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Janelle's Stock Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Janelle's Stock Portfolio

Last updated Sep 21, 2024

Janelle's Stock Portfolio hhahah

Asset Allocation

AAPL 20%GOOG 20%TSLA 20%META 20%ORCL 20%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
20%
GOOG
Alphabet Inc.		Communication Services
20%
META
Meta Platforms, Inc.		Communication Services
20%
ORCL
Oracle Corporation		Technology
20%
TSLA
Tesla, Inc.		Consumer Cyclical
20%
ZG
Zillow Group, Inc.		Communication Services
0%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janelle's Stock Portfolio, 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

-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
24.32%
8.95%
Janelle's Stock Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Sep 21, 2024, the Janelle's Stock Portfolio returned 32.29% Year-To-Date and 27.43% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Janelle's Stock Portfolio32.29%8.48%24.32%41.54%41.99%27.38%
Portfolio components:
AAPL
Apple Inc		18.98%1.63%32.79%31.22%34.05%26.09%
GOOG
Alphabet Inc.		17.11%-0.38%8.75%25.75%21.80%18.91%
TSLA
Tesla, Inc.		-4.12%13.10%39.47%-2.71%71.67%30.44%
META
Meta Platforms, Inc.		59.07%5.63%10.37%88.26%24.75%21.83%
ORCL
Oracle Corporation		60.93%21.67%32.26%56.19%27.56%17.46%
ZG
Zillow Group, Inc.		14.69%25.53%30.70%47.31%16.68%5.27%

Monthly Returns

The table below presents the monthly returns of Janelle's Stock Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.29%6.32%1.01%-1.76%5.39%10.71%2.13%0.04%32.29%
202319.37%6.48%10.54%0.21%12.45%10.83%4.65%-1.86%-5.17%-5.38%11.51%1.67%83.34%
2022-6.51%-10.31%9.35%-13.47%-4.83%-8.58%13.69%-4.06%-12.13%-1.58%3.61%-10.45%-39.59%
20211.04%-1.42%4.90%9.81%-2.37%5.29%6.07%5.47%-4.47%13.32%0.93%-0.27%43.77%
202013.24%-4.46%-12.90%23.03%6.68%10.12%13.49%27.92%-9.66%-2.13%14.08%9.61%118.58%
20198.83%1.71%2.05%2.35%-11.31%9.90%5.62%-4.45%3.70%10.40%4.93%8.08%47.67%
20188.00%-1.84%-11.01%3.13%6.02%3.72%-0.66%5.12%-2.98%-0.34%-3.87%-7.02%-3.43%
20178.79%5.06%5.39%5.81%4.80%0.88%1.43%4.67%-2.57%4.79%-1.80%-0.49%42.73%
2016-4.65%-1.99%11.16%-3.04%1.24%-3.39%7.96%-1.12%0.43%-0.29%-2.99%2.36%4.56%
2015-2.04%4.74%-1.85%3.18%3.28%0.56%5.00%-5.08%-1.24%6.05%3.17%-2.05%13.84%
2014-0.75%4.66%4.46%0.62%6.65%-2.63%0.17%4.36%-2.49%15.59%

Expense Ratio

Janelle's Stock Portfolio 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

Risk-Adjusted Performance Rank

The current rank of Janelle's Stock Portfolio is 26, 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 Janelle's Stock Portfolio is 2626
Janelle's Stock Portfolio
The Sharpe Ratio Rank of Janelle's Stock Portfolio is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of Janelle's Stock Portfolio is 1616Sortino Ratio Rank
The Omega Ratio Rank of Janelle's Stock Portfolio is 1717Omega Ratio Rank
The Calmar Ratio Rank of Janelle's Stock Portfolio is 6262Calmar Ratio Rank
The Martin Ratio Rank of Janelle's Stock Portfolio is 1818Martin 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.

Janelle's Stock Portfolio
Sharpe ratio
The chart of Sharpe ratio for Janelle's Stock Portfolio, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.001.62
Sortino ratio
The chart of Sortino ratio for Janelle's Stock Portfolio, currently valued at 2.18, compared to the broader market-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for Janelle's Stock Portfolio, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for Janelle's Stock Portfolio, currently valued at 2.47, compared to the broader market0.002.004.006.008.0010.002.47
Martin ratio
The chart of Martin ratio for Janelle's Stock Portfolio, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.382.051.261.854.36
GOOG
Alphabet Inc.		0.811.191.171.022.95
TSLA
Tesla, Inc.		-0.170.141.02-0.14-0.39
META
Meta Platforms, Inc.		2.393.281.443.5814.48
ORCL
Oracle Corporation		1.512.271.332.488.92
ZG
Zillow Group, Inc.		0.781.501.180.472.26

Sharpe Ratio

The current Janelle's Stock Portfolio Sharpe ratio is 1.62. 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 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Janelle's Stock Portfolio 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.62
2.32
Janelle's Stock Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Janelle's Stock Portfolio granted a 0.38% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Janelle's Stock Portfolio0.38%0.39%0.45%0.37%0.42%0.55%0.69%0.60%0.70%0.70%0.55%0.55%
Portfolio components:
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOG
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
META
Meta Platforms, Inc.		0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
Oracle Corporation		0.95%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
ZG
Zillow Group, 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%

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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-1.02%
-0.19%
Janelle's Stock Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Janelle's Stock Portfolio. 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 Janelle's Stock Portfolio was 43.61%, occurring on Dec 28, 2022. Recovery took 115 trading sessions.

The current Janelle's Stock Portfolio drawdown is 1.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.61%Jan 4, 2022248Dec 28, 2022115Jun 14, 2023363
-36.86%Feb 20, 202020Mar 18, 202057Jun 9, 202077
-22.32%Aug 8, 201896Dec 24, 2018138Jul 15, 2019234
-17.21%Jul 21, 2015142Feb 10, 201635Apr 1, 2016177
-16.38%Sep 1, 20205Sep 8, 202056Nov 25, 202061

Volatility

Volatility Chart

The current Janelle's Stock Portfolio volatility is 7.88%, 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%AprilMayJuneJulyAugustSeptember
7.88%
4.31%
Janelle's Stock Portfolio
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.
ZGTSLAORCLAAPLMETAGOOG
ZG1.000.340.280.350.380.37
TSLA0.341.000.290.410.360.37
ORCL0.280.291.000.450.410.48
AAPL0.350.410.451.000.510.58
META0.380.360.410.511.000.65
GOOG0.370.370.480.580.651.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014