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KING
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


NVDA 100%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KING, 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%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2024FebruaryMarchApril
202,451.83%
305.43%
KING
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA

Returns By Period

As of Apr 20, 2024, the KING returned 53.88% Year-To-Date and 67.31% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
KING53.88%-19.18%84.14%181.07%74.55%67.03%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202424.24%28.58%14.22%
2023-11.86%-6.25%14.69%5.89%

Expense Ratio

The KING 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

Risk-Adjusted Performance Indicators

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.


KING
Sharpe ratio
The chart of Sharpe ratio for KING, currently valued at 3.54, compared to the broader market-1.000.001.002.003.004.003.54
Sortino ratio
The chart of Sortino ratio for KING, currently valued at 4.40, compared to the broader market-2.000.002.004.006.004.40
Omega ratio
The chart of Omega ratio for KING, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for KING, currently valued at 8.12, compared to the broader market0.002.004.006.008.008.12
Martin ratio
The chart of Martin ratio for KING, currently valued at 26.76, compared to the broader market0.0010.0020.0030.0040.0026.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.544.401.548.1226.76

Sharpe Ratio

The current KING Sharpe ratio is 3.54. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.54

The Sharpe ratio of KING 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 Ratio0.001.002.003.004.005.006.00NovemberDecember2024FebruaryMarchApril
3.54
1.66
KING
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

KING granted a 0.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
KING0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%

Drawdowns

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%NovemberDecember2024FebruaryMarchApril
-19.79%
-5.46%
KING
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the KING. 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 KING was 89.72%, occurring on Oct 9, 2002. Recovery took 1032 trading sessions.

The current KING drawdown is 19.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.72%Jan 4, 2002193Oct 9, 20021032Nov 13, 20061225
-85.08%Oct 18, 2007277Nov 20, 20081861Apr 15, 20162138
-67.76%Jun 22, 2000128Dec 21, 200081Apr 20, 2001209
-66.34%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-56.04%Oct 2, 201858Dec 24, 2018287Feb 14, 2020345

Volatility

Volatility Chart

The current KING volatility is 14.46%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.46%
3.15%
KING
Benchmark (^GSPC)
Portfolio components