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Direct

Last updated Feb 24, 2024

Asset Allocation


AAPL 14.29%MSFT 14.29%NVDA 14.29%AMD 14.29%MA 14.29%V 14.29%GOOG 14.29%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

14.29%

MSFT
Microsoft Corporation
Technology

14.29%

NVDA
NVIDIA Corporation
Technology

14.29%

AMD
Advanced Micro Devices, Inc.
Technology

14.29%

MA
Mastercard Inc
Financial Services

14.29%

V
Visa Inc.
Financial Services

14.29%

GOOG
Alphabet Inc.
Communication Services

14.29%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Direct, 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%SeptemberOctoberNovemberDecember2024February
30.52%
15.50%
Direct
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Direct14.59%3.96%30.52%77.39%37.57%N/A
AAPL
Apple Inc.
-5.08%-5.88%2.45%25.07%34.26%27.28%
MSFT
Microsoft Corporation
9.32%1.54%27.54%66.00%31.09%29.20%
NVDA
NVIDIA Corporation
59.16%27.91%71.30%238.62%82.27%67.99%
AMD
Advanced Micro Devices, Inc.
19.75%-2.11%72.64%126.05%48.27%47.31%
MA
Mastercard Inc
11.17%8.38%17.86%34.88%16.89%20.74%
V
Visa Inc.
9.13%4.23%17.38%30.19%15.00%18.31%
GOOG
Alphabet Inc.
3.09%-5.43%11.17%62.61%21.27%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.25%
20233.06%0.53%-6.06%-1.59%12.50%5.52%

Sharpe Ratio

The current Direct Sharpe ratio is 3.79. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.79

The Sharpe ratio of Direct 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.79
2.23
Direct
Benchmark (^GSPC)
Portfolio components

Dividend yield

Direct granted a 0.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Direct0.35%0.36%0.46%0.33%0.38%0.50%0.73%0.68%0.89%0.97%1.00%1.07%
AAPL
Apple Inc.
0.53%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
0.70%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%0.29%0.45%1.20%1.70%1.94%
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%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
V
Visa Inc.
0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
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%

Expense Ratio

The Direct 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.


The portfolio doesn't hold funds that charge fees

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
^GSPC
S&P 500
2.23
Direct
3.79
AAPL
Apple Inc.
1.21
MSFT
Microsoft Corporation
2.83
NVDA
NVIDIA Corporation
5.78
AMD
Advanced Micro Devices, Inc.
2.79
MA
Mastercard Inc
2.05
V
Visa Inc.
1.98
GOOG
Alphabet Inc.
2.12

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AMDAAPLNVDAVGOOGMAMSFT
AMD1.000.440.650.390.430.390.47
AAPL0.441.000.540.510.590.520.63
NVDA0.650.541.000.470.540.490.59
V0.390.510.471.000.570.860.60
GOOG0.430.590.540.571.000.570.69
MA0.390.520.490.860.571.000.61
MSFT0.470.630.590.600.690.611.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.49%
0
Direct
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Direct. 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 Direct was 38.35%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current Direct drawdown is 0.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.35%Dec 28, 2021202Oct 14, 2022153May 25, 2023355
-32.48%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-31%Oct 2, 201858Dec 24, 2018131Jul 3, 2019189
-18.75%Dec 30, 201530Feb 11, 201645Apr 18, 201675
-14.96%Sep 3, 202014Sep 23, 202084Jan 25, 202198

Volatility Chart

The current Direct volatility is 7.43%, 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%8.00%SeptemberOctoberNovemberDecember2024February
7.43%
3.90%
Direct
Benchmark (^GSPC)
Portfolio components
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