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Liznar

Last updated Dec 7, 2023

Asset Allocation


EQQU.L 19.4%NVO 15.8%LLY 11.18%SMH 9.3%META 9%MSFT 8.23%AMZN 5.23%ANET 4.7%TSLA 3.3%GOOGL 3.3%ADBE 3.3%NVDA 2.6%IUKD.L 2.1%ACHR 1.36%INMD 1.2%EquityEquity
PositionCategory/SectorWeight
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
Large Cap Growth Equities19.4%
NVO
Novo Nordisk A/S
Healthcare15.8%
LLY
Eli Lilly and Company
Healthcare11.18%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities9.3%
META
Meta Platforms, Inc.
Communication Services9%
MSFT
Microsoft Corporation
Technology8.23%
AMZN
Amazon.com, Inc.
Consumer Cyclical5.23%
ANET
Arista Networks, Inc.
Technology4.7%
TSLA
Tesla, Inc.
Consumer Cyclical3.3%
GOOGL
Alphabet Inc.
Communication Services3.3%
ADBE
Adobe Inc
Technology3.3%
NVDA
NVIDIA Corporation
Technology2.6%
IUKD.L
iShares UK Dividend UCITS ETF
Dividend2.1%
ACHR
Archer Aviation Inc.
Industrials1.36%
INMD
InMode Ltd.
Healthcare1.2%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.26%
5.94%
Liznar
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2020, corresponding to the inception date of ACHR

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Liznar70.10%1.13%18.26%67.72%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
55.22%5.04%9.00%48.94%32.53%26.07%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
46.07%4.78%9.60%36.44%18.79%N/A
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%
TSLA
Tesla, Inc.
94.33%9.17%6.59%33.12%58.76%38.66%
GOOGL
Alphabet Inc.
47.36%-0.18%6.14%34.07%20.02%17.15%
IUKD.L
iShares UK Dividend UCITS ETF
2.68%5.09%2.19%2.13%3.60%3.04%
NVO
Novo Nordisk A/S
46.86%-3.45%24.74%58.00%37.56%22.17%
LLY
Eli Lilly and Company
62.66%-0.82%35.57%61.46%41.36%30.67%
META
Meta Platforms, Inc.
163.79%0.52%20.43%178.17%18.28%20.84%
ANET
Arista Networks, Inc.
75.85%0.28%37.16%65.38%30.63%N/A
ADBE
Adobe Inc
77.01%5.35%42.40%79.89%20.19%26.81%
INMD
InMode Ltd.
-40.45%3.86%-37.64%-39.01%N/AN/A
ACHR
Archer Aviation Inc.
232.09%16.07%97.77%174.78%N/AN/A
AMZN
Amazon.com, Inc.
72.05%3.42%19.21%63.76%12.18%22.31%
NVDA
NVIDIA Corporation
211.50%-0.53%21.44%184.75%65.73%62.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.47%6.92%3.89%4.75%-4.75%0.14%10.31%

Sharpe Ratio

The current Liznar Sharpe ratio is 3.25. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.003.25

The Sharpe ratio of Liznar 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
3.25
0.98
Liznar
Benchmark (^GSPC)
Portfolio components

Dividend yield

Liznar granted a 0.41% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Liznar0.41%0.56%0.44%0.62%1.12%1.03%0.94%1.12%1.03%1.01%1.18%1.59%
SMH
VanEck Vectors Semiconductor ETF
1.52%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%7.44%
EQQU.L
Invesco EQQQ NASDAQ-100 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%
MSFT
Microsoft Corporation
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
TSLA
Tesla, 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%
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%
IUKD.L
iShares UK Dividend UCITS ETF
0.05%0.06%0.06%0.04%0.06%0.07%0.05%0.05%0.06%0.05%0.04%0.05%
NVO
Novo Nordisk A/S
0.75%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%1.12%
LLY
Eli Lilly and Company
0.77%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%3.97%
META
Meta Platforms, 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%
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%
ADBE
Adobe 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%
INMD
InMode Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACHR
Archer Aviation 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%
AMZN
Amazon.com, 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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%

Expense Ratio

The Liznar features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.30%
0.00%2.15%
0.40%
0.00%2.15%

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
SMH
VanEck Vectors Semiconductor ETF
1.62
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
1.84
MSFT
Microsoft Corporation
1.89
TSLA
Tesla, Inc.
0.54
GOOGL
Alphabet Inc.
1.00
IUKD.L
iShares UK Dividend UCITS ETF
0.15
NVO
Novo Nordisk A/S
1.85
LLY
Eli Lilly and Company
2.14
META
Meta Platforms, Inc.
3.86
ANET
Arista Networks, Inc.
1.32
ADBE
Adobe Inc
2.47
INMD
InMode Ltd.
-0.79
ACHR
Archer Aviation Inc.
1.77
AMZN
Amazon.com, Inc.
1.73
NVDA
NVIDIA Corporation
3.45

Asset Correlations Table

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

LLYIUKD.LNVOACHRTSLAINMDEQQU.LANETMETAAMZNGOOGLMSFTADBENVDASMH
LLY1.000.050.440.060.100.150.130.240.220.210.260.320.260.200.20
IUKD.L0.051.000.190.200.260.300.510.270.270.230.260.250.250.290.36
NVO0.440.191.000.200.170.250.200.280.290.230.300.350.350.260.27
ACHR0.060.200.201.000.370.370.300.300.290.340.320.270.330.360.38
TSLA0.100.260.170.371.000.470.480.430.420.490.470.470.500.550.56
INMD0.150.300.250.370.471.000.390.470.470.460.450.430.510.550.56
EQQU.L0.130.510.200.300.480.391.000.470.440.490.500.500.520.550.55
ANET0.240.270.280.300.430.470.471.000.470.550.560.620.600.620.68
META0.220.270.290.290.420.470.440.471.000.620.680.620.660.600.63
AMZN0.210.230.230.340.490.460.490.550.621.000.700.680.660.620.63
GOOGL0.260.260.300.320.470.450.500.560.680.701.000.760.690.630.66
MSFT0.320.250.350.270.470.430.500.620.620.680.761.000.750.680.70
ADBE0.260.250.350.330.500.510.520.600.660.660.690.751.000.680.71
NVDA0.200.290.260.360.550.550.550.620.600.620.630.680.681.000.87
SMH0.200.360.270.380.560.560.550.680.630.630.660.700.710.871.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-5.15%
Liznar
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Liznar. 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 Liznar was 30.80%, occurring on Oct 14, 2022. Recovery took 150 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.8%Nov 22, 2021234Oct 14, 2022150May 17, 2023384
-9.62%Feb 16, 202115Mar 8, 202127Apr 15, 202142
-9.02%Sep 12, 202333Oct 26, 20239Nov 8, 202342
-8.2%Aug 31, 202125Oct 4, 202116Oct 26, 202141
-4.12%Apr 27, 202112May 12, 20218May 24, 202120

Volatility Chart

The current Liznar volatility is 3.57%, 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
2.93%
Liznar
Benchmark (^GSPC)
Portfolio components
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