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My Portfolio

Last updated Mar 2, 2024

Asset Allocation


IUSA.L 69%ARKK 10%VJPN.L 5%VEUR.L 5%IEEM.L 5%TSLA 5%CRM 1%EquityEquity
PositionCategory/SectorWeight
IUSA.L
iShares S&P 500 UCITS Dist
Large Cap Blend Equities

69%

ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

10%

VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
Japan Equities

5%

VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
Europe Equities

5%

IEEM.L
iShares MSCI EM UCITS ETF (Dist)
Emerging Markets Equities

5%

TSLA
Tesla, Inc.
Consumer Cyclical

5%

CRM
salesforce.com, inc.
Technology

1%

S&P 500

Performance

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


100.00%120.00%140.00%160.00%180.00%200.00%220.00%240.00%OctoberNovemberDecember2024FebruaryMarch
231.42%
154.56%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 31, 2014, corresponding to the inception date of ARKK

Returns


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%
My Portfolio 4.43%4.38%12.73%25.85%16.01%N/A
IUSA.L
iShares S&P 500 UCITS Dist
6.96%3.45%14.09%28.58%14.60%15.87%
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
8.22%5.53%13.01%24.34%7.40%9.74%
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
1.73%3.14%9.67%12.85%7.87%7.98%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
1.00%5.00%4.39%6.29%2.19%6.33%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%60.05%28.18%
CRM
salesforce.com, inc.
20.42%10.93%43.04%69.97%14.80%17.55%
ARKK
ARK Innovation ETF
-2.35%9.60%18.22%27.45%3.11%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.20%5.23%
2023-2.93%-4.66%-4.77%11.40%6.32%

Sharpe Ratio

The current My Portfolio Sharpe ratio is 2.20. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.20

The Sharpe ratio of My Portfolio 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.20
2.44
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Portfolio granted a 0.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Portfolio 0.29%0.30%0.33%0.37%0.38%0.36%0.66%0.42%0.30%0.56%0.37%0.11%
IUSA.L
iShares S&P 500 UCITS Dist
0.01%0.02%0.02%0.01%0.02%0.02%0.02%0.02%0.02%0.02%0.02%0.02%
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
2.20%2.40%2.62%2.32%2.14%2.36%2.55%1.94%2.04%2.08%2.31%1.05%
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
3.34%3.42%3.73%3.19%2.52%3.79%4.01%3.47%3.76%4.24%4.84%0.90%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
0.03%0.03%0.03%0.03%0.02%0.02%0.03%0.02%0.02%0.03%0.03%0.03%
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%
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%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%

Expense Ratio

The My Portfolio features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%

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
My Portfolio
2.20
IUSA.L
iShares S&P 500 UCITS Dist
2.65
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
1.62
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
1.01
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
0.62
TSLA
Tesla, Inc.
0.36
CRM
salesforce.com, inc.
3.01
ARKK
ARK Innovation ETF
1.02

Asset Correlations Table

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

TSLACRMARKKVJPN.LIEEM.LVEUR.LIUSA.L
TSLA1.000.400.580.240.320.270.32
CRM0.401.000.600.300.350.330.39
ARKK0.580.601.000.380.470.410.48
VJPN.L0.240.300.381.000.650.690.67
IEEM.L0.320.350.470.651.000.720.68
VEUR.L0.270.330.410.690.721.000.77
IUSA.L0.320.390.480.670.680.771.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Portfolio . 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 My Portfolio was 34.98%, occurring on Mar 23, 2020. Recovery took 73 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.98%Feb 20, 202023Mar 23, 202073Jul 6, 202096
-31.94%Nov 8, 2021241Oct 11, 2022357Mar 1, 2024598
-18.18%Jun 23, 2015166Feb 11, 2016106Jul 12, 2016272
-17.04%Oct 2, 201860Dec 24, 201870Apr 3, 2019130
-9.58%Jan 30, 201842Mar 28, 201892Aug 7, 2018134

Volatility Chart

The current My Portfolio volatility is 3.60%, 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%OctoberNovemberDecember2024FebruaryMarch
3.60%
3.47%
My Portfolio
Benchmark (^GSPC)
Portfolio components
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