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Investing

Last updated Feb 23, 2024

Asset Allocation


FTNT 8.85%GOOGL 8.7%LPG 8.08%HSY 8.04%UNH 7.95%NKE 7.93%AAPL 7.66%PEP 7.62%TRMD 7.61%META 5.5%AMZN 5.27%MCD 4.47%V 4.28%CME 4.11%BAC 3.93%EquityEquity
PositionCategory/SectorWeight
FTNT
Fortinet, Inc.
Technology

8.85%

GOOGL
Alphabet Inc.
Communication Services

8.70%

LPG
Dorian LPG Ltd.
Energy

8.08%

HSY
The Hershey Company
Consumer Defensive

8.04%

UNH
UnitedHealth Group Incorporated
Healthcare

7.95%

NKE
NIKE, Inc.
Consumer Cyclical

7.93%

AAPL
Apple Inc.
Technology

7.66%

PEP
PepsiCo, Inc.
Consumer Defensive

7.62%

TRMD
TORM plc
Energy

7.61%

META
Meta Platforms, Inc.
Communication Services

5.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5.27%

MCD
McDonald's Corporation
Consumer Cyclical

4.47%

V
Visa Inc.
Financial Services

4.28%

CME
CME Group Inc.
Financial Services

4.11%

BAC
Bank of America Corporation
Financial Services

3.93%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Feb 2, 2024BuyAlphabet Inc.8$138.83
Feb 2, 2024BuyAlphabet Inc.8$142.00
Feb 2, 2024BuyTORM plc30$34.73
Feb 2, 2024BuyDorian LPG Ltd.30$37.65
Feb 2, 2024BuyNIKE, Inc.10$99.97
Jan 25, 2024BuyUnitedHealth Group Incorporated2$490.00
Jan 23, 2024BuyTORM plc30$34.92
Jan 23, 2024BuyDorian LPG Ltd.30$39.68
Jan 23, 2024BuyNIKE, Inc.10$101.70
Jan 22, 2024BuyUnitedHealth Group Incorporated2$503.00

1–10 of 25

Performance

The chart shows the growth of an initial investment of $10,000 in Investing, 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


-5.00%0.00%5.00%10.00%15.00%20.00%Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
18.24%
16.22%
Investing
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.65%4.57%16.24%27.46%12.76%10.68%
Investing6.09%1.68%N/AN/AN/AN/A
MCD
McDonald's Corporation
-0.20%-1.50%6.00%12.65%12.67%14.88%
PEP
PepsiCo, Inc.
-0.94%1.60%-3.64%-1.73%10.68%11.04%
HSY
The Hershey Company
4.55%2.97%-8.30%-17.47%14.28%8.43%
AMZN
Amazon.com, Inc.
14.90%11.29%32.42%82.25%16.46%25.84%
V
Visa Inc.
9.19%4.65%18.96%29.98%15.04%18.36%
FTNT
Fortinet, Inc.
14.40%1.29%15.15%11.21%31.05%30.98%
AAPL
Apple Inc.
-4.12%-5.09%4.80%24.47%34.73%27.27%
CME
CME Group Inc.
3.51%6.72%12.86%22.24%8.06%15.97%
META
Meta Platforms, Inc.
37.49%24.56%69.71%184.39%24.67%21.30%
BAC
Bank of America Corporation
-0.18%1.91%19.36%1.07%5.48%9.44%
UNH
UnitedHealth Group Incorporated
0.01%2.59%8.66%9.31%16.29%23.26%
NKE
NIKE, Inc.
-3.21%4.29%8.36%-11.23%5.47%11.68%
LPG
Dorian LPG Ltd.
-16.53%-13.77%50.08%91.40%60.60%N/A
TRMD
TORM plc
10.46%-6.62%39.52%34.86%54.04%N/A
GOOGL
Alphabet Inc.
3.15%-3.10%11.03%57.22%20.92%16.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.38%
20232.55%6.18%2.36%

Sharpe Ratio


Chart placeholderNot enough data

Expense Ratio

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
^GSPC
S&P 500
2.21
Investing
MCD
McDonald's Corporation
0.92
PEP
PepsiCo, Inc.
-0.12
HSY
The Hershey Company
-1.01
AMZN
Amazon.com, Inc.
2.77
V
Visa Inc.
1.96
FTNT
Fortinet, Inc.
0.31
AAPL
Apple Inc.
1.29
CME
CME Group Inc.
1.22
META
Meta Platforms, Inc.
4.89
BAC
Bank of America Corporation
0.01
UNH
UnitedHealth Group Incorporated
0.43
NKE
NIKE, Inc.
-0.44
LPG
Dorian LPG Ltd.
1.99
TRMD
TORM plc
0.75
GOOGL
Alphabet Inc.
2.08

Asset Correlations Table

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

TRMDCMELPGUNHHSYBACFTNTPEPNKEGOOGLAAPLMETAMCDAMZNV
TRMD1.000.010.44-0.010.030.130.110.03-0.140.02-0.030.14-0.040.02-0.02
CME0.011.000.110.270.020.060.110.170.08-0.05-0.01-0.000.140.030.20
LPG0.440.111.00-0.020.000.240.180.12-0.01-0.050.070.050.120.040.17
UNH-0.010.27-0.021.000.280.06-0.030.300.06-0.19-0.02-0.110.18-0.060.23
HSY0.030.020.000.281.000.11-0.100.660.060.060.01-0.020.510.010.28
BAC0.130.060.240.060.111.000.210.150.28-0.020.100.190.200.060.34
FTNT0.110.110.18-0.03-0.100.211.00-0.020.310.230.370.340.070.390.31
PEP0.030.170.120.300.660.15-0.021.000.300.110.070.050.550.030.24
NKE-0.140.08-0.010.060.060.280.310.301.000.210.310.130.360.260.34
GOOGL0.02-0.05-0.05-0.190.06-0.020.230.110.211.000.560.550.190.670.33
AAPL-0.03-0.010.07-0.020.010.100.370.070.310.561.000.460.260.640.42
META0.14-0.000.05-0.11-0.020.190.340.050.130.550.461.000.220.670.39
MCD-0.040.140.120.180.510.200.070.550.360.190.260.221.000.210.43
AMZN0.020.030.04-0.060.010.060.390.030.260.670.640.670.211.000.40
V-0.020.200.170.230.280.340.310.240.340.330.420.390.430.401.00

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
-0.39%
0
Investing
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Investing. 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 Investing was 2.33%, occurring on Oct 26, 2023. Recovery took 2 trading sessions.

The current Investing drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.33%Oct 20, 20235Oct 26, 20232Oct 30, 20237
-1.98%Dec 14, 20232Dec 15, 202310Jan 2, 202412
-1.82%Feb 13, 20245Feb 20, 2024
-1.58%Jan 31, 20241Jan 31, 20242Feb 2, 20243
-1.57%Jan 3, 20243Jan 5, 20241Jan 8, 20244

Volatility Chart

The current Investing volatility is 3.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
3.38%
3.90%
Investing
Benchmark (^GSPC)
Portfolio components
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