Amazon
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Amazon, 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.
The earliest data available for this chart is May 15, 1997, corresponding to the inception date of AMZN
Returns By Period
As of May 9, 2025, the Amazon returned -12.45% Year-To-Date and 24.46% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Amazon | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
| Portfolio components: | ||||||
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
Monthly Returns
The table below presents the monthly returns of Amazon, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.34% | -10.69% | -10.37% | -3.07% | 4.15% | -12.45% | |||||||
| 2024 | 2.15% | 13.89% | 2.05% | -2.98% | 0.82% | 9.53% | -3.24% | -4.54% | 4.39% | 0.04% | 11.53% | 5.53% | 44.39% |
| 2023 | 22.77% | -8.63% | 9.61% | 2.09% | 14.35% | 8.11% | 2.55% | 3.24% | -7.89% | 4.70% | 9.77% | 4.00% | 80.88% |
| 2022 | -10.28% | 2.67% | 6.14% | -23.75% | -3.28% | -11.65% | 27.06% | -6.06% | -10.86% | -9.35% | -5.76% | -12.99% | -49.62% |
| 2021 | -1.56% | -3.53% | 0.04% | 12.07% | -7.05% | 6.74% | -3.27% | 4.30% | -5.35% | 2.66% | 3.99% | -4.93% | 2.38% |
| 2020 | 8.71% | -6.22% | 3.50% | 26.89% | -1.28% | 12.96% | 14.71% | 9.05% | -8.76% | -3.58% | 4.34% | 2.81% | 76.26% |
| 2019 | 14.43% | -4.59% | 8.59% | 8.19% | -7.86% | 6.68% | -1.42% | -4.85% | -2.27% | 2.35% | 1.36% | 2.61% | 23.03% |
| 2018 | 24.06% | 4.24% | -4.30% | 8.21% | 4.05% | 4.31% | 4.57% | 13.24% | -0.48% | -20.22% | 5.77% | -11.13% | 28.43% |
| 2017 | 9.82% | 2.62% | 4.91% | 4.34% | 7.53% | -2.68% | 2.04% | -0.73% | -1.96% | 14.97% | 6.47% | -0.62% | 55.96% |
| 2016 | -13.15% | -5.87% | 7.44% | 11.11% | 9.58% | -0.99% | 6.04% | 1.36% | 8.86% | -5.67% | -4.97% | -0.09% | 10.95% |
| 2015 | 14.24% | 7.23% | -2.12% | 13.35% | 1.77% | 1.13% | 23.51% | -4.34% | -0.19% | 22.27% | 6.22% | 1.67% | 117.78% |
| 2014 | -10.06% | 0.95% | -7.11% | -9.58% | 2.77% | 3.91% | -3.63% | 8.32% | -4.90% | -5.27% | 10.86% | -8.35% | -22.18% |
Expense Ratio
Amazon 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Amazon is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Amazon. 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 Amazon was 94.40%, occurring on Sep 28, 2001. Recovery took 2032 trading sessions.
The current Amazon drawdown is 20.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -94.4% | Dec 13, 1999 | 450 | Sep 28, 2001 | 2032 | Oct 23, 2009 | 2482 |
| -59.31% | Apr 26, 1999 | 74 | Aug 9, 1999 | 87 | Dec 10, 1999 | 161 |
| -56.15% | Jul 9, 2021 | 372 | Dec 28, 2022 | 322 | Apr 11, 2024 | 694 |
| -51.52% | Jan 12, 1999 | 26 | Feb 18, 1999 | 31 | Apr 5, 1999 | 57 |
| -47.67% | Jul 7, 1998 | 50 | Sep 15, 1998 | 45 | Nov 17, 1998 | 95 |
Volatility
Volatility Chart
The current Amazon volatility is 15.96%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AMZN | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.54 | 0.54 |
| AMZN | 0.54 | 1.00 | 1.00 |
| Portfolio | 0.54 | 1.00 | 1.00 |