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Mega Caps for Stephanie
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMZN 7.14%NFLX 7.14%GOOG 7.14%MSFT 7.14%SPGI 7.14%COST 7.14%TXRH 7.14%CMG 7.14%AAPL 7.14%MCO 7.14%MA 7.14%INTU 7.14%ADBE 7.14%FSPTX 7.14%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

7.14%

ADBE
Adobe Inc
Technology

7.14%

AMZN
Amazon.com, Inc.
Consumer Cyclical

7.14%

CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical

7.14%

COST
Costco Wholesale Corporation
Consumer Defensive

7.14%

FSPTX
Fidelity Select Technology Portfolio
Technology Equities

7.14%

GOOG
Alphabet Inc.
Communication Services

7.14%

INTU
Intuit Inc.
Technology

7.14%

MA
Mastercard Inc
Financial Services

7.14%

MCO
Moody's Corporation
Financial Services

7.14%

MSFT
Microsoft Corporation
Technology

7.14%

NFLX
Netflix, Inc.
Communication Services

7.14%

SPGI
S&P Global Inc.
Financial Services

7.14%

TXRH
Texas Roadhouse, Inc.
Consumer Cyclical

7.14%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mega Caps for Stephanie, 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


200.00%400.00%600.00%800.00%NovemberDecember2024FebruaryMarchApril
788.69%
162.99%
Mega Caps for Stephanie
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 20, 2024, the Mega Caps for Stephanie returned 4.48% Year-To-Date and 24.66% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Mega Caps for Stephanie4.48%-4.44%23.78%38.23%21.37%24.75%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.41%
NFLX
Netflix, Inc.
14.00%-11.62%38.43%69.23%7.78%27.51%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.57%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.10%
SPGI
S&P Global Inc.
-6.15%-1.57%18.37%18.37%14.65%19.74%
COST
Costco Wholesale Corporation
7.65%-3.44%31.67%44.36%25.88%22.62%
TXRH
Texas Roadhouse, Inc.
23.83%-1.28%58.11%39.72%22.44%21.96%
CMG
Chipotle Mexican Grill, Inc.
25.46%-0.45%56.67%59.40%32.59%18.96%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%24.97%
MCO
Moody's Corporation
-3.85%-3.35%21.55%24.55%15.76%18.06%
MA
Mastercard Inc
7.09%-5.33%18.82%22.07%14.00%20.67%
INTU
Intuit Inc.
-2.90%-5.86%19.75%36.43%18.69%24.46%
ADBE
Adobe Inc
-22.05%-6.91%-14.04%23.13%10.83%22.14%
FSPTX
Fidelity Select Technology Portfolio
2.70%-10.51%18.40%34.68%19.58%19.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.54%4.44%1.12%
2023-5.95%0.77%12.67%4.74%

Expense Ratio

The Mega Caps for Stephanie has an expense ratio of 0.05% 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%0.67%

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.


Mega Caps for Stephanie
Sharpe ratio
The chart of Sharpe ratio for Mega Caps for Stephanie, currently valued at 2.52, compared to the broader market-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for Mega Caps for Stephanie, currently valued at 3.34, compared to the broader market-2.000.002.004.006.003.34
Omega ratio
The chart of Omega ratio for Mega Caps for Stephanie, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for Mega Caps for Stephanie, currently valued at 2.03, compared to the broader market0.002.004.006.008.002.03
Martin ratio
The chart of Martin ratio for Mega Caps for Stephanie, currently valued at 12.34, compared to the broader market0.0010.0020.0030.0040.0012.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
NFLX
Netflix, Inc.
1.982.871.381.338.12
GOOG
Alphabet Inc.
1.792.271.321.5710.21
MSFT
Microsoft Corporation
1.792.571.312.107.69
SPGI
S&P Global Inc.
0.901.291.190.652.39
COST
Costco Wholesale Corporation
2.583.231.482.3814.31
TXRH
Texas Roadhouse, Inc.
1.812.811.321.895.03
CMG
Chipotle Mexican Grill, Inc.
2.373.421.503.418.46
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
MCO
Moody's Corporation
1.241.641.230.984.21
MA
Mastercard Inc
1.411.881.261.826.72
INTU
Intuit Inc.
1.411.901.260.908.34
ADBE
Adobe Inc
0.661.051.150.442.47
FSPTX
Fidelity Select Technology Portfolio
1.632.321.281.176.77

Sharpe Ratio

The current Mega Caps for Stephanie Sharpe ratio is 2.52. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.52

The Sharpe ratio of Mega Caps for Stephanie 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.52
1.66
Mega Caps for Stephanie
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mega Caps for Stephanie granted a 0.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mega Caps for Stephanie0.59%0.61%0.84%1.20%1.91%0.71%2.42%1.54%0.94%1.35%2.05%1.38%
AMZN
Amazon.com, 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%
GOOG
Alphabet 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%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
SPGI
S&P Global Inc.
0.88%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
COST
Costco Wholesale Corporation
2.69%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
TXRH
Texas Roadhouse, Inc.
1.50%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
CMG
Chipotle Mexican Grill, 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%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MCO
Moody's Corporation
0.84%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
MA
Mastercard Inc
0.54%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
INTU
Intuit Inc.
0.58%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
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%
FSPTX
Fidelity Select Technology Portfolio
0.00%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.28%17.85%8.07%

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
-4.97%
-5.46%
Mega Caps for Stephanie
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mega Caps for Stephanie. 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 Mega Caps for Stephanie was 34.72%, occurring on Jun 16, 2022. Recovery took 353 trading sessions.

The current Mega Caps for Stephanie drawdown is 4.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.72%Nov 22, 2021143Jun 16, 2022353Nov 10, 2023496
-29.19%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-24.5%Sep 14, 201870Dec 24, 201856Mar 18, 2019126
-16.56%Dec 7, 201544Feb 9, 2016108Jul 14, 2016152
-12.59%Aug 18, 20156Aug 25, 201549Nov 3, 201555

Volatility

Volatility Chart

The current Mega Caps for Stephanie volatility is 3.40%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.40%
3.15%
Mega Caps for Stephanie
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.

TXRHCMGCOSTNFLXAAPLSPGIMAAMZNMCOGOOGINTUADBEMSFTFSPTX
TXRH1.000.340.280.240.250.290.340.280.330.280.330.270.280.36
CMG0.341.000.320.320.330.360.340.400.370.340.390.400.380.45
COST0.280.321.000.310.430.430.410.410.460.420.450.440.470.47
NFLX0.240.320.311.000.440.370.410.550.410.480.460.520.490.57
AAPL0.250.330.430.441.000.490.510.570.500.590.540.560.630.74
SPGI0.290.360.430.370.491.000.600.460.810.510.590.570.570.62
MA0.340.340.410.410.510.601.000.520.620.570.600.590.610.68
AMZN0.280.400.410.550.570.460.521.000.480.680.560.620.640.71
MCO0.330.370.460.410.500.810.620.481.000.520.620.580.600.64
GOOG0.280.340.420.480.590.510.570.680.521.000.580.630.690.73
INTU0.330.390.450.460.540.590.600.560.620.581.000.700.670.73
ADBE0.270.400.440.520.560.570.590.620.580.630.701.000.710.76
MSFT0.280.380.470.490.630.570.610.640.600.690.670.711.000.78
FSPTX0.360.450.470.570.740.620.680.710.640.730.730.760.781.00