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GBM track static
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 6.7%GLD 3.1%QQQ 26.2%MSFT 11%VTI 9.2%IBM 5.1%MELI 4.8%HMC 4.7%SPY 4.6%AMZN 4.5%XOM 3.6%PLTR 3.5%NXPI 3.3%AAPL 2.6%MDT 2.5%CRWD 2.1%GOOG 1.4%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
2.60%
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market
6.70%
AMZN
Amazon.com, Inc.
Consumer Cyclical
4.50%
BA
The Boeing Company
Industrials
0.10%
CRWD
CrowdStrike Holdings, Inc.
Technology
2.10%
FBND
Fidelity Total Bond ETF
Total Bond Market, Actively Managed
0.10%
GD
General Dynamics Corporation
0.10%
GLD
SPDR Gold Trust
Precious Metals, Gold
3.10%
GOOG
Alphabet Inc.
Communication Services
1.40%
HMC
Honda Motor Co., Ltd.
Consumer Cyclical
4.70%
IBM
International Business Machines Corporation
Technology
5.10%
IUSB
iShares Core Total USD Bond Market ETF
Total Bond Market
0.10%
LMT
Lockheed Martin Corporation
Industrials
0.10%
MDT
Medtronic plc
Healthcare
2.50%
MELI
MercadoLibre, Inc.
Consumer Cyclical
4.80%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
Total Bond Market, Actively Managed
0.10%
MSFT
Microsoft Corporation
Technology
11%
NVDA
NVIDIA Corporation
Technology
0.10%
NXPI
NXP Semiconductors N.V.
Technology
3.30%
ORCL
Oracle Corporation
Technology
0.10%
PLTR
3.50%
QQQ
26.20%
SLV
0.10%
SOXX
0.10%
SPY
4.60%
TSLA
0.10%
VTI
9.20%
XOM
3.60%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GBM track static, 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%20.00%MayJuneJulyAugustSeptemberOctober
17.96%
15.83%
GBM track static
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

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%
GBM track static24.73%1.91%17.96%43.79%N/AN/A
AAPL
Apple Inc
21.83%2.58%37.53%37.92%31.28%25.64%
AMZN
Amazon.com, Inc.
25.60%1.52%9.05%43.79%16.58%28.81%
CRWD
CrowdStrike Holdings, Inc.
21.78%8.77%6.29%78.08%44.35%N/A
GLD
SPDR Gold Trust
33.96%4.52%20.87%38.35%12.49%8.58%
IBM
International Business Machines Corporation
32.27%-4.71%28.99%53.39%15.88%7.50%
MDT
Medtronic plc
12.41%1.12%14.46%33.46%-0.98%5.40%
MSFT
Microsoft Corporation
15.50%0.92%11.35%29.02%25.92%26.89%
NXPI
NXP Semiconductors N.V.
12.65%4.35%0.56%52.74%19.56%15.17%
PLTR
161.68%21.96%104.51%205.85%N/AN/A
QQQ
22.66%2.76%18.15%44.21%N/AN/A
SLV
44.12%8.77%30.52%47.09%N/AN/A
SPY
23.55%1.80%16.63%41.88%N/AN/A
VTI
22.25%1.78%16.24%41.75%N/AN/A
XOM
20.32%1.26%0.77%14.65%N/AN/A
BA
The Boeing Company
-41.31%-2.14%-8.85%-16.11%-14.60%3.49%
GD
General Dynamics Corporation
18.55%1.02%6.14%28.82%14.04%10.48%
GOOG
Alphabet Inc.
21.73%3.54%4.20%36.43%22.26%19.98%
LMT
Lockheed Martin Corporation
23.03%-6.11%19.06%25.96%10.69%14.19%
NVDA
NVIDIA Corporation
185.29%16.35%63.51%243.27%95.48%77.28%
ORCL
Oracle Corporation
66.51%3.01%53.24%72.70%28.12%17.94%
TSLA
4.44%-0.36%41.60%31.50%N/AN/A
SOXX
23.15%1.16%10.40%62.16%N/AN/A
AGG
iShares Core U.S. Aggregate Bond ETF
2.05%-2.62%5.41%10.61%-0.22%1.48%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
4.93%0.39%2.75%6.00%2.41%2.10%
IUSB
iShares Core Total USD Bond Market ETF
2.68%-2.45%5.62%11.29%0.13%1.77%
FBND
Fidelity Total Bond ETF
2.89%-2.37%5.86%11.84%1.00%2.29%
HMC
Honda Motor Co., Ltd.
1.16%-3.60%-8.62%2.19%5.71%2.93%
MELI
MercadoLibre, Inc.
28.95%-1.85%38.93%65.27%31.30%31.24%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.74%5.67%1.76%-4.28%5.02%4.43%-0.49%3.26%2.79%24.73%
20239.81%-0.85%7.39%0.60%7.29%4.66%4.13%-1.46%-3.39%-1.40%11.66%2.73%48.09%
2022-5.86%-2.24%3.66%-10.42%-1.76%-7.14%10.82%-4.47%-8.97%4.83%4.01%-6.89%-23.73%
20211.89%-0.26%2.00%5.26%-0.41%5.28%0.96%4.21%-4.88%5.14%-1.76%2.08%20.71%
2020-1.59%17.11%3.79%19.62%

Expense Ratio

GBM track static has an expense ratio of 0.08%, 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 GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for MINT: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for FBND: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for IUSB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBM track static is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GBM track static is 6868
Combined Rank
The Sharpe Ratio Rank of GBM track static is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of GBM track static is 6262Sortino Ratio Rank
The Omega Ratio Rank of GBM track static is 6060Omega Ratio Rank
The Calmar Ratio Rank of GBM track static is 8585Calmar Ratio Rank
The Martin Ratio Rank of GBM track static is 6868Martin 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.


GBM track static
Sharpe ratio
The chart of Sharpe ratio for GBM track static, currently valued at 3.25, compared to the broader market0.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for GBM track static, currently valued at 4.27, compared to the broader market-2.000.002.004.006.004.27
Omega ratio
The chart of Omega ratio for GBM track static, currently valued at 1.57, compared to the broader market0.801.001.201.401.601.802.001.57
Calmar ratio
The chart of Calmar ratio for GBM track static, currently valued at 4.80, compared to the broader market0.005.0010.004.80
Martin ratio
The chart of Martin ratio for GBM track static, currently valued at 21.27, compared to the broader market0.0010.0020.0030.0040.0050.0060.0021.27
^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
AAPL
Apple Inc
1.762.521.322.395.67
AMZN
Amazon.com, Inc.
1.892.541.331.718.44
CRWD
CrowdStrike Holdings, Inc.
1.742.211.321.804.65
GLD
SPDR Gold Trust
2.663.581.466.0017.22
IBM
International Business Machines Corporation
2.453.181.493.177.95
MDT
Medtronic plc
1.922.671.340.777.21
MSFT
Microsoft Corporation
1.692.261.292.065.37
NXPI
NXP Semiconductors N.V.
1.281.761.221.744.48
PLTR
3.224.041.533.1816.47
QQQ
2.673.421.473.3812.40
SLV
1.592.251.281.976.58
SPY
3.624.771.684.1123.79
VTI
3.504.601.653.3222.61
XOM
0.771.201.140.803.04
BA
The Boeing Company
-0.44-0.410.95-0.33-0.51
GD
General Dynamics Corporation
1.942.781.354.5414.90
GOOG
Alphabet Inc.
1.512.031.281.754.55
LMT
Lockheed Martin Corporation
1.672.361.341.797.93
NVDA
NVIDIA Corporation
4.844.431.589.2029.13
ORCL
Oracle Corporation
2.253.161.473.5913.32
TSLA
0.431.061.130.391.10
SOXX
1.772.261.302.416.49
AGG
iShares Core U.S. Aggregate Bond ETF
1.722.541.310.626.72
MINT
PIMCO Enhanced Short Maturity Strategy Fund
13.5332.529.6346.30507.06
IUSB
iShares Core Total USD Bond Market ETF
1.932.911.350.698.20
FBND
Fidelity Total Bond ETF
1.812.671.330.758.26
HMC
Honda Motor Co., Ltd.
-0.020.141.02-0.02-0.03
MELI
MercadoLibre, Inc.
2.092.811.361.807.30

Sharpe Ratio

The current GBM track static Sharpe ratio is 3.25. 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 lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of GBM track static 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.25
3.43
GBM track static
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GBM track static provided a 1.13% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
GBM track static1.13%1.32%1.45%1.16%1.38%1.43%1.65%1.41%1.65%1.56%1.62%1.48%
AAPL
Apple Inc
0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
CRWD
CrowdStrike 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%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBM
International Business Machines Corporation
3.16%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%1.97%
MDT
Medtronic plc
3.08%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
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%
NXPI
NXP Semiconductors N.V.
1.59%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%0.00%
PLTR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SLV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
1.20%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
VTI
1.30%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
XOM
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%
GD
General Dynamics Corporation
1.85%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
GOOG
Alphabet Inc.
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMT
Lockheed Martin Corporation
2.30%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
ORCL
Oracle Corporation
0.92%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
0.62%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
AGG
iShares Core U.S. Aggregate Bond ETF
3.57%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
5.30%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%0.88%
IUSB
iShares Core Total USD Bond Market ETF
3.86%3.46%2.53%1.74%2.45%3.04%2.98%2.56%2.60%1.95%1.39%0.00%
FBND
Fidelity Total Bond ETF
4.25%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%0.00%
HMC
Honda Motor Co., Ltd.
0.80%3.30%4.11%2.74%2.23%2.90%3.19%3.02%5.37%3.30%4.39%4.38%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.05%
-0.54%
GBM track static
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GBM track static. 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 GBM track static was 28.04%, occurring on Oct 14, 2022. Recovery took 187 trading sessions.

The current GBM track static drawdown is 0.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.04%Nov 9, 2021235Oct 14, 2022187Jul 17, 2023422
-9.34%Jul 17, 202414Aug 5, 202428Sep 13, 202442
-8.17%Feb 10, 202118Mar 8, 202123Apr 9, 202141
-7.63%Aug 1, 202362Oct 26, 202311Nov 10, 202373
-6.75%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current GBM track static volatility is 2.91%, 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%MayJuneJulyAugustSeptemberOctober
2.91%
2.71%
GBM track static
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.

MINTLMTXOMGLDAGGSLVIUSBGDFBNDIBMMDTHMCBACRWDTSLAORCLPLTRMELINVDAGOOGNXPIAMZNAAPLMSFTSOXXQQQSPYVTI
MINT1.000.040.000.170.300.150.290.030.280.070.070.070.030.100.050.120.080.090.090.090.110.120.080.100.100.120.120.12
LMT0.041.000.330.090.010.100.020.630.030.310.250.130.25-0.040.040.16-0.010.04-0.020.060.040.010.130.070.040.090.240.23
XOM0.000.331.000.16-0.110.23-0.090.42-0.080.320.230.280.310.030.060.130.100.110.050.130.180.060.110.040.160.120.320.33
GLD0.170.090.161.000.380.790.380.100.370.080.120.130.140.080.060.080.100.100.090.130.120.120.080.100.140.140.160.17
AGG0.300.01-0.110.381.000.250.980.010.950.010.130.050.060.140.120.120.160.160.130.140.100.180.170.160.130.190.170.17
SLV0.150.100.230.790.251.000.260.140.260.140.170.170.210.140.140.120.140.180.170.190.210.190.150.180.230.220.250.26
IUSB0.290.02-0.090.380.980.261.000.030.960.030.160.080.080.170.140.140.180.200.160.170.130.210.200.190.160.230.210.21
GD0.030.630.420.100.010.140.031.000.050.440.350.310.370.090.140.330.120.170.140.240.230.160.260.250.230.280.470.47
FBND0.280.03-0.080.370.950.260.960.051.000.040.170.110.100.180.170.170.190.220.170.190.150.240.230.220.180.260.240.24
IBM0.070.310.320.080.010.140.030.440.041.000.380.340.320.070.160.410.190.150.200.250.330.200.270.270.350.350.500.49
MDT0.070.250.230.120.130.170.160.350.170.381.000.280.290.190.210.320.180.280.200.320.300.280.320.320.280.390.520.51
HMC0.070.130.280.130.050.170.080.310.110.340.281.000.360.200.270.350.260.290.330.340.390.290.300.300.420.420.500.51
BA0.030.250.310.140.060.210.080.370.100.320.290.361.000.250.340.260.360.340.310.300.400.330.330.270.420.420.510.54
CRWD0.10-0.040.030.080.140.140.170.090.180.070.190.200.251.000.410.330.560.530.530.420.420.530.420.510.520.600.510.54
TSLA0.050.040.060.060.120.140.140.140.170.160.210.270.340.411.000.280.490.450.480.410.500.460.500.430.540.620.550.56
ORCL0.120.160.130.080.120.120.140.330.170.410.320.350.260.330.281.000.310.300.420.440.350.430.450.530.450.560.590.57
PLTR0.08-0.010.100.100.160.140.180.120.190.190.180.260.360.560.490.311.000.480.500.400.450.490.420.430.520.580.520.56
MELI0.090.040.110.100.160.180.200.170.220.150.280.290.340.530.450.300.481.000.520.470.460.560.470.490.550.640.580.61
NVDA0.09-0.020.050.090.130.170.160.140.170.200.200.330.310.530.480.420.500.521.000.550.630.590.550.640.820.790.680.67
GOOG0.090.060.130.130.140.190.170.240.190.250.320.340.300.420.410.440.400.470.551.000.490.670.620.720.580.760.720.70
NXPI0.110.040.180.120.100.210.130.230.150.330.300.390.400.420.500.350.450.460.630.491.000.470.530.520.870.720.710.72
AMZN0.120.010.060.120.180.190.210.160.240.200.280.290.330.530.460.430.490.560.590.670.471.000.610.690.600.780.690.68
AAPL0.080.130.110.080.170.150.200.260.230.270.320.300.330.420.500.450.420.470.550.620.530.611.000.680.620.790.730.71
MSFT0.100.070.040.100.160.180.190.250.220.270.320.300.270.510.430.530.430.490.640.720.520.690.681.000.670.850.770.74
SOXX0.100.040.160.140.130.230.160.230.180.350.280.420.420.520.540.450.520.550.820.580.870.600.620.671.000.870.800.81
QQQ0.120.090.120.140.190.220.230.280.260.350.390.420.420.600.620.560.580.640.790.760.720.780.790.850.871.000.920.91
SPY0.120.240.320.160.170.250.210.470.240.500.520.500.510.510.550.590.520.580.680.720.710.690.730.770.800.921.000.99
VTI0.120.230.330.170.170.260.210.470.240.490.510.510.540.540.560.570.560.610.670.700.720.680.710.740.810.910.991.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020