PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

MAIN OPTION TRADES

Last updated Oct 3, 2023

portfolio=1.000.000

Asset Allocation


XLK 25%SMH 20%QQQ 15%AAPL 5%GOOGL 5%NVDA 5%AMD 5%AMZN 5%META 5%TSLA 5%SHOP 5%EquityEquity
PositionCategory/SectorWeight
XLK
Technology Select Sector SPDR Fund
Technology Equities25%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities20%
QQQ
Invesco QQQ
Large Cap Blend Equities15%
AAPL
Apple Inc.
Technology5%
GOOGL
Alphabet Inc.
Communication Services5%
NVDA
NVIDIA Corporation
Technology5%
AMD
Advanced Micro Devices, Inc.
Technology5%
AMZN
Amazon.com, Inc.
Consumer Cyclical5%
META
Meta Platforms, Inc.
Communication Services5%
TSLA
Tesla, Inc.
Consumer Cyclical5%
SHOP
Shopify Inc.
Technology5%

Performance

The chart shows the growth of an initial investment of $10,000 in MAIN OPTION TRADES, 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


0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
20.27%
4.84%
MAIN OPTION TRADES
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the MAIN OPTION TRADES returned 56.59% Year-To-Date and 29.94% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%8.16%8.73%
MAIN OPTION TRADES-5.47%18.14%56.59%54.52%27.20%29.94%
AAPL
Apple Inc.
-8.29%5.19%34.30%22.70%26.17%23.56%
GOOGL
Alphabet Inc.
-1.10%28.12%52.07%36.02%17.99%20.72%
NVDA
NVIDIA Corporation
-7.68%63.15%206.54%258.13%45.49%71.04%
AMD
Advanced Micro Devices, Inc.
-5.65%7.72%59.44%56.21%30.17%57.85%
AMZN
Amazon.com, Inc.
-6.27%24.54%54.12%11.72%6.31%23.92%
META
Meta Platforms, Inc.
3.52%42.89%154.96%121.35%14.13%17.38%
TSLA
Tesla, Inc.
2.69%30.65%104.25%3.80%68.37%38.69%
XLK
Technology Select Sector SPDR Fund
-5.76%10.97%34.01%36.57%18.66%18.90%
QQQ
Invesco QQQ
-4.19%13.54%36.26%32.97%15.51%16.17%
SMH
VanEck Vectors Semiconductor ETF
-6.39%13.50%44.11%56.02%26.60%24.90%
SHOP
Shopify Inc.
-19.05%13.47%55.57%94.52%29.52%44.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202312.10%-1.53%14.23%7.12%4.49%-1.75%-6.58%

Sharpe Ratio

The current MAIN OPTION TRADES Sharpe ratio is 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.91

The Sharpe ratio of MAIN OPTION TRADES 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-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.91
1.04
MAIN OPTION TRADES
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAIN OPTION TRADES granted a 0.66% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MAIN OPTION TRADES0.66%0.90%0.46%0.64%1.74%1.51%1.25%1.15%1.85%1.48%1.68%2.79%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
GOOGL
Alphabet 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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
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%
META
Meta Platforms, 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%
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%
XLK
Technology Select Sector SPDR Fund
0.85%1.04%0.66%0.94%1.20%1.68%1.46%1.89%1.97%1.96%1.95%2.03%
QQQ
Invesco QQQ
0.60%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
SMH
VanEck Vectors Semiconductor ETF
1.64%2.37%1.04%1.42%6.29%4.18%3.31%1.92%5.19%2.93%4.02%9.94%
SHOP
Shopify 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%

Expense Ratio

The MAIN OPTION TRADES features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.13%
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
AAPL
Apple Inc.
0.82
GOOGL
Alphabet Inc.
1.11
NVDA
NVIDIA Corporation
4.87
AMD
Advanced Micro Devices, Inc.
1.19
AMZN
Amazon.com, Inc.
0.33
META
Meta Platforms, Inc.
2.41
TSLA
Tesla, Inc.
-0.10
XLK
Technology Select Sector SPDR Fund
1.55
QQQ
Invesco QQQ
1.49
SMH
VanEck Vectors Semiconductor ETF
1.79
SHOP
Shopify Inc.
1.57

Asset Correlations Table

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

TSLASHOPAMDMETAAMZNAAPLGOOGLNVDASMHXLKQQQ
TSLA1.000.380.380.360.420.420.380.440.460.490.53
SHOP0.381.000.460.450.510.440.450.500.510.550.57
AMD0.380.461.000.430.470.460.460.670.690.610.60
META0.360.450.431.000.620.550.690.520.550.670.72
AMZN0.420.510.470.621.000.590.690.560.570.700.77
AAPL0.420.440.460.550.591.000.620.570.650.820.80
GOOGL0.380.450.460.690.690.621.000.560.620.760.81
NVDA0.440.500.670.520.560.570.561.000.810.740.74
SMH0.460.510.690.550.570.650.620.811.000.850.83
XLK0.490.550.610.670.700.820.760.740.851.000.97
QQQ0.530.570.600.720.770.800.810.740.830.971.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.58%
-10.59%
MAIN OPTION TRADES
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MAIN OPTION TRADES. 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 MAIN OPTION TRADES is 44.38%, recorded on Oct 14, 2022. It took 188 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.38%Nov 22, 2021226Oct 14, 2022188Jul 18, 2023414
-32.95%Feb 20, 202018Mar 16, 202054Jun 2, 202072
-25.86%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-17.53%Dec 30, 201530Feb 11, 201632Mar 30, 201662
-13.88%Feb 16, 202115Mar 8, 202125Apr 13, 202140

Volatility Chart

The current MAIN OPTION TRADES volatility is 5.48%, 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%MayJuneJulyAugustSeptemberOctober
5.48%
3.15%
MAIN OPTION TRADES
Benchmark (^GSPC)
Portfolio components