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CF2023

Last updated Feb 21, 2024

Asset Allocation


IVV 29.25%NVDA 18.78%AAPL 17.88%ISP6.L 11.76%ROAI.DE 7.68%MSFT 7.53%GOOGL 5.05%NU 2.07%EquityEquity
PositionCategory/SectorWeight
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

29.25%

NVDA
NVIDIA Corporation
Technology

18.78%

AAPL
Apple Inc.
Technology

17.88%

ISP6.L
iShares S&P SmallCap 600 UCITS ETF
Small Cap Blend Equities

11.76%

ROAI.DE
Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc
Technology Equities

7.68%

MSFT
Microsoft Corporation
Technology

7.53%

GOOGL
Alphabet Inc.
Communication Services

5.05%

NU
Nu Holdings Ltd.
Financial Services

2.07%

Performance

The chart shows the growth of an initial investment of $10,000 in CF2023, 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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
17.94%
13.40%
CF2023
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2021, corresponding to the inception date of NU

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
CF20238.07%3.68%17.95%53.31%N/AN/A
IVV
iShares Core S&P 500 ETF
4.51%2.99%14.32%23.96%14.30%12.54%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
-2.77%4.01%9.25%-3.23%6.40%9.96%
ROAI.DE
Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc
N/AN/AN/AN/AN/AN/A
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
NU
Nu Holdings Ltd.
23.17%11.89%39.59%105.61%N/AN/A
GOOGL
Alphabet Inc.
1.02%-3.59%9.33%49.57%20.70%16.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.31%
20234.34%-0.98%-6.90%-2.09%9.63%4.53%

Sharpe Ratio

The current CF2023 Sharpe ratio is 3.19. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.19

The Sharpe ratio of CF2023 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.19
1.75
CF2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

CF2023 granted a 0.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CF20230.56%0.57%0.71%0.50%0.66%0.91%1.18%0.97%1.20%1.41%1.34%1.46%
IVV
iShares Core S&P 500 ETF
1.38%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROAI.DE
Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NU
Nu Holdings Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
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%

Expense Ratio

The CF2023 has an expense ratio of 0.09% 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.


0.04%
0.00%2.15%
0.40%
0.00%2.15%

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
IVV
iShares Core S&P 500 ETF
1.91
NVDA
NVIDIA Corporation
4.70
AAPL
Apple Inc.
0.97
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
-0.17
ROAI.DE
Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc
N/A
MSFT
Microsoft Corporation
2.40
NU
Nu Holdings Ltd.
2.29
GOOGL
Alphabet Inc.
1.74

Asset Correlations Table

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

NUISP6.LROAI.DEGOOGLMSFTNVDAAAPLIVV
NU1.000.340.370.380.400.460.390.50
ISP6.L0.341.000.640.300.280.380.380.54
ROAI.DE0.370.641.000.430.460.530.490.55
GOOGL0.380.300.431.000.770.670.710.76
MSFT0.400.280.460.771.000.710.750.81
NVDA0.460.380.530.670.711.000.680.75
AAPL0.390.380.490.710.750.681.000.82
IVV0.500.540.550.760.810.750.821.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.06%
-1.08%
CF2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CF2023. 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 CF2023 was 36.08%, occurring on Oct 14, 2022. Recovery took 160 trading sessions.

The current CF2023 drawdown is 2.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.08%Dec 28, 2021208Oct 14, 2022160May 30, 2023368
-10.95%Aug 1, 202364Oct 27, 202316Nov 20, 202380
-5.54%Dec 13, 20216Dec 20, 20215Dec 27, 202111
-3.08%Jun 16, 20237Jun 26, 20234Jun 30, 202311
-3.02%Dec 29, 20234Jan 4, 20243Jan 9, 20247

Volatility Chart

The current CF2023 volatility is 4.03%, 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%SeptemberOctoberNovemberDecember2024February
4.03%
3.37%
CF2023
Benchmark (^GSPC)
Portfolio components
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