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ETF White Capital - 5 October Update

Last updated Feb 24, 2024

Asset Allocation


TSLA 13%MSFT 12%QQQ 12%AAPL 9%ADBE 8%NVDA 8%TSM 8%AMD 7%GOOGL 6%PANW 6%ENPH 5%UNH 3%PYPL 2%INTC 1%EquityEquity
PositionCategory/SectorWeight
TSLA
Tesla, Inc.
Consumer Cyclical

13%

MSFT
Microsoft Corporation
Technology

12%

QQQ
Invesco QQQ
Large Cap Blend Equities

12%

AAPL
Apple Inc.
Technology

9%

ADBE
Adobe Inc
Technology

8%

NVDA
NVIDIA Corporation
Technology

8%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

8%

AMD
Advanced Micro Devices, Inc.
Technology

7%

GOOGL
Alphabet Inc.
Communication Services

6%

PANW
Palo Alto Networks, Inc.
Technology

6%

ENPH
Enphase Energy, Inc.
Technology

5%

UNH
UnitedHealth Group Incorporated
Healthcare

3%

PYPL
PayPal Holdings, Inc.
Financial Services

2%

INTC
Intel Corporation
Technology

1%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETF White Capital - 5 October Update, 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%500.00%1,000.00%1,500.00%SeptemberOctoberNovemberDecember2024February
1,580.24%
145.98%
ETF White Capital - 5 October Update
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of PYPL

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
ETF White Capital - 5 October Update5.00%2.20%19.51%52.35%43.14%N/A
AAPL
Apple Inc.
-5.08%-5.02%2.45%25.07%34.28%27.28%
ADBE
Adobe Inc
-7.23%-9.85%5.41%72.66%16.24%23.37%
AMD
Advanced Micro Devices, Inc.
19.75%-0.41%72.64%126.05%48.93%47.31%
ENPH
Enphase Energy, Inc.
-10.56%12.17%-4.75%-40.60%71.19%31.14%
GOOGL
Alphabet Inc.
3.06%-5.40%10.84%61.52%20.80%16.80%
INTC
Intel Corporation
-14.20%-1.22%30.10%73.39%-1.60%8.71%
MSFT
Microsoft Corporation
9.32%1.77%27.54%66.00%30.94%29.20%
NVDA
NVIDIA Corporation
59.16%29.14%71.30%238.62%82.73%67.99%
PANW
Palo Alto Networks, Inc.
-4.34%-17.62%22.24%51.15%29.23%27.48%
PYPL
PayPal Holdings, Inc.
-3.66%-4.24%-3.32%-19.56%-9.36%N/A
QQQ
Invesco QQQ
6.66%3.06%20.46%50.69%21.14%18.14%
TSLA
Tesla, Inc.
-22.74%4.76%-19.54%-2.49%57.59%27.84%
TSM
Taiwan Semiconductor Manufacturing Company Limited
24.55%10.46%40.22%49.25%29.43%24.92%
UNH
UnitedHealth Group Incorporated
0.15%4.78%8.58%10.49%16.70%23.39%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.92%
20232.90%-2.83%-5.40%-4.30%14.59%5.14%

Sharpe Ratio

The current ETF White Capital - 5 October Update Sharpe ratio is 2.34. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.34

The Sharpe ratio of ETF White Capital - 5 October Update 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.34
2.23
ETF White Capital - 5 October Update
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF White Capital - 5 October Update granted a 0.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF White Capital - 5 October Update0.34%0.38%0.54%0.34%0.41%0.63%0.80%0.73%0.90%0.95%0.96%1.04%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ADBE
Adobe 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%
AMD
Advanced Micro Devices, 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%
ENPH
Enphase Energy, 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%
GOOGL
Alphabet 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%
INTC
Intel Corporation
1.16%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
PANW
Palo Alto Networks, 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%
PYPL
PayPal 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%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
TSLA
Tesla, 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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.12%1.39%1.93%1.24%1.24%2.76%2.81%2.32%2.61%2.54%1.79%2.30%
UNH
UnitedHealth Group Incorporated
1.38%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Expense Ratio

The ETF White Capital - 5 October Update 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
2.23
ETF White Capital - 5 October Update
2.34
AAPL
Apple Inc.
1.21
ADBE
Adobe Inc
1.83
AMD
Advanced Micro Devices, Inc.
2.79
ENPH
Enphase Energy, Inc.
-0.67
GOOGL
Alphabet Inc.
2.09
INTC
Intel Corporation
1.85
MSFT
Microsoft Corporation
2.83
NVDA
NVIDIA Corporation
5.78
PANW
Palo Alto Networks, Inc.
1.08
PYPL
PayPal Holdings, Inc.
-0.56
QQQ
Invesco QQQ
2.99
TSLA
Tesla, Inc.
-0.09
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.65
UNH
UnitedHealth Group Incorporated
0.46

Asset Correlations Table

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

UNHENPHTSLAPANWAMDINTCTSMPYPLAAPLGOOGLNVDAADBEMSFTQQQ
UNH1.000.140.170.220.210.280.240.240.330.340.250.300.360.39
ENPH0.141.000.320.320.300.280.300.330.310.260.290.320.310.40
TSLA0.170.321.000.400.380.360.380.390.420.380.440.410.400.54
PANW0.220.320.401.000.390.380.380.450.450.430.480.520.470.57
AMD0.210.300.380.391.000.480.510.440.460.460.670.510.500.61
INTC0.280.280.360.380.481.000.550.480.520.500.570.500.550.67
TSM0.240.300.380.380.510.551.000.450.530.510.600.510.520.65
PYPL0.240.330.390.450.440.480.451.000.530.560.530.620.590.70
AAPL0.330.310.420.450.460.520.530.531.000.620.570.580.660.80
GOOGL0.340.260.380.430.460.500.510.560.621.000.570.660.720.80
NVDA0.250.290.440.480.670.570.600.530.570.571.000.610.620.74
ADBE0.300.320.410.520.510.500.510.620.580.660.611.000.740.79
MSFT0.360.310.400.470.500.550.520.590.660.720.620.741.000.84
QQQ0.390.400.540.570.610.670.650.700.800.800.740.790.841.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.74%
0
ETF White Capital - 5 October Update
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF White Capital - 5 October Update. 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 ETF White Capital - 5 October Update was 40.96%, occurring on Jan 5, 2023. Recovery took 129 trading sessions.

The current ETF White Capital - 5 October Update drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.96%Nov 22, 2021282Jan 5, 2023129Jul 13, 2023411
-37.86%Feb 20, 202020Mar 18, 202057Jun 9, 202077
-23.93%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-21.6%Dec 30, 201529Feb 10, 201638Apr 6, 201667
-16.96%Feb 16, 202115Mar 8, 202175Jun 23, 202190

Volatility Chart

The current ETF White Capital - 5 October Update volatility is 7.24%, 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%8.00%SeptemberOctoberNovemberDecember2024February
7.24%
3.90%
ETF White Capital - 5 October Update
Benchmark (^GSPC)
Portfolio components
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