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Base
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 40%NVDA 20%AAPL 10%VOO 10%BRK-B 10%JPM 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
10%
BRK-B
Berkshire Hathaway Inc.
Financial Services
10%
JPM
JPMorgan Chase & Co.
Financial Services
10%
NVDA
NVIDIA Corporation
Technology
20%
TSLA
Tesla, Inc.
Consumer Cyclical
40%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
10%

Performance

Performance Chart

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%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
52.87%
11.32%
Base
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Dec 11, 2024, the Base returned 82.51% Year-To-Date and 45.21% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.52%0.66%12.27%30.56%13.80%11.69%
Base82.51%6.12%52.87%88.52%65.80%45.21%
TSLA
Tesla, Inc.
61.38%14.57%126.18%69.19%76.18%40.18%
AAPL
Apple Inc
29.32%10.50%16.55%27.87%30.15%26.14%
NVDA
NVIDIA Corporation
172.82%-7.01%7.90%183.50%89.65%76.33%
VOO
Vanguard S&P 500 ETF
28.17%0.71%12.14%31.75%15.61%13.72%
BRK-B
Berkshire Hathaway Inc.
29.67%-1.04%13.14%28.46%15.53%12.22%
JPM
JPMorgan Chase & Co.
46.18%1.49%28.28%54.91%15.52%18.27%

Monthly Returns

The table below presents the monthly returns of Base, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.04%11.74%1.00%-0.63%6.83%8.32%7.90%-1.08%8.71%0.04%18.56%82.51%
202325.38%12.50%5.20%-6.83%16.17%16.22%4.69%-1.26%-5.51%-10.06%14.24%3.98%94.78%
2022-8.65%-3.87%12.93%-17.98%-4.65%-12.62%21.05%-7.90%-8.42%1.64%2.98%-16.41%-39.46%
20214.80%-3.95%0.83%7.22%-2.38%8.89%0.66%7.24%-0.73%24.43%6.86%-4.17%57.94%
202022.32%0.47%-15.86%26.21%8.26%15.68%19.21%42.79%-9.18%-6.41%24.99%12.72%233.19%
20190.56%3.82%-0.11%-2.41%-17.07%14.72%4.78%-3.80%5.38%17.58%5.54%15.42%47.31%
201813.03%-1.70%-11.47%3.15%2.23%6.66%-2.17%6.54%-4.86%2.65%-2.68%-8.54%0.25%
20178.24%1.13%6.04%4.29%11.06%3.28%-0.82%6.02%-0.24%4.04%-1.98%-0.02%48.52%
2016-12.77%1.43%13.35%1.52%3.96%-2.21%10.12%-1.06%1.57%-0.14%7.27%10.59%35.72%
2015-5.60%6.15%-4.56%9.58%5.86%0.73%0.07%-2.55%0.80%-0.81%6.89%0.99%17.64%
20145.23%20.62%-6.47%1.18%1.64%6.15%-3.78%12.86%-5.27%2.24%4.02%-4.64%35.19%
20134.91%-1.40%4.03%19.20%41.58%4.83%13.46%11.12%8.21%-5.90%-4.16%6.71%149.95%

Expense Ratio

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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Base is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Base is 7575
Overall Rank
The Sharpe Ratio Rank of Base is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of Base is 7070
Sortino Ratio Rank
The Omega Ratio Rank of Base is 6666
Omega Ratio Rank
The Calmar Ratio Rank of Base is 8383
Calmar Ratio Rank
The Martin Ratio Rank of Base is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for Base, currently valued at 2.80, compared to the broader market-6.00-4.00-2.000.002.004.002.802.54
The chart of Sortino ratio for Base, currently valued at 3.49, compared to the broader market-6.00-4.00-2.000.002.004.006.003.493.39
The chart of Omega ratio for Base, currently valued at 1.45, compared to the broader market0.501.001.501.451.47
The chart of Calmar ratio for Base, currently valued at 4.60, compared to the broader market0.005.0010.004.603.66
The chart of Martin ratio for Base, currently valued at 16.22, compared to the broader market0.0010.0020.0030.0040.0050.0016.2216.25
Base
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
1.041.831.220.992.82
AAPL
Apple Inc
1.211.831.231.643.84
NVDA
NVIDIA Corporation
3.533.691.476.8221.57
VOO
Vanguard S&P 500 ETF
2.703.601.503.9017.66
BRK-B
Berkshire Hathaway Inc.
2.132.971.384.0910.59
JPM
JPMorgan Chase & Co.
2.453.251.495.6116.94

The current Base Sharpe ratio is 2.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.81 to 2.65, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Base with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.80
2.54
Base
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Base provided a 0.36% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.36%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
0.40%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
0.03%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
1.22%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.
1.89%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.91%
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.


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

Volatility Chart

The current Base volatility is 7.55%, 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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.55%
2.24%
Base
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.

TSLANVDAAAPLJPMBRK-BVOO
TSLA1.000.390.370.250.250.45
NVDA0.391.000.470.330.330.60
AAPL0.370.471.000.330.390.63
JPM0.250.330.331.000.700.66
BRK-B0.250.330.390.701.000.72
VOO0.450.600.630.660.721.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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