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ポートフォリオテスト

Last updated Dec 9, 2023

テストテスト

Asset Allocation


AAPL 100%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology100%

Transactions


DateTypeSymbolQuantityPrice
Sep 30, 2023BuyApple Inc.100$10,000.00

1–1 of 1

Performance

The chart shows the growth of an initial investment of $10,000 in ポートフォリオテスト, 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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%Oct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03
-98.04%
7.38%
ポートフォリオテスト
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
ポートフォリオテストN/A7.29%N/AN/AN/AN/A
AAPL
Apple Inc.
51.47%7.15%8.44%37.96%37.12%27.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-98.29%11.23%

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
AAPL
Apple Inc.
1.83

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%Oct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03
-98.04%
0
ポートフォリオテスト
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ポートフォリオテスト. 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 ポートフォリオテスト was 98.33%, occurring on Oct 26, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.33%Oct 2, 202319Oct 26, 2023

Volatility Chart

The current ポートフォリオテスト volatility is 4.15%, 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.


0.00%100.00%200.00%300.00%400.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03
4.15%
2.77%
ポートフォリオテスト
Benchmark (^GSPC)
Portfolio components
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