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Moo
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XOM 10%TSLA 9%CRM 9%MSFT 9%AAPL 9%DELL 7%GS 7%VZ 7%JNJ 7%C 7%GRAB 5%KO 5%PEG 3%AEP 3%NVDA 3%EquityEquity
PositionCategory/SectorWeight
XOM
Exxon Mobil Corporation
Energy

10%

TSLA
Tesla, Inc.
Consumer Cyclical

9%

CRM
salesforce.com, inc.
Technology

9%

MSFT
Microsoft Corporation
Technology

9%

AAPL
Apple Inc.
Technology

9%

DELL
Dell Technologies Inc.
Technology

7%

GS
The Goldman Sachs Group, Inc.
Financial Services

7%

VZ
Verizon Communications Inc.
Communication Services

7%

JNJ
Johnson & Johnson
Healthcare

7%

C
Citigroup Inc.
Financial Services

7%

GRAB
Grab Holdings Limited
Financial Services

5%

KO
The Coca-Cola Company
Consumer Defensive

5%

PEG
Public Service Enterprise Group Incorporated
Utilities

3%

AEP
American Electric Power Company, Inc.
Utilities

3%

NVDA
NVIDIA Corporation
Technology

3%

S&P 500

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.82%
15.73%
Moo
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 1, 2020, corresponding to the inception date of GRAB

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Moo6.79%0.69%17.82%27.23%N/AN/A
DELL
Dell Technologies Inc.
54.69%10.10%75.63%179.27%31.58%N/A
GS
The Goldman Sachs Group, Inc.
4.65%3.53%29.47%22.75%16.91%11.94%
PEG
Public Service Enterprise Group Incorporated
7.62%2.23%9.06%6.56%5.74%9.02%
AEP
American Electric Power Company, Inc.
0.77%-1.46%8.83%-8.76%3.01%8.39%
NVDA
NVIDIA Corporation
73.67%-2.09%86.60%221.51%79.56%69.70%
GRAB
Grab Holdings Limited
-1.78%4.42%-3.22%12.59%N/AN/A
VZ
Verizon Communications Inc.
9.94%3.21%32.63%9.86%-1.99%3.28%
JNJ
Johnson & Johnson
-5.84%-6.69%-5.56%-8.96%3.93%6.89%
XOM
Exxon Mobil Corporation
20.82%7.56%10.87%6.82%13.69%6.28%
KO
The Coca-Cola Company
-0.55%-2.91%10.56%-4.85%7.54%6.99%
C
Citigroup Inc.
14.93%1.65%46.24%23.58%0.03%4.46%
TSLA
Tesla, Inc.
-35.01%-1.28%-36.41%-12.71%55.16%28.53%
CRM
salesforce.com, inc.
3.84%-7.28%31.04%40.38%12.00%17.20%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%
AAPL
Apple Inc.
-10.19%0.04%-3.12%5.09%28.81%26.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.22%4.41%4.14%
2023-2.07%-3.26%10.97%3.07%

Expense Ratio

The Moo 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.


Moo
Sharpe ratio
The chart of Sharpe ratio for Moo, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.005.002.11
Sortino ratio
The chart of Sortino ratio for Moo, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for Moo, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for Moo, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.002.81
Martin ratio
The chart of Martin ratio for Moo, currently valued at 10.16, compared to the broader market0.0010.0020.0030.0040.0050.0010.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DELL
Dell Technologies Inc.
3.675.671.686.4239.63
GS
The Goldman Sachs Group, Inc.
1.121.811.200.883.90
PEG
Public Service Enterprise Group Incorporated
0.370.631.080.291.20
AEP
American Electric Power Company, Inc.
-0.50-0.600.93-0.34-0.83
NVDA
NVIDIA Corporation
4.735.581.6710.5835.94
GRAB
Grab Holdings Limited
0.240.611.080.110.76
VZ
Verizon Communications Inc.
0.400.781.100.231.04
JNJ
Johnson & Johnson
-0.60-0.770.90-0.49-1.17
XOM
Exxon Mobil Corporation
0.330.611.070.380.68
KO
The Coca-Cola Company
-0.39-0.450.94-0.29-0.73
C
Citigroup Inc.
1.312.031.230.623.09
TSLA
Tesla, Inc.
-0.27-0.070.99-0.21-0.58
CRM
salesforce.com, inc.
1.512.121.281.066.13
MSFT
Microsoft Corporation
2.002.821.352.348.61
AAPL
Apple Inc.
0.250.481.060.320.65

Sharpe Ratio

The current Moo Sharpe ratio is 2.11. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.11

The Sharpe ratio of Moo 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.11
1.89
Moo
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moo granted a 2.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Moo2.04%2.17%2.13%1.88%2.18%1.78%2.00%1.68%1.73%1.83%1.66%1.70%
DELL
Dell Technologies Inc.
1.26%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
The Goldman Sachs Group, Inc.
2.68%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
PEG
Public Service Enterprise Group Incorporated
3.54%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%4.49%
AEP
American Electric Power Company, Inc.
4.23%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
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%
GRAB
Grab Holdings Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VZ
Verizon Communications Inc.
6.60%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
JNJ
Johnson & Johnson
3.23%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
XOM
Exxon Mobil Corporation
3.11%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
KO
The Coca-Cola Company
3.21%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
C
Citigroup Inc.
3.59%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%
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.
0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.42%
-3.66%
Moo
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Moo. 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 Moo was 25.98%, occurring on Oct 12, 2022. Recovery took 167 trading sessions.

The current Moo drawdown is 3.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.98%Nov 12, 2021230Oct 12, 2022167Jun 13, 2023397
-9.52%Sep 15, 202331Oct 27, 202316Nov 20, 202347
-6.41%Jul 26, 202318Aug 18, 202315Sep 11, 202333
-4.76%Apr 27, 202112May 12, 202116Jun 4, 202128
-4.75%Feb 18, 202111Mar 4, 20215Mar 11, 202116

Volatility

Volatility Chart

The current Moo volatility is 3.66%, 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%NovemberDecember2024FebruaryMarchApril
3.66%
3.44%
Moo
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GRABXOMVZJNJAEPTSLAPEGKONVDADELLCRMCGSMSFTAAPL
GRAB1.000.090.040.020.020.300.080.030.330.190.320.260.250.260.23
XOM0.091.000.230.130.130.060.190.170.080.310.130.470.400.060.13
VZ0.040.231.000.370.410.020.410.390.000.190.100.310.260.100.13
JNJ0.020.130.371.000.450.050.400.480.040.140.110.190.230.220.22
AEP0.020.130.410.451.000.080.730.520.040.120.130.190.200.220.23
TSLA0.300.060.020.050.081.000.110.120.500.310.460.290.300.440.51
PEG0.080.190.410.400.730.111.000.520.080.220.150.310.300.220.24
KO0.030.170.390.480.520.120.521.000.120.250.220.280.270.320.31
NVDA0.330.080.000.040.040.500.080.121.000.450.600.340.370.670.58
DELL0.190.310.190.140.120.310.220.250.451.000.410.430.420.430.42
CRM0.320.130.100.110.130.460.150.220.600.411.000.310.320.640.56
C0.260.470.310.190.190.290.310.280.340.430.311.000.760.270.29
GS0.250.400.260.230.200.300.300.270.370.420.320.761.000.310.34
MSFT0.260.060.100.220.220.440.220.320.670.430.640.270.311.000.71
AAPL0.230.130.130.220.230.510.240.310.580.420.560.290.340.711.00