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24

Last updated Mar 2, 2024

Asset Allocation


USD=X 5.7%0700.HK 18.21%AAPL 15.54%LLY 10.13%NVDA 9.7%NVO 8.58%BYDDY 8.22%0388.HK 6.38%LVMUY 5.04%RMS.PA 3.75%FTNT 3.41%TSLA 1.97%ADBE 1.3%AVGO 1.24%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

5.70%

0700.HK
Tencent Holdings Ltd
Communication Services

18.21%

AAPL
Apple Inc.
Technology

15.54%

LLY
Eli Lilly and Company
Healthcare

10.13%

NVDA
NVIDIA Corporation
Technology

9.70%

NVO
Novo Nordisk A/S
Healthcare

8.58%

BYDDY
BYD Co Ltd ADR
Consumer Cyclical

8.22%

0388.HK
Hong Kong Exchange and Clearing Ltd
Financial Services

6.38%

LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical

5.04%

RMS.PA
Hermès International Société en commandite par actions
Consumer Cyclical

3.75%

FTNT
Fortinet, Inc.
Technology

3.41%

TSLA
Tesla, Inc.
Consumer Cyclical

1.97%

ADBE
Adobe Inc
Technology

1.30%

AVGO
Broadcom Inc.
Technology

1.24%

MSFT
Microsoft Corporation
Technology

0.83%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 24, 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%2,500.00%3,000.00%OctoberNovemberDecember2024FebruaryMarch
2,848.60%
393.36%
24
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Mar 2, 2024, the 24 returned 9.70% Year-To-Date and 26.37% 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%
249.70%7.33%8.53%34.18%31.08%26.36%
0700.HK
Tencent Holdings Ltd
-5.81%-0.87%-14.51%-23.82%-2.86%9.05%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%32.31%25.82%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%43.93%31.06%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%80.47%65.97%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%38.27%19.07%
BYDDY
BYD Co Ltd ADR
-9.77%12.80%-22.11%-12.63%30.72%14.03%
0388.HK
Hong Kong Exchange and Clearing Ltd
-10.73%2.67%-20.93%-26.89%-0.51%9.41%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
13.22%9.31%11.05%7.24%22.59%20.37%
RMS.PA
Hermès International Société en commandite par actions
17.94%14.49%22.95%36.01%30.82%22.76%
FTNT
Fortinet, Inc.
20.35%6.02%15.72%15.78%32.06%29.94%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%58.98%27.17%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%16.66%22.68%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%41.24%38.29%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%30.16%28.01%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.11%8.25%
2023-1.16%-5.75%-1.85%7.06%-0.04%

Sharpe Ratio

The current 24 Sharpe ratio is 2.50. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.50

The Sharpe ratio of 24 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.


Chart placeholderNot enough data

Dividend yield

24 granted a 0.69% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
240.69%0.83%0.71%0.50%0.57%0.81%0.98%0.83%1.11%1.59%1.09%1.29%
0700.HK
Tencent Holdings Ltd
0.87%1.63%0.98%0.35%0.21%0.27%0.29%0.15%0.25%0.24%0.21%0.20%
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%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
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%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BYDDY
BYD Co Ltd ADR
0.65%0.58%0.06%0.07%0.03%0.59%0.34%0.30%1.03%0.00%0.21%0.00%
0388.HK
Hong Kong Exchange and Clearing Ltd
3.41%3.06%2.26%2.01%1.58%2.68%2.86%1.91%2.77%2.63%2.07%2.54%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.46%1.65%1.78%0.99%1.64%1.49%2.21%1.59%2.11%12.92%2.38%2.17%
RMS.PA
Hermès International Société en commandite par actions
0.56%0.68%0.55%0.30%0.52%0.68%0.85%0.84%0.86%0.95%0.92%0.95%
FTNT
Fortinet, 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%
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%
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%
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%
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 24 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
24
0700.HK
Tencent Holdings Ltd
-0.66
AAPL
Apple Inc.
1.27
LLY
Eli Lilly and Company
5.18
NVDA
NVIDIA Corporation
5.65
NVO
Novo Nordisk A/S
2.42
BYDDY
BYD Co Ltd ADR
-0.36
0388.HK
Hong Kong Exchange and Clearing Ltd
-0.88
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
0.37
RMS.PA
Hermès International Société en commandite par actions
1.30
FTNT
Fortinet, Inc.
0.52
TSLA
Tesla, Inc.
-0.00
ADBE
Adobe Inc
2.45
AVGO
Broadcom Inc.
4.19
MSFT
Microsoft Corporation
3.10
USD=X
USD Cash

Asset Correlations Table

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

USD=XBYDDY0700.HK0388.HKLLYRMS.PANVOTSLAFTNTAAPLLVMUYNVDAAVGOMSFTADBE
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
BYDDY0.001.000.410.430.020.140.070.110.110.090.120.090.100.090.08
0700.HK0.000.411.000.570.030.190.090.110.110.120.150.120.120.110.10
0388.HK0.000.430.571.000.040.180.090.100.100.140.170.110.110.110.11
LLY0.000.020.030.041.000.150.370.150.250.250.250.220.250.340.31
RMS.PA0.000.140.190.180.151.000.270.180.220.210.590.210.250.260.27
NVO0.000.070.090.090.370.271.000.190.290.260.360.250.270.330.34
TSLA0.000.110.110.100.150.180.191.000.360.360.280.390.370.350.38
FTNT0.000.110.110.100.250.220.290.361.000.420.350.480.470.500.56
AAPL0.000.090.120.140.250.210.260.360.421.000.380.480.500.550.49
LVMUY0.000.120.150.170.250.590.360.280.350.381.000.380.400.440.44
NVDA0.000.090.120.110.220.210.250.390.480.480.381.000.550.540.56
AVGO0.000.100.120.110.250.250.270.370.470.500.400.551.000.490.51
MSFT0.000.090.110.110.340.260.330.350.500.550.440.540.491.000.65
ADBE0.000.080.100.110.310.270.340.380.560.490.440.560.510.651.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.17%
0
24
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 24. 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 24 was 28.27%, occurring on Oct 14, 2022. Recovery took 114 trading sessions.

The current 24 drawdown is 0.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.27%Nov 22, 2021235Oct 14, 2022114Mar 23, 2023349
-23.98%Feb 21, 202022Mar 23, 202035May 11, 202057
-20.98%Jun 1, 201189Oct 3, 201186Jan 31, 2012175
-17.41%Jun 5, 2015182Feb 12, 201675May 27, 2016257
-17.2%Oct 2, 201868Jan 3, 201953Mar 19, 2019121

Volatility Chart

The current 24 volatility is 5.17%, 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%OctoberNovemberDecember2024FebruaryMarch
5.17%
3.47%
24
Benchmark (^GSPC)
Portfolio components
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