drs
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc. | Technology | 14.29% |
MSFT Microsoft Corporation | Technology | 14.29% |
NVDA NVIDIA Corporation | Technology | 14.29% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14.29% |
TSLA Tesla, Inc. | Consumer Cyclical | 14.29% |
GOOG Alphabet Inc. | Communication Services | 14.29% |
META Meta Platforms, Inc. | Communication Services | 14.29% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 13.12% | 1.03% | 15.35% | 9.34% | 5.17% | -0.66% | -5.50% |
Dividend yield
drs granted a 0.20% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
drs | 0.20% | 0.27% | 0.18% | 0.24% | 0.37% | 0.59% | 0.55% | 0.73% | 0.85% | 0.93% | 1.07% | 0.80% |
Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
TSLA | NVDA | META | AAPL | AMZN | MSFT | GOOG | |
---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.43 | 0.37 | 0.41 | 0.42 | 0.39 | 0.38 |
NVDA | 0.43 | 1.00 | 0.51 | 0.54 | 0.54 | 0.59 | 0.54 |
META | 0.37 | 0.51 | 1.00 | 0.53 | 0.61 | 0.57 | 0.67 |
AAPL | 0.41 | 0.54 | 0.53 | 1.00 | 0.57 | 0.63 | 0.59 |
AMZN | 0.42 | 0.54 | 0.61 | 0.57 | 1.00 | 0.63 | 0.68 |
MSFT | 0.39 | 0.59 | 0.57 | 0.63 | 0.63 | 1.00 | 0.69 |
GOOG | 0.38 | 0.54 | 0.67 | 0.59 | 0.68 | 0.69 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 277 | Dec 28, 2022 | 128 | Jul 5, 2023 | 405 |
-34.97% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
-27.46% | Sep 4, 2018 | 78 | Dec 24, 2018 | 203 | Oct 15, 2019 | 281 |
-19.59% | Dec 30, 2015 | 28 | Feb 9, 2016 | 39 | Apr 6, 2016 | 67 |
-16.12% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
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.