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High risk long term picks

Last updated Sep 21, 2023

Asset Allocation


META 10%AAPL 10%AMZN 10%NFLX 10%GOOG 10%MSFT 10%NVDA 10%NVO 10%BRK-B 10%QQQ 10%EquityEquity
PositionCategory/SectorWeight
META
Meta Platforms, Inc.
Communication Services10%
AAPL
Apple Inc.
Technology10%
AMZN
Amazon.com, Inc.
Consumer Cyclical10%
NFLX
Netflix, Inc.
Communication Services10%
GOOG
Alphabet Inc.
Communication Services10%
MSFT
Microsoft Corporation
Technology10%
NVDA
NVIDIA Corporation
Technology10%
NVO
Novo Nordisk A/S
Healthcare10%
BRK-B
Berkshire Hathaway Inc.
Financial Services10%
QQQ
Invesco QQQ
Large Cap Blend Equities10%

Performance

The chart shows the growth of an initial investment of $10,000 in High risk long term picks, 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


0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
28.82%
11.48%
High risk long term picks
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the High risk long term picks returned 62.81% Year-To-Date and 28.01% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.59%
High risk long term picks-0.12%31.54%62.81%61.08%23.07%28.01%
META
Meta Platforms, Inc.
3.37%49.98%149.02%105.13%13.00%18.31%
AAPL
Apple Inc.
-0.20%11.49%35.64%12.51%27.58%27.99%
AMZN
Amazon.com, Inc.
0.45%37.07%61.06%10.72%7.18%24.54%
NFLX
Netflix, Inc.
-5.39%31.44%31.00%59.07%1.36%23.57%
GOOG
Alphabet Inc.
4.39%29.14%51.68%32.17%18.28%18.10%
MSFT
Microsoft Corporation
-0.34%18.31%34.67%33.58%24.35%26.95%
NVDA
NVIDIA Corporation
-10.06%59.61%189.13%220.77%45.44%62.64%
NVO
Novo Nordisk A/S
1.93%32.51%43.62%95.43%35.38%18.88%
BRK-B
Berkshire Hathaway Inc.
4.18%22.38%18.75%32.36%10.75%12.18%
QQQ
Invesco QQQ
0.32%19.42%37.50%27.11%15.58%17.32%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NVOBRK-BNFLXNVDAMETAAAPLAMZNGOOGMSFTQQQ
NVO1.000.240.230.250.290.280.260.300.340.39
BRK-B0.241.000.270.360.350.430.350.450.460.54
NFLX0.230.271.000.460.520.450.550.490.480.60
NVDA0.250.360.461.000.500.540.540.540.590.72
META0.290.350.520.501.000.530.610.670.570.71
AAPL0.280.430.450.540.531.000.570.590.630.79
AMZN0.260.350.550.540.610.571.000.680.630.76
GOOG0.300.450.490.540.670.590.681.000.690.79
MSFT0.340.460.480.590.570.630.630.691.000.82
QQQ0.390.540.600.720.710.790.760.790.821.00

Sharpe Ratio

The current High risk long term picks Sharpe ratio is 2.31. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.31

The Sharpe ratio of High risk long term picks 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 Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.31
0.74
High risk long term picks
Benchmark (^GSPC)
Portfolio components

Dividend yield

High risk long term picks granted a 0.42% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
High risk long term picks0.42%0.47%0.40%0.43%0.57%0.73%0.65%0.96%0.81%0.98%1.01%0.84%
META
Meta Platforms, 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.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
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%
NFLX
Netflix, 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%
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%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
NVO
Novo Nordisk A/S
2.19%2.01%2.30%2.02%2.36%2.24%1.76%3.41%1.11%1.75%1.52%1.41%
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%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%

Expense Ratio

The High risk long term picks has an expense ratio of 0.02% 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.


0.20%
0.00%2.15%

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
META
Meta Platforms, Inc.
2.00
AAPL
Apple Inc.
0.51
AMZN
Amazon.com, Inc.
0.22
NFLX
Netflix, Inc.
1.36
GOOG
Alphabet Inc.
0.87
MSFT
Microsoft Corporation
1.05
NVDA
NVIDIA Corporation
3.98
NVO
Novo Nordisk A/S
3.09
BRK-B
Berkshire Hathaway Inc.
1.77
QQQ
Invesco QQQ
1.14

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.53%
-8.22%
High risk long term picks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the High risk long term picks. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the High risk long term picks is 38.84%, recorded on Nov 3, 2022. It took 141 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.84%Nov 22, 2021240Nov 3, 2022141May 30, 2023381
-26.99%Aug 30, 201880Dec 24, 201885Apr 29, 2019165
-26.81%Feb 20, 202018Mar 16, 202044May 18, 202062
-17.79%Dec 7, 201543Feb 8, 201675May 25, 2016118
-13.16%Sep 3, 202014Sep 23, 202081Jan 20, 202195

Volatility Chart

The current High risk long term picks volatility is 5.37%, 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%7.00%AprilMayJuneJulyAugustSeptember
5.37%
3.47%
High risk long term picks
Benchmark (^GSPC)
Portfolio components