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High risk long term picks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
AAPL
Apple Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

BRK-B
Berkshire Hathaway Inc.
Financial Services

10%

GOOG
Alphabet Inc.
Communication Services

10%

META
Meta Platforms, Inc.
Communication Services

10%

MSFT
Microsoft Corporation
Technology

10%

NFLX
Netflix, Inc.
Communication Services

10%

NVDA
NVIDIA Corporation
Technology

10%

NVO
Novo Nordisk A/S
Healthcare

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

S&P 500

Performance

Performance Chart

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%40.00%2024FebruaryMarchAprilMayJune
40.38%
15.09%
High risk long term picks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jun 15, 2024, the High risk long term picks returned 37.22% Year-To-Date and 31.03% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
High risk long term picks37.22%7.94%40.38%56.81%34.98%31.03%
META
Meta Platforms, Inc.
42.73%4.80%50.84%79.26%22.76%22.91%
AAPL
Apple Inc.
10.66%12.00%7.84%14.84%35.54%26.48%
AMZN
Amazon.com, Inc.
20.88%-1.25%22.46%44.49%14.47%27.47%
NFLX
Netflix, Inc.
37.48%9.10%41.80%50.33%14.54%26.63%
GOOG
Alphabet Inc.
26.71%2.70%33.42%41.96%26.92%20.80%
MSFT
Microsoft Corporation
18.12%4.61%19.81%28.13%28.53%28.76%
NVDA
NVIDIA Corporation
166.34%39.38%169.78%209.29%105.66%75.99%
NVO
Novo Nordisk A/S
38.46%5.82%47.51%76.85%42.84%21.64%
BRK-B
Berkshire Hathaway Inc.
13.70%-1.75%13.76%19.34%14.61%12.42%
QQQ
Invesco QQQ
17.17%5.80%18.67%30.28%22.12%18.90%

Monthly Returns

The table below presents the monthly returns of High risk long term picks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.50%9.73%3.75%-3.80%9.35%37.22%
202314.13%1.51%13.07%3.63%10.60%6.54%4.02%1.35%-5.72%1.14%10.10%3.25%82.81%
2022-9.30%-4.53%5.71%-17.16%-2.05%-9.50%13.53%-5.79%-9.44%2.70%8.93%-6.15%-31.64%
2021-0.23%1.49%1.55%8.76%0.55%7.35%2.78%6.85%-5.26%9.73%2.96%0.21%42.18%
20204.20%-3.12%-4.44%14.01%5.69%5.67%8.48%12.75%-5.59%-3.11%7.37%3.33%52.45%
201910.42%2.20%5.82%5.37%-9.36%8.40%0.45%-1.46%0.48%6.40%5.14%4.31%43.47%
201813.98%-0.31%-4.15%1.14%7.34%1.06%1.95%7.53%-0.78%-11.35%-2.60%-7.97%3.29%
20175.78%2.41%2.78%3.68%8.13%-2.22%6.53%3.37%0.46%8.18%1.07%0.68%48.62%
2016-5.94%-2.23%8.44%-2.65%7.72%-3.01%7.92%1.00%2.27%1.68%0.92%4.64%21.42%
20153.07%7.45%-2.10%7.25%2.12%-1.52%9.42%-2.88%-1.06%11.38%4.58%-0.44%42.59%
2014-1.52%5.31%3.15%0.03%6.30%-0.52%-1.31%3.45%-3.54%11.44%

Expense Ratio

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.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of High risk long term picks is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of High risk long term picks is 9494
High risk long term picks
The Sharpe Ratio Rank of High risk long term picks is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of High risk long term picks is 9292Sortino Ratio Rank
The Omega Ratio Rank of High risk long term picks is 9393Omega Ratio Rank
The Calmar Ratio Rank of High risk long term picks is 9797Calmar Ratio Rank
The Martin Ratio Rank of High risk long term picks is 9494Martin 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.


High risk long term picks
Sharpe ratio
The chart of Sharpe ratio for High risk long term picks, currently valued at 3.28, compared to the broader market0.002.004.003.28
Sortino ratio
The chart of Sortino ratio for High risk long term picks, currently valued at 4.38, compared to the broader market-2.000.002.004.006.004.38
Omega ratio
The chart of Omega ratio for High risk long term picks, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.801.55
Calmar ratio
The chart of Calmar ratio for High risk long term picks, currently valued at 7.08, compared to the broader market0.002.004.006.008.0010.007.08
Martin ratio
The chart of Martin ratio for High risk long term picks, currently valued at 23.24, compared to the broader market0.0010.0020.0030.0040.0050.0023.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.
2.363.291.433.1313.93
AAPL
Apple Inc.
0.741.221.150.971.93
AMZN
Amazon.com, Inc.
1.642.431.291.269.36
NFLX
Netflix, Inc.
1.492.261.301.045.66
GOOG
Alphabet Inc.
1.572.111.301.949.48
MSFT
Microsoft Corporation
1.562.121.272.486.03
NVDA
NVIDIA Corporation
4.694.881.6110.4530.14
NVO
Novo Nordisk A/S
2.534.081.476.7218.78
BRK-B
Berkshire Hathaway Inc.
1.722.501.301.986.05
QQQ
Invesco QQQ
2.032.791.352.309.57

Sharpe Ratio

The current High risk long term picks Sharpe ratio is 3.28. 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 1.39 to 2.32, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of High risk long term picks 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 Ratio1.002.003.004.005.002024FebruaryMarchAprilMayJune
3.28
2.14
High risk long term picks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

High risk long term picks granted a 0.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
High risk long term picks0.26%0.22%0.31%0.21%0.29%0.40%0.58%0.52%0.72%0.69%0.79%0.78%
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%
AAPL
Apple Inc.
0.46%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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.
0.11%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
0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
NVO
Novo Nordisk A/S
0.58%0.36%0.42%0.47%0.67%0.76%0.98%0.76%1.44%0.46%0.72%0.12%
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
0.55%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune0
-0.04%
High risk long term picks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the High risk long term picks. 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 High risk long term picks was 38.93%, occurring on Nov 3, 2022. Recovery took 141 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.93%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

Volatility Chart

The current High risk long term picks volatility is 3.21%, 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%2024FebruaryMarchAprilMayJune
3.21%
2.26%
High risk long term picks
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.

NVOBRK-BNFLXNVDAAAPLMETAAMZNGOOGMSFTQQQ
NVO1.000.230.230.260.260.290.260.300.330.38
BRK-B0.231.000.270.340.420.340.340.440.450.53
NFLX0.230.271.000.460.440.520.540.480.490.60
NVDA0.260.340.461.000.520.510.540.530.590.72
AAPL0.260.420.440.521.000.520.560.580.620.77
META0.290.340.520.510.521.000.610.660.580.71
AMZN0.260.340.540.540.560.611.000.670.640.76
GOOG0.300.440.480.530.580.660.671.000.690.78
MSFT0.330.450.490.590.620.580.640.691.000.82
QQQ0.380.530.600.720.770.710.760.780.821.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014