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wwwww
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CELH 11.11%NVDA 11.11%SMCI 11.11%MSFT 11.11%GOOG 11.11%AMZN 11.11%AVGO 11.11%MSTR 11.11%CDNS 11.11%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical
11.11%
AVGO
Broadcom Inc.
Technology
11.11%
CDNS
Cadence Design Systems, Inc.
Technology
11.11%
CELH
Celsius Holdings, Inc.
Consumer Defensive
11.11%
GOOG
Alphabet Inc.
Communication Services
11.11%
MSFT
Microsoft Corporation
Technology
11.11%
MSTR
MicroStrategy Incorporated
Technology
11.11%
NVDA
NVIDIA Corporation
Technology
11.11%
SMCI
Super Micro Computer, Inc.
Technology
11.11%

Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.49%
12.73%
wwwww
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Nov 13, 2024, the wwwww returned 74.47% Year-To-Date and 49.37% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
25.45%2.91%14.05%35.64%14.13%11.39%
wwwww74.47%3.74%-0.49%87.74%68.11%49.37%
CELH
Celsius Holdings, Inc.
-50.55%-22.57%-71.28%-48.41%84.30%69.04%
NVDA
NVIDIA Corporation
199.51%7.40%56.73%198.72%96.89%77.92%
SMCI
Super Micro Computer, Inc.
-23.66%-54.21%-77.21%-26.16%58.08%20.18%
MSFT
Microsoft Corporation
13.11%0.93%0.17%15.11%24.29%25.94%
GOOG
Alphabet Inc.
30.40%10.20%5.69%35.69%22.55%21.13%
AMZN
Amazon.com, Inc.
37.50%11.39%12.32%43.29%19.24%29.06%
AVGO
Broadcom Inc.
59.57%-3.34%23.50%83.91%45.78%38.43%
MSTR
MicroStrategy Incorporated
464.56%76.82%137.18%642.90%87.36%35.93%
CDNS
Cadence Design Systems, Inc.
9.33%5.54%1.59%9.23%34.73%32.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202411.32%32.34%16.08%-9.25%8.89%3.62%-5.55%-8.33%3.48%1.87%74.47%
202317.24%4.01%11.45%2.71%26.61%8.47%9.26%0.42%-6.87%1.00%11.16%9.39%140.58%
2022-16.38%4.09%3.64%-14.04%3.98%-12.40%26.48%-3.37%-11.87%5.80%10.35%-9.78%-19.87%
20217.52%8.08%-2.47%5.91%-1.62%11.63%1.02%7.79%-4.79%11.88%2.79%-0.51%56.37%
20206.62%-3.67%-9.48%15.32%16.40%9.98%9.18%12.18%-0.23%-2.33%27.26%13.71%137.07%
20198.37%6.15%9.77%4.82%-11.57%8.90%2.69%-3.35%-1.00%4.60%8.14%2.80%45.61%
201811.00%-5.50%-5.48%4.23%7.23%-0.43%0.71%6.19%-1.14%-13.51%1.13%-5.93%-4.04%
20178.37%2.22%2.80%1.70%7.87%-0.79%1.05%3.90%0.85%5.44%2.16%-1.62%39.09%
2016-1.94%-1.07%10.80%-2.57%7.95%-3.06%3.45%2.33%3.46%1.77%6.52%3.83%35.11%
20155.15%17.23%-1.80%13.78%2.48%-0.46%5.64%-3.13%2.01%6.88%1.07%4.05%64.82%
2014-0.95%4.81%3.57%-0.95%4.40%-1.45%3.30%4.18%-0.26%17.62%

Expense Ratio

wwwww 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 Rank

The current rank of wwwww is 36, 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 wwwww is 3636
Combined Rank
The Sharpe Ratio Rank of wwwww is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of wwwww is 3232Sortino Ratio Rank
The Omega Ratio Rank of wwwww is 3131Omega Ratio Rank
The Calmar Ratio Rank of wwwww is 5252Calmar Ratio Rank
The Martin Ratio Rank of wwwww is 2020Martin 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.


wwwww
Sharpe ratio
The chart of Sharpe ratio for wwwww, currently valued at 2.46, compared to the broader market0.002.004.006.002.46
Sortino ratio
The chart of Sortino ratio for wwwww, currently valued at 3.09, compared to the broader market-2.000.002.004.006.003.09
Omega ratio
The chart of Omega ratio for wwwww, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.802.001.40
Calmar ratio
The chart of Calmar ratio for wwwww, currently valued at 3.36, compared to the broader market0.005.0010.0015.003.36
Martin ratio
The chart of Martin ratio for wwwww, currently valued at 9.42, compared to the broader market0.0010.0020.0030.0040.0050.0060.009.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CELH
Celsius Holdings, Inc.
-0.87-1.340.85-0.74-1.35
NVDA
NVIDIA Corporation
4.003.971.517.6524.12
SMCI
Super Micro Computer, Inc.
-0.170.511.07-0.23-0.48
MSFT
Microsoft Corporation
0.781.121.150.992.42
GOOG
Alphabet Inc.
1.411.941.261.664.24
AMZN
Amazon.com, Inc.
1.692.351.301.937.75
AVGO
Broadcom Inc.
1.902.531.323.4410.50
MSTR
MicroStrategy Incorporated
5.804.291.519.2928.56
CDNS
Cadence Design Systems, Inc.
0.410.851.100.571.22

Sharpe Ratio

The current wwwww Sharpe ratio is 2.46. 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 2.07 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of wwwww 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.46
2.90
wwwww
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

wwwww provided a 0.24% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.24%0.28%0.47%0.33%0.46%0.56%0.58%0.45%0.47%0.52%0.60%0.69%
CELH
Celsius Holdings, 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%
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%
SMCI
Super Micro Computer, 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
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
Alphabet Inc.
0.22%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%
AVGO
Broadcom Inc.
1.19%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
MSTR
MicroStrategy Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CDNS
Cadence Design Systems, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.46%
-0.29%
wwwww
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the wwwww. 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 wwwww was 36.24%, occurring on Jun 16, 2022. Recovery took 198 trading sessions.

The current wwwww drawdown is 5.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.24%Nov 9, 2021152Jun 16, 2022198Mar 31, 2023350
-33.72%Feb 20, 202018Mar 16, 202045May 19, 202063
-26.36%Jun 20, 202455Sep 6, 2024
-24.35%Sep 4, 201878Dec 24, 201855Mar 15, 2019133
-20.21%Feb 10, 202118Mar 8, 202197Jul 26, 2021115

Volatility

Volatility Chart

The current wwwww volatility is 9.59%, 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%JuneJulyAugustSeptemberOctoberNovember
9.59%
3.86%
wwwww
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.

CELHSMCIMSTRAVGOAMZNGOOGNVDACDNSMSFT
CELH1.000.180.240.190.210.210.230.250.23
SMCI0.181.000.320.390.280.290.390.340.33
MSTR0.240.321.000.370.390.390.400.400.40
AVGO0.190.390.371.000.470.470.610.570.54
AMZN0.210.280.390.471.000.670.530.550.64
GOOG0.210.290.390.470.671.000.520.540.68
NVDA0.230.390.400.610.530.521.000.600.58
CDNS0.250.340.400.570.550.540.601.000.64
MSFT0.230.330.400.540.640.680.580.641.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014