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11 Holdings

Last updated Sep 30, 2023

3/21/2023

Asset Allocation


AVGO 9.09%CDNS 9.09%CRM 9.09%FISV 9.09%GPN 9.09%JEPI 9.09%MA 9.09%NKE 9.09%NVDA 9.09%ON 9.09%ORCL 9.09%EquityEquity
PositionCategory/SectorWeight
AVGO
Broadcom Inc.
Technology9.09%
CDNS
Cadence Design Systems, Inc.
Technology9.09%
CRM
salesforce.com, inc.
Technology9.09%
FISV
Fiserv, Inc.
Technology9.09%
GPN
Global Payments Inc.
Industrials9.09%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend9.09%
MA
Mastercard Inc
Financial Services9.09%
NKE
NIKE, Inc.
Consumer Cyclical9.09%
NVDA
NVIDIA Corporation
Technology9.09%
ON
ON Semiconductor Corporation
Technology9.09%
ORCL
Oracle Corporation
Technology9.09%

Performance

The chart shows the growth of an initial investment of $10,000 in 11 Holdings, 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%MayJuneJulyAugustSeptember
12.20%
3.97%
11 Holdings
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%11.82%N/A
11 Holdings-6.51%12.15%38.96%57.15%24.76%N/A
AVGO
Broadcom Inc.
-9.51%30.87%51.23%92.03%43.57%N/A
CDNS
Cadence Design Systems, Inc.
-2.55%11.52%45.85%43.36%34.79%N/A
CRM
salesforce.com, inc.
-8.43%1.50%52.94%40.98%4.45%N/A
FISV
Fiserv, Inc.
0.00%2.43%14.55%23.74%3.38%N/A
GPN
Global Payments Inc.
-8.74%10.14%17.00%7.82%-11.26%N/A
JEPI
JPMorgan Equity Premium Income ETF
-3.06%2.15%3.98%15.33%11.64%N/A
MA
Mastercard Inc
-4.05%9.27%14.38%40.11%9.84%N/A
NKE
NIKE, Inc.
-5.67%-21.51%-17.50%16.49%1.46%N/A
NVDA
NVIDIA Corporation
-11.86%56.63%197.76%258.56%61.34%N/A
ON
ON Semiconductor Corporation
-5.60%12.91%49.03%49.13%70.20%N/A
ORCL
Oracle Corporation
-12.02%14.88%31.08%76.34%25.42%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.29%1.08%6.04%5.72%4.32%1.49%

Sharpe Ratio

The current 11 Holdings Sharpe ratio is 2.10. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.10

The Sharpe ratio of 11 Holdings 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 Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptember
2.10
0.89
11 Holdings
Benchmark (^GSPC)
Portfolio components

Dividend yield

11 Holdings granted a 1.49% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
11 Holdings1.49%1.80%1.23%1.26%0.69%0.70%0.57%0.57%0.57%0.59%0.62%0.61%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
CDNS
Cadence Design Systems, 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%
CRM
salesforce.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%
FISV
Fiserv, 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%
GPN
Global Payments Inc.
0.87%1.01%0.67%0.37%0.13%0.04%0.04%0.06%0.06%0.10%0.13%0.18%
JEPI
JPMorgan Equity Premium Income ETF
9.99%12.35%7.80%7.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc
0.56%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%
NKE
NIKE, Inc.
1.42%1.08%0.69%0.73%0.93%1.16%1.25%1.40%1.01%1.14%1.23%1.64%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
ON
ON Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
Oracle Corporation
1.36%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%

Expense Ratio

The 11 Holdings has an expense ratio of 0.03% 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.


0.35%
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
AVGO
Broadcom Inc.
2.48
CDNS
Cadence Design Systems, Inc.
1.27
CRM
salesforce.com, inc.
0.98
FISV
Fiserv, Inc.
N/A
GPN
Global Payments Inc.
0.15
JEPI
JPMorgan Equity Premium Income ETF
1.18
MA
Mastercard Inc
1.73
NKE
NIKE, Inc.
-0.06
NVDA
NVIDIA Corporation
4.40
ON
ON Semiconductor Corporation
0.89
ORCL
Oracle Corporation
2.45

Asset Correlations Table

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

ORCLFISVNKEGPNCRMONNVDAJEPICDNSMAAVGO
ORCL1.000.360.410.370.430.350.400.540.460.470.42
FISV0.361.000.430.710.430.380.340.590.400.650.40
NKE0.410.431.000.460.440.510.470.550.460.510.50
GPN0.370.710.461.000.430.440.390.560.420.680.44
CRM0.430.430.440.431.000.470.610.480.630.510.56
ON0.350.380.510.440.471.000.650.460.600.460.74
NVDA0.400.340.470.390.610.651.000.430.700.450.69
JEPI0.540.590.550.560.480.460.431.000.550.640.55
CDNS0.460.400.460.420.630.600.700.551.000.480.67
MA0.470.650.510.680.510.460.450.640.481.000.52
AVGO0.420.400.500.440.560.740.690.550.670.521.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-6.51%
-10.60%
11 Holdings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 11 Holdings. 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 11 Holdings is 29.87%, recorded on Oct 12, 2022. It took 127 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.87%Dec 28, 2021200Oct 12, 2022127Apr 17, 2023327
-9.72%Oct 13, 202012Oct 28, 202019Nov 24, 202031
-9.25%Apr 16, 202119May 12, 202132Jun 28, 202151
-9.06%Sep 3, 20203Sep 8, 202022Oct 8, 202025
-7.83%Sep 1, 202317Sep 26, 2023

Volatility Chart

The current 11 Holdings volatility is 4.14%, 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%7.00%MayJuneJulyAugustSeptember
4.14%
3.17%
11 Holdings
Benchmark (^GSPC)
Portfolio components