NVIDIA Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
INTC Intel Corporation	Technology	52%
CRWV CoreWeave, Inc.	Technology	20%
SNPS Synopsys, Inc.	Technology	10%
COHR Coherent Corp.	Technology	10%
NOK Nokia Corporation	Technology	7.30%
NBIS Nebius Group N.V.	Communication Services	0.70%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

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

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Benchmark

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	20.07%	17.84%	11.25%	13.26%	8.09%
Portfolio NVIDIA Portfolio	-0.08%	-20.56%	51.10%	82.58%	170.73%	—	—	—	173.57%
Portfolio components:
COHR Coherent Corp.	5.55%	-21.14%	23.90%	42.43%	155.75%	77.59%	30.37%	28.55%	19.25%
CRWV CoreWeave, Inc.	-2.88%	-12.20%	-22.99%	0.22%	-31.08%	—	—	—	57.56%
INTC Intel Corporation	-1.02%	-25.05%	94.10%	144.44%	367.12%	36.99%	12.91%	12.49%	14.33%
NBIS Nebius Group N.V.	1.05%	-11.69%	123.51%	127.48%	266.17%	—	—	—	265.05%
NOK Nokia Corporation	0.55%	-23.90%	44.25%	43.36%	130.28%	36.45%	11.29%	7.32%	6.93%
SNPS Synopsys, Inc.	4.41%	-11.07%	-16.42%	-17.24%	-37.16%	-5.01%	6.18%	21.79%	12.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 28, 2025, NVIDIA Portfolio's average daily return is +0.48%, while the average monthly return is +10.58%. At this rate, an investment would double in approximately 0.6 years.

Historically, 53% of months were positive and 47% were negative. The best month was Apr 2026 with a return of +78.3%, while the worst month was Jul 2026 at -31.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, NVIDIA Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +15.8%, while the worst single day was Jun 5, 2026 at -10.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	20.83%	-1.61%	-3.03%	78.32%	15.19%	12.05%	-31.19%						82.58%
2025			-3.77%	-3.68%	38.47%	26.65%	-9.05%	7.66%	28.57%	13.88%	-7.20%	-2.30%	111.30%

Benchmark Metrics

NVIDIA Portfolio has an annualized alpha of 106.93%, beta of 2.14, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since March 28, 2025.

This portfolio captured 1294.11% of S&P 500 Index gains and 331.96% of its losses - amplifying both gains and losses, but participating more in upside than downside.
R2 of 0.36 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 106.93%

Beta: 2.14

R²: 0.36

Upside Capture: 1,294.11%

Downside Capture: 331.96%

See how alpha, beta & R² have trended over time →

Expense Ratio

NVIDIA Portfolio 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

NVIDIA Portfolio ranks 86 for risk / return — above 86% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for NVIDIA Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.72	1.42	+1.31
Sortino ratioReturn per unit of downside risk	3.08	1.98	+1.10
Omega ratioGain probability vs. loss probability	1.38	1.25	+0.12
Calmar ratioReturn relative to maximum drawdown	3.98	2.00	+1.98
Martin ratioReturn relative to average drawdown	14.68	8.49	+6.19

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
COHR Coherent Corp.	87	1.79	2.26	1.29	3.03	10.76
CRWV CoreWeave, Inc.	27	-0.38	0.00	1.00	-0.63	-1.04
INTC Intel Corporation	98	4.55	4.15	1.51	8.55	27.80
NBIS Nebius Group N.V.	92	2.22	2.96	1.34	5.21	11.53
NOK Nokia Corporation	89	2.20	2.83	1.37	2.59	8.67
SNPS Synopsys, Inc.	12	-0.68	-0.66	0.89	-0.93	-1.38

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current NVIDIA Portfolio Sharpe ratio is 2.72 as of Aug 2, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.19 to 2.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of NVIDIA Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

NVIDIA Portfolio provided a 0.13% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.13%	0.18%	1.20%	1.02%	2.97%	1.40%	1.38%	1.31%	1.63%	1.51%	1.93%	1.61%
Portfolio components:
COHR Coherent Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CRWV CoreWeave, 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%
INTC Intel Corporation	0.00%	0.00%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%
NBIS Nebius Group N.V.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NOK Nokia Corporation	1.78%	2.45%	3.17%	3.51%	1.32%	0.00%	0.00%	3.01%	4.06%	4.07%	6.02%	2.22%
SNPS Synopsys, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the NVIDIA 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 NVIDIA Portfolio was 40.69%, occurring on Jul 29, 2026. The portfolio has not yet recovered.

The current NVIDIA Portfolio drawdown is 33.78%.

Drawdown	Fall	Recovery	Underwater	Related event
-40.69%Jul 2026	1mo 6d	—	1mo 10dJun 2026 - now	—
-22.90%Nov 2025	21d	1mo 20d	2mo 11dOct 2025 - Jan 2026	—
-21.76%Apr 2025	18d	21d	1mo 9dApr 2025 - May 2025	2025 selloff2025
-19.25%Mar 2026	2mo 7d	9d	2mo 16dJan 2026 - Apr 2026	—
-17.83%Jun 2026	24d	13d	1mo 7dMay 2026 - Jun 2026	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is mostly a bet on one thing: the technology cycle, with Intel (INTC) as the center of gravity and CoreWeave (CRWV), Synopsys (SNPS), Coherent (COHR), Nokia (NOK), and Nebius (NBIS) as various satellites. The diversification is real but modest; in some sense it is more a stack of related tech exposures than a broad mix of independent return engines.

The numbers

Diversification ratio is 1.37 over 1Y and 1.38 since inception, around the 56th-65th percentile, which is decent, not dramatic.
Effective asset count is 2.98 of 6, so six tickers are doing the work of about three independent bets.
Mean pairwise correlation is 0.37, but the heavy weights matter more: INTC to portfolio correlation is 0.83, CRWV is 0.65, COHR is 0.64.

The good

The portfolio is not pure duplication: NOK and SNPS sit in separate clusters, which gives it some genuine cross-current.
CRWV and NBIS are correlated, but they are small enough that the portfolio does not become a single-theme AI infrastructure sleeve by accident.

The bad

The 52% weight in Intel (INTC) dominates the risk budget, so the portfolio behaves much more like a single-name semiconductor position than the six-line list suggests.
The cluster map is tidy in the annoying way: CRWV and NBIS move together, and COHR links back toward INTC, so the names are not as independent as the ticker count implies.

The ugly

If semiconductor capex or foundry sentiment weakens, INTC and COHR can stop decorrelating and start agreeing, which is how a portfolio becomes more concentrated precisely when it would prefer not to.

Next steps

Portfolios with this correlation profile are usually paired with exposures whose earnings drivers sit outside the chip and AI-infrastructure cycle.
The current DR profile would likely improve most from names with lower linkages to INTC and CRWV, rather than from more of the same theme.

AI-generated analysis. Not investment advice. Verify key facts independently.

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Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 2.98, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which creates substantial concentration risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.37	1.38

The portfolio has a diversification ratio of 1.38, in line with the typical range across portfolios.

NVIDIA Portfolio correlation to the S&P 500 Index

NVIDIA Portfolio has a 0.58 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025	0.57

Benchmark Correlations

Correlation vs. S&P 500 Index. COHR has the highest benchmark correlation at 0.57, while NOK has the lowest at 0.41.

0.41

0.41

0.43

0.49

0.55

0.57

Portfolio Correlations

Correlation vs. NVIDIA Portfolio. INTC has the highest portfolio correlation at 0.83, while NOK has the lowest at 0.46.

0.46

0.46

0.53

0.64

0.65

0.83

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	NOK	SNPS	NBIS	CRWV	INTC	COHR
NOK	1.00	0.30	0.25	0.25	0.37	0.42
SNPS	0.30	1.00	0.31	0.31	0.30	0.40
NBIS	0.25	0.31	1.00	0.68	0.31	0.50
CRWV	0.25	0.31	0.68	1.00	0.27	0.45
INTC	0.37	0.30	0.31	0.27	1.00	0.49
COHR	0.42	0.40	0.50	0.45	0.49	1.00

Based on daily historical returns since Mar 28, 2025

Diversification Analysis

Find what NVIDIA Portfolio is missing

See which holdings overlap, where NVIDIA Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification