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Portfić
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Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Portfić

Last updated Sep 21, 2024

Asset Allocation

USD=X 49.87%GLW 7.1%STNG 6.81%LMT 5.7%ABT 5.67%JNJ 4.91%SBUX 4.79%TGT 4.63%GSL 4.62%PFE 3.37%LVS 2.51%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare
0%
ABT
Abbott Laboratories		Healthcare
5.67%
CVS
CVS Health Corporation		Healthcare
0%
DIS
The Walt Disney Company		Communication Services
0%
GLW
Corning Incorporated		Technology
7.10%
GSL
Global Ship Lease, Inc.		Industrials
4.62%
JNJ
Johnson & Johnson		Healthcare
4.91%
KO
The Coca-Cola Company		Consumer Defensive
0%
LMT
Lockheed Martin Corporation		Industrials
5.70%
LVS
Las Vegas Sands Corp.		Consumer Cyclical
2.51%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		Consumer Cyclical
0%
NKE
NIKE, Inc.		Consumer Cyclical
0%
PEP
PepsiCo, Inc.		Consumer Defensive
0%
PFE
Pfizer Inc.		Healthcare
3.37%
PG
The Procter & Gamble Company		Consumer Defensive
0%
SBUX
Starbucks Corporation		Consumer Cyclical
4.79%
SNAP
Snap Inc.		Communication Services
0%
STNG
Scorpio Tankers Inc.		Energy
6.81%
TGT
Target Corporation		Consumer Defensive
4.63%
USD=X
USD Cash
49.87%

Transactions

DateTypeSymbolQuantityPrice
Sep 21, 2023BuyGlobal Ship Lease, Inc.38$18.13
Sep 15, 2023SellLVMH Moët Hennessy - Louis Vuitton, Société Européenne1€762.80
Sep 14, 2023BuyTarget Corporation6$124.01
Sep 14, 2023BuyStarbucks Corporation10$97.31
Sep 14, 2023BuyLas Vegas Sands Corp.12$49.30
Sep 14, 2023BuyLockheed Martin Corporation2$423.51
Sep 14, 2023BuyCorning Incorporated32$31.35
Sep 13, 2023BuyPfizer Inc.23$34.52
Sep 11, 2023BuyJohnson & Johnson6$162.10
Sep 11, 2023BuyAbbott Laboratories10$102.59

1–10 of 32

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
3.77%
8.95%
Portfić
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Portfić5.76%0.54%3.77%8.84%N/AN/A
Portfolio components:
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson		7.19%1.88%7.42%5.52%7.44%7.25%
KO
The Coca-Cola Company		24.34%4.04%20.17%28.22%9.20%8.93%
STNG
Scorpio Tankers Inc.		14.13%-3.11%-4.85%33.13%21.93%0.48%
NKE
NIKE, Inc.		-19.35%4.20%-7.04%-3.29%1.07%9.25%
PEP
PepsiCo, Inc.		3.14%-1.85%1.06%0.71%7.95%9.44%
PG
The Procter & Gamble Company		21.14%2.39%9.12%17.85%10.05%10.62%
DIS
The Walt Disney Company		4.31%4.26%-18.72%16.29%-6.40%1.52%
ABBV
AbbVie Inc.		28.38%-1.48%10.43%31.56%27.28%17.69%
CVS
CVS Health Corporation		-24.96%-0.40%-25.18%-16.00%0.73%-0.67%
SNAP
Snap Inc.		-40.64%8.65%-11.84%15.65%-10.04%N/A
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-17.64%-12.34%-25.52%-13.84%11.19%19.23%
ABT
Abbott Laboratories		4.87%1.43%3.89%18.25%8.22%12.50%
PFE
Pfizer Inc.		6.78%2.22%10.69%-4.69%0.84%4.30%
GLW
Corning Incorporated		49.54%8.55%38.60%47.28%13.28%11.35%
LMT
Lockheed Martin Corporation		28.68%3.25%29.85%42.00%11.00%15.60%
LVS
Las Vegas Sands Corp.		-13.53%2.22%-15.40%-6.69%-4.73%-0.74%
SBUX
Starbucks Corporation		2.02%3.92%7.34%5.13%3.46%12.09%
TGT
Target Corporation		11.08%-1.32%-6.88%41.95%10.23%12.55%
GSL
Global Ship Lease, Inc.		29.28%-4.24%27.22%44.34%33.69%0.88%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.20%0.54%1.03%-1.64%3.04%-0.49%0.58%1.12%5.76%
20230.00%0.00%0.00%0.00%0.00%0.47%-0.03%0.89%-1.59%-0.61%2.05%1.78%2.95%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of Portfić is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Portfić is 4848
Portfić
The Sharpe Ratio Rank of Portfić is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of Portfić is 3838Sortino Ratio Rank
The Omega Ratio Rank of Portfić is 3636Omega Ratio Rank
The Calmar Ratio Rank of Portfić is 8888Calmar Ratio Rank
The Martin Ratio Rank of Portfić is 5151Martin 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.

Portfić
Sharpe ratio
The chart of Sharpe ratio for Portfić, currently valued at 1.88, compared to the broader market-1.000.001.002.003.004.001.88
Sortino ratio
The chart of Sortino ratio for Portfić, currently valued at 2.79, compared to the broader market-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for Portfić, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Portfić, currently valued at 3.84, compared to the broader market0.002.004.006.008.0010.003.84
Martin ratio
The chart of Martin ratio for Portfić, currently valued at 13.00, compared to the broader market0.0010.0020.0030.0040.0013.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
USD=X
USD Cash		—————
JNJ
Johnson & Johnson		0.590.941.120.511.67
KO
The Coca-Cola Company		2.573.481.501.9822.69
STNG
Scorpio Tankers Inc.		1.402.091.242.146.09
NKE
NIKE, Inc.		-0.25-0.100.98-0.19-0.36
PEP
PepsiCo, Inc.		0.270.491.060.251.05
PG
The Procter & Gamble Company		1.482.051.292.4910.47
DIS
The Walt Disney Company		0.731.211.170.641.34
ABBV
AbbVie Inc.		1.932.461.362.446.83
CVS
CVS Health Corporation		-0.45-0.400.94-0.34-0.74
SNAP
Snap Inc.		0.230.761.140.300.61
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-0.37-0.380.95-0.31-0.74
ABT
Abbott Laboratories		1.161.661.221.022.65
PFE
Pfizer Inc.		-0.26-0.210.97-0.14-0.51
GLW
Corning Incorporated		2.053.121.422.059.12
LMT
Lockheed Martin Corporation		2.804.771.632.3614.74
LVS
Las Vegas Sands Corp.		-0.120.021.00-0.08-0.22
SBUX
Starbucks Corporation		0.210.681.100.230.46
TGT
Target Corporation		1.452.611.321.234.83
GSL
Global Ship Lease, Inc.		1.812.401.322.196.23

Sharpe Ratio

The current Portfić Sharpe ratio is 1.88. 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 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Portfić 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.88
2.32
Portfić
Benchmark (^GSPC)
Portfolio components

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.35%
-0.19%
Portfić
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfić. 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 Portfić was 2.97%, occurring on Oct 4, 2023. Recovery took 51 trading sessions.

The current Portfić drawdown is 0.35%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.97%Aug 31, 202325Oct 4, 202351Dec 14, 202376
-2.55%Apr 2, 202413Apr 18, 202420May 16, 202433
-2.15%Jun 25, 202430Aug 5, 20248Aug 15, 202438
-1.84%Jun 3, 202410Jun 14, 20245Jun 21, 202415
-1.59%Aug 28, 20248Sep 6, 20247Sep 17, 202415

Volatility

Volatility Chart

The current Portfić volatility is 1.66%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
1.66%
4.31%
Portfić
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.
USD=XSTNGSNAPGSLMC.PALMTABBVCVSPFELVSDISJNJTGTPGGLWABTPEPSBUXNKEKO
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
STNG0.001.000.070.440.100.150.070.12-0.010.180.14-0.000.14-0.020.16-0.010.030.070.120.02
SNAP0.000.071.000.160.25-0.02-0.010.100.080.240.28-0.000.27-0.030.370.16-0.040.200.310.03
GSL0.000.440.161.000.230.090.020.110.080.260.260.030.23-0.050.290.06-0.040.160.20-0.00
MC.PA0.000.100.250.231.00-0.030.110.090.110.320.310.100.210.100.280.220.110.290.370.14
LMT0.000.15-0.020.09-0.031.000.220.250.230.110.100.290.150.350.150.230.360.160.150.41
ABBV0.000.07-0.010.020.110.221.000.320.290.110.060.430.200.390.100.340.340.150.140.37
CVS0.000.120.100.110.090.250.321.000.350.160.240.320.270.190.180.170.280.240.160.28
PFE0.00-0.010.080.080.110.230.290.351.000.150.240.420.200.210.260.290.250.180.200.33
LVS0.000.180.240.260.320.110.110.160.151.000.370.040.280.130.350.200.110.370.390.14
DIS0.000.140.280.260.310.100.060.240.240.371.000.150.370.070.380.230.120.360.380.14
JNJ0.00-0.00-0.000.030.100.290.430.320.420.040.151.000.200.400.200.450.430.220.170.45
TGT0.000.140.270.230.210.150.200.270.200.280.370.201.000.160.330.210.180.300.360.25
PG0.00-0.02-0.03-0.050.100.350.390.190.210.130.070.400.161.000.140.390.610.250.220.61
GLW0.000.160.370.290.280.150.100.180.260.350.380.200.330.141.000.240.100.380.370.16
ABT0.00-0.010.160.060.220.230.340.170.290.200.230.450.210.390.241.000.350.270.290.41
PEP0.000.03-0.04-0.040.110.360.340.280.250.110.120.430.180.610.100.351.000.310.190.68
SBUX0.000.070.200.160.290.160.150.240.180.370.360.220.300.250.380.270.311.000.480.34
NKE0.000.120.310.200.370.150.140.160.200.390.380.170.360.220.370.290.190.481.000.27
KO0.000.020.03-0.000.140.410.370.280.330.140.140.450.250.610.160.410.680.340.271.00
The correlation results are calculated based on daily price changes starting from Jan 2, 2023