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M14B-1

Last updated Mar 2, 2024

Asset Allocation


AAPL 11.11%NFLX 11.11%MSFT 11.11%NVDA 11.11%PANW 11.11%OCDO.L 11.11%AMZN 11.11%U 11.11%SSUN.F 11.11%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

11.11%

NFLX
Netflix, Inc.
Communication Services

11.11%

MSFT
Microsoft Corporation
Technology

11.11%

NVDA
NVIDIA Corporation
Technology

11.11%

PANW
Palo Alto Networks, Inc.
Technology

11.11%

OCDO.L
Ocado Group plc
Consumer Defensive

11.11%

AMZN
Amazon.com, Inc.
Consumer Cyclical

11.11%

U
Unity Software Inc.
Technology

11.11%

SSUN.F
Samsung Electronics Co., Ltd.
Technology

11.11%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in M14B-1, 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


20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
64.70%
54.76%
M14B-1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 18, 2020, corresponding to the inception date of U

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
M14B-14.96%4.67%11.60%62.46%N/AN/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
NFLX
Netflix, Inc.
27.21%9.79%40.80%98.58%11.64%25.33%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
PANW
Palo Alto Networks, Inc.
2.55%-10.67%24.59%59.28%29.91%29.14%
OCDO.L
Ocado Group plc
-37.76%-13.33%-45.23%-4.43%-14.53%-1.89%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
U
Unity Software Inc.
-29.30%-10.77%-22.05%-1.73%N/AN/A
SSUN.F
Samsung Electronics Co., Ltd.
-0.64%7.40%8.04%15.21%10.22%12.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.28%5.00%
2023-4.40%-12.60%-2.96%15.75%8.86%

Sharpe Ratio

The current M14B-1 Sharpe ratio is 2.91. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.91

The Sharpe ratio of M14B-1 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.91
2.44
M14B-1
Benchmark (^GSPC)
Portfolio components

Dividend yield

M14B-1 granted a 0.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
M14B-10.35%0.35%0.54%0.39%0.72%0.74%1.01%0.66%0.78%0.85%0.91%0.96%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
PANW
Palo Alto Networks, 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%
OCDO.L
Ocado Group plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
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%
U
Unity Software 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%
SSUN.F
Samsung Electronics Co., Ltd.
1.88%1.90%2.95%2.31%4.82%4.14%5.11%2.37%2.25%2.16%2.38%1.98%

Expense Ratio

The M14B-1 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
^GSPC
S&P 500
2.44
M14B-1
2.91
AAPL
Apple Inc.
1.17
NFLX
Netflix, Inc.
3.05
MSFT
Microsoft Corporation
3.06
NVDA
NVIDIA Corporation
5.61
PANW
Palo Alto Networks, Inc.
1.33
OCDO.L
Ocado Group plc
0.14
AMZN
Amazon.com, Inc.
3.20
U
Unity Software Inc.
0.10
SSUN.F
Samsung Electronics Co., Ltd.
0.67

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SSUN.FOCDO.LPANWUNFLXAAPLAMZNNVDAMSFT
SSUN.F1.000.250.180.210.190.260.210.330.24
OCDO.L0.251.000.180.280.240.240.220.260.21
PANW0.180.181.000.510.420.480.510.510.53
U0.210.280.511.000.510.470.530.520.46
NFLX0.190.240.420.511.000.530.570.530.53
AAPL0.260.240.480.470.531.000.650.610.73
AMZN0.210.220.510.530.570.651.000.630.70
NVDA0.330.260.510.520.530.610.631.000.68
MSFT0.240.210.530.460.530.730.700.681.00

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.13%
0
M14B-1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the M14B-1. 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 M14B-1 was 52.81%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current M14B-1 drawdown is 4.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.81%Nov 22, 2021232Oct 12, 2022
-15.76%Feb 5, 202122Mar 8, 202185Jul 6, 2021107
-8.83%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-7.92%Sep 8, 202119Oct 4, 202111Oct 19, 202130
-7.57%Nov 9, 20202Nov 10, 202010Nov 24, 202012

Volatility Chart

The current M14B-1 volatility is 7.97%, 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%8.00%OctoberNovemberDecember2024FebruaryMarch
7.97%
3.47%
M14B-1
Benchmark (^GSPC)
Portfolio components
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