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Main

Last updated Mar 2, 2024

Asset Allocation


BABA 10%JD 10%CELH 10%CSU.TO 10%TOI.V 10%GRBK 10%MELI 10%CLS.TO 10%SHOP.TO 10%QQQ 10%EquityEquity
PositionCategory/SectorWeight
BABA
Alibaba Group Holding Limited
Consumer Cyclical

10%

JD
JD.com, Inc.
Consumer Cyclical

10%

CELH
Celsius Holdings, Inc.
Consumer Defensive

10%

CSU.TO
Constellation Software Inc.
Technology

10%

TOI.V
Topicus.com Inc.
Technology

10%

GRBK
Green Brick Partners, Inc.
Consumer Cyclical

10%

MELI
MercadoLibre, Inc.
Consumer Cyclical

10%

CLS.TO
Celestica Inc.
Technology

10%

SHOP.TO
Shopify Inc.
Technology

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Main, 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%20.00%30.00%40.00%50.00%60.00%OctoberNovemberDecember2024FebruaryMarch
64.37%
34.26%
Main
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 2, 2021, corresponding to the inception date of TOI.V

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Main13.41%11.21%17.14%62.68%N/AN/A
BABA
Alibaba Group Holding Limited
-3.73%3.39%-20.41%-15.74%-16.29%N/A
JD
JD.com, Inc.
-20.39%2.00%-32.55%-50.43%-3.59%N/A
CELH
Celsius Holdings, Inc.
45.40%58.86%22.44%151.89%131.23%88.82%
CSU.TO
Constellation Software Inc.
14.56%2.72%35.79%70.19%31.11%34.54%
TOI.V
Topicus.com Inc.
35.55%17.96%20.43%39.15%N/AN/A
GRBK
Green Brick Partners, Inc.
5.14%4.68%7.73%69.81%42.95%36.36%
MELI
MercadoLibre, Inc.
2.62%-5.79%13.44%32.35%29.02%31.60%
CLS.TO
Celestica Inc.
54.46%31.56%92.52%247.62%37.84%18.68%
SHOP.TO
Shopify Inc.
-1.65%-4.40%14.78%86.06%32.61%N/A
QQQ
Invesco QQQ
8.81%6.87%18.48%52.82%21.49%18.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.98%10.69%
2023-0.12%-7.79%-6.19%14.82%5.23%

Sharpe Ratio

The current Main Sharpe ratio is 2.79. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.79

The Sharpe ratio of Main 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.79
2.44
Main
Benchmark (^GSPC)
Portfolio components

Dividend yield

Main granted a 0.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Main0.47%0.41%0.33%0.07%0.09%0.33%0.15%0.17%0.23%0.24%0.32%0.34%
BABA
Alibaba Group Holding Limited
1.34%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
2.61%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CELH
Celsius Holdings, 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%
CSU.TO
Constellation Software Inc.
0.14%0.16%0.25%0.29%0.30%2.53%0.60%0.68%0.86%1.09%1.29%1.84%
TOI.V
Topicus.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%
GRBK
Green Brick Partners, 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%0.19%0.38%0.36%0.52%0.53%
CLS.TO
Celestica 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%
SHOP.TO
Shopify 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%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The Main has an expense ratio of 0.02% 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.


0.20%
0.00%2.15%

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
^GSPC
S&P 500
2.44
Main
2.79
BABA
Alibaba Group Holding Limited
-0.33
JD
JD.com, Inc.
-1.10
CELH
Celsius Holdings, Inc.
3.02
CSU.TO
Constellation Software Inc.
3.06
TOI.V
Topicus.com Inc.
1.31
GRBK
Green Brick Partners, Inc.
1.48
MELI
MercadoLibre, Inc.
0.74
CLS.TO
Celestica Inc.
5.64
SHOP.TO
Shopify Inc.
1.37
QQQ
Invesco QQQ
3.11

Asset Correlations Table

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

TOI.VJDGRBKBABACLS.TOCELHCSU.TOMELISHOP.TOQQQ
TOI.V1.000.110.210.120.240.150.270.230.230.26
JD0.111.000.210.770.210.280.250.400.430.40
GRBK0.210.211.000.190.390.400.380.400.400.50
BABA0.120.770.191.000.250.290.230.430.430.41
CLS.TO0.240.210.390.251.000.320.380.400.410.53
CELH0.150.280.400.290.321.000.330.490.460.52
CSU.TO0.270.250.380.230.380.331.000.470.500.57
MELI0.230.400.400.430.400.490.471.000.650.69
SHOP.TO0.230.430.400.430.410.460.500.651.000.69
QQQ0.260.400.500.410.530.520.570.690.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Main
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Main. 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 Main was 40.88%, occurring on May 11, 2022. Recovery took 281 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.88%Nov 10, 2021129May 11, 2022281Jun 15, 2023410
-15.67%Sep 5, 202339Oct 27, 202334Dec 14, 202373
-13.89%Feb 17, 202127Mar 25, 202123Apr 28, 202150
-11.8%Apr 29, 202110May 12, 202132Jun 25, 202142
-7.95%Sep 3, 202121Oct 4, 202111Oct 19, 202132

Volatility Chart

The current Main volatility is 7.26%, 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%OctoberNovemberDecember2024FebruaryMarch
7.26%
3.47%
Main
Benchmark (^GSPC)
Portfolio components
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