PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Aleksey
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 9.45%IEF 4.86%PDBC 2.25%IAU 1.2%GOOG 24.75%XLG 21.11%MSFT 10.57%AMZN 9.25%LAES 5.46%VRT 3.97%FTNT 3.36%CIBR 2.79%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

9.25%

CIBR
First Trust NASDAQ Cybersecurity ETF
Technology Equities, Cybersecurity

2.79%

FTNT
Fortinet, Inc.
Technology

3.36%

GOOG
Alphabet Inc.
Communication Services

24.75%

IAU
iShares Gold Trust
Precious Metals, Gold

1.20%

IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

4.86%

LAES
SEALSQ Corp
Technology

5.46%

MSFT
Microsoft Corporation
Technology

10.57%

PATH
UiPath Inc.
Technology

0.99%

PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Commodities, Actively Managed

2.25%

SOUN
SoundHound AI Inc
Technology

0%

TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

9.45%

VRT
Vertiv Holdings Co.
Industrials

3.97%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

0%

XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities

21.11%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Mar 11, 2024SellSoundHound AI Inc20$5.87
Mar 7, 2024SelliShares Gold Trust1$39.33
Mar 6, 2024BuyFirst Trust NASDAQ Cybersecurity ETF2$58.32
Mar 6, 2024BuySoundHound AI Inc20$5.34
Mar 4, 2024BuyAlphabet Inc.2$133.92
Mar 1, 2024BuyVertiv Holdings Co.2$71.27
Mar 1, 2024BuyFortinet, Inc.2$70.02
Feb 29, 2024BuySEALSQ Corp100$2.03
Feb 28, 2024SellVanguard Total Stock Market ETF2$251.03
Feb 27, 2024BuyAlphabet Inc.2$141.10

1–10 of 43

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aleksey, 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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.69%
11.78%
Aleksey
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Aleksey-7.85%-5.98%8.71%N/AN/AN/A
IEF
iShares 7-10 Year Treasury Bond ETF
-4.05%-2.63%4.24%-4.20%-0.96%0.86%
TLT
iShares 20+ Year Treasury Bond ETF
-8.96%-4.82%9.21%-11.95%-4.06%0.30%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.04%20.31%19.33%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
6.39%3.13%-2.04%3.02%9.04%N/A
IAU
iShares Gold Trust
15.65%10.29%20.47%18.85%13.16%6.18%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.57%12.38%11.62%
LAES
SEALSQ Corp
-19.53%-36.42%-27.46%N/AN/AN/A
XLG
Invesco S&P 500® Top 50 ETF
5.85%-5.79%18.48%28.86%15.18%13.68%
VRT
Vertiv Holdings Co.
56.23%-9.08%104.35%511.87%49.61%N/A
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%68.22%13.42%26.68%
PATH
UiPath Inc.
-24.52%-18.37%20.73%21.28%N/AN/A
SOUN
SoundHound AI Inc
67.45%-42.18%107.60%37.60%N/AN/A
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.64%27.75%28.03%
FTNT
Fortinet, Inc.
8.32%-7.17%12.49%-5.23%28.36%30.61%
CIBR
First Trust NASDAQ Cybersecurity ETF
-2.21%-6.65%17.86%27.84%14.00%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.27%-3.58%2.53%
20232.50%2.87%5.44%5.12%

Expense Ratio

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%0.15%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.60%

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.


Aleksey
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IEF
iShares 7-10 Year Treasury Bond ETF
-0.43-0.560.94-0.15-0.74
TLT
iShares 20+ Year Treasury Bond ETF
-0.65-0.830.91-0.23-1.07
GOOG
Alphabet Inc.
1.792.271.321.5710.21
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
0.140.291.030.070.34
IAU
iShares Gold Trust
1.612.471.291.574.31
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
LAES
SEALSQ Corp
XLG
Invesco S&P 500® Top 50 ETF
2.062.971.361.7211.77
VRT
Vertiv Holdings Co.
9.187.441.978.74128.87
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
PATH
UiPath Inc.
0.310.901.110.211.31
SOUN
SoundHound AI Inc
0.221.511.160.320.63
MSFT
Microsoft Corporation
1.792.571.312.107.69
FTNT
Fortinet, Inc.
-0.150.081.01-0.15-0.28
CIBR
First Trust NASDAQ Cybersecurity ETF
1.431.931.250.887.25

Sharpe Ratio


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.41%
-5.46%
Aleksey
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Aleksey. 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 Aleksey was 10.41%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current Aleksey drawdown is 10.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.41%Feb 8, 202450Apr 19, 2024
-5.13%Sep 21, 202321Oct 19, 20237Oct 30, 202328
-4.11%Dec 28, 202317Jan 23, 20248Feb 2, 202425
-1.32%Dec 8, 20233Dec 12, 20231Dec 13, 20234
-1.21%Nov 9, 20231Nov 9, 20233Nov 14, 20234

Volatility

Volatility Chart

The current Aleksey volatility is 4.05%, 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%NovemberDecember2024FebruaryMarchApril
4.05%
3.15%
Aleksey
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.

PDBCLAESIAUIEFTLTSOUNGOOGFTNTVRTMSFTPATHAMZNCIBRXLGVTI
PDBC1.000.120.31-0.12-0.140.07-0.030.12-0.03-0.100.02-0.040.07-0.030.03
LAES0.121.000.130.180.140.080.040.17-0.010.030.070.030.150.110.13
IAU0.310.131.000.290.220.040.010.03-0.11-0.04-0.010.020.130.030.16
IEF-0.120.180.291.000.950.090.060.13-0.080.010.170.060.200.140.21
TLT-0.140.140.220.951.000.130.050.16-0.03-0.010.230.070.230.130.23
SOUN0.070.080.040.090.131.000.170.280.210.200.590.230.490.330.46
GOOG-0.030.040.010.060.050.171.000.210.330.650.300.630.360.690.52
FTNT0.120.170.030.130.160.280.211.000.460.350.480.420.630.490.54
VRT-0.03-0.01-0.11-0.08-0.030.210.330.461.000.520.480.640.580.610.58
MSFT-0.100.03-0.040.01-0.010.200.650.350.521.000.370.740.480.810.62
PATH0.020.07-0.010.170.230.590.300.480.480.371.000.440.740.560.72
AMZN-0.040.030.020.060.070.230.630.420.640.740.441.000.590.830.69
CIBR0.070.150.130.200.230.490.360.630.580.480.740.591.000.670.77
XLG-0.030.110.030.140.130.330.690.490.610.810.560.830.671.000.89
VTI0.030.130.160.210.230.460.520.540.580.620.720.690.770.891.00