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MM_PF1

Last updated Sep 23, 2023

MM_PF1

Asset Allocation


VGT 60%TUR 20%TSLA 20%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities60%
TUR
iShares MSCI Turkey ETF
Emerging Markets Equities20%
TSLA
Tesla, Inc.
Consumer Cyclical20%

Performance

The chart shows the growth of an initial investment of $10,000 in MM_PF1, 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


-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
18.00%
8.61%
MM_PF1
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the MM_PF1 returned 40.49% Year-To-Date and 22.11% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
MM_PF10.51%17.61%40.49%42.68%31.56%22.10%
TUR
iShares MSCI Turkey ETF
2.79%14.04%5.07%67.61%13.46%-1.33%
TSLA
Tesla, Inc.
6.45%28.61%98.80%-11.06%65.27%34.89%
VGT
Vanguard Information Technology ETF
-1.81%11.81%30.46%31.14%16.67%19.12%

Asset Correlations Table

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

TURTSLAVGT
TUR1.000.200.36
TSLA0.201.000.48
VGT0.360.481.00

Sharpe Ratio

The current MM_PF1 Sharpe ratio is 1.51. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.51

The Sharpe ratio of MM_PF1 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-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.51
0.81
MM_PF1
Benchmark (^GSPC)
Portfolio components

Dividend yield

MM_PF1 granted a 1.11% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MM_PF11.11%0.96%1.29%0.70%1.42%1.75%1.26%1.55%1.60%1.16%1.32%1.22%
TUR
iShares MSCI Turkey ETF
3.34%2.04%4.51%0.96%3.68%4.70%3.17%3.56%3.84%2.11%3.08%2.04%
TSLA
Tesla, 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%
VGT
Vanguard Information Technology ETF
0.74%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%

Expense Ratio

The MM_PF1 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.59%
0.00%2.15%
0.10%
0.00%2.15%

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
TUR
iShares MSCI Turkey ETF
1.73
TSLA
Tesla, Inc.
-0.30
VGT
Vanguard Information Technology ETF
1.11

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.83%
-9.93%
MM_PF1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MM_PF1. 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 MM_PF1 is 40.02%, recorded on Mar 18, 2020. It took 72 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.02%Feb 20, 202020Mar 18, 202072Jun 30, 202092
-29.58%Nov 8, 2021153Jun 16, 2022238May 30, 2023391
-22.33%Jul 21, 2015142Feb 10, 2016234Jan 13, 2017376
-22.22%May 2, 201178Aug 19, 2011115Feb 3, 2012193
-18.38%Mar 13, 2018199Dec 24, 2018138Jul 15, 2019337

Volatility Chart

The current MM_PF1 volatility is 5.37%, 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%AprilMayJuneJulyAugustSeptember
5.37%
3.41%
MM_PF1
Benchmark (^GSPC)
Portfolio components