Djordje
4.novembar2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25% |
GOOGL Alphabet Inc. | Communication Services | 25% |
MSFT Microsoft Corporation | Technology | 25% |
NVDA NVIDIA Corporation | Technology | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Djordje, 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
The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Dec 3, 2024, the Djordje returned 55.99% Year-To-Date and 38.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Djordje | 55.99% | 3.72% | 11.88% | 60.79% | 43.70% | 38.74% |
| Portfolio components: | ||||||
AAPL Apple Inc | 25.05% | 7.60% | 23.76% | 25.90% | 30.55% | 25.13% |
MSFT Microsoft Corporation | 15.47% | 5.23% | 4.62% | 15.94% | 24.72% | 26.43% |
GOOGL Alphabet Inc. | 23.07% | 0.12% | -0.72% | 30.38% | 21.20% | 20.67% |
NVDA NVIDIA Corporation | 180.00% | 2.39% | 20.57% | 196.53% | 93.13% | 75.58% |
Monthly Returns
The table below presents the monthly returns of Djordje, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.53% | 8.71% | 6.11% | -1.16% | 13.01% | 8.98% | -3.02% | 0.20% | 2.03% | 0.95% | 3.07% | 55.99% | |
| 2023 | 15.04% | 4.08% | 16.04% | 3.22% | 15.40% | 5.63% | 5.32% | 0.63% | -7.18% | -1.14% | 11.34% | 2.80% | 94.58% |
| 2022 | -8.11% | -2.53% | 5.82% | -17.43% | -1.92% | -8.74% | 13.68% | -8.49% | -13.40% | 5.16% | 9.97% | -11.28% | -35.25% |
| 2021 | 1.89% | 2.28% | 0.49% | 10.28% | 0.75% | 11.68% | 4.88% | 8.01% | -7.12% | 14.46% | 8.97% | -0.63% | 69.45% |
| 2020 | 5.19% | -2.26% | -6.04% | 14.00% | 9.64% | 7.87% | 8.47% | 17.21% | -6.31% | -1.76% | 7.78% | 3.08% | 69.32% |
| 2019 | 5.93% | 4.90% | 9.04% | 4.76% | -12.36% | 9.56% | 6.15% | -0.81% | 3.67% | 8.22% | 6.39% | 6.48% | 63.10% |
| 2018 | 12.28% | -0.79% | -4.72% | -0.94% | 9.92% | -1.20% | 5.62% | 10.14% | -0.19% | -11.24% | -8.26% | -10.35% | -3.23% |
| 2017 | 3.66% | 2.40% | 3.79% | 2.19% | 13.13% | -2.96% | 5.70% | 4.88% | 0.21% | 10.79% | 0.24% | -0.49% | 51.73% |
| 2016 | -5.38% | -1.61% | 10.35% | -7.80% | 13.45% | -2.92% | 13.42% | 3.05% | 5.26% | 2.26% | 6.38% | 7.56% | 50.18% |
| 2015 | -2.46% | 9.77% | -4.11% | 6.32% | 0.11% | -4.97% | 5.83% | -0.41% | 1.97% | 14.48% | 4.88% | -0.38% | 33.51% |
| 2014 | -1.57% | 6.98% | -0.72% | 1.87% | 5.07% | 1.12% | -0.05% | 6.41% | -0.98% | 2.72% | 4.61% | -4.53% | 22.25% |
| 2013 | -1.32% | 2.58% | 0.85% | 6.78% | 5.01% | -3.41% | 2.51% | 3.15% | 1.48% | 7.82% | 5.38% | 1.87% | 37.33% |
Expense Ratio
Djordje 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Djordje is 53, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.19 | 1.80 | 1.22 | 1.61 | 3.77 |
MSFT Microsoft Corporation | 0.74 | 1.07 | 1.14 | 0.94 | 2.20 |
GOOGL Alphabet Inc. | 1.10 | 1.59 | 1.21 | 1.34 | 3.29 |
NVDA NVIDIA Corporation | 3.77 | 3.82 | 1.49 | 7.27 | 23.09 |
Dividends
Dividend yield
Djordje provided a 0.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 0.32% | 0.47% | 0.31% | 0.42% | 0.63% | 0.98% | 0.90% | 1.19% | 1.36% | 1.46% | 1.66% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Djordje. 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 Djordje was 66.07%, occurring on Nov 20, 2008. Recovery took 539 trading sessions.
The current Djordje drawdown is 2.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.07% | Nov 7, 2007 | 263 | Nov 20, 2008 | 539 | Jan 12, 2011 | 802 |
| -40.09% | Dec 28, 2021 | 216 | Nov 3, 2022 | 139 | May 25, 2023 | 355 |
| -32.61% | Oct 4, 2018 | 56 | Dec 24, 2018 | 203 | Oct 15, 2019 | 259 |
| -30.38% | Feb 20, 2020 | 23 | Mar 23, 2020 | 41 | May 20, 2020 | 64 |
| -25.47% | Feb 18, 2011 | 127 | Aug 19, 2011 | 124 | Feb 16, 2012 | 251 |
Volatility
Volatility Chart
The current Djordje volatility is 5.56%, 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.
Diversification
Asset Correlations Table
| NVDA | AAPL | GOOGL | MSFT | |
|---|---|---|---|---|
| NVDA | 1.00 | 0.45 | 0.46 | 0.50 |
| AAPL | 0.45 | 1.00 | 0.51 | 0.51 |
| GOOGL | 0.46 | 0.51 | 1.00 | 0.55 |
| MSFT | 0.50 | 0.51 | 0.55 | 1.00 |