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delete

Last updated Mar 2, 2024

Asset Allocation


AAPL 14.29%MSFT 14.29%GOOGL 14.29%AMZN 14.29%ADBE 14.29%META 14.29%MA 14.29%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

14.29%

MSFT
Microsoft Corporation
Technology

14.29%

GOOGL
Alphabet Inc.
Communication Services

14.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

ADBE
Adobe Inc
Technology

14.29%

META
Meta Platforms, Inc.
Communication Services

14.29%

MA
Mastercard Inc
Financial Services

14.29%

S&P 500

Performance

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


500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,628.51%
296.62%
delete
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Mar 2, 2024, the delete returned 9.74% Year-To-Date and 25.17% 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%
delete9.74%-0.16%18.81%67.04%24.70%25.17%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.44%29.28%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.74%16.31%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.43%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%17.42%23.69%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%23.94%21.90%
MA
Mastercard Inc
11.93%3.48%15.04%32.65%16.95%20.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.31%5.54%
2023-0.13%-5.10%0.92%10.61%2.54%

Sharpe Ratio

The current delete Sharpe ratio is 3.74. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.74

The Sharpe ratio of delete 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.74
2.44
delete
Benchmark (^GSPC)
Portfolio components

Dividend yield

delete granted a 0.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
delete0.26%0.25%0.33%0.24%0.29%0.38%0.57%0.56%0.72%0.70%0.67%0.71%
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%
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%
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%
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%
ADBE
Adobe 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%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

Expense Ratio

The delete 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
delete
3.74
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
GOOGL
Alphabet Inc.
1.87
AMZN
Amazon.com, Inc.
3.07
ADBE
Adobe Inc
2.45
META
Meta Platforms, Inc.
5.10
MA
Mastercard Inc
2.13

Asset Correlations Table

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

AAPLMETAMAAMZNADBEMSFTGOOGL
AAPL1.000.460.470.510.510.570.54
META0.461.000.440.560.530.500.60
MA0.470.441.000.520.580.570.56
AMZN0.510.560.521.000.600.590.66
ADBE0.510.530.580.601.000.670.61
MSFT0.570.500.570.590.671.000.65
GOOGL0.540.600.560.660.610.651.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.04%
0
delete
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the delete. 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 delete was 43.52%, occurring on Nov 3, 2022. Recovery took 212 trading sessions.

The current delete drawdown is 1.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.52%Nov 22, 2021240Nov 3, 2022212Sep 11, 2023452
-27.72%Feb 20, 202018Mar 16, 202053Jun 1, 202071
-25.13%Oct 2, 201858Dec 24, 201873Apr 10, 2019131
-16.35%Dec 30, 201528Feb 9, 201676May 27, 2016104
-15.05%Sep 3, 202014Sep 23, 202098Feb 12, 2021112

Volatility Chart

The current delete volatility is 6.58%, 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%OctoberNovemberDecember2024FebruaryMarch
6.58%
3.47%
delete
Benchmark (^GSPC)
Portfolio components
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