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base

Last updated Oct 3, 2023

Asset Allocation


AMD 6.67%ASML 6.67%AVGO 6.67%AZN 6.67%CCI 6.67%DEA 6.67%MDT 6.67%MS 6.67%MSFT 6.67%OC 6.67%ORCL 6.67%PFE 6.67%RTX 6.67%XOM 6.67%ZD 6.67%EquityEquity
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.
Technology6.67%
ASML
ASML Holding N.V.
Technology6.67%
AVGO
Broadcom Inc.
Technology6.67%
AZN
AstraZeneca PLC
Healthcare6.67%
CCI
Crown Castle International Corp.
Real Estate6.67%
DEA
Easterly Government Properties, Inc.
Real Estate6.67%
MDT
Medtronic plc
Healthcare6.67%
MS
Morgan Stanley
Financial Services6.67%
MSFT
Microsoft Corporation
Technology6.67%
OC
Owens Corning
Industrials6.67%
ORCL
Oracle Corporation
Technology6.67%
PFE
Pfizer Inc.
Healthcare6.67%
RTX
Raytheon Technologies Corporation
Industrials6.67%
XOM
Exxon Mobil Corporation
Energy6.67%
ZD
Ziff Davis, Inc.
Communication Services6.67%

Performance

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%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-0.92%
4.84%
base
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the base returned 6.81% Year-To-Date and 16.94% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%8.16%8.89%
base -6.92%-1.01%6.81%18.42%14.92%16.94%
AMD
Advanced Micro Devices, Inc.
-5.65%7.72%59.44%56.21%30.17%50.45%
ASML
ASML Holding N.V.
-12.13%-12.55%7.21%36.05%26.62%23.57%
AVGO
Broadcom Inc.
-3.78%33.03%52.03%87.65%32.06%30.79%
AZN
AstraZeneca PLC
-2.07%-4.39%0.51%22.67%14.10%12.03%
CCI
Crown Castle International Corp.
-7.37%-29.93%-30.10%-35.11%0.17%4.50%
DEA
Easterly Government Properties, Inc.
-15.45%-12.58%-16.56%-23.52%-4.11%1.45%
MDT
Medtronic plc
-4.50%-0.53%2.59%-2.73%-1.88%2.92%
MS
Morgan Stanley
-6.23%-3.49%-2.94%3.65%14.64%12.66%
MSFT
Microsoft Corporation
-2.09%12.54%35.10%34.96%24.78%28.55%
OC
Owens Corning
-8.30%44.21%60.20%67.65%21.70%16.85%
ORCL
Oracle Corporation
-11.76%14.41%32.06%72.00%18.64%12.87%
PFE
Pfizer Inc.
-5.14%-15.18%-31.68%-20.01%-0.72%4.62%
RTX
Raytheon Technologies Corporation
-17.32%-27.36%-27.99%-12.04%-1.83%1.83%
XOM
Exxon Mobil Corporation
1.86%2.23%7.43%29.98%11.86%7.44%
ZD
Ziff Davis, Inc.
-6.91%-17.58%-20.28%-10.38%-3.84%1.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.91%1.20%1.47%5.67%0.36%-3.33%-6.10%

Sharpe Ratio

The current base Sharpe ratio is 1.11. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.11

The Sharpe ratio of base 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 Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.11
1.04
base
Benchmark (^GSPC)
Portfolio components

Dividend yield

base granted a 2.92% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
base 2.92%2.59%2.18%2.70%2.67%3.20%2.77%3.04%2.84%2.25%1.97%3.92%
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%
ASML
ASML Holding N.V.
0.91%1.04%0.43%0.51%1.04%0.96%0.67%0.97%0.78%0.72%0.68%21.06%
AVGO
Broadcom Inc.
2.20%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
AZN
AstraZeneca PLC
2.17%2.18%2.51%3.01%3.10%4.12%4.69%6.24%5.28%5.38%6.65%9.02%
CCI
Crown Castle International Corp.
6.88%4.59%2.83%3.45%3.70%4.68%4.35%5.34%5.18%3.31%0.00%0.00%
DEA
Easterly Government Properties, Inc.
9.41%7.85%5.13%5.40%5.38%8.59%6.40%6.59%4.73%0.00%0.00%0.00%
MDT
Medtronic plc
3.52%3.52%2.52%2.10%2.07%2.43%2.59%2.77%2.26%2.03%2.40%3.94%
MS
Morgan Stanley
3.95%3.56%2.27%2.22%2.85%3.20%2.02%1.99%2.13%1.13%0.81%1.33%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
OC
Owens Corning
1.42%1.67%1.19%1.32%1.43%1.55%0.96%1.58%1.62%2.03%0.00%0.00%
ORCL
Oracle Corporation
1.35%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%
PFE
Pfizer Inc.
4.80%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%
RTX
Raytheon Technologies Corporation
3.20%2.18%2.43%2.82%2.16%2.99%2.45%2.81%3.22%2.54%2.43%3.19%
XOM
Exxon Mobil Corporation
3.15%3.30%6.08%9.55%6.00%6.06%4.88%4.57%5.29%4.33%3.70%3.94%
ZD
Ziff Davis, Inc.
0.00%0.00%0.00%0.00%0.96%2.45%2.09%1.75%1.58%1.93%2.17%3.24%

Expense Ratio

The 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.


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
AMD
Advanced Micro Devices, Inc.
1.19
ASML
ASML Holding N.V.
0.92
AVGO
Broadcom Inc.
2.72
AZN
AstraZeneca PLC
1.05
CCI
Crown Castle International Corp.
-1.17
DEA
Easterly Government Properties, Inc.
-0.81
MDT
Medtronic plc
-0.09
MS
Morgan Stanley
0.17
MSFT
Microsoft Corporation
1.20
OC
Owens Corning
2.43
ORCL
Oracle Corporation
2.67
PFE
Pfizer Inc.
-0.91
RTX
Raytheon Technologies Corporation
-0.47
XOM
Exxon Mobil Corporation
1.29
ZD
Ziff Davis, Inc.
-0.37

Asset Correlations Table

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

DEAAZNCCIXOMPFEAMDOCMDTRTXZDORCLAVGOMSASMLMSFT
DEA1.000.160.410.200.220.130.270.300.270.290.260.170.220.160.23
AZN0.161.000.260.180.400.180.170.320.280.260.260.230.230.310.33
CCI0.410.261.000.150.290.190.230.340.250.280.290.260.190.270.35
XOM0.200.180.151.000.270.190.330.310.470.270.320.290.500.280.25
PFE0.220.400.290.271.000.190.210.410.320.260.330.260.320.270.32
AMD0.130.180.190.190.191.000.300.250.250.370.370.510.330.540.49
OC0.270.170.230.330.210.301.000.350.430.420.340.420.490.400.35
MDT0.300.320.340.310.410.250.351.000.410.410.410.380.420.390.44
RTX0.270.280.250.470.320.250.430.411.000.400.420.370.530.390.38
ZD0.290.260.280.270.260.370.420.410.401.000.420.430.450.450.47
ORCL0.260.260.290.320.330.370.340.410.420.421.000.440.440.450.57
AVGO0.170.230.260.290.260.510.420.380.370.430.441.000.440.650.55
MS0.220.230.190.500.320.330.490.420.530.450.440.441.000.460.43
ASML0.160.310.270.280.270.540.400.390.390.450.450.650.461.000.60
MSFT0.230.330.350.250.320.490.350.440.380.470.570.550.430.601.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-11.04%
-10.59%
base
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the base . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the base is 32.73%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.73%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-24.67%Dec 28, 2021202Oct 14, 2022162Jun 8, 2023364
-18.64%Sep 26, 201862Dec 24, 201857Mar 19, 2019119
-14.05%Mar 3, 2015123Aug 25, 201568Dec 1, 2015191
-13.2%Dec 30, 201530Feb 11, 201642Apr 13, 201672

Volatility Chart

The current base volatility is 3.63%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
3.63%
3.15%
base
Benchmark (^GSPC)
Portfolio components