Vlada
Vladin portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 25% |
Amazon.com, Inc. | Consumer Cyclical | 25% |
Alphabet Inc. | Communication Services | 25% |
Microsoft Corporation | Technology | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vlada, 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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Dec 19, 2024, the Vlada returned 32.82% Year-To-Date and 27.88% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 24.66% | 0.49% | 8.64% | 26.56% | 13.06% | 11.10% |
Vlada | 33.38% | 7.30% | 11.23% | 33.74% | 25.53% | 27.76% |
Portfolio components: | ||||||
Apple Inc | 30.38% | 9.42% | 19.40% | 28.84% | 29.91% | 25.86% |
Microsoft Corporation | 17.09% | 4.81% | -1.57% | 18.80% | 23.82% | 26.70% |
Amazon.com, Inc. | 46.96% | 9.13% | 19.98% | 46.79% | 20.16% | 30.79% |
Alphabet Inc. | 35.09% | 5.76% | 7.01% | 36.32% | 23.11% | 22.00% |
Monthly Returns
The table below presents the monthly returns of Vlada, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.07% | 3.81% | 1.93% | -0.74% | 6.57% | 8.02% | -2.45% | -1.39% | 2.60% | -1.33% | 4.88% | 33.38% | |
2023 | 12.43% | -3.97% | 12.97% | 3.91% | 10.00% | 4.69% | 3.11% | 0.07% | -6.03% | 1.67% | 10.16% | 2.34% | 62.21% |
2022 | -6.39% | -1.86% | 4.66% | -15.28% | -2.87% | -7.25% | 15.46% | -5.53% | -11.44% | -0.11% | 2.10% | -10.78% | -35.48% |
2021 | 1.76% | 0.17% | 1.04% | 10.77% | -3.18% | 7.19% | 4.08% | 5.60% | -6.83% | 9.35% | 2.45% | 1.56% | 37.93% |
2020 | 7.33% | -7.20% | -4.67% | 18.01% | 3.83% | 9.40% | 9.20% | 12.93% | -9.05% | -0.78% | 7.17% | 4.24% | 58.26% |
2019 | 7.65% | 1.80% | 7.10% | 6.47% | -8.06% | 6.55% | 5.14% | -1.82% | 2.26% | 5.01% | 4.74% | 4.94% | 49.13% |
2018 | 11.46% | 1.06% | -4.77% | 1.93% | 7.48% | 1.49% | 6.02% | 9.73% | -0.38% | -9.90% | -2.11% | -8.98% | 10.99% |
2017 | 5.46% | 4.72% | 3.44% | 4.37% | 5.86% | -3.88% | 3.30% | 3.62% | -1.67% | 10.57% | 2.72% | 0.46% | 45.69% |
2016 | -5.86% | -4.81% | 8.90% | -4.91% | 7.59% | -3.44% | 9.23% | 1.37% | 4.18% | -0.08% | -2.25% | 2.46% | 11.29% |
2015 | 2.25% | 7.72% | -3.43% | 7.99% | 0.45% | -2.65% | 11.55% | -4.42% | -0.64% | 16.63% | 3.64% | -0.90% | 42.53% |
2014 | -2.09% | 4.85% | 2.76% | 0.52% | 5.51% | -0.90% | 0.02% | 5.30% | -5.40% | 10.46% |
Expense Ratio
Vlada 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vlada is 38, indicating average performance compared to other portfolios on our website. Here’s 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 | |
---|---|---|---|---|---|
Apple Inc | 1.22 | 1.83 | 1.23 | 1.65 | 4.30 |
Microsoft Corporation | 0.91 | 1.25 | 1.17 | 1.16 | 2.67 |
Amazon.com, Inc. | 1.61 | 2.23 | 1.29 | 2.01 | 7.56 |
Alphabet Inc. | 1.37 | 1.90 | 1.26 | 1.70 | 4.17 |
Dividends
Dividend yield
Vlada provided a 0.35% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.35% | 0.31% | 0.44% | 0.29% | 0.39% | 0.56% | 0.87% | 0.83% | 1.07% | 1.06% | 1.04% | 1.17% |
Portfolio components: | ||||||||||||
Apple Inc | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Amazon.com, 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% |
Alphabet Inc. | 0.32% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vlada. 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 Vlada was 39.13%, occurring on Jan 5, 2023. Recovery took 218 trading sessions.
The current Vlada drawdown is 3.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.13% | Dec 13, 2021 | 268 | Jan 5, 2023 | 218 | Nov 16, 2023 | 486 |
-26.16% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
-25.99% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
-17.36% | Dec 7, 2015 | 44 | Feb 9, 2016 | 117 | Jul 27, 2016 | 161 |
-16.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 82 | Jan 21, 2021 | 96 |
Volatility
Volatility Chart
The current Vlada volatility is 6.24%, 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
Asset Correlations Table
AAPL | AMZN | GOOG | MSFT | |
---|---|---|---|---|
AAPL | 1.00 | 0.55 | 0.57 | 0.62 |
AMZN | 0.55 | 1.00 | 0.67 | 0.64 |
GOOG | 0.57 | 0.67 | 1.00 | 0.68 |
MSFT | 0.62 | 0.64 | 0.68 | 1.00 |