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Dobby
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 40%VGT 40%MRVL 20%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

40%

VGT
Vanguard Information Technology ETF
Technology Equities

40%

MRVL
Marvell Technology Group Ltd.
Technology

20%

S&P 500

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-3.88%
15.73%
Dobby
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of Apr 16, 2024, the Dobby returned -10.06% Year-To-Date and 27.52% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Dobby-10.06%-1.42%-3.88%21.62%40.85%27.52%
TSLA
Tesla, Inc.
-35.01%-1.28%-36.41%-12.71%55.16%28.53%
MRVL
Marvell Technology Group Ltd.
12.77%1.60%26.74%69.16%23.03%17.19%
VGT
Vanguard Information Technology ETF
4.57%-1.84%18.47%33.77%20.34%20.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.50%6.03%-3.94%
2023-5.26%-11.15%16.49%5.01%

Expense Ratio

The Dobby has an expense ratio of 0.04% 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%0.10%

Risk-Adjusted Performance

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.


Dobby
Sharpe ratio
The chart of Sharpe ratio for Dobby, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.005.000.71
Sortino ratio
The chart of Sortino ratio for Dobby, currently valued at 1.20, compared to the broader market-2.000.002.004.006.001.20
Omega ratio
The chart of Omega ratio for Dobby, currently valued at 1.14, compared to the broader market0.801.001.201.401.601.801.14
Calmar ratio
The chart of Calmar ratio for Dobby, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.000.51
Martin ratio
The chart of Martin ratio for Dobby, currently valued at 2.09, compared to the broader market0.0010.0020.0030.0040.0050.002.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
-0.27-0.070.99-0.21-0.58
MRVL
Marvell Technology Group Ltd.
1.272.231.271.165.18
VGT
Vanguard Information Technology ETF
1.852.601.311.657.63

Sharpe Ratio

The current Dobby Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.71

The Sharpe ratio of Dobby is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.71
1.89
Dobby
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dobby granted a 0.36% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dobby0.36%0.34%0.49%0.30%0.43%0.63%0.81%0.62%0.87%1.06%0.78%0.76%
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%
MRVL
Marvell Technology Group Ltd.
0.35%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
VGT
Vanguard Information Technology ETF
0.72%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.35%
-3.66%
Dobby
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dobby. 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 Dobby was 54.06%, occurring on Jan 5, 2023. The portfolio has not yet recovered.

The current Dobby drawdown is 22.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.06%Jan 4, 2022253Jan 5, 2023
-47.54%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-31.25%Jul 21, 2015142Feb 10, 2016222Dec 27, 2016364
-27.89%Nov 26, 2010186Aug 22, 2011123Feb 16, 2012309
-25.5%Mar 28, 2012147Oct 24, 2012105Apr 1, 2013252

Volatility

Volatility Chart

The current Dobby volatility is 7.26%, 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%NovemberDecember2024FebruaryMarchApril
7.26%
3.44%
Dobby
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TSLAMRVLVGT
TSLA1.000.330.47
MRVL0.331.000.65
VGT0.470.651.00