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noob

Last updated Sep 21, 2023

Asset Allocation


GOOGL 52%SPOT 30%WBD 15%APPS 3%EquityEquity
PositionCategory/SectorWeight
GOOGL
Alphabet Inc.
Communication Services52%
SPOT
Spotify Technology S.A.
Communication Services30%
WBD
Warner Bros. Discovery, Inc.
Communication Services15%
APPS
Digital Turbine, Inc.
Technology3%

Performance

The chart shows the growth of an initial investment of $10,000 in noob, 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%AprilMayJuneJulyAugustSeptember
18.23%
10.86%
noob
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the noob returned 59.97% Year-To-Date and 14.07% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%10.01%
noob5.82%18.74%59.97%32.86%11.71%14.07%
APPS
Digital Turbine, Inc.
-26.35%-37.84%-56.89%-60.49%39.51%24.11%
SPOT
Spotify Technology S.A.
21.35%25.41%103.64%65.30%-1.69%1.40%
WBD
Warner Bros. Discovery, Inc.
-9.09%-20.74%21.31%-12.94%-18.46%-11.22%
GOOGL
Alphabet Inc.
4.18%29.38%51.58%32.23%18.00%19.34%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

WBDAPPSGOOGLSPOT
WBD1.000.300.280.27
APPS0.301.000.400.42
GOOGL0.280.401.000.48
SPOT0.270.420.481.00

Sharpe Ratio

The current noob Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of noob lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.91
0.74
noob
Benchmark (^GSPC)
Portfolio components

Dividend yield


noob doesn't pay dividends

Expense Ratio

The noob 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
APPS
Digital Turbine, Inc.
-0.60
SPOT
Spotify Technology S.A.
1.32
WBD
Warner Bros. Discovery, Inc.
-0.18
GOOGL
Alphabet Inc.
0.87

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-30.22%
-8.22%
noob
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the noob. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the noob is 58.11%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.11%Nov 8, 2021254Nov 9, 2022
-28.99%Jan 22, 202043Mar 23, 202044May 26, 202087
-26.6%Jul 27, 2018104Dec 24, 2018147Jul 26, 2019251
-18.45%Mar 17, 202141May 13, 2021117Oct 28, 2021158
-13.14%Sep 3, 202015Sep 24, 202030Nov 5, 202045

Volatility Chart

The current noob volatility is 5.86%, 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
5.86%
3.47%
noob
Benchmark (^GSPC)
Portfolio components