PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
sheep special
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

sheep special

Last updated Sep 21, 2024

Take the jab sheep special

VKTX NVO NVAX BNTX PFE MRNA

Asset Allocation

VKTX 16.67%NVO 16.67%NVAX 16.67%BNTX 16.67%PFE 16.67%MRNA 16.67%EquityEquity
PositionCategory/SectorWeight
BNTX
BioNTech SE		Healthcare
16.67%
MRNA
Moderna, Inc.		Healthcare
16.67%
NVAX
Novavax, Inc.		Healthcare
16.67%
NVO
Novo Nordisk A/S		Healthcare
16.67%
PFE
Pfizer Inc.		Healthcare
16.67%
VKTX
Viking Therapeutics, Inc.		Healthcare
16.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in sheep special, 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%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
40.68%
8.95%
sheep special
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of BNTX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
sheep special106.19%5.67%40.68%114.82%N/AN/A
Portfolio components:
VKTX
Viking Therapeutics, Inc.		278.67%9.51%1.32%447.13%59.51%N/A
NVO
Novo Nordisk A/S		24.36%-6.85%-0.60%40.91%37.26%18.40%
NVAX
Novavax, Inc.		168.96%7.94%174.68%81.07%14.56%-17.29%
BNTX
BioNTech SE		6.39%28.72%22.27%7.30%N/AN/A
PFE
Pfizer Inc.		6.78%2.22%10.69%-4.69%0.84%4.30%
MRNA
Moderna, Inc.		-33.95%-18.94%-37.69%-34.30%29.50%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.76%46.60%6.14%-3.41%45.35%-11.49%3.40%-3.55%106.19%
2023-2.86%-4.73%10.98%2.62%-1.09%-7.52%1.66%-0.01%-9.02%-10.35%3.74%12.60%-6.63%
2022-23.41%-7.93%3.99%-17.09%6.94%1.43%6.15%-14.07%-12.78%19.59%4.98%22.48%-19.33%
202138.38%-3.90%-8.98%26.55%-5.28%16.02%17.42%9.01%-7.14%-4.67%12.30%-13.61%85.07%
202010.27%35.54%2.59%19.16%40.62%28.88%20.99%-12.50%1.34%-3.42%45.78%-20.12%299.59%
20197.48%14.49%10.57%36.07%

Expense Ratio

sheep special 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

The current rank of sheep special is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of sheep special is 4747
sheep special
The Sharpe Ratio Rank of sheep special is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of sheep special is 7474Sortino Ratio Rank
The Omega Ratio Rank of sheep special is 6161Omega Ratio Rank
The Calmar Ratio Rank of sheep special is 5050Calmar Ratio Rank
The Martin Ratio Rank of sheep special is 1919Martin 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.

sheep special
Sharpe ratio
The chart of Sharpe ratio for sheep special, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for sheep special, currently valued at 3.39, compared to the broader market-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for sheep special, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for sheep special, currently valued at 2.11, compared to the broader market0.002.004.006.008.0010.002.11
Martin ratio
The chart of Martin ratio for sheep special, currently valued at 7.84, compared to the broader market0.0010.0020.0030.0040.007.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VKTX
Viking Therapeutics, Inc.		2.834.571.576.7315.63
NVO
Novo Nordisk A/S		1.141.761.221.906.45
NVAX
Novavax, Inc.		0.602.351.280.842.45
BNTX
BioNTech SE		0.080.481.050.040.19
PFE
Pfizer Inc.		-0.29-0.250.97-0.13-0.54
MRNA
Moderna, Inc.		-0.61-0.640.92-0.42-1.42

Sharpe Ratio

The current sheep special Sharpe ratio is 1.94. 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 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of sheep special 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 Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.94
2.32
sheep special
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

sheep special granted a 1.08% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
sheep special1.08%1.07%0.89%0.44%0.65%0.61%0.52%0.59%0.62%0.58%0.56%0.53%
Portfolio components:
VKTX
Viking Therapeutics, 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%
NVO
Novo Nordisk A/S		0.80%0.71%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
NVAX
Novavax, 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%
BNTX
BioNTech SE		0.00%0.00%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFE
Pfizer Inc.		5.68%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
MRNA
Moderna, 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%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-20.55%
-0.19%
sheep special
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the sheep special. 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 sheep special was 59.97%, occurring on Sep 26, 2022. Recovery took 408 trading sessions.

The current sheep special drawdown is 20.55%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.97%Aug 10, 2021285Sep 26, 2022408May 10, 2024693
-32.16%Jun 6, 202443Aug 7, 2024———
-30.24%Feb 9, 202119Mar 8, 202163Jun 7, 202182
-28.86%Mar 2, 202011Mar 16, 20202Mar 18, 202013
-27.15%Jul 23, 202033Sep 8, 202057Nov 27, 202090

Volatility

Volatility Chart

The current sheep special volatility is 11.01%, 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%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
11.01%
4.31%
sheep special
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.
NVOVKTXPFENVAXBNTXMRNA
NVO1.000.260.260.160.210.17
VKTX0.261.000.160.270.200.21
PFE0.260.161.000.210.330.27
NVAX0.160.270.211.000.400.50
BNTX0.210.200.330.401.000.55
MRNA0.170.210.270.500.551.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2019