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Butch_244
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


WMT 10%WM 10%PGR 10%AAPL 9%ODFL 9%CMG 8%XLK 7%URI 7%META 7%LULU 7%AVGO 5.5%AMD 5.5%MSFT 5%EquityEquity
PositionCategory/SectorWeight
WMT
Walmart Inc.
Consumer Defensive

10%

WM
Waste Management, Inc.
Industrials

10%

PGR
The Progressive Corporation
Financial Services

10%

AAPL
Apple Inc.
Technology

9%

ODFL
Old Dominion Freight Line, Inc.
Industrials

9%

CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical

8%

XLK
Technology Select Sector SPDR Fund
Technology Equities

7%

URI
United Rentals, Inc.
Industrials

7%

META
Meta Platforms, Inc.
Communication Services

7%

LULU
Lululemon Athletica Inc.
Consumer Cyclical

7%

AVGO
Broadcom Inc.
Technology

5.50%

AMD
Advanced Micro Devices, Inc.
Technology

5.50%

MSFT
Microsoft Corporation
Technology

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Butch_244, 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%NovemberDecember2024FebruaryMarchApril
26.67%
15.74%
Butch_244
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Apr 16, 2024, the Butch_244 returned 11.80% Year-To-Date and 28.00% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Butch_24411.80%-1.81%26.67%47.34%29.69%28.00%
AAPL
Apple Inc.
-10.19%0.04%-3.12%5.09%28.81%26.53%
WMT
Walmart Inc.
14.43%-1.24%12.32%22.85%13.63%11.09%
XLK
Technology Select Sector SPDR Fund
4.87%-1.84%18.82%36.67%22.32%20.43%
WM
Waste Management, Inc.
15.07%-2.46%29.47%26.30%16.35%19.78%
URI
United Rentals, Inc.
16.56%-1.31%52.05%78.71%40.21%21.97%
CMG
Chipotle Mexican Grill, Inc.
28.41%6.54%62.20%68.94%33.79%18.96%
META
Meta Platforms, Inc.
41.47%3.33%55.93%126.09%22.96%23.92%
AVGO
Broadcom Inc.
17.92%6.54%46.51%115.74%37.01%39.66%
AMD
Advanced Micro Devices, Inc.
8.76%-16.09%50.59%74.74%42.45%45.94%
LULU
Lululemon Athletica Inc.
-34.53%-28.00%-19.65%-9.09%14.40%20.59%
PGR
The Progressive Corporation
30.42%0.88%32.27%53.14%25.02%27.25%
ODFL
Old Dominion Freight Line, Inc.
8.66%4.46%6.89%30.46%33.89%28.57%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.93%9.18%1.10%
2023-3.13%1.84%8.75%6.83%

Expense Ratio

The Butch_244 has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

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.


Butch_244
Sharpe ratio
The chart of Sharpe ratio for Butch_244, currently valued at 3.37, compared to the broader market-1.000.001.002.003.004.005.003.37
Sortino ratio
The chart of Sortino ratio for Butch_244, currently valued at 4.83, compared to the broader market-2.000.002.004.006.004.83
Omega ratio
The chart of Omega ratio for Butch_244, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.801.58
Calmar ratio
The chart of Calmar ratio for Butch_244, currently valued at 9.02, compared to the broader market0.002.004.006.008.0010.009.02
Martin ratio
The chart of Martin ratio for Butch_244, currently valued at 26.09, compared to the broader market0.0010.0020.0030.0040.0050.0026.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.250.481.060.320.65
WMT
Walmart Inc.
1.471.861.292.046.02
XLK
Technology Select Sector SPDR Fund
2.032.851.342.059.52
WM
Waste Management, Inc.
1.662.841.352.025.31
URI
United Rentals, Inc.
2.263.111.362.5611.74
CMG
Chipotle Mexican Grill, Inc.
2.853.961.594.1110.20
META
Meta Platforms, Inc.
3.495.111.612.7929.05
AVGO
Broadcom Inc.
3.194.211.519.3622.81
AMD
Advanced Micro Devices, Inc.
1.542.221.271.495.97
LULU
Lululemon Athletica Inc.
-0.25-0.130.98-0.24-0.90
PGR
The Progressive Corporation
1.862.411.402.2111.05
ODFL
Old Dominion Freight Line, Inc.
1.071.571.201.684.22
MSFT
Microsoft Corporation
2.002.821.352.348.61

Sharpe Ratio

The current Butch_244 Sharpe ratio is 3.37. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.37

The Sharpe ratio of Butch_244 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
3.37
1.89
Butch_244
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Butch_244 granted a 0.65% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Butch_2440.65%0.66%0.75%1.18%0.96%1.21%1.19%0.98%1.27%1.31%1.54%1.21%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
WMT
Walmart Inc.
1.30%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
XLK
Technology Select Sector SPDR Fund
0.74%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
WM
Waste Management, Inc.
1.39%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
URI
United Rentals, Inc.
0.91%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMG
Chipotle Mexican Grill, 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%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.50%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
AMD
Advanced Micro Devices, 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%
LULU
Lululemon Athletica 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%
PGR
The Progressive Corporation
0.56%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
ODFL
Old Dominion Freight Line, Inc.
0.39%0.39%0.42%0.22%0.31%0.36%0.42%0.30%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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.27%
-3.66%
Butch_244
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Butch_244. 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 Butch_244 was 28.36%, occurring on Mar 23, 2020. Recovery took 45 trading sessions.

The current Butch_244 drawdown is 4.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.36%Feb 20, 202023Mar 23, 202045May 27, 202068
-25.98%Dec 28, 2021119Jun 16, 2022217Apr 28, 2023336
-22.7%Sep 28, 201860Dec 24, 201845Mar 1, 2019105
-13.91%Mar 3, 2015123Aug 25, 2015140Mar 16, 2016263
-11.52%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility

Volatility Chart

The current Butch_244 volatility is 3.63%, 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%NovemberDecember2024FebruaryMarchApril
3.63%
3.44%
Butch_244
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

WMTPGRWMCMGLULUAMDMETAURIODFLAAPLAVGOMSFTXLK
WMT1.000.310.350.220.250.170.170.200.250.250.220.300.34
PGR0.311.000.420.220.240.180.220.310.320.260.270.330.39
WM0.350.421.000.250.240.180.210.320.340.290.280.370.42
CMG0.220.220.251.000.340.300.320.310.340.300.310.380.44
LULU0.250.240.240.341.000.320.340.340.350.340.360.390.49
AMD0.170.180.180.300.321.000.370.340.330.400.470.460.57
META0.170.220.210.320.340.371.000.320.320.460.430.500.60
URI0.200.310.320.310.340.340.321.000.530.350.430.360.50
ODFL0.250.320.340.340.350.330.320.531.000.380.430.410.52
AAPL0.250.260.290.300.340.400.460.350.381.000.530.570.78
AVGO0.220.270.280.310.360.470.430.430.430.531.000.510.70
MSFT0.300.330.370.380.390.460.500.360.410.570.511.000.82
XLK0.340.390.420.440.490.570.600.500.520.780.700.821.00