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fan

Last updated Feb 23, 2024

Asset Allocation


TSLA 17%GOOG 17%NVDA 17%AMZN 17%MSFT 16%AAPL 16%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

17%

GOOG
Alphabet Inc.
Communication Services

17%

NVDA
NVIDIA Corporation
Technology

17%

AMZN
Amazon.com, Inc.
Consumer Cyclical

17%

MSFT
Microsoft Corporation
Technology

16%

AAPL
Apple Inc.
Technology

16%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in fan, 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%SeptemberOctoberNovemberDecember2024February
20.27%
15.50%
fan
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
fan9.58%5.03%20.27%67.43%45.49%N/A
MSFT
Microsoft Corporation
9.32%2.12%27.54%62.38%31.21%29.20%
AAPL
Apple Inc.
-5.08%-6.04%2.45%22.82%34.43%27.28%
TSLA
Tesla, Inc.
-20.55%-5.01%-17.26%-2.31%58.70%29.88%
GOOG
Alphabet Inc.
3.09%-3.37%11.17%59.54%21.23%N/A
NVDA
NVIDIA Corporation
59.16%28.45%71.30%233.21%82.07%67.99%
AMZN
Amazon.com, Inc.
15.17%11.55%31.31%82.62%16.50%25.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.77%
20234.28%0.56%-6.67%-3.39%12.21%3.14%

Sharpe Ratio

The current fan Sharpe ratio is 3.11. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.11

The Sharpe ratio of fan is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.05
2.23
fan
Benchmark (^GSPC)
Portfolio components

Dividend yield

fan granted a 0.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
fan0.20%0.20%0.30%0.20%0.27%0.40%0.63%0.58%0.76%0.88%0.95%1.08%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
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%
GOOG
Alphabet 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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 fan 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
2.23
fan
3.05
MSFT
Microsoft Corporation
2.83
AAPL
Apple Inc.
1.21
TSLA
Tesla, Inc.
-0.04
GOOG
Alphabet Inc.
2.12
NVDA
NVIDIA Corporation
5.78
AMZN
Amazon.com, Inc.
2.71

Asset Correlations Table

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

TSLANVDAAAPLAMZNGOOGMSFT
TSLA1.000.420.410.410.380.39
NVDA0.421.000.540.550.540.59
AAPL0.410.541.000.570.590.63
AMZN0.410.550.571.000.680.64
GOOG0.380.540.590.681.000.69
MSFT0.390.590.630.640.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.09%
0
fan
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the fan. 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 fan was 46.59%, occurring on Jan 5, 2023. Recovery took 113 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.59%Nov 22, 2021282Jan 5, 2023113Jun 20, 2023395
-35.49%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-27.97%Oct 2, 201858Dec 24, 2018210Oct 24, 2019268
-21.85%Dec 30, 201529Feb 10, 201638Apr 6, 201667
-16.84%Sep 2, 20204Sep 8, 202057Nov 27, 202061

Volatility Chart

The current fan volatility is 7.63%, 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%SeptemberOctoberNovemberDecember2024February
7.63%
3.90%
fan
Benchmark (^GSPC)
Portfolio components
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