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My
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 53.72%AAPL 21.19%BABA 9%KO 6.77%CSCO 6%HUN 3.32%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

21.19%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

9%

CSCO
Cisco Systems, Inc.
Technology

6%

HUN
Huntsman Corporation
Basic Materials

3.32%

KO
The Coca-Cola Company
Consumer Defensive

6.77%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

53.72%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My, 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%NovemberDecember2024FebruaryMarchApril
9.53%
19.37%
My
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
My0.26%-2.52%9.53%12.18%13.10%N/A
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
VOO
Vanguard S&P 500 ETF
6.76%-2.99%20.31%24.48%13.51%12.61%
HUN
Huntsman Corporation
-3.44%-5.80%5.49%-7.08%4.30%2.69%
KO
The Coca-Cola Company
3.72%0.25%10.73%-2.15%8.19%7.36%
CSCO
Cisco Systems, Inc.
-2.82%-2.14%-7.39%5.13%0.00%11.14%
BABA
Alibaba Group Holding Limited
-6.45%0.53%-11.33%-15.43%-17.15%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.66%2.68%1.09%
2023-6.15%-1.88%6.58%3.58%

Expense Ratio

The My 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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


My
Sharpe ratio
The chart of Sharpe ratio for My, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.005.001.00
Sortino ratio
The chart of Sortino ratio for My, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Omega ratio
The chart of Omega ratio for My, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.801.17
Calmar ratio
The chart of Calmar ratio for My, currently valued at 0.97, compared to the broader market0.002.004.006.008.000.97
Martin ratio
The chart of Martin ratio for My, currently valued at 2.97, compared to the broader market0.0010.0020.0030.0040.0050.002.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.090.261.030.100.21
VOO
Vanguard S&P 500 ETF
2.083.011.361.808.64
HUN
Huntsman Corporation
-0.25-0.200.98-0.16-0.52
KO
The Coca-Cola Company
-0.18-0.160.98-0.13-0.33
CSCO
Cisco Systems, Inc.
0.320.511.080.240.63
BABA
Alibaba Group Holding Limited
-0.50-0.530.94-0.22-0.88

Sharpe Ratio

The current My Sharpe ratio is 1.00. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.00

The Sharpe ratio of My is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.00
1.92
My
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My granted a 1.52% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My1.52%1.52%1.54%1.17%1.44%1.69%2.00%1.71%2.00%2.07%1.78%1.82%
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%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
HUN
Huntsman Corporation
4.01%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
KO
The Coca-Cola Company
3.08%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
CSCO
Cisco Systems, Inc.
3.25%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
BABA
Alibaba Group Holding Limited
1.38%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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
-3.50%
-3.50%
My
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My. 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 My was 32.33%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current My drawdown is 3.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.33%Feb 13, 202027Mar 23, 202076Jul 10, 2020103
-24.46%Jan 4, 2022195Oct 12, 2022196Jul 26, 2023391
-22.02%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-18.52%May 22, 2015183Feb 11, 2016123Aug 8, 2016306
-11.6%Aug 1, 202363Oct 27, 202358Jan 23, 2024121

Volatility

Volatility Chart

The current My volatility is 3.63%, 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%NovemberDecember2024FebruaryMarchApril
3.63%
3.58%
My
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.

KOBABAHUNAAPLCSCOVOO
KO1.000.140.260.290.380.49
BABA0.141.000.320.380.310.46
HUN0.260.321.000.320.400.55
AAPL0.290.380.321.000.520.70
CSCO0.380.310.400.521.000.70
VOO0.490.460.550.700.701.00