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Mine

Last updated Mar 2, 2024

Asset Allocation


NVDA 60%VOO 40%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

60%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

40%

VGT
Vanguard Information Technology ETF
Technology Equities

0%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Mine, 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%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%OctoberNovemberDecember2024FebruaryMarch
9,061.94%
365.24%
Mine
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Mar 2, 2024, the Mine returned 42.34% Year-To-Date and 47.55% 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%
Mine42.34%16.88%47.37%143.38%57.43%47.63%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.92%12.67%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202415.20%20.19%
20232.88%-9.30%-4.63%12.44%5.37%

Sharpe Ratio

The current Mine Sharpe ratio is 4.79. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.79

The Sharpe ratio of Mine 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 Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.79
2.44
Mine
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mine granted a 0.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mine0.55%0.60%0.74%0.53%0.69%0.92%1.10%0.89%1.08%1.56%1.76%1.90%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Expense Ratio

The Mine has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.10%

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
Mine
4.79
VOO
Vanguard S&P 500 ETF
2.61
NVDA
NVIDIA Corporation
5.65
VGT
Vanguard Information Technology ETF
2.89

Asset Correlations Table

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

NVDAVOOVGT
NVDA1.000.600.71
VOO0.601.000.89
VGT0.710.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Mine
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mine. 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 Mine was 52.25%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.25%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-42.92%Feb 18, 2011157Oct 3, 2011671Jun 5, 2014828
-42.01%Oct 2, 201858Dec 24, 2018263Jan 10, 2020321
-34.76%Feb 20, 202018Mar 16, 202044May 18, 202062
-19.9%Dec 7, 201546Feb 11, 201626Mar 21, 201672

Volatility Chart

The current Mine volatility is 13.16%, 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%OctoberNovemberDecember2024FebruaryMarch
13.16%
3.47%
Mine
Benchmark (^GSPC)
Portfolio components
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