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Dad's Edge

Last updated Mar 2, 2024

Asset Allocation


AMZN 53%AAPL 47%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

53%

AAPL
Apple Inc.
Technology

47%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Dad's Edge, 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%100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%OctoberNovemberDecember2024FebruaryMarch
469,588.21%
510.19%
Dad's Edge
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 15, 1997, corresponding to the inception date of AMZN

Returns

As of Mar 2, 2024, the Dad's Edge returned 5.87% Year-To-Date and 27.62% 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%
Dad's Edge5.87%0.56%12.37%52.91%25.36%27.52%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.85%6.61%
2023-0.26%-8.34%2.38%10.50%2.79%

Sharpe Ratio

The current Dad's Edge Sharpe ratio is 2.70. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.70

The Sharpe ratio of Dad's Edge 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 Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.70
2.44
Dad's Edge
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dad's Edge granted a 0.25% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dad's Edge0.25%0.23%0.33%0.23%0.29%0.49%0.84%0.68%0.90%0.91%0.79%0.99%
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%
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%

Expense Ratio

The Dad's Edge 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
Dad's Edge
2.70
AAPL
Apple Inc.
1.27
AMZN
Amazon.com, Inc.
3.07

Asset Correlations Table

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

AAPLAMZN
AAPL1.000.40
AMZN0.401.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.05%
0
Dad's Edge
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dad's Edge. 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 Dad's Edge was 84.36%, occurring on Oct 2, 2001. Recovery took 797 trading sessions.

The current Dad's Edge drawdown is 1.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.36%Dec 13, 1999452Oct 2, 2001797Dec 1, 20041249
-60.39%Dec 31, 2007227Nov 20, 2008221Oct 8, 2009448
-42.28%Dec 16, 2021260Dec 28, 2022267Jan 23, 2024527
-40.41%Jan 12, 199926Feb 18, 199945Apr 23, 199971
-34.75%Sep 5, 201877Dec 24, 2018217Nov 4, 2019294

Volatility Chart

The current Dad's Edge volatility is 6.06%, 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
6.06%
3.47%
Dad's Edge
Benchmark (^GSPC)
Portfolio components
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