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MS 2star Wide Exemp

Last updated Mar 2, 2024

Asset Allocation


ACN 10%AAPL 10%ANET 10%AVGO 10%CMG 10%LLY 10%INTU 10%PG 10%SHW 10%HD 10%EquityEquity
PositionCategory/SectorWeight
ACN
Accenture plc
Technology

10%

AAPL
Apple Inc.
Technology

10%

ANET
Arista Networks, Inc.
Technology

10%

AVGO
Broadcom Inc.
Technology

10%

CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical

10%

LLY
Eli Lilly and Company
Healthcare

10%

INTU
Intuit Inc.
Technology

10%

PG
The Procter & Gamble Company
Consumer Defensive

10%

SHW
The Sherwin-Williams Company
Basic Materials

10%

HD
The Home Depot, Inc.
Consumer Cyclical

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MS 2star Wide Exemp, 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


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
919.65%
163.52%
MS 2star Wide Exemp
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET

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%
MS 2star Wide Exemp13.54%6.56%25.92%66.49%30.86%N/A
ACN
Accenture plc
8.97%2.16%17.16%43.71%20.22%18.45%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
ANET
Arista Networks, Inc.
22.18%5.36%45.79%104.54%32.97%N/A
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.98%
CMG
Chipotle Mexican Grill, Inc.
17.57%8.32%38.70%78.06%34.37%16.51%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%45.86%32.10%
INTU
Intuit Inc.
6.80%4.21%21.67%64.26%22.79%24.57%
PG
The Procter & Gamble Company
9.08%0.48%4.11%15.56%12.71%10.44%
SHW
The Sherwin-Williams Company
7.72%8.38%22.53%48.20%19.57%18.50%
HD
The Home Depot, Inc.
10.94%7.62%16.20%32.40%18.82%19.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.01%7.17%
20234.78%-6.24%0.43%10.85%6.52%

Sharpe Ratio

The current MS 2star Wide Exemp Sharpe ratio is 4.76. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.76

The Sharpe ratio of MS 2star Wide Exemp 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 Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.76
2.44
MS 2star Wide Exemp
Benchmark (^GSPC)
Portfolio components

Dividend yield

MS 2star Wide Exemp granted a 0.96% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MS 2star Wide Exemp0.96%1.06%1.28%0.95%1.23%1.40%1.60%1.41%1.58%1.48%1.43%1.67%
ACN
Accenture plc
1.27%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ANET
Arista Networks, 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%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
CMG
Chipotle Mexican Grill, 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%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
INTU
Intuit Inc.
0.50%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
PG
The Procter & Gamble Company
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
SHW
The Sherwin-Williams Company
0.75%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
HD
The Home Depot, Inc.
2.17%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Expense Ratio

The MS 2star Wide Exemp 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
^GSPC
S&P 500
2.44
MS 2star Wide Exemp
4.76
ACN
Accenture plc
2.25
AAPL
Apple Inc.
1.27
ANET
Arista Networks, Inc.
2.35
AVGO
Broadcom Inc.
4.19
CMG
Chipotle Mexican Grill, Inc.
3.27
LLY
Eli Lilly and Company
5.18
INTU
Intuit Inc.
2.52
PG
The Procter & Gamble Company
1.25
SHW
The Sherwin-Williams Company
2.63
HD
The Home Depot, Inc.
1.86

Asset Correlations Table

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

LLYPGCMGANETSHWAVGOHDAAPLINTUACN
LLY1.000.330.180.230.300.250.270.270.320.32
PG0.331.000.170.180.370.230.370.290.300.40
CMG0.180.171.000.310.300.310.330.330.390.38
ANET0.230.180.311.000.330.480.340.450.500.45
SHW0.300.370.300.331.000.400.550.390.460.52
AVGO0.250.230.310.480.401.000.390.580.520.51
HD0.270.370.330.340.550.391.000.410.480.54
AAPL0.270.290.330.450.390.580.411.000.540.51
INTU0.320.300.390.500.460.520.480.541.000.64
ACN0.320.400.380.450.520.510.540.510.641.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
MS 2star Wide Exemp
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MS 2star Wide Exemp. 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 MS 2star Wide Exemp was 30.68%, occurring on Mar 23, 2020. Recovery took 47 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.68%Feb 14, 202026Mar 23, 202047May 29, 202073
-28.42%Dec 30, 2021117Jun 16, 2022241Jun 2, 2023358
-17.03%Sep 21, 201865Dec 24, 201832Feb 11, 201997
-14.17%Jul 23, 2015141Feb 11, 201679Jun 6, 2016220
-11.32%Jan 22, 201814Feb 8, 201876May 30, 201890

Volatility Chart

The current MS 2star Wide Exemp volatility is 4.65%, 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
4.65%
3.47%
MS 2star Wide Exemp
Benchmark (^GSPC)
Portfolio components
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