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pazzo
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BRK-B 25%HNSS.L 20%XAIX.DE 20%IWDA.AS 11.67%XDEQ.L 11.67%QDVE.DE 11.67%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

25%

HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
Technology Equities

20%

IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities

11.67%

QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

11.67%

XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Technology Equities

20%

XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Global Equities

11.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in pazzo, 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%40.00%NovemberDecember2024FebruaryMarchApril
29.47%
14.19%
pazzo
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 26, 2022, corresponding to the inception date of HNSS.L

Returns By Period


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%
pazzo7.74%-5.83%24.98%34.92%N/AN/A
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%14.05%12.31%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
7.93%-10.27%36.75%50.88%N/AN/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
5.63%-6.49%26.06%46.72%16.76%N/A
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
3.88%-4.51%17.59%17.47%11.46%11.52%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
4.79%-5.23%18.77%21.50%12.04%N/A
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
5.13%-7.90%23.40%39.28%23.06%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.05%6.47%3.51%
2023-4.53%-2.88%10.91%5.37%

Expense Ratio

The pazzo has a high expense ratio of 0.21%, indicating higher-than-average management fees. 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%0.35%
0.50%1.00%1.50%2.00%0.20%

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.


pazzo
Sharpe ratio
The chart of Sharpe ratio for pazzo, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.002.64
Sortino ratio
The chart of Sortino ratio for pazzo, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for pazzo, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for pazzo, currently valued at 3.24, compared to the broader market0.002.004.006.008.003.24
Martin ratio
The chart of Martin ratio for pazzo, currently valued at 12.84, compared to the broader market0.0010.0020.0030.0040.0012.84
^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
BRK-B
Berkshire Hathaway Inc.
1.922.821.342.077.13
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
2.123.001.373.069.27
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
2.813.741.483.1615.70
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
1.652.441.301.705.67
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
1.792.621.322.437.98
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
2.122.991.373.409.36

Sharpe Ratio

The current pazzo Sharpe ratio is 2.64. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.64

The Sharpe ratio of pazzo 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
2.64
1.66
pazzo
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

pazzo granted a 0.00% dividend yield in the last twelve months.


pazzo doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.79%
-5.46%
pazzo
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the pazzo. 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 pazzo was 29.57%, occurring on Oct 12, 2022. Recovery took 172 trading sessions.

The current pazzo drawdown is 6.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.57%Mar 31, 2022139Oct 12, 2022172Jun 13, 2023311
-9.19%Aug 2, 202363Oct 27, 202312Nov 14, 202375
-9.04%Feb 10, 202219Mar 8, 202213Mar 25, 202232
-6.79%Mar 22, 202420Apr 19, 2024
-2.86%Jun 16, 20236Jun 23, 202313Jul 12, 202319

Volatility

Volatility Chart

The current pazzo volatility is 3.50%, 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%NovemberDecember2024FebruaryMarchApril
3.50%
3.15%
pazzo
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.

BRK-BHNSS.LQDVE.DEXDEQ.LXAIX.DEIWDA.AS
BRK-B1.000.330.380.490.390.52
HNSS.L0.331.000.850.820.850.78
QDVE.DE0.380.851.000.830.930.86
XDEQ.L0.490.820.831.000.850.92
XAIX.DE0.390.850.930.851.000.90
IWDA.AS0.520.780.860.920.901.00