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fngu_idea
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 10%AVGO 10%NVDA 10%SNOW 10%AMZN 10%META 10%GOOGL 10%AAPL 10%MSFT 10%NFLX 10%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

10%

AVGO
Broadcom Inc.
Technology

10%

NVDA
NVIDIA Corporation
Technology

10%

SNOW
Snowflake Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

META
Meta Platforms, Inc.
Communication Services

10%

GOOGL
Alphabet Inc.
Communication Services

10%

AAPL
Apple Inc.
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

NFLX
Netflix, Inc.
Communication Services

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in fngu_idea, 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%30.00%NovemberDecember2024FebruaryMarchApril
27.80%
15.74%
fngu_idea
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 16, 2020, corresponding to the inception date of SNOW

Returns By Period


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%
fngu_idea12.86%1.53%27.81%65.97%N/AN/A
TSLA
Tesla, Inc.
-35.01%-1.28%-36.41%-12.71%55.16%28.53%
AVGO
Broadcom Inc.
17.92%6.54%46.51%115.74%37.01%39.66%
NVDA
NVIDIA Corporation
73.67%-2.09%86.60%221.51%79.56%69.70%
SNOW
Snowflake Inc.
-23.63%-3.18%-6.26%6.93%N/AN/A
AMZN
Amazon.com, Inc.
20.85%5.27%38.53%79.12%14.56%27.52%
META
Meta Platforms, Inc.
41.47%3.33%55.93%126.09%22.96%23.92%
GOOGL
Alphabet Inc.
10.86%9.69%11.33%42.24%20.16%19.06%
AAPL
Apple Inc.
-10.19%0.04%-3.12%5.09%28.81%26.53%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%
NFLX
Netflix, Inc.
24.70%0.21%68.27%79.30%11.38%28.60%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.41%9.73%0.83%
2023-6.36%-1.42%13.60%5.66%

Expense Ratio

The fngu_idea 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.


The portfolio doesn't hold funds that charge fees

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.


fngu_idea
Sharpe ratio
The chart of Sharpe ratio for fngu_idea, currently valued at 2.88, compared to the broader market-1.000.001.002.003.004.005.002.88
Sortino ratio
The chart of Sortino ratio for fngu_idea, currently valued at 3.73, compared to the broader market-2.000.002.004.006.003.73
Omega ratio
The chart of Omega ratio for fngu_idea, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for fngu_idea, currently valued at 2.29, compared to the broader market0.002.004.006.008.0010.002.29
Martin ratio
The chart of Martin ratio for fngu_idea, currently valued at 15.17, compared to the broader market0.0010.0020.0030.0040.0050.0015.17
^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
AVGO
Broadcom Inc.
3.194.211.519.3622.81
NVDA
NVIDIA Corporation
4.735.581.6710.5835.94
SNOW
Snowflake Inc.
0.150.551.080.110.46
AMZN
Amazon.com, Inc.
2.713.531.441.7517.09
META
Meta Platforms, Inc.
3.495.111.612.7929.05
GOOGL
Alphabet Inc.
1.622.111.291.439.16
AAPL
Apple Inc.
0.250.481.060.320.65
MSFT
Microsoft Corporation
2.002.821.352.348.61
NFLX
Netflix, Inc.
2.133.201.401.398.52

Sharpe Ratio

The current fngu_idea Sharpe ratio is 2.88. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.88

The Sharpe ratio of fngu_idea 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.88
1.89
fngu_idea
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

fngu_idea granted a 0.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
fngu_idea0.29%0.30%0.49%0.35%0.47%0.60%0.70%0.55%0.63%0.67%0.72%0.85%
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%
AVGO
Broadcom Inc.
1.50%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
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%
SNOW
Snowflake 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%
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%
META
Meta Platforms, Inc.
0.10%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%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NFLX
Netflix, 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%

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
-4.05%
-3.66%
fngu_idea
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the fngu_idea. 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 fngu_idea was 47.45%, occurring on Nov 9, 2022. Recovery took 169 trading sessions.

The current fngu_idea drawdown is 4.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.45%Nov 22, 2021244Nov 9, 2022169Jul 17, 2023413
-14.92%Feb 10, 202118Mar 8, 202125Apr 13, 202143
-13.41%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-10.88%Apr 14, 202121May 12, 202122Jun 14, 202143
-8.14%Oct 14, 202013Oct 30, 20204Nov 5, 202017

Volatility

Volatility Chart

The current fngu_idea volatility is 5.65%, 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%NovemberDecember2024FebruaryMarchApril
5.65%
3.44%
fngu_idea
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.

TSLASNOWNFLXAVGOMETAAAPLGOOGLNVDAAMZNMSFT
TSLA1.000.480.460.470.400.510.420.500.470.45
SNOW0.481.000.470.470.440.430.450.520.570.50
NFLX0.460.471.000.480.590.520.490.530.580.54
AVGO0.470.470.481.000.560.600.560.690.570.63
META0.400.440.590.561.000.570.660.600.630.63
AAPL0.510.430.520.600.571.000.660.590.650.72
GOOGL0.420.450.490.560.660.661.000.590.690.74
NVDA0.500.520.530.690.600.590.591.000.630.67
AMZN0.470.570.580.570.630.650.690.631.000.71
MSFT0.450.500.540.630.630.720.740.670.711.00