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NT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VONE 25.13%MSFT 8.43%SOXX 7.73%AAPL 7.6%META 6.66%GOOG 6.34%IXJ 6.07%SNY 5.92%TSM 5.65%AMZN 5.12%DRIV 5%CMCSA 4.74%BABA 4.23%PYPL 1.38%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

7.60%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5.12%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

4.23%

CMCSA
Comcast Corporation
Communication Services

4.74%

DRIV
Global X Autonomous & Electric Vehicles ETF
Global Equities

5%

GOOG
Alphabet Inc.
Communication Services

6.34%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

6.07%

META
Meta Platforms, Inc.
Communication Services

6.66%

MSFT
Microsoft Corporation
Technology

8.43%

PYPL
PayPal Holdings, Inc.
Financial Services

1.38%

SNY
Sanofi
Healthcare

5.92%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

7.73%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

5.65%

VONE
Vanguard Russell 1000 ETF
Large Cap Blend Equities

25.13%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NT, 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


60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2024FebruaryMarchApril
148.13%
83.54%
NT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of DRIV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
NT4.31%-5.43%16.90%26.65%16.54%N/A
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%25.77%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.03%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.33%
META
Meta Platforms, Inc.
36.06%-5.59%56.03%126.21%21.30%22.59%
CMCSA
Comcast Corporation
-6.94%-5.15%-4.79%9.60%1.54%6.92%
PYPL
PayPal Holdings, Inc.
1.47%-3.80%16.71%-16.00%-10.26%N/A
BABA
Alibaba Group Holding Limited
-10.89%-4.24%-12.44%-21.46%-17.91%N/A
TSM
Taiwan Semiconductor Manufacturing Company Limited
23.28%-9.14%41.06%52.33%26.36%23.31%
SNY
Sanofi
-6.90%-3.68%-11.05%-15.15%6.11%2.43%
DRIV
Global X Autonomous & Electric Vehicles ETF
-9.53%-8.34%4.31%1.74%10.41%N/A
VONE
Vanguard Russell 1000 ETF
4.23%-4.94%18.82%22.14%12.66%11.92%
IXJ
iShares Global Healthcare ETF
1.19%-4.60%8.62%2.02%10.04%8.57%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.68%
SOXX
iShares PHLX Semiconductor ETF
3.42%-12.00%31.06%45.92%26.72%26.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.75%5.64%2.33%
2023-4.58%-3.04%8.74%5.26%

Expense Ratio

The NT features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.46%

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.


NT
Sharpe ratio
The chart of Sharpe ratio for NT, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.75
Sortino ratio
The chart of Sortino ratio for NT, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for NT, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for NT, currently valued at 1.41, compared to the broader market0.002.004.006.008.001.41
Martin ratio
The chart of Martin ratio for NT, currently valued at 7.58, compared to the broader market0.0010.0020.0030.0040.007.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
MSFT
Microsoft Corporation
1.792.571.312.107.69
GOOG
Alphabet Inc.
1.792.271.321.5710.21
META
Meta Platforms, Inc.
3.364.891.582.7027.99
CMCSA
Comcast Corporation
0.340.671.090.211.16
PYPL
PayPal Holdings, Inc.
-0.45-0.370.95-0.21-0.90
BABA
Alibaba Group Holding Limited
-0.71-0.900.90-0.32-1.27
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.482.381.281.235.34
SNY
Sanofi
-0.52-0.480.91-0.62-1.37
DRIV
Global X Autonomous & Electric Vehicles ETF
-0.070.051.01-0.04-0.12
VONE
Vanguard Russell 1000 ETF
1.792.611.311.447.31
IXJ
iShares Global Healthcare ETF
0.270.461.050.220.83
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
SOXX
iShares PHLX Semiconductor ETF
1.582.291.271.827.03

Sharpe Ratio

The current NT Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.75

The Sharpe ratio of NT 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.75
1.66
NT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NT granted a 1.30% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NT1.30%1.30%1.50%1.02%1.15%1.50%1.94%1.39%1.66%1.74%1.61%1.58%
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%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
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%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCSA
Comcast Corporation
2.93%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
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%
BABA
Alibaba Group Holding Limited
1.45%1.29%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
1.53%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
SNY
Sanofi
4.10%3.82%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.77%4.19%3.47%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.79%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%0.00%
VONE
Vanguard Russell 1000 ETF
1.36%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%1.68%1.70%
IXJ
iShares Global Healthcare ETF
1.37%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
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%
SOXX
iShares PHLX Semiconductor ETF
1.85%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%

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
-5.95%
-5.46%
NT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NT. 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 NT was 34.96%, occurring on Nov 3, 2022. Recovery took 281 trading sessions.

The current NT drawdown is 5.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.96%Jan 4, 2022211Nov 3, 2022281Dec 18, 2023492
-29.18%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-20.62%Aug 30, 201880Dec 24, 201868Apr 3, 2019148
-10.72%May 6, 201920Jun 3, 201928Jul 12, 201948
-10.53%Sep 3, 202014Sep 23, 202038Nov 16, 202052

Volatility

Volatility Chart

The current NT volatility is 3.53%, 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%NovemberDecember2024FebruaryMarchApril
3.53%
3.15%
NT
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.

SNYBABACMCSATSMIXJPYPLMETAAMZNAAPLGOOGMSFTDRIVSOXXVONE
SNY1.000.170.230.190.570.230.210.210.230.250.290.260.220.35
BABA0.171.000.280.410.320.430.430.430.400.420.400.520.450.46
CMCSA0.230.281.000.310.470.380.390.360.400.420.410.470.440.58
TSM0.190.410.311.000.400.450.450.490.530.510.530.670.780.62
IXJ0.570.320.470.401.000.460.430.420.510.500.570.570.520.74
PYPL0.230.430.380.450.461.000.580.590.550.570.610.590.590.67
META0.210.430.390.450.430.581.000.630.570.680.630.550.590.65
AMZN0.210.430.360.490.420.590.631.000.640.690.700.570.610.68
AAPL0.230.400.400.530.510.550.570.641.000.650.700.630.650.73
GOOG0.250.420.420.510.500.570.680.690.651.000.740.620.620.73
MSFT0.290.400.410.530.570.610.630.700.700.741.000.600.670.77
DRIV0.260.520.470.670.570.590.550.570.630.620.601.000.820.85
SOXX0.220.450.440.780.520.590.590.610.650.620.670.821.000.80
VONE0.350.460.580.620.740.670.650.680.730.730.770.850.801.00