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YSAK1.5億
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

YSAK1.5億

Currency in USD · Last updated May 17, 2025

1.5億円からはこのポートフォリオ

Asset Allocation

^NDX 40%NVDA 30%MSFT 10%AAPL 10%META 5%AMZN 5%EquityEquity
PositionCategory/SectorTarget Weight
^NDX
NASDAQ 100
40%
AAPL
Apple Inc		Technology
10%
AMZN
Amazon.com, Inc.		Consumer Cyclical
5%
META
Meta Platforms, Inc.		Communication Services
5%
MSFT
Microsoft Corporation		Technology
10%
NVDA
NVIDIA Corporation		Technology
30%

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 17, 2025, the YSAK1.5億 returned 0.72% Year-To-Date and 37.90% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.94%1.49%12.48%15.82%10.87%
YSAK1.5億0.72%21.30%2.03%24.38%37.41%37.90%
Portfolio components:
MSFT
Microsoft Corporation		8.19%22.47%10.10%8.73%21.08%27.18%
NVDA
NVIDIA Corporation		0.84%29.58%-4.62%43.53%74.35%75.00%
AAPL
Apple Inc		-15.43%8.89%-5.88%11.80%23.15%21.97%
META
Meta Platforms, Inc.		9.46%27.48%15.76%35.81%25.06%23.14%
AMZN
Amazon.com, Inc.		-6.29%17.93%1.47%11.96%11.31%25.64%
^NDX
NASDAQ 100		1.98%17.36%5.07%15.46%18.59%16.92%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.68%-1.01%-9.60%0.45%13.95%0.72%
20248.80%13.99%5.67%-4.63%13.07%9.07%-2.79%1.61%2.70%1.54%4.90%0.14%66.81%
202318.13%6.98%14.73%1.89%16.17%8.40%5.36%0.32%-7.39%-1.78%11.93%4.57%109.36%
2022-10.20%-4.52%6.65%-18.62%-1.68%-11.65%15.05%-8.48%-13.57%3.96%11.68%-10.46%-38.84%
2021-0.01%0.68%0.64%8.69%1.23%12.53%1.49%7.57%-6.68%12.48%11.10%-2.66%55.45%
20203.01%-0.34%-5.02%14.74%10.28%7.84%9.52%16.83%-4.46%-4.63%8.52%2.92%73.27%
20198.84%4.05%8.62%5.26%-13.21%11.67%2.64%-1.46%2.01%8.30%5.74%5.89%57.00%
201814.02%-0.49%-4.47%0.15%8.57%-1.28%2.80%10.16%-0.32%-13.50%-7.82%-11.33%-7.13%
20174.83%1.37%4.12%0.72%13.84%-1.58%6.94%3.51%0.86%9.67%0.43%-0.96%52.05%
2016-7.20%0.11%9.66%-3.02%13.39%-1.50%11.96%3.39%5.87%0.82%8.54%7.23%58.66%
2015-2.20%9.86%-3.42%5.05%1.08%-4.25%3.42%-0.77%2.21%13.53%4.70%0.06%31.62%
2014-2.12%8.58%-2.05%1.11%4.19%1.43%-0.40%7.28%-1.78%3.18%6.12%-3.71%23.10%

Expense Ratio

YSAK1.5億 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of YSAK1.5億 is 52, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of YSAK1.5億 is 5252
Overall Rank
The Sharpe Ratio Rank of YSAK1.5億 is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of YSAK1.5億 is 5454
Sortino Ratio Rank
The Omega Ratio Rank of YSAK1.5億 is 4545
Omega Ratio Rank
The Calmar Ratio Rank of YSAK1.5億 is 6767
Calmar Ratio Rank
The Martin Ratio Rank of YSAK1.5億 is 4444
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.340.751.100.430.94
NVDA
NVIDIA Corporation		0.731.401.181.313.22
AAPL
Apple Inc		0.360.801.110.401.31
META
Meta Platforms, Inc.		0.971.561.201.063.27
AMZN
Amazon.com, Inc.		0.350.651.080.320.85
^NDX
NASDAQ 100		0.611.091.150.742.41

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

YSAK1.5億 Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 1.19
  • 10-Year: 1.28
  • All Time: 1.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of YSAK1.5億 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

YSAK1.5億 provided a 0.14% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.14%0.14%0.13%0.21%0.13%0.19%0.30%0.49%0.42%0.57%0.79%0.92%
Portfolio components:
MSFT
Microsoft Corporation		0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
AAPL
Apple Inc		0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
META
Meta Platforms, Inc.		0.32%0.34%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%
^NDX
NASDAQ 100		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.

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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 46.06%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current YSAK1.5億 drawdown is 3.98%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.06%Nov 22, 2021226Oct 14, 2022154May 26, 2023380
-34.64%Oct 2, 201858Dec 24, 2018217Nov 4, 2019275
-30.8%Feb 20, 202018Mar 16, 202044May 18, 202062
-26.01%Jan 7, 202563Apr 8, 2025———
-18.62%Dec 7, 201543Feb 8, 201637Apr 1, 201680

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 3.64, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCMETAAAPLNVDAAMZNMSFT^NDXPortfolio
^GSPC1.000.560.640.610.640.720.910.80
META0.561.000.450.480.570.500.650.64
AAPL0.640.451.000.470.500.560.730.68
NVDA0.610.480.471.000.520.560.710.90
AMZN0.640.570.500.521.000.600.750.70
MSFT0.720.500.560.560.601.000.790.75
^NDX0.910.650.730.710.750.791.000.92
Portfolio0.800.640.680.900.700.750.921.00
The correlation results are calculated based on daily price changes starting from May 21, 2012