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Butch_244
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 12%META 25%PGR 15%AAPL 12%MSFT 10%AMZN 10%IBKR 10%MSTR 6%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
12%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
BTC-USD
Bitcoin
12%
IBKR
Interactive Brokers Group, Inc.
Financial Services
10%
META
Meta Platforms, Inc.
Communication Services
25%
MSFT
Microsoft Corporation
Technology
10%
MSTR
MicroStrategy Incorporated
Technology
6%
PGR
The Progressive Corporation
Financial Services
15%

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 every 3 months.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
74.36%
15.23%
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 Feb 4, 2025, the Butch_244 returned 9.99% Year-To-Date and 41.47% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
2.66%1.61%15.23%22.15%12.59%11.41%
Butch_2444.80%-0.40%74.36%128.66%58.22%78.83%
AAPL
Apple Inc
-7.04%-4.34%12.59%24.65%24.18%24.23%
META
Meta Platforms, Inc.
20.27%16.47%42.77%53.87%27.37%25.24%
MSFT
Microsoft Corporation
-2.17%-2.59%3.59%2.42%18.61%27.47%
MSTR
MicroStrategy Incorporated
20.26%2.55%154.39%609.97%87.02%34.85%
AMZN
Amazon.com, Inc.
10.33%7.97%49.48%42.13%18.75%29.17%
PGR
The Progressive Corporation
5.56%4.43%18.21%39.03%27.01%28.20%
IBKR
Interactive Brokers Group, Inc.
25.36%20.55%101.06%134.43%34.58%22.07%
BTC-USD
Bitcoin
4.76%-0.45%74.66%129.43%58.68%83.37%
*Annualized

Monthly Returns

The table below presents the monthly returns of Butch_244, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.61%4.80%
20240.79%43.43%16.47%-14.94%11.28%-7.04%3.06%-8.63%7.38%10.79%37.15%-3.14%120.47%
202339.45%0.08%22.87%2.78%-6.88%11.91%-4.01%-11.17%3.90%28.24%8.78%11.98%154.21%
2022-16.82%12.05%5.43%-17.15%-15.60%-37.53%17.86%-13.94%-3.17%5.41%-16.00%-3.67%-64.03%
202114.03%36.00%30.37%-1.93%-35.18%-6.03%18.62%13.24%-7.16%39.77%-6.98%-18.64%59.31%
202029.34%-7.98%-24.71%33.97%9.15%-3.19%23.62%3.35%-7.68%27.06%41.74%47.19%296.64%
2019-6.92%11.10%6.37%29.55%58.06%25.78%-6.64%-4.50%-13.62%10.72%-17.30%-4.80%90.20%
2018-27.44%1.73%-32.51%31.94%-18.48%-14.26%20.89%-9.18%-5.77%-4.77%-35.57%-6.89%-72.85%
20171.35%19.86%-8.20%23.70%64.51%8.10%15.47%61.04%-7.54%47.95%57.05%37.82%1,250.59%
2016-12.78%14.83%-2.55%6.02%16.17%22.12%-5.79%-6.65%5.39%12.92%5.30%26.02%103.89%
2015-26.66%14.45%-2.89%-2.13%-1.55%11.93%8.00%-15.76%1.98%27.57%16.17%11.45%34.72%
20149.28%-31.46%-15.72%-1.72%35.55%2.64%-7.54%-16.41%-16.61%-10.73%10.76%-13.23%-52.28%

Expense Ratio

Butch_244 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

Risk-Adjusted Performance Rank

With an overall rank of 87, Butch_244 is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Butch_244 is 8787
Overall Rank
The Sharpe Ratio Rank of Butch_244 is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of Butch_244 is 9494
Sortino Ratio Rank
The Omega Ratio Rank of Butch_244 is 9292
Omega Ratio Rank
The Calmar Ratio Rank of Butch_244 is 5858
Calmar Ratio Rank
The Martin Ratio Rank of Butch_244 is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Butch_244, currently valued at 1.40, compared to the broader market-6.00-4.00-2.000.002.004.001.401.80
The chart of Sortino ratio for Butch_244, currently valued at 2.10, compared to the broader market-6.00-4.00-2.000.002.004.006.002.102.42
The chart of Omega ratio for Butch_244, currently valued at 1.21, compared to the broader market0.501.001.501.211.33
The chart of Calmar ratio for Butch_244, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.0012.001.142.72
The chart of Martin ratio for Butch_244, currently valued at 6.42, compared to the broader market0.0010.0020.0030.0040.006.4211.10
Butch_244
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.452.031.270.846.82
META
Meta Platforms, Inc.
2.573.221.432.1015.43
MSFT
Microsoft Corporation
-0.25-0.190.970.19-0.64
MSTR
MicroStrategy Incorporated
1.942.721.302.769.83
AMZN
Amazon.com, Inc.
1.762.281.311.037.37
PGR
The Progressive Corporation
1.642.461.301.127.21
IBKR
Interactive Brokers Group, Inc.
3.814.551.644.1426.94
BTC-USD
Bitcoin
1.392.101.211.146.37

The current Butch_244 Sharpe ratio is 3.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 2.01, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Butch_244 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.40
1.80
Butch_244
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Butch_244 provided a 0.53% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.53%0.33%0.22%0.29%1.11%0.63%0.91%0.74%0.61%0.95%0.88%1.42%
AAPL
Apple Inc
0.43%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
META
Meta Platforms, Inc.
0.28%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.75%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
MSTR
MicroStrategy Incorporated
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%
PGR
The Progressive Corporation
1.98%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
IBKR
Interactive Brokers Group, Inc.
0.38%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%
BTC-USD
Bitcoin
0.00%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.72%
-1.32%
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 82.78%, occurring on Dec 15, 2018. Recovery took 716 trading sessions.

The current Butch_244 drawdown is 0.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.78%Dec 17, 2017364Dec 15, 2018716Nov 30, 20201080
-79.89%Dec 5, 2013406Jan 14, 2015721Jan 4, 20171127
-76.4%Nov 9, 2021378Nov 21, 2022469Mar 4, 2024847
-61.06%Apr 11, 20137Apr 17, 2013201Nov 4, 2013208
-52.78%Apr 14, 202198Jul 20, 202191Oct 19, 2021189

Volatility

Volatility Chart

The current Butch_244 volatility is 13.88%, 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.88%
4.08%
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.

BTC-USDPGRIBKRMSTRAAPLMETAAMZNMSFT
BTC-USD1.000.030.090.240.080.070.090.09
PGR0.031.000.290.200.210.190.230.28
IBKR0.090.291.000.320.260.270.270.31
MSTR0.240.200.321.000.310.310.350.35
AAPL0.080.210.260.311.000.400.450.51
META0.070.190.270.310.401.000.520.46
AMZN0.090.230.270.350.450.521.000.55
MSFT0.090.280.310.350.510.460.551.00
The correlation results are calculated based on daily price changes starting from May 19, 2012
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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