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drs

Last updated Oct 3, 2023

Asset Allocation


AAPL 14.29%MSFT 14.29%NVDA 14.29%AMZN 14.29%TSLA 14.29%GOOG 14.29%META 14.29%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology14.29%
MSFT
Microsoft Corporation
Technology14.29%
NVDA
NVIDIA Corporation
Technology14.29%
AMZN
Amazon.com, Inc.
Consumer Cyclical14.29%
TSLA
Tesla, Inc.
Consumer Cyclical14.29%
GOOG
Alphabet Inc.
Communication Services14.29%
META
Meta Platforms, Inc.
Communication Services14.29%

Performance

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


0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptemberOctober
31.53%
4.84%
drs
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the drs returned 87.25% Year-To-Date and 34.36% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%8.16%9.03%
drs-2.88%29.24%87.25%63.80%33.66%34.36%
AAPL
Apple Inc.
-8.29%5.19%34.30%22.70%26.17%27.78%
MSFT
Microsoft Corporation
-2.09%12.54%35.10%34.96%24.78%26.41%
NVDA
NVIDIA Corporation
-7.68%63.15%206.54%258.13%45.49%62.66%
AMZN
Amazon.com, Inc.
-6.27%24.54%54.12%11.72%6.31%24.12%
TSLA
Tesla, Inc.
2.69%30.65%104.25%3.80%68.37%34.60%
GOOG
Alphabet Inc.
-1.19%28.59%52.34%36.12%18.35%17.88%
META
Meta Platforms, Inc.
3.52%42.89%154.96%121.35%14.13%18.88%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202313.12%1.03%15.35%9.34%5.17%-0.66%-5.50%

Sharpe Ratio

The current drs Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.95

The Sharpe ratio of drs 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 Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.95
1.04
drs
Benchmark (^GSPC)
Portfolio components

Dividend yield

drs granted a 0.20% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
drs0.20%0.27%0.18%0.24%0.37%0.59%0.55%0.73%0.85%0.93%1.07%0.80%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
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%
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.
0.00%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 drs 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
AAPL
Apple Inc.
0.82
MSFT
Microsoft Corporation
1.20
NVDA
NVIDIA Corporation
4.87
AMZN
Amazon.com, Inc.
0.33
TSLA
Tesla, Inc.
-0.10
GOOG
Alphabet Inc.
1.10
META
Meta Platforms, Inc.
2.41

Asset Correlations Table

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

TSLANVDAMETAAAPLAMZNMSFTGOOG
TSLA1.000.430.370.410.420.390.38
NVDA0.431.000.510.540.540.590.54
META0.370.511.000.530.610.570.67
AAPL0.410.540.531.000.570.630.59
AMZN0.420.540.610.571.000.630.68
MSFT0.390.590.570.630.631.000.69
GOOG0.380.540.670.590.680.691.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.21%
-10.59%
drs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the drs. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the drs is 48.85%, recorded on Dec 28, 2022. It took 128 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.85%Nov 22, 2021277Dec 28, 2022128Jul 5, 2023405
-34.97%Feb 20, 202020Mar 18, 202044May 20, 202064
-27.46%Sep 4, 201878Dec 24, 2018203Oct 15, 2019281
-19.59%Dec 30, 201528Feb 9, 201639Apr 6, 201667
-16.12%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility Chart

The current drs volatility is 6.43%, 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%8.00%MayJuneJulyAugustSeptemberOctober
6.43%
3.15%
drs
Benchmark (^GSPC)
Portfolio components