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Moochi v2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAU 16.67%CVX 16.67%TSLA 11.12%GOOG 11.11%MSFT 11.11%QQQ 8.33%SCHD 8.33%SOXX 8.33%BOTZ 8.33%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities

8.33%

CVX
Chevron Corporation
Energy

16.67%

GOOG
Alphabet Inc.
Communication Services

11.11%

IAU
iShares Gold Trust
Precious Metals, Gold

16.67%

MSFT
Microsoft Corporation
Technology

11.11%

QQQ
Invesco QQQ
Large Cap Blend Equities

8.33%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

8.33%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

8.33%

TSLA
Tesla, Inc.
Consumer Cyclical

11.12%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Moochi v2, 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


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
367.84%
133.53%
Moochi v2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Moochi v21.53%-2.70%10.90%21.18%24.69%N/A
TSLA
Tesla, Inc.
-40.82%-13.92%-30.63%-10.92%53.06%26.05%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.33%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.03%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.92%
SOXX
iShares PHLX Semiconductor ETF
3.42%-12.00%31.06%45.92%26.72%26.63%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.53%-10.86%24.31%13.92%6.09%N/A
CVX
Chevron Corporation
8.44%3.45%-2.03%-1.47%10.36%7.01%
IAU
iShares Gold Trust
15.65%10.29%20.47%20.09%13.26%6.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.09%4.15%3.06%
2023-3.05%-4.70%8.65%4.39%

Expense Ratio

The Moochi v2 features an expense ratio of 0.16%, falling within the medium range. 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%0.68%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%

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.


Moochi v2
Sharpe ratio
The chart of Sharpe ratio for Moochi v2, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for Moochi v2, currently valued at 2.07, compared to the broader market-2.000.002.004.006.002.07
Omega ratio
The chart of Omega ratio for Moochi v2, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for Moochi v2, currently valued at 1.82, compared to the broader market0.002.004.006.008.001.82
Martin ratio
The chart of Martin ratio for Moochi v2, currently valued at 6.50, compared to the broader market0.0010.0020.0030.0040.006.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
-0.39-0.260.97-0.29-0.80
GOOG
Alphabet Inc.
1.792.271.321.5710.21
MSFT
Microsoft Corporation
1.792.571.312.107.69
QQQ
Invesco QQQ
1.902.671.321.389.67
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SOXX
iShares PHLX Semiconductor ETF
1.582.291.271.827.03
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.681.071.120.331.35
CVX
Chevron Corporation
-0.11-0.011.00-0.11-0.26
IAU
iShares Gold Trust
1.612.471.291.574.31

Sharpe Ratio

The current Moochi v2 Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.46

The Sharpe ratio of Moochi v2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.46
1.66
Moochi v2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moochi v2 granted a 1.24% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Moochi v21.24%1.31%1.33%1.27%1.65%1.48%1.67%1.30%1.47%1.70%1.63%1.39%
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%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SOXX
iShares PHLX Semiconductor ETF
1.85%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.20%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%0.00%0.00%0.00%
CVX
Chevron Corporation
3.85%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.13%
-5.46%
Moochi v2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Moochi v2. 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 Moochi v2 was 34.59%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current Moochi v2 drawdown is 5.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.59%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-24.37%Mar 30, 2022138Oct 14, 2022164Jun 12, 2023302
-15.16%Aug 8, 201896Dec 24, 201858Mar 20, 2019154
-11.94%Sep 1, 202016Sep 23, 202038Nov 16, 202054
-11.01%Jan 29, 201844Apr 2, 201889Aug 7, 2018133

Volatility

Volatility Chart

The current Moochi v2 volatility is 3.56%, 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%NovemberDecember2024FebruaryMarchApril
3.56%
3.15%
Moochi v2
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.

IAUCVXTSLASCHDGOOGMSFTBOTZSOXXQQQ
IAU1.000.070.020.040.040.030.100.020.05
CVX0.071.000.130.570.260.220.360.310.28
TSLA0.020.131.000.300.380.400.450.470.54
SCHD0.040.570.301.000.490.520.630.620.63
GOOG0.040.260.380.491.000.730.610.610.80
MSFT0.030.220.400.520.731.000.610.670.85
BOTZ0.100.360.450.630.610.611.000.750.78
SOXX0.020.310.470.620.610.670.751.000.84
QQQ0.050.280.540.630.800.850.780.841.00