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My Portfolio
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 23.15%PG 19%JNJ 14.89%CL 13.2%PYPL 6.53%AMT 6.46%NESN.SW 5.24%UL 3.71%EXXT.DE 2.55%GOOGL 2.38%2B7D.DE 1.49%UNH 1.4%EquityEquity
PositionCategory/SectorWeight
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
Consumer Staples Equities
1.49%
AMT
American Tower Corporation
Real Estate
6.46%
CL
Colgate-Palmolive Company
Consumer Defensive
13.20%
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
Large Cap Growth Equities
2.55%
GOOGL
Alphabet Inc.
Communication Services
2.38%
JNJ
Johnson & Johnson
Healthcare
14.89%
MSFT
Microsoft Corporation
Technology
23.15%
NESN.SW
Nestlé S.A.
Consumer Defensive
5.24%
PG
The Procter & Gamble Company
Consumer Defensive
19%
PYPL
PayPal Holdings, Inc.
Financial Services
6.53%
UL
The Unilever Group
Consumer Defensive
3.71%
UNH
UnitedHealth Group Incorporated
Healthcare
1.40%

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
10.57%
15.84%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 23, 2017, corresponding to the inception date of 2B7D.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
My Portfolio14.91%-2.23%10.56%25.15%12.33%N/A
AMT
American Tower Corporation
1.07%-6.89%26.04%27.38%2.03%10.61%
CL
Colgate-Palmolive Company
21.45%-8.17%4.09%31.04%8.97%6.00%
GOOGL
Alphabet Inc.
21.77%3.49%4.50%36.67%21.44%19.66%
JNJ
Johnson & Johnson
4.53%-0.81%12.46%12.33%6.66%6.95%
MSFT
Microsoft Corporation
15.50%0.92%11.35%29.02%25.16%26.89%
NESN.SW
Nestlé S.A.
-14.65%-5.52%-4.50%-8.71%0.45%4.57%
PG
The Procter & Gamble Company
16.92%-3.11%3.65%14.79%8.51%9.78%
PYPL
PayPal Holdings, Inc.
30.73%3.08%18.20%57.26%-4.95%N/A
UL
The Unilever Group
31.76%-4.81%22.10%37.32%4.05%8.03%
UNH
UnitedHealth Group Incorporated
8.03%-3.39%17.12%7.68%18.59%21.34%
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
21.78%2.28%16.52%43.91%20.29%19.37%
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
16.49%-2.07%9.63%24.89%8.97%N/A

Monthly Returns

The table below presents the monthly returns of My Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.27%1.58%2.23%-3.08%3.33%2.16%1.89%4.52%0.78%14.91%
20230.05%-3.64%7.50%5.30%-3.64%4.68%1.96%-3.53%-4.48%1.76%7.51%0.46%13.65%
2022-4.87%-5.69%2.04%-2.96%-1.78%-3.35%4.16%-3.38%-8.05%3.11%6.74%-2.26%-16.04%
2021-1.27%-1.42%4.31%3.99%1.45%2.70%3.18%2.13%-5.29%5.82%-2.49%7.95%22.29%
20204.08%-7.01%-3.43%11.51%3.78%3.84%5.53%5.31%-2.97%-2.96%5.64%3.21%28.16%
20195.41%3.99%5.20%5.18%-3.25%5.12%1.60%1.86%0.03%0.66%1.99%3.45%35.63%
20183.21%-5.38%-0.47%-2.51%1.52%2.39%5.34%3.44%0.35%-1.59%4.80%-6.40%3.97%
2017-0.13%1.97%4.38%-0.26%3.05%2.22%-0.71%4.06%2.29%1.14%19.39%

Expense Ratio

My Portfolio has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EXXT.DE: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
Expense ratio chart for 2B7D.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My Portfolio is 25, indicating that it is in the bottom 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of My Portfolio is 2525
Combined Rank
The Sharpe Ratio Rank of My Portfolio is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of My Portfolio is 2121Sortino Ratio Rank
The Omega Ratio Rank of My Portfolio is 2121Omega Ratio Rank
The Calmar Ratio Rank of My Portfolio is 2929Calmar Ratio Rank
The Martin Ratio Rank of My Portfolio is 3333Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


My Portfolio
Sharpe ratio
The chart of Sharpe ratio for My Portfolio, currently valued at 2.28, compared to the broader market0.002.004.006.002.28
Sortino ratio
The chart of Sortino ratio for My Portfolio, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for My Portfolio, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.802.001.40
Calmar ratio
The chart of Calmar ratio for My Portfolio, currently valued at 2.07, compared to the broader market0.005.0010.002.07
Martin ratio
The chart of Martin ratio for My Portfolio, currently valued at 14.57, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMT
American Tower Corporation
0.801.301.160.481.99
CL
Colgate-Palmolive Company
1.972.671.362.309.47
GOOGL
Alphabet Inc.
1.161.661.231.353.44
JNJ
Johnson & Johnson
0.631.021.130.531.85
MSFT
Microsoft Corporation
1.121.571.201.343.45
NESN.SW
Nestlé S.A.
-0.61-0.740.91-0.40-1.28
PG
The Procter & Gamble Company
0.931.351.191.635.65
PYPL
PayPal Holdings, Inc.
1.401.941.260.577.16
UL
The Unilever Group
2.273.641.452.0713.93
UNH
UnitedHealth Group Incorporated
0.260.521.070.310.80
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
2.152.921.402.729.66
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
1.231.781.361.806.72

Sharpe Ratio

The current My Portfolio Sharpe ratio is 2.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of My Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.28
3.43
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Portfolio provided a 1.87% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
My Portfolio1.87%1.94%1.86%1.58%1.70%1.81%2.20%2.06%2.34%2.33%2.19%2.26%
AMT
American Tower Corporation
3.08%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
CL
Colgate-Palmolive Company
2.09%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
GOOGL
Alphabet Inc.
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson
3.04%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
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%
NESN.SW
Nestlé S.A.
3.61%3.03%2.61%2.16%2.59%2.34%2.94%2.74%3.08%2.95%2.95%3.14%
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%
PYPL
PayPal Holdings, 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%
UL
The Unilever Group
2.96%3.83%3.61%3.77%3.07%3.18%3.49%2.82%3.44%3.06%3.72%3.39%
UNH
UnitedHealth Group Incorporated
1.42%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
0.26%0.32%0.36%0.15%0.26%0.40%0.28%1.84%0.84%0.88%0.93%0.87%
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.07%
-0.54%
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 25.23%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.

The current My Portfolio drawdown is 3.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.23%Feb 11, 202030Mar 23, 202051Jun 3, 202081
-24.3%Dec 30, 2021203Oct 11, 2022365Mar 11, 2024568
-11.48%Dec 14, 20187Dec 24, 201837Feb 15, 201944
-10.84%Jan 23, 201871May 2, 201861Jul 26, 2018132
-7.83%Sep 3, 202015Sep 23, 202067Dec 28, 202082

Volatility

Volatility Chart

The current My Portfolio volatility is 2.66%, 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%6.00%MayJuneJulyAugustSeptemberOctober
2.66%
2.71%
My Portfolio
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.

NESN.SWUNHEXXT.DEPYPLAMTJNJGOOGL2B7D.DEULCLMSFTPG
NESN.SW1.000.170.300.140.240.210.130.430.420.270.160.25
UNH0.171.000.180.200.260.410.290.250.250.320.320.34
EXXT.DE0.300.181.000.420.190.140.480.420.200.100.510.12
PYPL0.140.200.421.000.280.180.550.130.250.170.570.20
AMT0.240.260.190.281.000.350.270.250.350.390.320.38
JNJ0.210.410.140.180.351.000.240.350.330.430.270.47
GOOGL0.130.290.480.550.270.241.000.140.250.190.720.23
2B7D.DE0.430.250.420.130.250.350.141.000.370.470.200.50
UL0.420.250.200.250.350.330.250.371.000.500.290.51
CL0.270.320.100.170.390.430.190.470.501.000.250.73
MSFT0.160.320.510.570.320.270.720.200.290.251.000.29
PG0.250.340.120.200.380.470.230.500.510.730.291.00
The correlation results are calculated based on daily price changes starting from Mar 24, 2017