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Current Holdings

Last updated Feb 24, 2024

Asset Allocation


MSFT 23.63%GOOGL 16.39%KNSL 13.13%CDNS 10.67%UNH 10.39%PEP 9.83%MA 8.63%LMT 7.21%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

0.12%

MSFT
Microsoft Corporation
Technology

23.63%

GOOGL
Alphabet Inc.
Communication Services

16.39%

KNSL
Kinsale Capital Group, Inc.
Financial Services

13.13%

CDNS
Cadence Design Systems, Inc.
Technology

10.67%

UNH
UnitedHealth Group Incorporated
Healthcare

10.39%

PEP
PepsiCo, Inc.
Consumer Defensive

9.83%

MA
Mastercard Inc
Financial Services

8.63%

LMT
Lockheed Martin Corporation
Industrials

7.21%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Current Holdings, 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


100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2024February
600.12%
134.50%
Current Holdings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 28, 2016, corresponding to the inception date of KNSL

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Current Holdings10.92%5.22%18.75%43.19%26.96%N/A
CDNS
Cadence Design Systems, Inc.
11.44%4.40%30.54%56.67%38.02%35.06%
MSFT
Microsoft Corporation
9.32%1.77%27.54%66.00%29.70%29.20%
MA
Mastercard Inc
11.17%7.96%17.86%34.88%16.19%20.74%
LMT
Lockheed Martin Corporation
-4.88%0.28%-3.10%-7.82%9.66%13.26%
PEP
PepsiCo, Inc.
-0.14%1.04%-4.08%-0.85%10.61%11.07%
GOOGL
Alphabet Inc.
3.06%-5.40%10.84%61.52%19.99%16.80%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
0.15%4.78%8.58%10.49%16.06%23.39%
KNSL
Kinsale Capital Group, Inc.
51.71%30.09%32.72%60.78%48.22%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.27%
20231.86%0.55%-2.01%-0.75%7.77%0.10%

Sharpe Ratio

The current Current Holdings Sharpe ratio is 3.03. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.03

The Sharpe ratio of Current Holdings 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.


Chart placeholderNot enough data

Dividend yield

Current Holdings granted a 0.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current Holdings0.86%0.87%0.87%0.80%0.89%0.95%1.20%1.12%1.29%1.25%1.24%1.28%
CDNS
Cadence Design Systems, 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%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
LMT
Lockheed Martin Corporation
2.82%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
PEP
PepsiCo, Inc.
2.92%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
GOOGL
Alphabet 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.38%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
KNSL
Kinsale Capital Group, Inc.
0.11%0.17%0.20%0.18%0.18%0.31%0.50%0.53%0.29%0.00%0.00%0.00%

Expense Ratio

The Current Holdings 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
2.23
Current Holdings
CDNS
Cadence Design Systems, Inc.
2.06
MSFT
Microsoft Corporation
2.83
MA
Mastercard Inc
2.05
LMT
Lockheed Martin Corporation
-0.43
PEP
PepsiCo, Inc.
-0.06
GOOGL
Alphabet Inc.
2.09
USD=X
USD Cash
UNH
UnitedHealth Group Incorporated
0.46
KNSL
Kinsale Capital Group, Inc.
1.54

Asset Correlations Table

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

USD=XLMTKNSLUNHPEPCDNSGOOGLMAMSFT
USD=X0.000.000.000.000.000.000.000.000.00
LMT0.001.000.240.300.330.200.200.340.24
KNSL0.000.241.000.240.260.320.250.320.29
UNH0.000.300.241.000.340.290.320.350.35
PEP0.000.330.260.341.000.310.310.350.37
CDNS0.000.200.320.290.311.000.590.550.68
GOOGL0.000.200.250.320.310.591.000.570.73
MA0.000.340.320.350.350.550.571.000.62
MSFT0.000.240.290.350.370.680.730.621.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Current Holdings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current Holdings. 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 Current Holdings was 31.36%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.36%Feb 20, 202023Mar 23, 202050Jun 1, 202073
-17.86%Dec 29, 2021122Jun 16, 2022207Apr 3, 2023329
-16.59%Oct 2, 201860Dec 24, 201844Feb 22, 2019104
-12.78%Sep 3, 202015Sep 23, 202038Nov 16, 202053
-10.82%Jan 29, 20189Feb 8, 201881Jun 1, 201890

Volatility Chart

The current Current Holdings volatility is 4.26%, 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%SeptemberOctoberNovemberDecember2024February
4.26%
3.90%
Current Holdings
Benchmark (^GSPC)
Portfolio components
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