Locura
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Locura, 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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 7, 2024, the Locura returned 21.92% Year-To-Date and 27.94% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
Locura | 21.92% | 3.08% | 0.94% | 43.49% | 29.37% | 27.94% |
Portfolio components: | ||||||
GOOG Alphabet Inc. | 8.07% | -5.36% | 11.75% | 11.82% | 20.42% | 18.09% |
META Meta Platforms, Inc. | 41.63% | 2.32% | -1.02% | 67.84% | 21.78% | 20.70% |
WSM Williams-Sonoma, Inc. | 30.88% | -5.34% | 11.93% | 84.44% | 34.92% | 17.82% |
AMD Advanced Micro Devices, Inc. | -8.86% | 4.41% | -35.22% | 26.04% | 34.53% | 41.93% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 51.87% | 1.15% | 7.91% | 77.17% | 31.89% | 25.41% |
V Visa Inc. | 7.92% | 9.13% | 0.15% | 13.93% | 9.29% | 18.83% |
NVO Novo Nordisk A/S | 27.90% | 10.40% | -0.57% | 35.44% | 38.24% | 19.21% |
MSFT Microsoft Corporation | 7.41% | 1.00% | -0.76% | 22.67% | 24.81% | 26.01% |
COST Costco Wholesale Corporation | 33.41% | 8.19% | 21.19% | 64.47% | 25.78% | 24.05% |
AMZN Amazon.com, Inc. | 12.80% | 5.30% | -2.26% | 24.33% | 13.35% | 26.44% |
Monthly Returns
The table below presents the monthly returns of Locura, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.85% | 10.82% | 4.94% | -3.93% | 5.87% | 4.88% | -3.59% | 0.99% | 21.92% | ||||
2023 | 14.62% | -1.62% | 11.40% | 1.79% | 7.79% | 4.00% | 3.62% | 0.25% | -1.72% | 0.58% | 11.97% | 7.03% | 76.39% |
2022 | -7.17% | -5.02% | 2.56% | -11.12% | -0.96% | -9.35% | 12.85% | -4.80% | -14.17% | -2.04% | 11.61% | -6.85% | -32.23% |
2021 | 1.52% | 1.89% | 5.16% | 7.01% | -0.31% | 5.39% | 4.30% | 5.96% | -5.64% | 7.05% | 4.25% | -0.10% | 42.19% |
2020 | 2.85% | -5.75% | -6.94% | 17.49% | 7.21% | 2.79% | 13.21% | 8.52% | -4.32% | -1.59% | 11.32% | 1.56% | 52.76% |
2019 | 10.53% | 2.00% | 5.45% | 5.45% | -4.77% | 7.62% | 2.66% | 0.87% | -0.47% | 5.78% | 4.55% | 5.05% | 53.85% |
2018 | 11.72% | -3.29% | -4.70% | 1.06% | 7.79% | 3.43% | 5.68% | 10.08% | 2.38% | -12.58% | 2.18% | -7.52% | 14.16% |
2017 | 3.90% | 5.96% | 2.12% | 3.79% | 2.12% | -1.33% | 3.45% | 1.81% | 1.38% | 4.73% | 1.96% | 0.52% | 34.73% |
2016 | -5.85% | -3.15% | 9.03% | 1.82% | 5.58% | 0.73% | 9.79% | -0.15% | -0.56% | -1.87% | 1.21% | 3.68% | 20.87% |
2015 | 0.51% | 7.65% | -1.49% | 0.91% | 0.87% | -0.50% | 6.70% | -5.65% | -0.02% | 11.68% | 2.92% | 3.20% | 28.89% |
2014 | -2.02% | 2.26% | 3.73% | -0.84% | 3.03% | -0.92% | -0.74% | 5.11% | -2.43% | 7.07% |
Expense Ratio
Locura has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Locura is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
GOOG Alphabet Inc. | 0.45 | 0.76 | 1.11 | 0.59 | 1.84 |
META Meta Platforms, Inc. | 1.83 | 2.68 | 1.35 | 2.75 | 11.11 |
WSM Williams-Sonoma, Inc. | 2.00 | 2.65 | 1.36 | 2.57 | 12.18 |
AMD Advanced Micro Devices, Inc. | 0.48 | 0.99 | 1.12 | 0.54 | 1.26 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.98 | 2.65 | 1.34 | 1.92 | 11.10 |
V Visa Inc. | 0.95 | 1.32 | 1.17 | 1.16 | 2.83 |
NVO Novo Nordisk A/S | 1.26 | 1.92 | 1.24 | 2.04 | 6.75 |
MSFT Microsoft Corporation | 1.08 | 1.51 | 1.19 | 1.39 | 4.31 |
COST Costco Wholesale Corporation | 3.34 | 3.91 | 1.59 | 6.33 | 16.68 |
AMZN Amazon.com, Inc. | 0.92 | 1.41 | 1.18 | 0.74 | 4.01 |
Dividends
Dividend yield
Locura granted a 0.78% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Locura | 0.78% | 0.78% | 0.77% | 0.48% | 0.84% | 0.87% | 1.03% | 1.26% | 0.98% | 1.19% | 0.76% | 0.85% |
Portfolio components: | ||||||||||||
GOOG Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WSM Williams-Sonoma, Inc. | 1.56% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
V Visa Inc. | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
NVO Novo Nordisk A/S | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
MSFT Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
COST Costco Wholesale Corporation | 2.21% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Locura. 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 Locura was 40.41%, occurring on Nov 3, 2022. Recovery took 234 trading sessions.
The current Locura drawdown is 11.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.41% | Nov 19, 2021 | 241 | Nov 3, 2022 | 234 | Oct 11, 2023 | 475 |
-27.75% | Feb 20, 2020 | 18 | Mar 16, 2020 | 52 | May 29, 2020 | 70 |
-24.04% | Sep 28, 2018 | 60 | Dec 24, 2018 | 68 | Apr 3, 2019 | 128 |
-15.75% | Dec 30, 2015 | 28 | Feb 9, 2016 | 51 | Apr 22, 2016 | 79 |
-14.54% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Locura volatility is 6.90%, 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.
Diversification
Asset Correlations Table
NVO | WSM | COST | AMD | TSM | V | META | AMZN | GOOG | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|
NVO | 1.00 | 0.16 | 0.25 | 0.21 | 0.24 | 0.32 | 0.29 | 0.27 | 0.31 | 0.34 |
WSM | 0.16 | 1.00 | 0.34 | 0.26 | 0.32 | 0.28 | 0.28 | 0.31 | 0.29 | 0.29 |
COST | 0.25 | 0.34 | 1.00 | 0.28 | 0.33 | 0.41 | 0.35 | 0.41 | 0.42 | 0.47 |
AMD | 0.21 | 0.26 | 0.28 | 1.00 | 0.49 | 0.37 | 0.41 | 0.45 | 0.43 | 0.47 |
TSM | 0.24 | 0.32 | 0.33 | 0.49 | 1.00 | 0.43 | 0.41 | 0.44 | 0.47 | 0.49 |
V | 0.32 | 0.28 | 0.41 | 0.37 | 0.43 | 1.00 | 0.49 | 0.49 | 0.55 | 0.59 |
META | 0.29 | 0.28 | 0.35 | 0.41 | 0.41 | 0.49 | 1.00 | 0.61 | 0.65 | 0.58 |
AMZN | 0.27 | 0.31 | 0.41 | 0.45 | 0.44 | 0.49 | 0.61 | 1.00 | 0.67 | 0.64 |
GOOG | 0.31 | 0.29 | 0.42 | 0.43 | 0.47 | 0.55 | 0.65 | 0.67 | 1.00 | 0.69 |
MSFT | 0.34 | 0.29 | 0.47 | 0.47 | 0.49 | 0.59 | 0.58 | 0.64 | 0.69 | 1.00 |