PortfoliosLab logo
Grant Wonders
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Grant Wonders, 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 Every 3 months.


80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
176.04%
96.57%
Grant Wonders
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 10, 2019, corresponding to the inception date of UBER

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Grant Wonders2.32%15.42%2.01%24.63%18.14%N/A
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
V
Visa Inc.
11.33%13.95%15.28%27.67%14.53%18.54%
TMUS
T-Mobile US, Inc.
12.50%0.48%7.66%54.14%20.88%22.32%
BKNG
Booking Holdings Inc.
4.17%24.04%5.36%42.31%29.66%16.01%
NFLX
Netflix, Inc.
28.40%31.48%43.68%87.77%21.39%29.88%
TSM
Taiwan Semiconductor Manufacturing Company Limited
-10.93%23.94%-12.29%23.73%29.50%25.11%
CHTR
Charter Communications, Inc.
17.98%25.72%2.89%48.26%-4.74%8.53%
CMCSA
Comcast Corporation
-7.22%4.20%-21.20%-9.43%1.32%4.04%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
SBAC
SBA Communications Corporation
16.70%13.45%7.82%22.29%-2.97%8.18%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
UBER
Uber Technologies, Inc.
36.44%26.48%12.54%23.95%20.28%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Grant Wonders, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.72%-1.26%-5.26%2.47%1.93%2.32%
20243.06%3.60%2.43%-4.12%6.59%4.93%0.06%1.34%2.68%3.63%6.92%-0.79%34.21%
202315.41%-4.25%7.28%1.99%4.41%5.54%4.29%1.42%-4.44%-0.29%9.46%4.57%53.69%
2022-6.54%-4.18%2.42%-14.94%1.81%-9.32%9.50%-3.69%-11.48%3.83%8.16%-7.68%-30.28%
2021-3.00%3.91%1.37%7.68%-0.88%3.26%2.18%3.47%-4.78%1.55%-3.48%3.29%14.77%
20203.08%-2.70%-7.81%13.86%5.72%2.57%8.98%8.34%-4.69%-2.42%11.71%3.99%45.61%
2019-4.22%5.30%2.73%-0.70%-0.68%4.91%1.37%3.30%12.25%

Expense Ratio

Grant Wonders has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, Grant Wonders is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Grant Wonders is 8787
Overall Rank
The Sharpe Ratio Rank of Grant Wonders is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of Grant Wonders is 8686
Sortino Ratio Rank
The Omega Ratio Rank of Grant Wonders is 8888
Omega Ratio Rank
The Calmar Ratio Rank of Grant Wonders is 8787
Calmar Ratio Rank
The Martin Ratio Rank of Grant Wonders is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
V
Visa Inc.
1.271.871.281.986.65
TMUS
T-Mobile US, Inc.
2.062.401.403.7210.67
BKNG
Booking Holdings Inc.
1.452.071.292.105.72
NFLX
Netflix, Inc.
2.743.601.484.7915.67
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.511.021.130.661.79
CHTR
Charter Communications, Inc.
1.201.991.250.724.70
CMCSA
Comcast Corporation
-0.34-0.210.97-0.20-0.62
META
Meta Platforms, Inc.
0.751.321.170.852.66
SBAC
SBA Communications Corporation
0.841.551.190.502.48
MSFT
Microsoft Corporation
0.300.571.070.290.63
UBER
Uber Technologies, Inc.
0.560.811.100.491.06

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Grant Wonders Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 1.25
  • 5-Year: 0.84
  • All Time: 0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Grant Wonders compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.25
0.48
Grant Wonders
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Grant Wonders provided a 0.78% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.78%0.72%0.51%0.56%0.37%0.37%0.48%0.59%0.40%0.51%0.48%0.39%
GOOGL
Alphabet Inc Class A
0.52%0.32%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%
V
Visa Inc.
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
TMUS
T-Mobile US, Inc.
1.24%1.28%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKNG
Booking Holdings Inc.
0.69%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.41%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
CHTR
Charter Communications, 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%
CMCSA
Comcast Corporation
3.68%3.25%2.60%3.03%1.95%1.72%1.40%2.70%1.18%1.96%1.73%1.16%
META
Meta Platforms, Inc.
0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBAC
SBA Communications Corporation
1.71%1.92%1.34%1.01%0.60%0.66%0.31%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.46%
-7.82%
Grant Wonders
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Grant Wonders. 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 Grant Wonders was 37.38%, occurring on Nov 3, 2022. Recovery took 278 trading sessions.

The current Grant Wonders drawdown is 4.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.38%Sep 8, 2021293Nov 3, 2022278Dec 13, 2023571
-26.27%Feb 20, 202022Mar 20, 202051Jun 3, 202073
-17.22%Feb 18, 202536Apr 8, 2025
-10.95%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-8.03%Jul 17, 202414Aug 5, 202428Sep 13, 202442

Volatility

Volatility Chart

The current Grant Wonders volatility is 10.86%, 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%12.00%14.00%December2025FebruaryMarchAprilMay
10.86%
11.21%
Grant Wonders
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 10.87, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCSBACTMUSCHTRUBERTSMCMCSABKNGNFLXVMETAAMZNGOOGLMSFTPortfolio
^GSPC1.000.380.470.440.510.620.570.620.540.670.660.670.730.770.88
SBAC0.381.000.330.340.170.160.320.150.200.320.210.220.240.290.36
TMUS0.470.331.000.340.230.210.410.300.290.420.300.330.320.370.50
CHTR0.440.340.341.000.230.200.620.280.330.350.330.340.340.350.52
UBER0.510.170.230.231.000.380.300.460.380.370.410.420.400.380.53
TSM0.620.160.210.200.381.000.280.450.390.370.470.490.480.530.63
CMCSA0.570.320.410.620.300.281.000.420.330.450.380.350.400.370.58
BKNG0.620.150.300.280.460.450.421.000.330.490.420.420.460.420.63
NFLX0.540.200.290.330.380.390.330.331.000.370.560.580.490.540.66
V0.670.320.420.350.370.370.450.490.371.000.450.430.510.540.67
META0.660.210.300.330.410.470.380.420.560.451.000.640.660.640.75
AMZN0.670.220.330.340.420.490.350.420.580.430.641.000.680.710.81
GOOGL0.730.240.320.340.400.480.400.460.490.510.660.681.000.730.81
MSFT0.770.290.370.350.380.530.370.420.540.540.640.710.731.000.80
Portfolio0.880.360.500.520.530.630.580.630.660.670.750.810.810.801.00
The correlation results are calculated based on daily price changes starting from May 13, 2019