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test1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TM 7.14%RHM.DE 7.14%AIR.PA 7.14%SOXX 7.14%AMZN 7.14%GOOG 7.14%MSFT 7.14%ERJ 7.14%BAB.L 7.14%CSL 7.14%LRCX 7.14%SAN 7.14%1211.HK 7.14%AGRO 7.14%EquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in test1, 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.


200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
627.75%
201.08%
test1
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 May 3, 2025, the test1 returned 24.90% Year-To-Date and 20.66% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.31%0.28%-0.74%12.29%15.01%10.56%
test124.90%4.93%28.03%32.22%36.09%20.66%
TM
Toyota Motor Corporation
-1.22%8.42%11.23%-15.51%12.05%6.22%
RHM.DE
Rheinmetall AG
178.38%26.47%243.83%227.55%94.51%44.48%
AIR.PA
Airbus SE
11.77%1.39%16.75%8.73%23.53%11.59%
SOXX
iShares PHLX Semiconductor ETF
-11.70%0.29%-13.60%-9.52%21.04%20.60%
AMZN
Amazon.com, Inc.
-13.41%-3.08%-4.02%2.85%10.41%23.95%
GOOG
Alphabet Inc.
-12.83%4.37%-3.74%-1.11%19.77%19.64%
MSFT
Microsoft Corporation
3.48%13.91%6.50%10.25%20.51%25.91%
ERJ
Embraer S.A.
27.37%1.94%40.68%81.30%50.12%4.46%
BAB.L
Babcock International Group plc
78.41%17.68%84.53%76.57%17.11%-0.98%
CSL
Carlisle Companies Incorporated
5.01%10.91%-8.07%-1.30%28.09%15.86%
LRCX
Lam Research Corporation
3.48%1.00%0.23%-14.74%26.67%26.83%
SAN
Banco Santander, S.A.
59.06%5.88%46.52%52.43%31.54%4.05%
1211.HK
BYD Co Ltd-H
43.77%0.65%38.18%73.88%50.02%23.11%
AGRO
Adecoagro S.A.
-4.65%-20.85%-19.28%-13.76%20.79%-0.01%
*Annualized

Monthly Returns

The table below presents the monthly returns of test1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.90%6.84%3.32%2.55%3.21%24.90%
20241.67%9.73%10.53%-2.69%4.55%-1.13%0.44%1.69%1.04%-2.48%3.65%-0.57%28.64%
202313.09%-0.85%6.83%0.52%2.80%7.12%8.53%-1.31%-3.66%-1.24%10.29%4.02%55.00%
2022-5.10%4.72%6.33%-8.10%2.63%-8.56%6.20%-4.78%-12.02%4.09%8.67%-4.16%-12.10%
2021-0.67%7.25%0.61%8.92%6.04%3.08%-0.27%6.29%-3.82%3.39%-2.10%4.16%37.16%
2020-1.27%-7.64%-19.09%5.95%1.77%7.37%3.85%5.15%-2.26%0.69%24.92%6.22%21.81%
20198.99%3.35%-0.45%8.25%-9.03%6.83%1.88%-4.17%3.13%3.39%2.03%7.06%34.17%
20188.49%-2.27%-2.96%-0.60%1.21%-1.54%2.88%-1.23%-0.31%-8.52%2.56%-7.32%-10.24%
20175.99%1.55%2.20%3.37%3.45%-3.13%4.26%0.47%9.10%3.51%0.21%1.22%36.71%
2016-6.51%-0.04%5.49%-1.92%2.32%-4.74%5.84%2.64%0.83%1.54%0.23%-0.02%5.06%
2015-2.70%8.91%-0.13%5.68%2.65%-3.53%0.39%-4.63%-2.27%13.58%2.29%-0.31%20.03%
2014-3.01%3.16%3.35%-1.45%1.64%-1.82%-1.06%1.57%-6.22%-4.16%

Expense Ratio

test1 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, test1 is among the top 12% of 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 test1 is 8888
Overall Rank
The Sharpe Ratio Rank of test1 is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of test1 is 8888
Sortino Ratio Rank
The Omega Ratio Rank of test1 is 8888
Omega Ratio Rank
The Calmar Ratio Rank of test1 is 9090
Calmar Ratio Rank
The Martin Ratio Rank of test1 is 8989
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.


The chart of Sharpe ratio for Portfolio, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 1.43
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at 2.03, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 2.03
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 1.28, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.28
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at 1.88, compared to the broader market0.002.004.006.00
Portfolio: 1.88
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at 7.26, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 7.26
^GSPC: 2.70

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TM
Toyota Motor Corporation
-0.36-0.340.96-0.30-0.68
RHM.DE
Rheinmetall AG
4.595.051.6911.8828.08
AIR.PA
Airbus SE
0.130.401.050.160.33
SOXX
iShares PHLX Semiconductor ETF
-0.31-0.160.98-0.32-0.73
AMZN
Amazon.com, Inc.
0.040.291.040.040.12
GOOG
Alphabet Inc.
-0.070.101.01-0.07-0.17
MSFT
Microsoft Corporation
0.230.511.070.240.54
ERJ
Embraer S.A.
1.732.521.322.468.38
BAB.L
Babcock International Group plc
2.112.781.371.138.19
CSL
Carlisle Companies Incorporated
-0.21-0.090.99-0.19-0.39
LRCX
Lam Research Corporation
-0.34-0.170.98-0.38-0.63
SAN
Banco Santander, S.A.
1.421.951.271.386.37
1211.HK
BYD Co Ltd-H
1.712.231.322.036.92
AGRO
Adecoagro S.A.
-0.47-0.460.94-0.62-1.49

The current test1 Sharpe ratio is 1.43. 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 0.55 to 1.08, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of test1 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.43
0.67
test1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

test1 provided a 1.31% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.31%1.44%1.16%1.34%0.75%1.16%1.63%1.98%1.59%1.54%1.72%1.77%
TM
Toyota Motor Corporation
1.35%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%
RHM.DE
Rheinmetall AG
0.36%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
AIR.PA
Airbus SE
1.94%1.81%1.29%1.35%0.00%0.00%1.26%1.79%1.63%2.07%1.94%1.81%
SOXX
iShares PHLX Semiconductor ETF
0.78%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%
AMZN
Amazon.com, 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%
GOOG
Alphabet Inc.
0.48%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
ERJ
Embraer S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.68%1.63%0.59%0.76%1.54%
BAB.L
Babcock International Group plc
0.63%1.06%0.43%0.00%0.00%0.00%4.78%6.08%4.04%2.75%2.38%2.07%
CSL
Carlisle Companies Incorporated
1.00%1.00%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%
LRCX
Lam Research Corporation
1.19%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%
SAN
Banco Santander, S.A.
3.18%4.71%3.57%3.83%2.58%3.76%6.21%5.80%5.25%4.31%9.40%9.71%
1211.HK
BYD Co Ltd-H
0.89%1.28%0.59%0.06%0.07%0.03%0.60%0.35%0.30%1.03%0.00%0.21%
AGRO
Adecoagro S.A.
5.86%3.63%2.95%3.83%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.43%
-7.45%
test1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the test1. 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 test1 was 37.55%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The current test1 drawdown is 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.55%Feb 13, 202028Mar 23, 2020164Nov 9, 2020192
-25.94%Apr 5, 2022138Oct 14, 2022151May 17, 2023289
-22.12%Jan 29, 2018235Dec 24, 2018149Jul 24, 2019384
-15.51%Mar 20, 202513Apr 7, 2025
-15.47%Dec 30, 201531Feb 11, 2016131Aug 15, 2016162

Volatility

Volatility Chart

The current test1 volatility is 11.60%, 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%14.00%December2025FebruaryMarchAprilMay
11.60%
14.17%
test1
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.0012.0014.00
Effective Assets: 14.00

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPC1211.HKBAB.LAGRORHM.DEERJAIR.PACSLTMAMZNSANMSFTGOOGLRCXSOXXPortfolio
^GSPC1.000.120.240.320.280.440.380.600.540.640.520.750.700.660.770.80
1211.HK0.121.000.100.090.120.060.120.070.110.100.080.080.120.100.120.33
BAB.L0.240.101.000.150.330.190.370.210.220.120.330.120.130.140.170.42
AGRO0.320.090.151.000.200.290.200.230.210.180.290.200.200.200.230.45
RHM.DE0.280.120.330.201.000.210.450.260.270.140.330.170.170.220.230.49
ERJ0.440.060.190.290.211.000.290.310.320.260.390.270.300.330.360.56
AIR.PA0.380.120.370.200.450.291.000.320.300.200.440.220.240.260.280.55
CSL0.600.070.210.230.260.310.321.000.370.310.420.370.340.410.460.57
TM0.540.110.220.210.270.320.300.371.000.330.440.380.380.390.450.57
AMZN0.640.100.120.180.140.260.200.310.331.000.260.640.670.470.550.58
SAN0.520.080.330.290.330.390.440.420.440.261.000.300.330.330.400.61
MSFT0.750.080.120.200.170.270.220.370.380.640.301.000.680.550.630.61
GOOG0.700.120.130.200.170.300.240.340.380.670.330.681.000.500.570.63
LRCX0.660.100.140.200.220.330.260.410.390.470.330.550.501.000.840.66
SOXX0.770.120.170.230.230.360.280.460.450.550.400.630.570.841.000.72
Portfolio0.800.330.420.450.490.560.550.570.570.580.610.610.630.660.721.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014