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Ken

Last updated Mar 2, 2024

Asset Allocation


VRSN 25%AAPL 25%NFLX 25%MELI 25%EquityEquity
PositionCategory/SectorWeight
VRSN
VeriSign, Inc.
Technology

25%

AAPL
Apple Inc.
Technology

25%

NFLX
Netflix, Inc.
Communication Services

25%

MELI
MercadoLibre, Inc.
Consumer Cyclical

25%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Ken, 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%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%OctoberNovemberDecember2024FebruaryMarch
11,322.26%
253.39%
Ken
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 10, 2007, corresponding to the inception date of MELI

Returns

As of Mar 2, 2024, the Ken returned 4.31% Year-To-Date and 28.36% of annualized return in the last 10 years.


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%
Ken4.31%-1.17%10.61%34.39%22.60%28.62%
VRSN
VeriSign, Inc.
-5.21%-2.19%-4.84%-2.71%2.02%13.37%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.52%25.55%
MELI
MercadoLibre, Inc.
2.62%-9.03%13.44%31.47%28.53%32.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.27%-0.76%
20231.09%-8.05%1.31%15.77%-0.40%

Sharpe Ratio

The current Ken Sharpe ratio is 1.83. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.83

The Sharpe ratio of Ken 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.83
2.44
Ken
Benchmark (^GSPC)
Portfolio components

Dividend yield

Ken granted a 0.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Ken0.13%0.12%0.18%0.12%0.15%0.26%0.45%0.41%0.58%0.57%0.55%0.66%
VRSN
VeriSign, 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%
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%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%

Expense Ratio

The Ken 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
Ken
1.83
VRSN
VeriSign, Inc.
-0.03
AAPL
Apple Inc.
1.27
NFLX
Netflix, Inc.
2.64
MELI
MercadoLibre, Inc.
0.86

Asset Correlations Table

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

NFLXMELIAAPLVRSN
NFLX1.000.380.380.38
MELI0.381.000.410.42
AAPL0.380.411.000.47
VRSN0.380.420.471.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.95%
0
Ken
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ken. 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 Ken was 61.52%, occurring on Nov 20, 2008. Recovery took 228 trading sessions.

The current Ken drawdown is 2.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.52%May 19, 2008131Nov 20, 2008228Oct 19, 2009359
-49.57%Sep 8, 2021196Jun 16, 2022360Nov 21, 2023556
-29.88%Jul 8, 201161Oct 3, 201180Jan 27, 2012141
-28.7%Aug 30, 201880Dec 24, 201843Feb 27, 2019123
-28.6%Dec 31, 200721Jan 30, 200856Apr 21, 200877

Volatility Chart

The current Ken volatility is 5.59%, 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
5.59%
3.47%
Ken
Benchmark (^GSPC)
Portfolio components
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