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NTNew
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VONE 41.4%MSFT 8.43%SOXX 7.73%AAPL 7.6%META 6.66%GOOG 6.34%IXJ 6.07%TSM 5.65%AMZN 5.12%DRIV 5%EquityEquity
PositionCategory/SectorWeight
VONE
Vanguard Russell 1000 ETF
Large Cap Blend Equities

41.40%

MSFT
Microsoft Corporation
Technology

8.43%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

7.73%

AAPL
Apple Inc.
Technology

7.60%

META
Meta Platforms, Inc.
Communication Services

6.66%

GOOG
Alphabet Inc.
Communication Services

6.34%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

6.07%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

5.65%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5.12%

DRIV
Global X Autonomous & Electric Vehicles ETF
Global Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NTNew, 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%NovemberDecember2024FebruaryMarchApril
21.03%
15.74%
NTNew
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of DRIV

Returns By Period


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%
NTNew9.72%0.24%21.03%35.89%19.93%N/A
AAPL
Apple Inc.
-10.19%0.04%-3.12%5.09%28.81%26.53%
GOOG
Alphabet Inc.
10.93%9.96%11.27%42.82%20.46%19.37%
META
Meta Platforms, Inc.
41.47%3.33%55.93%126.09%22.96%23.92%
AMZN
Amazon.com, Inc.
20.85%5.27%38.53%79.12%14.56%27.52%
VONE
Vanguard Russell 1000 ETF
6.03%-1.14%16.61%24.15%13.32%12.21%
TSM
Taiwan Semiconductor Manufacturing Company Limited
35.28%2.71%54.96%63.67%29.36%24.39%
IXJ
iShares Global Healthcare ETF
1.26%-4.42%5.48%2.37%10.30%8.83%
DRIV
Global X Autonomous & Electric Vehicles ETF
-5.19%-1.85%1.86%3.14%11.34%N/A
SOXX
iShares PHLX Semiconductor ETF
12.24%-1.48%34.54%56.02%29.09%27.92%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.92%7.07%2.61%
2023-4.75%-1.86%10.18%5.16%

Expense Ratio

The NTNew features an expense ratio of 0.13%, falling within the medium range. 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%0.46%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.46%

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.


NTNew
Sharpe ratio
The chart of Sharpe ratio for NTNew, currently valued at 2.36, compared to the broader market-1.000.001.002.003.004.005.002.36
Sortino ratio
The chart of Sortino ratio for NTNew, currently valued at 3.31, compared to the broader market-2.000.002.004.006.003.31
Omega ratio
The chart of Omega ratio for NTNew, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for NTNew, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.001.89
Martin ratio
The chart of Martin ratio for NTNew, currently valued at 11.37, compared to the broader market0.0010.0020.0030.0040.0050.0011.37
^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
AAPL
Apple Inc.
0.250.481.060.320.65
GOOG
Alphabet Inc.
1.642.121.301.459.33
META
Meta Platforms, Inc.
3.495.111.612.7929.05
AMZN
Amazon.com, Inc.
2.713.531.441.7517.09
VONE
Vanguard Russell 1000 ETF
1.992.861.351.598.24
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.973.021.361.607.02
IXJ
iShares Global Healthcare ETF
0.160.291.030.130.49
DRIV
Global X Autonomous & Electric Vehicles ETF
0.140.351.040.090.23
SOXX
iShares PHLX Semiconductor ETF
2.002.811.332.269.01
MSFT
Microsoft Corporation
2.002.821.352.348.61

Sharpe Ratio

The current NTNew Sharpe ratio is 2.36. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.36

The Sharpe ratio of NTNew 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.36
1.89
NTNew
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NTNew granted a 1.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NTNew1.04%1.13%1.36%0.89%1.10%1.50%1.88%1.40%1.63%1.74%1.58%1.58%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%
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%
VONE
Vanguard Russell 1000 ETF
1.34%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%1.68%1.70%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.40%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
IXJ
iShares Global Healthcare ETF
1.37%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.71%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
1.70%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%
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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-3.66%
NTNew
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NTNew. 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 NTNew was 33.85%, occurring on Nov 3, 2022. Recovery took 277 trading sessions.

The current NTNew drawdown is 3.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.85%Dec 28, 2021216Nov 3, 2022277Dec 12, 2023493
-30.82%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-21.67%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-11.43%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-10.33%May 6, 201920Jun 3, 201922Jul 3, 201942

Volatility

Volatility Chart

The current NTNew volatility is 3.98%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.98%
3.44%
NTNew
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.

IXJTSMMETAAMZNAAPLGOOGDRIVMSFTSOXXVONE
IXJ1.000.400.430.420.510.500.570.570.520.75
TSM0.401.000.450.490.530.510.670.530.780.62
META0.430.451.000.630.570.680.550.630.590.65
AMZN0.420.490.631.000.640.690.560.700.610.68
AAPL0.510.530.570.641.000.650.620.700.650.73
GOOG0.500.510.680.690.651.000.620.740.620.73
DRIV0.570.670.550.560.620.621.000.600.820.85
MSFT0.570.530.630.700.700.740.601.000.670.77
SOXX0.520.780.590.610.650.620.820.671.000.80
VONE0.750.620.650.680.730.730.850.770.801.00