PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Mine
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MBLY 50%ACHR 50%EquityEquity
PositionCategory/SectorTarget Weight
ACHR
Archer Aviation Inc.
Industrials
50%
MBLY
Mobileye Global Inc. Class A Common Stock
Consumer Cyclical
50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mine, 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 every 3 months.


0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
54.95%
37.91%
Mine
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2022, corresponding to the inception date of MBLY

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-10.18%-6.92%-9.92%5.42%12.98%9.70%
Mine-28.20%-14.18%89.63%24.13%N/AN/A
MBLY
Mobileye Global Inc. Class A Common Stock
-40.26%-18.16%-6.96%-61.59%N/AN/A
ACHR
Archer Aviation Inc.
-25.85%-13.52%126.65%91.27%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.36%-5.83%-18.30%-1.40%-28.20%
2024-28.98%-0.51%5.90%-15.33%-12.14%8.42%-0.44%-22.86%-8.93%2.57%153.78%3.18%13.36%
202326.21%2.08%4.00%-20.27%29.80%7.63%33.20%-0.15%-12.86%-9.66%21.38%3.81%96.91%
2022-0.53%-2.54%-0.27%-3.32%

Expense Ratio

Mine has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mine is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Mine is 1717
Overall Rank
The Sharpe Ratio Rank of Mine is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of Mine is 3030
Sortino Ratio Rank
The Omega Ratio Rank of Mine is 2323
Omega Ratio Rank
The Calmar Ratio Rank of Mine is 1010
Calmar Ratio Rank
The Martin Ratio Rank of Mine is 1111
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.29, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.29
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.07, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.07
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.12
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 0.39
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 0.85, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 0.85
^GSPC: 1.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MBLY
Mobileye Global Inc. Class A Common Stock
-0.81-1.210.86-0.78-1.32
ACHR
Archer Aviation Inc.
0.911.921.221.463.25

The current Mine Sharpe ratio is -0.02. 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 0.22 to 0.77, 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 Mine 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.29
0.24
Mine
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Mine doesn't pay dividends

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.40%
-14.02%
Mine
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mine. 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 Mine was 62.52%, occurring on Sep 25, 2024. Recovery took 46 trading sessions.

The current Mine drawdown is 40.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.52%Dec 15, 2023195Sep 25, 202446Nov 29, 2024241
-45.1%Jan 6, 202562Apr 4, 2025
-27.86%Feb 16, 202349Apr 27, 202322May 30, 202371
-26.09%Aug 24, 202344Oct 25, 202331Dec 8, 202375
-25.4%Dec 2, 20242Dec 3, 202415Dec 24, 202417

Volatility

Volatility Chart

The current Mine volatility is 25.82%, 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%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
25.82%
13.60%
Mine
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.

ACHRMBLY
ACHR1.000.33
MBLY0.331.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2022
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab