YSAK1.5億
1.5億円からはこのポートフォリオ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
META Meta Platforms, Inc. | Communication Services | 8% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 50% |
TSLA Tesla, Inc. | Consumer Cyclical | 2% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in YSAK1.5億, 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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Dec 4, 2024, the YSAK1.5億 returned 101.67% Year-To-Date and 53.41% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| YSAK1.5億 | 101.67% | 5.95% | 20.04% | 113.62% | 63.39% | 53.41% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 15.53% | 5.29% | 4.03% | 17.69% | 24.72% | 26.42% |
NVDA NVIDIA Corporation | 183.27% | 3.59% | 20.47% | 208.27% | 93.70% | 75.74% |
AAPL Apple Inc | 26.65% | 8.98% | 25.13% | 28.72% | 30.51% | 25.28% |
META Meta Platforms, Inc. | 73.89% | 8.20% | 28.90% | 92.33% | 25.38% | 23.27% |
TSLA Tesla, Inc. | 41.43% | 41.14% | 101.08% | 49.17% | 74.32% | 37.26% |
Monthly Returns
The table below presents the monthly returns of YSAK1.5億, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 12.78% | 18.35% | 7.72% | -4.64% | 18.13% | 10.78% | -2.96% | 2.22% | 3.10% | 2.74% | 4.79% | 101.67% | |
| 2023 | 22.46% | 12.70% | 17.44% | 2.48% | 21.38% | 9.83% | 6.18% | 1.08% | -8.69% | -2.14% | 13.08% | 3.67% | 148.92% |
| 2022 | -10.97% | -4.99% | 8.55% | -21.15% | -1.94% | -13.16% | 16.06% | -10.59% | -15.51% | 4.91% | 15.99% | -11.40% | -41.73% |
| 2021 | 0.32% | 0.91% | 0.13% | 10.11% | 2.97% | 16.49% | 1.30% | 9.97% | -7.14% | 16.96% | 16.74% | -4.25% | 81.04% |
| 2020 | 3.88% | 3.40% | -4.55% | 14.12% | 13.70% | 9.28% | 10.92% | 22.61% | -3.94% | -5.80% | 7.88% | 2.34% | 97.54% |
| 2019 | 7.48% | 5.86% | 11.29% | 4.65% | -16.75% | 15.19% | 3.44% | -0.84% | 3.42% | 11.80% | 7.23% | 7.90% | 74.40% |
| 2018 | 16.20% | -0.20% | -5.09% | -0.44% | 10.82% | -2.75% | 2.61% | 12.88% | -0.43% | -14.87% | -13.81% | -12.96% | -13.03% |
| 2017 | 4.36% | -0.36% | 5.72% | -0.61% | 20.70% | -0.96% | 8.68% | 5.25% | 1.36% | 12.50% | -1.00% | -1.82% | 65.62% |
| 2016 | -7.05% | 1.63% | 11.97% | -4.54% | 19.16% | -1.25% | 15.57% | 4.78% | 7.56% | 2.93% | 14.09% | 10.89% | 101.51% |
| 2015 | -3.89% | 11.86% | -4.39% | 7.16% | 0.54% | -5.69% | 0.85% | 3.34% | 5.03% | 13.77% | 7.29% | 0.67% | 40.48% |
| 2014 | -1.36% | 11.91% | -1.20% | 3.17% | 4.19% | 0.52% | -1.05% | 9.06% | -2.23% | 4.24% | 6.90% | -4.43% | 32.41% |
| 2013 | -0.87% | 0.63% | 0.95% | 8.37% | 5.69% | -3.11% | 7.05% | 6.01% | 5.08% | 1.63% | 4.04% | 2.41% | 44.33% |
Expense Ratio
YSAK1.5億 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of YSAK1.5億 is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.82 | 1.15 | 1.15 | 1.03 | 2.40 |
NVDA NVIDIA Corporation | 3.84 | 3.86 | 1.50 | 7.39 | 23.49 |
AAPL Apple Inc | 1.22 | 1.84 | 1.23 | 1.66 | 3.88 |
META Meta Platforms, Inc. | 2.46 | 3.36 | 1.47 | 4.86 | 15.03 |
TSLA Tesla, Inc. | 0.77 | 1.53 | 1.18 | 0.72 | 2.06 |
Dividends
Dividend yield
YSAK1.5億 provided a 0.25% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.25% | 0.26% | 0.41% | 0.26% | 0.37% | 0.58% | 0.92% | 0.81% | 1.09% | 1.45% | 1.68% | 1.91% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.01% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
META Meta Platforms, Inc. | 0.24% | 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the YSAK1.5億. 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 YSAK1.5億 was 51.51%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current YSAK1.5億 drawdown is 1.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.51% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -41.28% | Oct 2, 2018 | 58 | Dec 24, 2018 | 232 | Nov 25, 2019 | 290 |
| -33.69% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -19.8% | Dec 7, 2015 | 43 | Feb 8, 2016 | 34 | Mar 29, 2016 | 77 |
| -19.6% | Jul 11, 2024 | 20 | Aug 7, 2024 | 52 | Oct 21, 2024 | 72 |
Volatility
Volatility Chart
The current YSAK1.5億 volatility is 6.98%, 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.
Diversification
Asset Correlations Table
| TSLA | META | AAPL | NVDA | MSFT | |
|---|---|---|---|---|---|
| TSLA | 1.00 | 0.33 | 0.37 | 0.38 | 0.36 |
| META | 0.33 | 1.00 | 0.45 | 0.47 | 0.50 |
| AAPL | 0.37 | 0.45 | 1.00 | 0.48 | 0.56 |
| NVDA | 0.38 | 0.47 | 0.48 | 1.00 | 0.56 |
| MSFT | 0.36 | 0.50 | 0.56 | 0.56 | 1.00 |