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Medium Risk
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


UPRO 50%AMZN 8.33%GOOGL 8.33%MSFT 8.33%SHW 8.33%META 8.33%BRK-B 8.33%EquityEquity
PositionCategory/SectorWeight
UPRO
ProShares UltraPro S&P 500
Leveraged Equities, Leveraged

50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

8.33%

GOOGL
Alphabet Inc.
Communication Services

8.33%

MSFT
Microsoft Corporation
Technology

8.33%

SHW
The Sherwin-Williams Company
Basic Materials

8.33%

META
Meta Platforms, Inc.
Communication Services

8.33%

BRK-B
Berkshire Hathaway Inc.
Financial Services

8.33%

S&P 500

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
37.33%
15.74%
Medium Risk
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 16, 2024, the Medium Risk returned 15.66% Year-To-Date and 25.39% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Medium Risk15.66%-1.28%37.33%60.92%23.83%25.39%
UPRO
ProShares UltraPro S&P 500
14.88%-4.35%45.24%61.31%19.58%23.11%
AMZN
Amazon.com, Inc.
20.85%5.27%38.53%79.12%14.56%27.52%
GOOGL
Alphabet Inc.
10.86%9.69%11.33%42.24%20.16%19.06%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%
SHW
The Sherwin-Williams Company
0.89%-6.18%24.97%40.45%17.40%18.07%
META
Meta Platforms, Inc.
41.47%3.33%55.93%126.09%22.96%23.92%
BRK-B
Berkshire Hathaway Inc.
12.22%-1.93%15.61%25.18%13.78%12.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.69%12.30%5.95%
2023-9.24%-4.11%18.71%8.92%

Expense Ratio

The Medium Risk has a high expense ratio of 0.46%, indicating higher-than-average management fees. 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%0.92%

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.


Medium Risk
Sharpe ratio
The chart of Sharpe ratio for Medium Risk, currently valued at 2.40, compared to the broader market-1.000.001.002.003.004.005.002.40
Sortino ratio
The chart of Sortino ratio for Medium Risk, currently valued at 3.15, compared to the broader market-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for Medium Risk, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for Medium Risk, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.001.62
Martin ratio
The chart of Martin ratio for Medium Risk, currently valued at 11.29, compared to the broader market0.0010.0020.0030.0040.0050.0011.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
UPRO
ProShares UltraPro S&P 500
1.732.341.281.136.52
AMZN
Amazon.com, Inc.
2.713.531.441.7517.09
GOOGL
Alphabet Inc.
1.622.111.291.439.16
MSFT
Microsoft Corporation
2.002.821.352.348.61
SHW
The Sherwin-Williams Company
1.942.701.331.097.51
META
Meta Platforms, Inc.
3.495.111.612.7929.05
BRK-B
Berkshire Hathaway Inc.
2.103.061.362.298.09

Sharpe Ratio

The current Medium Risk Sharpe ratio is 2.40. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.40

The Sharpe ratio of Medium Risk 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.40
1.89
Medium Risk
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Medium Risk granted a 0.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Medium Risk0.49%0.50%0.43%0.14%0.19%0.43%0.53%0.22%0.36%0.45%0.38%0.34%
UPRO
ProShares UltraPro S&P 500
0.71%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%
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%
GOOGL
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%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
SHW
The Sherwin-Williams Company
0.81%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.31%
-3.66%
Medium Risk
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Medium Risk. 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 Medium Risk was 52.58%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Medium Risk drawdown is 6.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.58%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-51.23%Dec 30, 2021200Oct 14, 2022326Feb 2, 2024526
-36.04%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-23.67%Dec 2, 201549Feb 11, 201646Apr 19, 201695
-21.72%Jul 21, 201526Aug 25, 201545Oct 28, 201571

Volatility

Volatility Chart

The current Medium Risk volatility is 7.07%, 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%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.07%
3.44%
Medium Risk
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.

SHWBRK-BMETAAMZNMSFTGOOGLUPRO
SHW1.000.450.330.380.430.390.60
BRK-B0.451.000.320.370.440.440.73
META0.330.321.000.560.500.600.55
AMZN0.380.370.561.000.600.650.64
MSFT0.430.440.500.601.000.650.72
GOOGL0.390.440.600.650.651.000.69
UPRO0.600.730.550.640.720.691.00