PortfoliosLab logoPortfoliosLab logo
025 червень 22
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


45 positions 99.90%EquityEquity
PositionCategory/SectorTarget Weight
WMT
Walmart Inc.
Consumer Defensive
2.22%
DOL.TO
Dollarama Inc.
Consumer Defensive
2.22%
VEEV
Veeva Systems Inc.
Healthcare
2.22%
PME.AX
Pro Medicus Limited
Healthcare
2.22%
TVK.TO
TerraVest Industries Inc.
Energy
2.22%
INDIGO.NS
InterGlobe Aviation Limited
Industrials
2.22%
071970.KS
Stx Heavy Indu
Industrials
2.22%
SMNEY
Siemens Energy AG
Industrials
2.22%
ABB.NS
ABB India Limited
Industrials
2.22%
SIEMENS.NS
Siemens Limited
Industrials
2.22%
298040.KS
Hyosung Heavy Industries Corp
Industrials
2.22%
SFM
Sprouts Farmers Market, Inc.
Consumer Defensive
2.22%
BEL.NS
Bharat Electronics Limited
Industrials
2.22%
HAL.NS
Hindustan Aeronautics Limited
Industrials
2.22%
MAZDOCK.NS
Mazagon Dock Shipbuilders Limited
Industrials
2.22%
079550.KS
LIG Nex1 Co Ltd
Industrials
2.22%
SE
Sea Limited
Communication Services
2.22%
009540.KS
Korea Shipbuilding & Offshore Engineering Co Ltd
Industrials
2.22%
PLTR
Palantir Technologies Inc.
Technology
2.22%
FTNT
Fortinet, Inc.
Technology
2.22%
NVDA
NVIDIA Corporation
Technology
2.22%
AVGO
Broadcom Inc.
Technology
2.22%
TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology
2.22%
NTRA
Natera, Inc.
Healthcare
2.22%
2359.HK
WuXi AppTec Co Ltd H
Healthcare
2.22%
NFLX
Netflix, Inc.
Communication Services
2.22%
BAJFINANCE.NS
Bajaj Finance Limited
Financial Services
2.22%
CHOLAFIN.NS
Cholamandalam Investment and Finance Company Limited
Financial Services
2.22%
SHRIRAMFIN.NS
Shriram Finance Limited
Financial Services
2.22%
MUTHOOTFIN.NS
Muthoot Finance Limited
Financial Services
2.22%
KSI.TO
kneat.com, inc.
Healthcare
2.22%
PGR
The Progressive Corporation
Financial Services
2.22%
FUTU
Futu Holdings Limited
Financial Services
2.22%
IBKR
Interactive Brokers Group, Inc.
Financial Services
2.22%
FTAI
Fortress Transportation and Infrastructure Investors LLC
Industrials
2.22%
FINV
FinVolution Group
Financial Services
2.22%
DASH
DoorDash, Inc.
Communication Services
2.22%
SPOT
Spotify Technology S.A.
Communication Services
2.22%
MELI
MercadoLibre, Inc.
Consumer Cyclical
2.22%
CVNA
Carvana Co.
Consumer Cyclical
2.22%
CRDO
Credo Technology Group Holding Ltd
Technology
2.22%
CLS
Celestica Inc.
Technology
2.22%
007660.KS
Isupetasys
Technology
2.22%
POWERINDIA.NS
Hitachi Energy India Limited
Technology
2.22%
ADMA
ADMA Biologics, Inc.
Healthcare
2.22%

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 025 червень 22

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 025 червень 22, 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 Every 3 months.


Loading charts...

Returns By Period


Chart placeholderClick Calculate to get results

Monthly Returns


Chart placeholderClick Calculate to get results

Expense Ratio

025 червень 22 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

025 червень 22 ranks 13 for risk / return — in the bottom 13% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


025 червень 22 Risk / Return Rank: 1313
Overall Rank
025 червень 22 Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
025 червень 22 Sortino Ratio Rank: 1313
Sortino Ratio Rank
025 червень 22 Omega Ratio Rank: 1313
Omega Ratio Rank
025 червень 22 Calmar Ratio Rank: 1212
Calmar Ratio Rank
025 червень 22 Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 025 червень 22. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading charts...

Dividends

Dividend yield


025 червень 22 doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 025 червень 22. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current 025 червень 22 drawdown is 4.94%.


Chart placeholderClick Calculate to get results

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

Not enough data to calculate this metric.


Diversification Ratio

Not enough data to calculate this metric.