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ポートフォリオテスト
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 100%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
100%

Transactions


DateTypeSymbolQuantityPrice
Sep 30, 2023BuyApple Inc100$10,000.00

1–1 of 1

Performance

Performance Chart

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.


-100.00%-50.00%0.00%50.00%December2025FebruaryMarchAprilMay
-98.01%
32.09%
ポートフォリオテスト
Benchmark (^GSPC)
Portfolio components

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
ポートフォリオテスト-20.93%14.42%-12.91%8.60%N/AN/A
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
*Annualized

Monthly Returns

The table below presents the monthly returns of ポートフォリオテスト, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.73%2.57%-8.10%-4.31%-7.01%-20.93%
2024-4.22%-1.85%-5.12%-0.67%12.98%9.52%5.42%3.22%1.74%-3.03%5.14%5.49%30.54%
2023-98.29%11.37%1.36%-98.07%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ポートフォリオテスト is 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ポートフォリオテスト is 1616
Overall Rank
The Sharpe Ratio Rank of ポートフォリオテスト is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ポートフォリオテスト is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ポートフォリオテスト is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ポートフォリオテスト is 99
Calmar Ratio Rank
The Martin Ratio Rank of ポートフォリオテスト is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.270.631.090.280.95

The current ポートフォリオテスト Sharpe ratio is 0.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of ポートフォリオテスト with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.27
0.48
ポートフォリオテスト
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ポートフォリオテスト provided a 0.50% dividend yield over the last twelve months.


TTM20242023
Portfolio0.50%0.39%0.12%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$25.00$0.00$0.00$0.00$25.00
2024$0.00$24.00$0.00$0.00$25.00$0.00$0.00$25.00$0.00$0.00$25.00$0.00$99.00
2023$0.00$24.00$0.00$24.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-98.01%
-7.82%
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 98.35%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current ポートフォリオテスト drawdown is 98.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.35%Oct 2, 2023139Apr 19, 2024

Volatility

Volatility Chart

The current ポートフォリオテスト volatility is 17.71%, 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%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.71%
11.21%
ポートフォリオテスト
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCAAPLPortfolio
^GSPC1.000.560.56
AAPL0.561.000.99
Portfolio0.560.991.00
The correlation results are calculated based on daily price changes starting from Oct 2, 2023