PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Himanshu Somani

Last updated Mar 2, 2024

Money Market focused portfolio

Asset Allocation


GUSTX 78.13%JNK 3.88%SRLN 1.35%XLK 2.83%CVX 2.68%WMT 2.49%LLY 2.12%VRTX 1.61%CROX 1.2%REGN 1.06%BondBondEquityEquity
PositionCategory/SectorWeight
GUSTX
GMO U.S. Treasury Fund
Government Bonds

78.13%

JNK
SPDR Barclays High Yield Bond ETF
High Yield Bonds

3.88%

SRLN
SPDR Blackstone Senior Loan ETF
High Yield Bonds

1.35%

XLK
Technology Select Sector SPDR Fund
Technology Equities

2.83%

CVX
Chevron Corporation
Energy

2.68%

WMT
Walmart Inc.
Consumer Defensive

2.49%

LLY
Eli Lilly and Company
Healthcare

2.12%

VRTX
Vertex Pharmaceuticals Incorporated
Healthcare

1.61%

CROX
Crocs, Inc.
Consumer Cyclical

1.20%

REGN
Regeneron Pharmaceuticals, Inc.
Healthcare

1.06%

CPRT
Copart, Inc.
Industrials

0.96%

VFH
Vanguard Financials ETF
Financials Equities

0.86%

CIG
Companhia Energética de Minas Gerais
Utilities

0.83%

S&P 500

Performance

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


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
57.10%
229.30%
Himanshu Somani
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 4, 2013, corresponding to the inception date of SRLN

Returns

As of Mar 2, 2024, the Himanshu Somani returned 2.52% Year-To-Date and 4.30% of annualized return in the last 10 years.


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%
Himanshu Somani2.52%1.25%4.90%10.42%5.92%4.33%
VFH
Vanguard Financials ETF
6.12%3.65%17.68%14.10%10.77%10.29%
JNK
SPDR Barclays High Yield Bond ETF
0.79%0.52%6.15%10.14%3.20%3.06%
SRLN
SPDR Blackstone Senior Loan ETF
1.09%0.92%4.47%9.41%3.94%3.33%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.87%20.89%
CIG
Companhia Energética de Minas Gerais
3.88%6.64%4.61%39.55%15.30%11.87%
CPRT
Copart, Inc.
9.35%7.10%19.12%50.04%30.09%27.92%
CROX
Crocs, Inc.
33.62%27.12%24.98%-0.58%38.14%23.43%
CVX
Chevron Corporation
3.56%1.47%-4.99%-3.53%9.09%7.33%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%46.32%32.42%
REGN
Regeneron Pharmaceuticals, Inc.
11.90%3.98%18.18%26.12%18.39%11.63%
VRTX
Vertex Pharmaceuticals Incorporated
6.36%1.90%23.26%48.97%19.10%18.45%
WMT
Walmart Inc.
11.82%3.96%9.51%27.23%14.33%11.29%
GUSTX
GMO U.S. Treasury Fund
0.41%0.00%2.28%4.73%1.65%0.82%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.98%1.24%
20230.74%-0.02%0.04%1.41%1.02%

Sharpe Ratio

The current Himanshu Somani Sharpe ratio is 4.38. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.38

The Sharpe ratio of Himanshu Somani 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.38
2.44
Himanshu Somani
Benchmark (^GSPC)
Portfolio components

Dividend yield

Himanshu Somani granted a 4.09% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Himanshu Somani4.09%3.80%2.16%0.69%0.98%1.46%0.64%0.58%0.79%0.88%0.97%0.73%
VFH
Vanguard Financials ETF
1.96%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%1.82%
JNK
SPDR Barclays High Yield Bond ETF
6.48%6.38%6.06%4.27%5.11%5.44%5.90%5.60%6.06%6.59%5.99%6.05%
SRLN
SPDR Blackstone Senior Loan ETF
8.75%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%1.91%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
CIG
Companhia Energética de Minas Gerais
10.79%11.21%14.82%14.23%6.76%5.86%9.20%7.35%19.97%25.69%47.76%19.32%
CPRT
Copart, 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%
CROX
Crocs, 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%
CVX
Chevron Corporation
4.03%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
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%
REGN
Regeneron Pharmaceuticals, 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%
VRTX
Vertex Pharmaceuticals Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WMT
Walmart Inc.
1.29%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
GUSTX
GMO U.S. Treasury Fund
4.41%4.03%1.95%0.17%0.48%1.13%0.00%0.00%0.05%0.04%0.01%0.03%

Expense Ratio

The Himanshu Somani has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.70%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.01%

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
Himanshu Somani
4.38
VFH
Vanguard Financials ETF
0.89
JNK
SPDR Barclays High Yield Bond ETF
1.69
SRLN
SPDR Blackstone Senior Loan ETF
3.38
XLK
Technology Select Sector SPDR Fund
3.19
CIG
Companhia Energética de Minas Gerais
1.11
CPRT
Copart, Inc.
2.49
CROX
Crocs, Inc.
0.01
CVX
Chevron Corporation
-0.08
LLY
Eli Lilly and Company
5.18
REGN
Regeneron Pharmaceuticals, Inc.
1.25
VRTX
Vertex Pharmaceuticals Incorporated
2.00
WMT
Walmart Inc.
1.83
GUSTX
GMO U.S. Treasury Fund
3.42

Asset Correlations Table

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

GUSTXCIGWMTLLYSRLNCROXREGNVRTXCVXCPRTJNKVFHXLK
GUSTX1.000.020.01-0.01-0.03-0.05-0.01-0.01-0.03-0.03-0.02-0.09-0.05
CIG0.021.000.140.130.220.160.140.130.250.180.330.280.25
WMT0.010.141.000.270.190.180.220.210.210.280.260.330.34
LLY-0.010.130.271.000.140.130.380.380.230.260.260.300.35
SRLN-0.030.220.190.141.000.250.160.190.290.310.470.380.39
CROX-0.050.160.180.130.251.000.190.210.260.400.380.450.41
REGN-0.010.140.220.380.160.191.000.550.180.300.300.290.39
VRTX-0.010.130.210.380.190.210.551.000.210.320.320.310.42
CVX-0.030.250.210.230.290.260.180.211.000.290.410.540.36
CPRT-0.030.180.280.260.310.400.300.320.291.000.480.530.60
JNK-0.020.330.260.260.470.380.300.320.410.481.000.570.63
VFH-0.090.280.330.300.380.450.290.310.540.530.571.000.60
XLK-0.050.250.340.350.390.410.390.420.360.600.630.601.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Himanshu Somani
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Himanshu Somani. 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 Himanshu Somani was 5.68%, occurring on Mar 23, 2020. Recovery took 39 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.68%Feb 20, 202023Mar 23, 202039May 18, 202062
-4.21%May 19, 2015186Feb 11, 2016103Jul 11, 2016289
-3.29%Apr 14, 202244Jun 16, 202240Aug 15, 202284
-2.53%Dec 4, 201814Dec 24, 201816Jan 17, 201930
-2.33%Aug 17, 202228Sep 26, 202224Oct 28, 202252

Volatility Chart

The current Himanshu Somani volatility is 0.64%, 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%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.64%
3.47%
Himanshu Somani
Benchmark (^GSPC)
Portfolio components
0 comments