PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
LAST 19.04
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

LAST 19.04

Last updated Sep 20, 2024

Asset Allocation

NVDA 28.49%MOD 12.33%SMCI 10.57%AMZN 9.18%TSM 8.52%BMA 7.23%ARQT 6.13%APP 5.99%GCT 4.7%CVX 3.5%MRO 3.37%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
9.18%
APP
AppLovin Corporation		Technology
5.99%
ARQT
Arcutis Biotherapeutics, Inc.		Healthcare
6.13%
BMA
Banco Macro S.A.		Financial Services
7.23%
CVX
Chevron Corporation		Energy
3.50%
GCT
GigaCloud Technology Inc		Technology
4.70%
MOD
Modine Manufacturing Company		Consumer Cyclical
12.33%
MRO
Marathon Oil Corporation		Energy
3.37%
NVDA
NVIDIA Corporation		Technology
28.49%
SMCI
Super Micro Computer, Inc.		Technology
10.57%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
8.52%

Transactions

DateTypeSymbolQuantityPrice
Apr 2, 2024BuyMarathon Oil Corporation5$28.70
Apr 2, 2024BuyChevron Corporation1$160.75
Mar 19, 2024BuyBanco Macro S.A.4$45.77
Mar 18, 2024BuyAppLovin Corporation2$68.10
Mar 7, 2024BuyTaiwan Semiconductor Manufacturing Company Limited2$145.38
Feb 26, 2024BuyAmazon.com, Inc.2$176.00
Feb 12, 2024BuyArcutis Biotherapeutics, Inc.25$9.83
Jan 4, 2024BuyGigaCloud Technology Inc10$30.28
Nov 13, 2023BuyModine Manufacturing Company4$45.52
Oct 6, 2023BuySuper Micro Computer, Inc.1$289.23

1–10 of 11

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LAST 19.04, 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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-0.09%
9.01%
LAST 19.04
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.79%2.08%9.01%29.79%13.85%11.12%
LAST 19.0490.71%0.02%-0.09%124.55%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		138.07%-7.36%28.93%179.14%94.24%74.64%
SMCI
Super Micro Computer, Inc.		53.80%-28.43%-55.00%79.87%86.06%31.57%
MOD
Modine Manufacturing Company		113.57%17.92%24.15%185.94%64.99%26.50%
GCT
GigaCloud Technology Inc		6.20%-12.16%-36.23%82.96%N/AN/A
ARQT
Arcutis Biotherapeutics, Inc.		213.93%20.43%-0.39%72.45%N/AN/A
AMZN
Amazon.com, Inc.		24.96%6.14%6.58%40.34%16.22%27.95%
TSM
Taiwan Semiconductor Manufacturing Company Limited		71.29%2.81%27.23%105.03%34.84%27.35%
APP
AppLovin Corporation		211.17%43.22%72.44%215.28%N/AN/A
BMA
Banco Macro S.A.		192.16%29.73%61.73%270.86%32.58%9.96%
MRO
Marathon Oil Corporation		16.93%0.76%3.37%8.51%17.87%-1.67%
CVX
Chevron Corporation		0.37%0.21%-4.37%-9.25%7.82%6.05%

Monthly Returns

The table below presents the monthly returns of LAST 19.04, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202423.54%43.20%6.08%-4.29%7.64%5.41%-3.65%-6.19%90.71%
2023-0.97%-9.67%16.58%8.56%13.22%

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 LAST 19.04 is 69, 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 LAST 19.04 is 6969
LAST 19.04
The Sharpe Ratio Rank of LAST 19.04 is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of LAST 19.04 is 6060Sortino Ratio Rank
The Omega Ratio Rank of LAST 19.04 is 5050Omega Ratio Rank
The Calmar Ratio Rank of LAST 19.04 is 9494Calmar Ratio Rank
The Martin Ratio Rank of LAST 19.04 is 6767Martin 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.

LAST 19.04
Sharpe ratio
The chart of Sharpe ratio for LAST 19.04, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for LAST 19.04, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Omega ratio
The chart of Omega ratio for LAST 19.04, 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 LAST 19.04, currently valued at 4.81, compared to the broader market0.002.004.006.008.004.81
Martin ratio
The chart of Martin ratio for LAST 19.04, currently valued at 13.67, compared to the broader market0.0010.0020.0030.0013.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 13.08, compared to the broader market0.0010.0020.0030.0013.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.303.521.456.3219.96
SMCI
Super Micro Computer, Inc.		0.791.721.231.132.68
MOD
Modine Manufacturing Company		3.173.151.457.9120.25
GCT
GigaCloud Technology Inc		0.821.751.211.353.20
ARQT
Arcutis Biotherapeutics, Inc.		0.581.501.170.761.60
AMZN
Amazon.com, Inc.		1.331.881.241.956.55
TSM
Taiwan Semiconductor Manufacturing Company Limited		2.743.371.434.5715.13
APP
AppLovin Corporation		3.604.251.508.9728.12
BMA
Banco Macro S.A.		4.464.271.5210.0525.30
MRO
Marathon Oil Corporation		0.230.521.060.260.52
CVX
Chevron Corporation		-0.46-0.500.94-0.56-0.98

Sharpe Ratio

The current LAST 19.04 Sharpe ratio is 2.44. 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 1.88 to 2.55, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of LAST 19.04 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 Ratio2.102.202.302.4003 AM06 AM09 AM12 PM03 PM06 PM09 PMThu 19
2.44
2.23
LAST 19.04
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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.00%
0
LAST 19.04
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LAST 19.04. 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 LAST 19.04 was 24.51%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current LAST 19.04 drawdown is 12.00%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.51%Jul 11, 202420Aug 7, 2024———
-17.33%Mar 14, 202426Apr 19, 202438Jun 13, 202464
-17.27%Oct 12, 202311Oct 26, 202313Nov 14, 202324
-13.66%Feb 16, 20243Feb 21, 20241Feb 22, 20244
-11.91%Dec 19, 202311Jan 4, 202410Jan 19, 202421

Volatility

Volatility Chart

The current LAST 19.04 volatility is 12.78%, 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.

0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
12.78%
4.31%
LAST 19.04
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.
ARQTCVXMROGCTBMAAMZNMODSMCINVDAAPPTSM
ARQT1.000.110.120.130.100.140.230.20-0.010.160.09
CVX0.111.000.690.110.090.050.150.05-0.060.130.07
MRO0.120.691.000.150.210.120.220.110.040.210.13
GCT0.130.110.151.000.150.260.260.270.230.230.24
BMA0.100.090.210.151.000.240.290.270.260.300.29
AMZN0.140.050.120.260.241.000.340.420.510.500.48
MOD0.230.150.220.260.290.341.000.420.430.470.45
SMCI0.200.050.110.270.270.420.421.000.600.410.51
NVDA-0.01-0.060.040.230.260.510.430.601.000.470.68
APP0.160.130.210.230.300.500.470.410.471.000.44
TSM0.090.070.130.240.290.480.450.510.680.441.00
The correlation results are calculated based on daily price changes starting from Sep 18, 2023