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G

Last updated Mar 2, 2024

Asset Allocation


PLD 3.45%AMT 3.45%EQIX 3.45%WELL 3.45%CCI 3.45%DLR 3.45%PSA 3.45%SPG 3.45%O 3.45%CSGP 3.45%NVDA 3.45%TSM 3.45%AVGO 3.45%ASML 3.45%AMD 3.45%INTC 3.45%QCOM 3.45%AMAT 3.45%LRCX 3.45%ADI 3.45%AAPL 3.45%MSFT 3.45%ADBE 3.45%CSCO 3.45%CRM 3.45%ACN 3.45%ORCL 3.45%INTU 3.45%IBM 3.45%EquityEquity
PositionCategory/SectorWeight
PLD

3.45%

AMT
American Tower Corporation
Real Estate

3.45%

EQIX
Equinix, Inc.
Real Estate

3.45%

WELL

3.45%

CCI
Crown Castle International Corp.
Real Estate

3.45%

DLR
Digital Realty Trust, Inc.
Real Estate

3.45%

PSA

3.45%

SPG

3.45%

O

3.45%

CSGP
CoStar Group, Inc.
Real Estate

3.45%

NVDA

3.45%

TSM

3.45%

AVGO
Broadcom Inc.
Technology

3.45%

ASML
ASML Holding N.V.
Technology

3.45%

AMD
Advanced Micro Devices, Inc.
Technology

3.45%

INTC
Intel Corporation
Technology

3.45%

QCOM

3.45%

AMAT
Applied Materials, Inc.
Technology

3.45%

LRCX
Lam Research Corporation
Technology

3.45%

ADI
Analog Devices, Inc.
Technology

3.45%

AAPL
Apple Inc.
Technology

3.45%

MSFT
Microsoft Corporation
Technology

3.45%

ADBE
Adobe Inc
Technology

3.45%

CSCO
Cisco Systems, Inc.
Technology

3.45%

CRM
salesforce.com, inc.
Technology

3.45%

ACN
Accenture plc
Technology

3.45%

ORCL

3.45%

INTU
Intuit Inc.
Technology

3.45%

IBM
International Business Machines Corporation
Technology

3.45%

S&P 500

Performance

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


500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,898.11%
415.21%
G
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns

As of Mar 2, 2024, the G returned 10.51% Year-To-Date and 23.20% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
G10.51%8.30%23.79%50.15%24.20%23.20%
PLD
0.98%6.24%9.49%11.05%16.92%15.69%
AMT
American Tower Corporation
-6.54%3.12%13.64%5.64%4.95%11.85%
EQIX
Equinix, Inc.
12.36%9.06%17.04%34.16%17.84%19.87%
WELL
3.50%7.88%13.75%28.34%8.41%9.13%
CCI
Crown Castle International Corp.
-3.59%2.60%14.67%-9.22%2.36%7.97%
DLR
Digital Realty Trust, Inc.
11.90%7.22%16.13%52.31%9.50%15.21%
PSA
-7.13%0.02%4.96%-1.87%10.47%9.27%
SPG
5.47%8.53%35.05%30.35%2.44%4.49%
O
-8.14%-3.48%-4.26%-13.88%-0.46%6.69%
CSGP
CoStar Group, Inc.
1.01%5.74%6.90%23.94%13.12%15.25%
NVDA
66.15%33.73%69.64%253.07%84.24%68.95%
TSM
28.75%18.54%44.81%52.69%30.37%25.04%
AVGO
Broadcom Inc.
25.35%18.57%61.97%139.04%43.40%39.98%
ASML
ASML Holding N.V.
31.11%14.09%50.12%60.04%41.20%28.36%
AMD
Advanced Micro Devices, Inc.
37.47%20.84%85.14%151.91%53.68%49.32%
INTC
Intel Corporation
-12.54%2.02%20.44%69.59%-1.24%8.92%
QCOM
13.34%10.38%42.97%35.15%28.02%11.15%
AMAT
Applied Materials, Inc.
29.95%28.18%37.06%79.03%41.94%29.06%
LRCX
Lam Research Corporation
25.31%18.95%40.63%102.76%43.01%36.43%
ADI
Analog Devices, Inc.
-1.21%1.98%8.03%7.79%14.64%16.86%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
ADBE
Adobe Inc
-4.30%-7.58%1.37%71.19%16.69%23.64%
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%2.77%1.84%11.75%
CRM
salesforce.com, inc.
20.42%12.73%43.04%69.83%14.02%17.55%
ACN
Accenture plc
8.97%4.70%17.16%45.85%20.11%18.45%
ORCL
8.34%1.86%-5.20%32.84%18.67%12.95%
INTU
Intuit Inc.
6.80%5.57%21.67%67.60%22.42%24.57%
IBM
International Business Machines Corporation
16.12%3.41%29.83%52.74%12.49%4.90%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.04%6.00%
2023-1.56%-6.73%-1.23%14.29%6.77%

Sharpe Ratio

The current G Sharpe ratio is 3.03. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.03

The Sharpe ratio of G 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.03
2.44
G
Benchmark (^GSPC)
Portfolio components

Dividend yield

G granted a 1.89% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
G1.89%1.95%2.46%1.54%1.99%2.11%2.48%2.07%2.17%2.41%2.02%2.01%
PLD
2.59%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
AMT
American Tower Corporation
3.20%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
EQIX
Equinix, Inc.
2.08%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
WELL
2.63%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%
CCI
Crown Castle International Corp.
5.64%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
DLR
Digital Realty Trust, Inc.
3.24%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%
PSA
4.24%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
SPG
4.95%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
O
5.87%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
CSGP
CoStar Group, 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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
TSM
1.38%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
ASML
ASML Holding N.V.
0.56%0.72%1.03%0.42%0.50%1.01%0.92%0.64%0.92%0.73%0.67%0.63%
AMD
Advanced Micro Devices, 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%
INTC
Intel Corporation
1.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
QCOM
1.96%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
AMAT
Applied Materials, Inc.
0.61%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
LRCX
Lam Research Corporation
0.76%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
ADI
Analog Devices, Inc.
1.32%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
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%
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%
ADBE
Adobe 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%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
CRM
salesforce.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%
ACN
Accenture plc
1.27%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
ORCL
1.41%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
INTU
Intuit Inc.
0.50%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
IBM
International Business Machines Corporation
3.53%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%

Expense Ratio

The G 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

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
2.44
G
3.03
PLD
0.56
AMT
American Tower Corporation
0.27
EQIX
Equinix, Inc.
1.52
WELL
1.27
CCI
Crown Castle International Corp.
-0.33
DLR
Digital Realty Trust, Inc.
1.74
PSA
-0.00
SPG
1.30
O
-0.66
CSGP
CoStar Group, Inc.
0.98
NVDA
5.65
TSM
1.73
AVGO
Broadcom Inc.
4.19
ASML
ASML Holding N.V.
2.00
AMD
Advanced Micro Devices, Inc.
3.34
INTC
Intel Corporation
1.95
QCOM
1.17
AMAT
Applied Materials, Inc.
2.36
LRCX
Lam Research Corporation
2.90
ADI
Analog Devices, Inc.
0.35
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
ADBE
Adobe Inc
2.45
CSCO
Cisco Systems, Inc.
0.16
CRM
salesforce.com, inc.
3.17
ACN
Accenture plc
2.25
ORCL
1.12
INTU
Intuit Inc.
2.52
IBM
International Business Machines Corporation
2.91

Asset Correlations Table

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

WELLOPSADLRCCIAMTSPGAMDIBMEQIXCSGPAAPLTSMORCLAVGOCRMQCOMNVDAPLDCSCOINTCACNASMLMSFTLRCXADBEAMATINTUADI
WELL1.000.670.580.500.430.460.610.200.330.360.290.220.230.290.210.230.240.200.620.290.260.330.250.270.230.270.240.310.25
O0.671.000.610.530.480.490.640.190.310.420.300.230.230.280.210.250.240.200.640.300.250.350.260.290.250.280.240.320.26
PSA0.580.611.000.550.490.510.550.220.300.450.320.260.220.320.220.270.240.230.650.320.260.360.270.320.240.320.240.340.28
DLR0.500.530.551.000.500.520.470.250.290.590.340.280.270.320.260.330.270.270.590.320.280.360.300.340.290.340.260.370.29
CCI0.430.480.490.501.000.740.400.240.320.530.360.300.270.320.280.330.290.270.540.340.310.390.320.340.300.340.280.380.31
AMT0.460.490.510.520.741.000.410.250.320.540.360.310.270.330.280.350.300.290.550.350.310.420.320.370.300.360.280.400.32
SPG0.610.640.550.470.400.411.000.260.410.360.330.300.310.360.280.310.320.280.630.370.360.390.340.320.330.330.340.360.37
AMD0.200.190.220.250.240.250.261.000.320.320.380.420.470.390.470.440.480.610.330.400.480.390.500.460.530.480.540.440.55
IBM0.330.310.300.290.320.320.410.321.000.320.370.380.390.530.390.370.420.350.400.540.480.560.420.450.420.410.430.430.47
EQIX0.360.420.450.590.530.540.360.320.321.000.430.350.310.380.360.430.340.360.520.370.320.430.360.420.360.440.340.440.36
CSGP0.290.300.320.340.360.360.330.380.370.431.000.420.380.430.410.500.410.420.420.440.400.490.440.470.420.530.430.540.46
AAPL0.220.230.260.280.300.310.300.420.380.350.421.000.460.430.500.460.510.490.340.480.460.450.480.550.480.500.490.480.50
TSM0.230.230.220.270.270.270.310.470.390.310.380.461.000.430.520.430.540.540.340.430.520.430.590.470.590.480.600.470.59
ORCL0.290.280.320.320.320.330.360.390.530.380.430.430.431.000.420.480.450.440.410.530.470.550.470.560.450.540.460.530.47
AVGO0.210.210.220.260.280.280.280.470.390.360.410.500.520.421.000.460.570.550.340.480.540.470.570.480.610.490.620.480.66
CRM0.230.250.270.330.330.350.310.440.370.430.500.460.430.480.461.000.470.520.380.470.430.510.480.560.480.640.480.610.49
QCOM0.240.240.240.270.290.300.320.480.420.340.410.510.540.450.570.471.000.550.360.490.560.470.560.530.580.510.610.510.62
NVDA0.200.200.230.270.270.290.280.610.350.360.420.490.540.440.550.520.551.000.340.470.540.460.580.540.610.560.620.520.62
PLD0.620.640.650.590.540.550.630.330.400.520.420.340.340.410.340.380.360.341.000.420.370.460.400.420.370.420.370.440.39
CSCO0.290.300.320.320.340.350.370.400.540.370.440.480.430.530.480.470.490.470.421.000.540.550.490.540.500.510.510.510.54
INTC0.260.250.260.280.310.310.360.480.480.320.400.460.520.470.540.430.560.540.370.541.000.490.560.540.590.490.610.510.64
ACN0.330.350.360.360.390.420.390.390.560.430.490.450.430.550.470.510.470.460.460.550.491.000.520.580.490.570.500.600.53
ASML0.250.260.270.300.320.320.340.500.420.360.440.480.590.470.570.480.560.580.400.490.560.521.000.530.700.540.700.530.65
MSFT0.270.290.320.340.340.370.320.460.450.420.470.550.470.560.480.560.530.540.420.540.540.580.531.000.520.650.530.620.53
LRCX0.230.250.240.290.300.300.330.530.420.360.420.480.590.450.610.480.580.610.370.500.590.490.700.521.000.540.830.520.71
ADBE0.270.280.320.340.340.360.330.480.410.440.530.500.480.540.490.640.510.560.420.510.490.570.540.650.541.000.540.670.55
AMAT0.240.240.240.260.280.280.340.540.430.340.430.490.600.460.620.480.610.620.370.510.610.500.700.530.830.541.000.530.72
INTU0.310.320.340.370.380.400.360.440.430.440.540.480.470.530.480.610.510.520.440.510.510.600.530.620.520.670.531.000.55
ADI0.250.260.280.290.310.320.370.550.470.360.460.500.590.470.660.490.620.620.390.540.640.530.650.530.710.550.720.551.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
G
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the G. 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 G was 38.07%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.07%Dec 28, 2021202Oct 14, 2022284Dec 1, 2023486
-31.6%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-19%May 11, 201162Aug 8, 2011113Jan 19, 2012175
-17.77%Sep 17, 201869Dec 24, 201836Feb 15, 2019105
-14.37%May 28, 201563Aug 25, 201541Oct 22, 2015104

Volatility Chart

The current G volatility is 5.07%, 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%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
5.07%
3.47%
G
Benchmark (^GSPC)
Portfolio components
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