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optimized stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FTAI 40%TRAK 30%TALK 11.7%NVDA 11.3%YANG 7%EquityEquity
PositionCategory/SectorWeight
FTAI
Fortress Transportation and Infrastructure Investors LLC
Industrials

40%

TRAK
Park City Group Inc
Technology

30%

TALK
Talkspace, Inc.
Healthcare

11.70%

NVDA
NVIDIA Corporation
Technology

11.30%

YANG
Direxion Daily China 3x Bear Shares
Leveraged Equities, Leveraged, China Equities

7%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in optimized stocks, 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%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
81.00%
15.74%
optimized stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 30, 2020, corresponding to the inception date of TALK

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
optimized stocks49.54%9.60%81.00%176.13%N/AN/A
FTAI
Fortress Transportation and Infrastructure Investors LLC
53.85%18.29%108.55%167.69%46.90%N/A
TRAK
Park City Group Inc
56.20%8.73%65.19%145.47%14.86%5.13%
TALK
Talkspace, Inc.
25.98%-0.31%62.44%300.15%N/AN/A
NVDA
NVIDIA Corporation
73.67%-2.09%86.60%221.51%79.56%69.70%
YANG
Direxion Daily China 3x Bear Shares
-7.05%1.17%12.34%20.62%-20.85%-31.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202417.06%12.91%12.97%
2023-0.71%4.57%9.15%8.08%

Expense Ratio

The optimized stocks has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.07%

Risk-Adjusted Performance

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.


optimized stocks
Sharpe ratio
The chart of Sharpe ratio for optimized stocks, currently valued at 8.09, compared to the broader market-1.000.001.002.003.004.005.008.09
Sortino ratio
The chart of Sortino ratio for optimized stocks, currently valued at 9.21, compared to the broader market-2.000.002.004.006.009.21
Omega ratio
The chart of Omega ratio for optimized stocks, currently valued at 2.21, compared to the broader market0.801.001.201.401.601.802.21
Calmar ratio
The chart of Calmar ratio for optimized stocks, currently valued at 29.49, compared to the broader market0.002.004.006.008.0010.0029.49
Martin ratio
The chart of Martin ratio for optimized stocks, currently valued at 116.28, compared to the broader market0.0010.0020.0030.0040.0050.00116.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FTAI
Fortress Transportation and Infrastructure Investors LLC
5.455.961.7313.3247.46
TRAK
Park City Group Inc
3.423.891.495.0719.80
TALK
Talkspace, Inc.
5.325.311.653.3243.45
NVDA
NVIDIA Corporation
4.735.581.6710.5835.94
YANG
Direxion Daily China 3x Bear Shares
0.310.971.110.301.18

Sharpe Ratio

The current optimized stocks Sharpe ratio is 8.09. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.008.09

The Sharpe ratio of optimized stocks 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 Ratio0.002.004.006.008.0010.00NovemberDecember2024FebruaryMarchApril
8.09
1.89
optimized stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

optimized stocks granted a 1.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
optimized stocks1.04%1.52%2.89%1.83%2.31%2.84%3.77%2.68%4.02%1.84%0.19%0.22%
FTAI
Fortress Transportation and Infrastructure Investors LLC
1.69%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%0.00%0.00%
TRAK
Park City Group Inc
0.40%0.76%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TALK
Talkspace, 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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
YANG
Direxion Daily China 3x Bear Shares
3.44%3.66%0.00%0.00%0.68%1.54%0.56%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.97%
-3.66%
optimized stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the optimized stocks. 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 optimized stocks was 38.02%, occurring on May 12, 2022. Recovery took 253 trading sessions.

The current optimized stocks drawdown is 5.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.02%Feb 10, 202264May 12, 2022253May 16, 2023317
-19.84%Jun 24, 2021151Jan 27, 20229Feb 9, 2022160
-12.8%Feb 11, 202110Feb 25, 202180Jun 21, 202190
-12.04%Oct 13, 202016Nov 3, 202011Nov 18, 202027
-7.05%Aug 17, 202028Sep 24, 20202Sep 28, 202030

Volatility

Volatility Chart

The current optimized stocks volatility is 9.43%, 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%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
9.43%
3.44%
optimized stocks
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.

TRAKTALKYANGFTAINVDA
TRAK1.000.12-0.160.160.19
TALK0.121.00-0.170.210.21
YANG-0.16-0.171.00-0.24-0.34
FTAI0.160.21-0.241.000.31
NVDA0.190.21-0.340.311.00