PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Mar1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CELH 20%AAPL 20%AMD 20%META 20%GOOG 20%EquityEquity
PositionCategory/SectorWeight
CELH
Celsius Holdings, Inc.
Consumer Defensive

20%

AAPL
Apple Inc.
Technology

20%

AMD
Advanced Micro Devices, Inc.
Technology

20%

META
Meta Platforms, Inc.
Communication Services

20%

GOOG
Alphabet Inc.
Communication Services

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mar1, 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%40.00%NovemberDecember2024FebruaryMarchApril
30.80%
15.74%
Mar1
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 16, 2024, the Mar1 returned 17.79% Year-To-Date and 46.73% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Mar117.79%-6.06%30.80%79.12%52.99%46.73%
CELH
Celsius Holdings, Inc.
34.79%-20.89%31.87%153.65%126.22%74.57%
AAPL
Apple Inc.
-10.19%0.04%-3.12%5.09%28.81%26.53%
AMD
Advanced Micro Devices, Inc.
8.76%-16.09%50.59%74.74%42.45%45.94%
META
Meta Platforms, Inc.
41.47%3.33%55.93%126.09%22.96%23.92%
GOOG
Alphabet Inc.
10.93%9.96%11.27%42.82%20.46%19.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.38%19.47%-0.47%
2023-5.61%-4.08%9.72%9.51%

Expense Ratio

The Mar1 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

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.


Mar1
Sharpe ratio
The chart of Sharpe ratio for Mar1, currently valued at 3.10, compared to the broader market-1.000.001.002.003.004.005.003.10
Sortino ratio
The chart of Sortino ratio for Mar1, currently valued at 4.01, compared to the broader market-2.000.002.004.006.004.01
Omega ratio
The chart of Omega ratio for Mar1, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for Mar1, currently valued at 4.31, compared to the broader market0.002.004.006.008.0010.004.31
Martin ratio
The chart of Martin ratio for Mar1, currently valued at 25.25, compared to the broader market0.0010.0020.0030.0040.0050.0025.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CELH
Celsius Holdings, Inc.
2.573.351.435.3910.88
AAPL
Apple Inc.
0.250.481.060.320.65
AMD
Advanced Micro Devices, Inc.
1.542.221.271.495.97
META
Meta Platforms, Inc.
3.495.111.612.7929.05
GOOG
Alphabet Inc.
1.642.121.301.459.33

Sharpe Ratio

The current Mar1 Sharpe ratio is 3.10. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.10

The Sharpe ratio of Mar1 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 Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.10
1.89
Mar1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mar1 granted a 0.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mar10.13%0.10%0.14%0.10%0.12%0.21%0.36%0.29%0.39%0.39%0.33%0.42%
CELH
Celsius 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%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%
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%

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
-7.51%
-3.66%
Mar1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mar1. 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 Mar1 was 42.02%, occurring on Nov 9, 2022. Recovery took 130 trading sessions.

The current Mar1 drawdown is 7.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.02%Nov 9, 2021253Nov 9, 2022130May 18, 2023383
-34.19%Feb 20, 202018Mar 16, 202045May 19, 202063
-31.12%Sep 17, 201869Dec 24, 201889May 3, 2019158
-19.86%Apr 28, 201584Aug 25, 201583Dec 22, 2015167
-19.02%Jan 24, 201845Mar 28, 201846Jun 4, 201891

Volatility

Volatility Chart

The current Mar1 volatility is 6.28%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.28%
3.44%
Mar1
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.

CELHAMDAAPLMETAGOOG
CELH1.000.200.210.220.22
AMD0.201.000.430.410.43
AAPL0.210.431.000.520.59
META0.220.410.521.000.66
GOOG0.220.430.590.661.00