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Base

Last updated Feb 24, 2024

Base

Asset Allocation


TSLA 40%NVDA 20%AAPL 10%VOO 10%BRK-B 10%JPM 10%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

40%

NVDA
NVIDIA Corporation
Technology

20%

AAPL
Apple Inc.
Technology

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

BRK-B
Berkshire Hathaway Inc.
Financial Services

10%

JPM
JPMorgan Chase & Co.
Financial Services

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Base, 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%12,000.00%SeptemberOctoberNovemberDecember2024February
11,448.64%
360.87%
Base
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 Feb 24, 2024, the Base returned 4.04% Year-To-Date and 37.42% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Base4.04%8.88%10.78%46.86%56.33%37.34%
TSLA
Tesla, Inc.
-22.74%4.76%-19.54%-2.49%57.59%27.63%
AAPL
Apple Inc.
-5.08%-5.02%2.45%25.07%34.28%27.17%
NVDA
NVIDIA Corporation
59.16%29.14%71.30%238.62%82.73%68.28%
VOO
Vanguard S&P 500 ETF
6.86%4.14%16.40%30.22%14.66%12.70%
BRK-B
Berkshire Hathaway Inc.
16.98%8.26%17.22%37.23%15.66%13.83%
JPM
JPMorgan Chase & Co.
8.83%6.80%26.82%34.28%15.25%15.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.09%
20234.69%-1.26%-5.51%-10.06%14.24%3.98%

Sharpe Ratio

The current Base Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.82

The Sharpe ratio of Base 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
1.82
2.23
Base
Benchmark (^GSPC)
Portfolio components

Dividend yield

Base granted a 0.42% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Base0.42%0.44%0.56%0.42%0.52%0.58%0.73%0.57%0.70%0.90%0.94%1.01%
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%
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%
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%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BRK-B
Berkshire Hathaway 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%
JPM
JPMorgan Chase & Co.
2.23%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Expense Ratio

The Base 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.


0.03%
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
^GSPC
S&P 500
2.23
Base
1.82
TSLA
Tesla, Inc.
-0.09
AAPL
Apple Inc.
1.21
NVDA
NVIDIA Corporation
5.78
VOO
Vanguard S&P 500 ETF
2.39
BRK-B
Berkshire Hathaway Inc.
2.84
JPM
JPMorgan Chase & Co.
1.82

Asset Correlations Table

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

TSLANVDAAAPLJPMBRK-BVOO
TSLA1.000.400.370.260.260.44
NVDA0.401.000.490.350.360.60
AAPL0.370.491.000.350.400.63
JPM0.260.350.351.000.700.68
BRK-B0.260.360.400.701.000.74
VOO0.440.600.630.680.741.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.96%
0
Base
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Base. 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 Base was 47.89%, occurring on Mar 18, 2020. Recovery took 58 trading sessions.

The current Base drawdown is 0.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.89%Feb 20, 202020Mar 18, 202058Jun 10, 202078
-46.34%Jan 4, 2022251Jan 3, 2023110Jun 12, 2023361
-31.53%Aug 8, 2018205Jun 3, 2019102Oct 25, 2019307
-25.48%Dec 2, 201548Feb 10, 201635Apr 1, 201683
-24.29%Jun 1, 201158Aug 22, 201173Dec 5, 2011131

Volatility Chart

The current Base volatility is 8.24%, 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%SeptemberOctoberNovemberDecember2024February
8.24%
3.90%
Base
Benchmark (^GSPC)
Portfolio components
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