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50

Last updated Mar 2, 2024

Asset Allocation


NVDA 16.67%PANW 16.67%AVGO 16.67%LLY 16.67%NVO 16.67%TDG 16.67%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

16.67%

PANW
Palo Alto Networks, Inc.
Technology

16.67%

AVGO
Broadcom Inc.
Technology

16.67%

LLY
Eli Lilly and Company
Healthcare

16.67%

NVO
Novo Nordisk A/S
Healthcare

16.67%

TDG
TransDigm Group Incorporated
Industrials

16.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 50, 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%1,000.00%2,000.00%3,000.00%4,000.00%OctoberNovemberDecember2024FebruaryMarch
4,388.44%
276.99%
50
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns

As of Mar 2, 2024, the 50 returned 27.28% Year-To-Date and 39.52% 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%
5027.28%9.74%44.64%115.61%48.93%39.66%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
PANW
Palo Alto Networks, Inc.
2.55%-12.36%24.59%57.84%31.18%29.38%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.96%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%45.86%32.38%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%39.92%19.84%
TDG
TransDigm Group Incorporated
16.97%5.30%34.62%59.90%26.99%26.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202412.41%10.10%
20237.23%-6.14%1.02%13.08%5.30%

Sharpe Ratio

The current 50 Sharpe ratio is 5.68. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.005.68

The Sharpe ratio of 50 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00OctoberNovemberDecember2024FebruaryMarch
5.68
2.44
50
Benchmark (^GSPC)
Portfolio components

Dividend yield

50 granted a 0.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
500.82%1.00%1.19%0.59%0.82%2.82%0.92%2.12%2.40%0.80%3.10%3.55%
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%
PANW
Palo Alto Networks, 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%
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%
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%
TDG
TransDigm Group Incorporated
2.96%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%

Expense Ratio

The 50 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
50
5.68
NVDA
NVIDIA Corporation
5.65
PANW
Palo Alto Networks, Inc.
1.31
AVGO
Broadcom Inc.
4.19
LLY
Eli Lilly and Company
5.18
NVO
Novo Nordisk A/S
2.42
TDG
TransDigm Group Incorporated
2.88

Asset Correlations Table

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

LLYNVOTDGPANWNVDAAVGO
LLY1.000.380.200.200.220.25
NVO0.381.000.210.240.240.26
TDG0.200.211.000.310.360.39
PANW0.200.240.311.000.430.40
NVDA0.220.240.360.431.000.58
AVGO0.250.260.390.400.581.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
50
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 50. 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 50 was 34.62%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.62%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-23.53%Mar 30, 2022138Oct 14, 202270Jan 26, 2023208
-22.8%Dec 7, 201544Feb 9, 201673May 24, 2016117
-18.27%Oct 2, 201858Dec 24, 201835Feb 14, 201993
-16.62%Dec 28, 202122Jan 27, 202239Mar 24, 202261

Volatility Chart

The current 50 volatility is 10.24%, 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%OctoberNovemberDecember2024FebruaryMarch
10.24%
3.47%
50
Benchmark (^GSPC)
Portfolio components
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