PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Be not afraid
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMD 10%AMZN 10%AAPL 10%BRK-B 10%CDNS 10%CPRT 10%ON 10%SMCI 10%TSLA 10%VGT 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

10%

AMD
Advanced Micro Devices, Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

BRK-B
Berkshire Hathaway Inc.
Financial Services

10%

CDNS
Cadence Design Systems, Inc.
Technology

10%

CPRT
Copart, Inc.
Industrials

10%

ON
ON Semiconductor Corporation
Technology

10%

SMCI
Super Micro Computer, Inc.
Technology

10%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

VGT
Vanguard Information Technology ETF
Technology Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Be not afraid, 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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
33.81%
19.37%
Be not afraid
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of Apr 24, 2024, the Be not afraid returned 16.95% Year-To-Date and 35.48% of annualized return in the last 10 years.


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%
Be not afraid16.95%-9.14%33.81%70.40%42.80%35.48%
AMD
Advanced Micro Devices, Inc.
3.30%-15.24%49.77%73.88%40.77%43.82%
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.58%28.08%
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
BRK-B
Berkshire Hathaway Inc.
14.60%-0.69%20.70%25.36%14.07%12.40%
CDNS
Cadence Design Systems, Inc.
3.45%-12.70%18.68%32.29%33.18%34.30%
CPRT
Copart, Inc.
10.84%-5.40%21.96%38.30%27.07%28.49%
ON
ON Semiconductor Corporation
-26.16%-17.41%-27.51%-17.07%22.50%20.68%
SMCI
Super Micro Computer, Inc.
168.02%-21.68%190.11%672.76%103.07%43.68%
TSLA
Tesla, Inc.
-41.77%-15.31%-33.18%-10.99%54.52%26.99%
VGT
Vanguard Information Technology ETF
2.40%-6.40%20.03%32.34%19.45%20.04%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.12%17.69%3.17%
2023-4.38%-6.57%13.85%4.99%

Expense Ratio

The Be not afraid has an expense ratio of 0.01% 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Be not afraid
Sharpe ratio
The chart of Sharpe ratio for Be not afraid, currently valued at 2.42, compared to the broader market-1.000.001.002.003.004.005.002.42
Sortino ratio
The chart of Sortino ratio for Be not afraid, currently valued at 3.20, compared to the broader market0.002.004.006.003.20
Omega ratio
The chart of Omega ratio for Be not afraid, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for Be not afraid, currently valued at 4.12, compared to the broader market0.002.004.006.008.004.12
Martin ratio
The chart of Martin ratio for Be not afraid, currently valued at 11.73, compared to the broader market0.0010.0020.0030.0040.0050.0011.73
^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
AMD
Advanced Micro Devices, Inc.
1.482.131.261.465.52
AMZN
Amazon.com, Inc.
2.313.121.391.5014.40
AAPL
Apple Inc.
0.090.261.030.100.21
BRK-B
Berkshire Hathaway Inc.
2.103.061.362.317.97
CDNS
Cadence Design Systems, Inc.
1.131.841.212.457.53
CPRT
Copart, Inc.
1.812.611.324.248.95
ON
ON Semiconductor Corporation
-0.36-0.210.97-0.37-0.71
SMCI
Super Micro Computer, Inc.
6.174.451.6315.2734.82
TSLA
Tesla, Inc.
-0.26-0.060.99-0.19-0.52
VGT
Vanguard Information Technology ETF
1.732.431.291.587.09

Sharpe Ratio

The current Be not afraid Sharpe ratio is 2.42. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.42

The Sharpe ratio of Be not afraid 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.42
1.92
Be not afraid
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Be not afraid granted a 0.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Be not afraid0.13%0.11%0.16%0.11%0.14%0.21%0.31%0.24%0.32%0.32%0.28%0.32%
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%
AMZN
Amazon.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%
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%
BRK-B
Berkshire Hathaway 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%
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%
CPRT
Copart, 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%
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%
SMCI
Super Micro Computer, 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%
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%
VGT
Vanguard Information Technology ETF
0.73%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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
-14.92%
-3.50%
Be not afraid
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Be not afraid. 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 Be not afraid was 37.34%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current Be not afraid drawdown is 14.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.34%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-28.24%Jan 4, 2022114Jun 16, 2022198Mar 31, 2023312
-24.63%Sep 17, 201869Dec 24, 201859Mar 21, 2019128
-21.87%Mar 28, 2012161Nov 15, 2012115May 3, 2013276
-20.34%May 11, 201172Aug 22, 2011113Feb 2, 2012185

Volatility

Volatility Chart

The current Be not afraid volatility is 7.10%, 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%NovemberDecember2024FebruaryMarchApril
7.10%
3.58%
Be not afraid
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.

TSLASMCIBRK-BAMDCPRTAMZNAAPLONCDNSVGT
TSLA1.000.250.250.340.320.380.370.390.370.47
SMCI0.251.000.350.370.360.290.320.420.360.48
BRK-B0.250.351.000.320.460.380.400.410.420.57
AMD0.340.370.321.000.390.430.410.520.480.60
CPRT0.320.360.460.391.000.430.430.450.550.61
AMZN0.380.290.380.430.431.000.500.420.510.67
AAPL0.370.320.400.410.430.501.000.450.490.75
ON0.390.420.410.520.450.420.451.000.540.68
CDNS0.370.360.420.480.550.510.490.541.000.73
VGT0.470.480.570.600.610.670.750.680.731.00