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Watchlist
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ADBE 3.57%AMD 3.57%ANET 3.57%ASML 3.57%CDNS 3.57%COST 3.57%CRM 3.57%DDOG 3.57%MA 3.57%DUOL 3.57%MDB 3.57%MELI 3.57%MRVL 3.57%NET 3.57%NOW 3.57%NFLX 3.57%ORCL 3.57%PANW 3.57%PATH 3.57%PLTR 3.57%S 3.57%SHOP 3.57%SMCI 3.57%SNOW 3.57%SPOT 3.57%UBER 3.57%V 3.57%ZS 3.57%EquityEquity

Performance

Performance Chart


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The earliest data available for this chart is Jul 28, 2021, corresponding to the inception date of DUOL

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Watchlist5.32%17.01%8.74%27.21%N/AN/A
ADBE
Adobe Inc
-13.81%9.49%-22.52%-20.53%0.63%17.45%
AMD
Advanced Micro Devices, Inc.
-14.86%15.94%-30.49%-32.31%13.08%45.95%
ANET
Arista Networks, Inc.
-21.72%19.09%-13.58%10.21%44.04%35.62%
ASML
ASML Holding N.V.
2.43%9.06%6.04%-23.37%19.47%21.83%
CDNS
Cadence Design Systems, Inc.
1.77%20.38%1.50%6.37%29.91%32.14%
COST
Costco Wholesale Corporation
10.29%4.68%7.07%28.72%28.78%23.77%
CRM
salesforce.com, inc.
-17.49%7.96%-14.22%0.13%8.74%14.52%
DDOG
Datadog, Inc.
-24.50%15.78%-13.31%-9.32%14.19%N/A
MA
Mastercard Inc
8.32%13.88%8.70%25.17%15.83%20.71%
DUOL
Duolingo, Inc.
58.14%61.78%56.86%172.57%N/AN/A
MDB
MongoDB, Inc.
-23.31%10.83%-38.44%-49.49%-0.97%N/A
MELI
MercadoLibre, Inc.
44.08%26.68%30.88%44.63%25.78%32.93%
MRVL
Marvell Technology Group Ltd.
-45.90%12.95%-36.30%-12.59%18.35%16.72%
NET
Cloudflare, Inc.
22.90%25.44%45.03%84.01%36.45%N/A
NOW
ServiceNow, Inc.
-7.55%25.09%-2.78%34.29%20.70%29.38%
NFLX
Netflix, Inc.
27.92%23.78%43.42%86.66%21.02%30.07%
ORCL
Oracle Corporation
-9.22%12.74%-20.07%30.32%24.87%14.94%
PANW
Palo Alto Networks, Inc.
2.73%11.09%-4.48%25.68%38.88%22.23%
PATH
UiPath Inc.
-1.65%17.59%-5.09%-34.96%N/AN/A
PLTR
55.10%32.41%100.89%469.42%N/AN/A
S
-13.74%9.37%-30.54%-9.28%N/AN/A
SHOP
-13.69%8.44%5.34%55.70%N/AN/A
SMCI
4.95%-5.02%30.46%-59.94%N/AN/A
SNOW
12.78%20.55%44.05%10.81%N/AN/A
SPOT
44.90%17.22%61.79%120.04%N/AN/A
UBER
37.28%16.73%14.95%23.62%N/AN/A
V
11.74%8.60%14.92%26.51%N/AN/A
ZS
29.18%19.30%19.07%33.47%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.33%-1.97%-11.09%7.71%4.53%5.32%
20247.50%11.32%-1.96%-6.81%-3.83%9.26%-3.43%5.69%2.56%0.45%15.84%-4.64%33.44%
202316.47%1.05%9.70%-4.63%23.79%4.84%6.14%-3.70%-3.86%-2.83%22.39%6.15%98.27%
2022-14.14%-3.89%0.09%-16.67%-8.16%-7.68%14.35%-0.69%-11.26%5.30%3.51%-7.65%-40.80%
20210.27%6.56%-2.34%11.86%-2.12%-1.32%12.74%

Expense Ratio

Watchlist has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Watchlist is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Watchlist is 6666
Overall Rank
The Sharpe Ratio Rank of Watchlist is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of Watchlist is 6969
Sortino Ratio Rank
The Omega Ratio Rank of Watchlist is 6666
Omega Ratio Rank
The Calmar Ratio Rank of Watchlist is 6868
Calmar Ratio Rank
The Martin Ratio Rank of Watchlist is 5353
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADBE
Adobe Inc
-0.56-0.640.90-0.44-1.08
AMD
Advanced Micro Devices, Inc.
-0.62-0.740.91-0.53-1.13
ANET
Arista Networks, Inc.
0.320.951.140.521.39
ASML
ASML Holding N.V.
-0.46-0.350.95-0.47-0.74
CDNS
Cadence Design Systems, Inc.
0.170.561.070.260.52
COST
Costco Wholesale Corporation
1.391.961.271.815.32
CRM
salesforce.com, inc.
0.020.271.04-0.00-0.00
DDOG
Datadog, Inc.
-0.170.151.02-0.07-0.19
MA
Mastercard Inc
1.231.751.261.576.55
DUOL
Duolingo, Inc.
2.672.271.322.775.83
MDB
MongoDB, Inc.
-0.76-0.910.87-0.66-1.43
MELI
MercadoLibre, Inc.
1.121.651.222.045.00
MRVL
Marvell Technology Group Ltd.
-0.160.231.03-0.21-0.53
NET
Cloudflare, Inc.
1.572.211.291.144.90
NOW
ServiceNow, Inc.
0.821.441.200.982.70
NFLX
Netflix, Inc.
2.693.511.474.6015.07
ORCL
Oracle Corporation
0.721.231.170.812.23
PANW
Palo Alto Networks, Inc.
0.741.101.130.832.52
PATH
UiPath Inc.
-0.62-0.610.90-0.44-0.96
PLTR
6.434.991.6811.0333.35
S
-0.20-0.011.00-0.15-0.59
SHOP
0.800.891.120.281.38
SMCI
-0.53-0.400.95-0.72-1.16
SNOW
0.210.701.090.130.46
SPOT
2.723.441.454.7917.57
UBER
0.510.891.110.571.25
V
1.271.801.271.906.35
ZS
0.801.161.160.553.42

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Watchlist Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.86
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Watchlist compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Watchlist provided a 0.17% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.17%0.15%0.24%0.20%0.13%0.25%0.20%0.23%0.34%0.26%0.39%0.22%
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%
AMD
Advanced Micro Devices, 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%
ASML
ASML Holding N.V.
0.98%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
CDNS
Cadence Design Systems, 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%
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
CRM
salesforce.com, inc.
0.59%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DDOG
Datadog, 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%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
DUOL
Duolingo, 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%
MDB
MongoDB, 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%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
MRVL
Marvell Technology Group Ltd.
0.40%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%
NET
Cloudflare, 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%
NOW
ServiceNow, 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%
NFLX
Netflix, 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%
ORCL
Oracle Corporation
1.13%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
PANW
Palo Alto 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%
PATH
UiPath 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%
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%
S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMCI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPOT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBER
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
ZS
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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Watchlist. 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 Watchlist was 51.18%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.

The current Watchlist drawdown is 11.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.18%Nov 17, 2021229Oct 14, 2022284Dec 1, 2023513
-29.61%Feb 19, 202535Apr 8, 2025
-17.12%Mar 8, 2024103Aug 5, 202446Oct 9, 2024149
-10.85%Dec 9, 202423Jan 13, 202516Feb 5, 202539
-8.73%Feb 16, 20243Feb 21, 20248Mar 4, 202411

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 28 assets, with an effective number of assets of 28.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCSMCICOSTVMADUOLORCLUBERSPOTMELINFLXPANWAMDANETASMLMRVLSPATHPLTRDDOGSNOWADBECRMMDBSHOPCDNSNETZSNOWPortfolio
^GSPC1.000.470.620.620.650.460.660.540.550.600.590.570.670.670.720.710.570.610.630.580.590.710.670.580.660.730.610.630.690.82
SMCI0.471.000.260.250.270.270.370.360.310.300.340.310.500.490.470.490.310.350.370.350.340.330.350.350.380.400.340.350.370.55
COST0.620.261.000.420.440.310.420.280.340.370.400.410.400.430.440.430.360.330.360.360.340.480.410.340.380.510.380.390.440.51
V0.620.250.421.000.860.260.420.380.350.410.370.360.380.410.420.380.330.380.390.320.330.500.450.330.400.430.340.330.430.50
MA0.650.270.440.861.000.290.460.410.380.450.400.360.400.410.440.420.370.370.400.350.330.500.460.360.440.440.340.360.460.52
DUOL0.460.270.310.260.291.000.360.420.450.440.410.410.390.410.380.390.480.520.560.470.470.430.430.480.510.440.500.490.480.61
ORCL0.660.370.420.420.460.361.000.330.380.360.440.460.470.530.490.480.410.400.450.390.410.540.500.420.430.590.430.440.550.60
UBER0.540.360.280.380.410.420.331.000.530.510.450.380.440.430.450.450.470.510.520.490.500.450.470.490.560.410.510.490.480.64
SPOT0.550.310.340.350.380.450.380.531.000.500.590.420.460.450.500.470.500.520.540.470.510.490.510.510.580.500.520.480.550.66
MELI0.600.300.370.410.450.440.360.510.501.000.500.460.490.460.480.470.470.550.520.510.510.480.530.510.580.500.520.520.560.67
NFLX0.590.340.400.370.400.410.440.450.590.501.000.430.480.460.520.480.500.490.540.480.510.540.540.480.560.510.540.500.590.66
PANW0.570.310.410.360.360.410.460.380.420.460.431.000.420.550.460.470.570.500.520.570.560.530.550.570.540.550.560.670.630.69
AMD0.670.500.400.380.400.390.470.440.460.490.480.421.000.570.690.700.470.510.520.500.490.580.530.510.540.600.510.530.550.72
ANET0.670.490.430.410.410.410.530.430.450.460.460.550.571.000.590.640.500.470.510.550.530.550.560.520.500.660.530.560.620.73
ASML0.720.470.440.420.440.380.490.450.500.480.520.460.690.591.000.700.480.490.520.480.490.580.540.490.550.660.510.520.580.72
MRVL0.710.490.430.380.420.390.480.450.470.470.480.470.700.640.701.000.490.510.540.520.510.560.550.520.560.610.530.540.580.73
S0.570.310.360.330.370.480.410.470.500.470.500.570.470.500.480.491.000.630.590.670.660.540.610.670.610.550.680.710.630.76
PATH0.610.350.330.380.370.520.400.510.520.550.490.500.510.470.490.510.631.000.630.600.650.550.590.660.650.510.670.650.620.76
PLTR0.630.370.360.390.400.560.450.520.540.520.540.520.520.510.520.540.590.631.000.600.630.530.560.600.640.570.670.650.610.78
DDOG0.580.350.360.320.350.470.390.490.470.510.480.570.500.550.480.520.670.600.601.000.750.550.610.780.610.580.730.720.670.78
SNOW0.590.340.340.330.330.470.410.500.510.510.510.560.490.530.490.510.660.650.630.751.000.560.590.770.630.550.720.700.650.78
ADBE0.710.330.480.500.500.430.540.450.490.480.540.530.580.550.580.560.540.550.530.550.561.000.660.580.580.660.570.610.700.73
CRM0.670.350.410.450.460.430.500.470.510.530.540.550.530.560.540.550.610.590.560.610.590.661.000.600.620.600.600.620.740.75
MDB0.580.350.340.330.360.480.420.490.510.510.480.570.510.520.490.520.670.660.600.780.770.580.601.000.630.590.750.730.700.80
SHOP0.660.380.380.400.440.510.430.560.580.580.560.540.540.500.550.560.610.650.640.610.630.580.620.631.000.550.650.640.620.78
CDNS0.730.400.510.430.440.440.590.410.500.500.510.550.600.660.660.610.550.510.570.580.550.660.600.590.551.000.600.620.690.77
NET0.610.340.380.340.340.500.430.510.520.520.540.560.510.530.510.530.680.670.670.730.720.570.600.750.650.601.000.740.690.81
ZS0.630.350.390.330.360.490.440.490.480.520.500.670.530.560.520.540.710.650.650.720.700.610.620.730.640.620.741.000.700.81
NOW0.690.370.440.430.460.480.550.480.550.560.590.630.550.620.580.580.630.620.610.670.650.700.740.700.620.690.690.701.000.82
Portfolio0.820.550.510.500.520.610.600.640.660.670.660.690.720.730.720.730.760.760.780.780.780.730.750.800.780.770.810.810.821.00
The correlation results are calculated based on daily price changes starting from Jul 29, 2021