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Last updated Mar 2, 2024

Asset Allocation


PLTR 34.89%CCL 17.78%TSLA 11.28%UBER 11.12%MTTR 9.24%RBLX 7.48%ABNB 5.27%EXPE 2.94%EquityEquity
PositionCategory/SectorWeight
PLTR
Palantir Technologies Inc.
Technology

34.89%

CCL
Carnival Corporation & Plc
Consumer Cyclical

17.78%

TSLA
Tesla, Inc.
Consumer Cyclical

11.28%

UBER
Uber Technologies, Inc.
Technology

11.12%

MTTR
Matterport, Inc.
Technology

9.24%

RBLX
Roblox Corporation
Communication Services

7.48%

ABNB
Airbnb, Inc.
Communication Services

5.27%

EXPE
Expedia Group, Inc.
Consumer Cyclical

2.94%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 1, 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


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%OctoberNovemberDecember2024FebruaryMarch
2.07%
34.43%
1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 8, 2021, corresponding to the inception date of RBLX

Returns


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%
112.62%19.41%33.21%85.26%N/AN/A
ABNB
Airbnb, Inc.
17.32%8.99%20.37%27.03%N/AN/A
CCL
Carnival Corporation & Plc
-13.70%-2.68%1.72%44.01%-22.00%-7.04%
EXPE
Expedia Group, Inc.
-9.85%-9.41%24.89%27.16%2.09%6.55%
MTTR
Matterport, Inc.
-21.19%-7.42%-20.00%-28.62%N/AN/A
PLTR
Palantir Technologies Inc.
45.20%46.47%64.23%199.28%N/AN/A
RBLX
Roblox Corporation
-9.62%1.60%45.29%-0.12%N/AN/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
UBER
Uber Technologies, Inc.
31.61%19.04%72.26%134.39%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.56%22.50%
2023-17.72%-1.89%-9.08%29.16%2.41%

Sharpe Ratio

The current 1 Sharpe ratio is 2.30. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.30

The Sharpe ratio of 1 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.30
2.44
1
Benchmark (^GSPC)
Portfolio components

Dividend yield

1 granted a 0.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
10.00%0.00%0.00%0.00%0.42%0.74%0.74%0.46%0.49%0.38%0.41%0.47%
ABNB
Airbnb, 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%
CCL
Carnival Corporation & Plc
0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%
EXPE
Expedia Group, Inc.
0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%0.80%
MTTR
Matterport, 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%
PLTR
Palantir Technologies 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%
RBLX
Roblox Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
UBER
Uber Technologies, 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 1 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
1
2.30
ABNB
Airbnb, Inc.
0.85
CCL
Carnival Corporation & Plc
1.05
EXPE
Expedia Group, Inc.
0.66
MTTR
Matterport, Inc.
-0.41
PLTR
Palantir Technologies Inc.
3.17
RBLX
Roblox Corporation
0.19
TSLA
Tesla, Inc.
-0.00
UBER
Uber Technologies, Inc.
3.91

Asset Correlations Table

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

TSLARBLXMTTREXPECCLUBERABNBPLTR
TSLA1.000.460.460.420.440.450.510.56
RBLX0.461.000.540.390.380.520.500.61
MTTR0.460.541.000.410.410.460.490.63
EXPE0.420.390.411.000.670.530.620.44
CCL0.440.380.410.671.000.560.580.52
UBER0.450.520.460.530.561.000.600.57
ABNB0.510.500.490.620.580.601.000.61
PLTR0.560.610.630.440.520.570.611.00

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-19.22%
0
1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1. 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 1 was 69.81%, occurring on Dec 27, 2022. The portfolio has not yet recovered.

The current 1 drawdown is 19.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.81%Nov 8, 2021286Dec 27, 2022
-24.38%Mar 16, 202142May 13, 202192Sep 23, 2021134
-10.23%Sep 27, 20217Oct 5, 202119Nov 1, 202126
-2.39%Nov 2, 20211Nov 2, 20213Nov 5, 20214

Volatility Chart

The current 1 volatility is 15.64%, 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.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
15.64%
3.47%
1
Benchmark (^GSPC)
Portfolio components
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