMGN
Amgen Inc.
5.22%-2.93%-14.12%-8.78%6.22%8.48%
XOM
Exxon Mobil Corporation
-0.51%5.26%-10.94%-5.60%23.92%6.52%
BKNG
Booking Holdings Inc.
4.17%24.04%5.36%42.31%29.66%16.01%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
RIVN
Rivian Automotive, Inc.
2.86%26.67%36.12%33.20%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.22%1.70%-5.45%1.48%-1.64%0.03%
20240.67%1.81%3.23%-3.85%7.05%5.03%1.42%4.96%0.07%0.01%6.11%-1.66%27.15%
20237.40%-4.07%3.29%1.68%0.54%7.36%8.71%1.41%-1.98%-5.88%7.15%6.10%35.07%
2022-5.90%-3.12%4.28%-11.52%2.14%-9.22%13.16%-3.60%-5.08%14.46%5.40%-7.20%-9.59%
2021-3.06%4.60%1.41%

Expense Ratio

Portfolio long 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

With an overall rank of 81, Portfolio long is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Portfolio long is 8181
Overall Rank
The Sharpe Ratio Rank of Portfolio long is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio long is 8282
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio long is 8383
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio long is 8080
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio long is 8080
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
AAPL
Apple Inc
0.230.611.090.260.90
WMT
Walmart Inc.
2.533.371.472.859.54
LLY
Eli Lilly and Company
-0.050.161.02-0.11-0.22
MA
Mastercard Inc
1.211.731.261.556.47
NFLX
Netflix, Inc.
2.713.531.474.6415.19
CAT
Caterpillar Inc.
-0.21-0.001.00-0.13-0.35
SBUX
Starbucks Corporation
0.280.991.130.471.46
AMGN
Amgen Inc.
-0.42-0.200.97-0.29-0.63
XOM
Exxon Mobil Corporation
-0.31-0.160.98-0.30-0.66
BKNG
Booking Holdings Inc.
1.302.061.292.095.68
GOOGL
Alphabet Inc Class A
-0.29-0.230.97-0.32-0.70
RIVN
Rivian Automotive, Inc.
0.471.231.140.351.16

The current Portfolio long Sharpe ratio is 1.02. 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 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.

Use the chart below to compare the Sharpe ratio of Portfolio long 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.02
0.48
Portfolio long
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portfolio long provided a 1.31% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.31%1.21%1.15%1.17%1.35%1.61%1.40%1.55%1.39%1.60%1.58%1.21%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
WMT
Walmart Inc.
1.12%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
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.
1.74%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
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%
AMGN
Amgen Inc.
3.36%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
XOM
Exxon Mobil Corporation
3.66%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
BKNG
Booking Holdings Inc.
0.69%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIVN
Rivian Automotive, 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%

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
-7.41%
-7.82%
Portfolio long
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio long. 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 Portfolio long was 26.06%, occurring on Jun 17, 2022. Recovery took 249 trading sessions.

The current Portfolio long drawdown is 7.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.06%Nov 17, 2021147Jun 17, 2022249Jun 15, 2023396
-18.9%Feb 19, 202535Apr 8, 2025
-9.64%Sep 12, 202334Oct 27, 202332Dec 13, 202366
-9.58%Jul 17, 202416Aug 7, 202413Aug 26, 202429
-5.61%Mar 28, 202424May 1, 20246May 9, 202430

Volatility

Volatility Chart

The current Portfolio long volatility is 7.03%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.03%
11.21%
Portfolio long
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 12.00, 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.

^GSPCXOMLLYAMGNWMTRIVNCATNFLXSBUXBKNGGOOGLAAPLMAPortfolio
^GSPC1.000.270.370.350.390.510.590.610.560.620.720.730.670.87
XOM0.271.000.080.180.140.100.500.100.190.210.100.170.240.36
LLY0.370.081.000.330.280.090.190.220.220.180.220.260.280.38
AMGN0.350.180.331.000.250.120.280.170.260.200.190.240.270.39
WMT0.390.140.280.251.000.160.210.240.320.210.250.270.340.41
RIVN0.510.100.090.120.161.000.280.410.350.330.390.410.330.69
CAT0.590.500.190.280.210.281.000.290.340.460.300.330.450.60
NFLX0.610.100.220.170.240.410.291.000.370.420.510.490.420.66
SBUX0.560.190.220.260.320.350.340.371.000.440.370.420.480.60
BKNG0.620.210.180.200.210.330.460.420.441.000.450.440.510.64
GOOGL0.720.100.220.190.250.390.300.510.370.451.000.620.470.66
AAPL0.730.170.260.240.270.410.330.490.420.440.621.000.470.69
MA0.670.240.280.270.340.330.450.420.480.510.470.471.000.65
Portfolio0.870.360.380.390.410.690.600.660.600.640.660.690.651.00
The correlation results are calculated based on daily price changes starting from Nov 11, 2021