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Layman Tech Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 9.09%MSFT 9.09%NFLX 9.09%NVDA 9.09%META 9.09%TSLA 9.09%AMZN 9.09%GOOGL 9.09%V 9.09%UBER 9.09%ABNB 9.09%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
9.09%
ABNB
Airbnb, Inc.
Communication Services
9.09%
AMZN
Amazon.com, Inc.
Consumer Cyclical
9.09%
GOOGL
Alphabet Inc.
Communication Services
9.09%
META
Meta Platforms, Inc.
Communication Services
9.09%
MSFT
Microsoft Corporation
Technology
9.09%
NFLX
Netflix, Inc.
Communication Services
9.09%
NVDA
NVIDIA Corporation
Technology
9.09%
TSLA
Tesla, Inc.
Consumer Cyclical
9.09%
UBER
Uber Technologies, Inc.
Technology
9.09%
V
Visa Inc.
Financial Services
9.09%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Layman Tech Portfolio, 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.


40.00%60.00%80.00%100.00%120.00%140.00%160.00%AugustSeptemberOctoberNovemberDecember2025
150.42%
58.86%
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
Layman Tech Portfolio0.14%-1.58%8.33%61.47%N/AN/A
AAPL
Apple Inc
-5.42%-4.55%1.27%28.02%25.35%25.57%
MSFT
Microsoft Corporation
-0.60%-6.33%-7.36%8.65%21.89%26.73%
NFLX
Netflix, Inc.
-6.02%-8.83%27.61%70.21%19.91%33.68%
NVDA
NVIDIA Corporation
1.21%1.24%5.83%148.47%85.35%76.38%
META
Meta Platforms, Inc.
5.18%-0.64%24.34%65.08%22.82%23.35%
TSLA
Tesla, Inc.
-2.25%-9.51%56.25%80.34%62.61%40.98%
AMZN
Amazon.com, Inc.
-0.21%-3.75%13.61%41.60%18.35%31.14%
GOOGL
Alphabet Inc.
1.45%1.17%3.21%35.11%21.84%22.58%
V
Visa Inc.
-2.64%-2.23%15.08%17.37%10.33%17.90%
UBER
Uber Technologies, Inc.
9.37%10.08%-8.74%4.38%14.13%N/A
ABNB
Airbnb, Inc.
-1.35%-1.01%-11.95%-5.48%N/AN/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.05%13.76%4.19%-4.46%11.99%9.08%-3.92%1.61%3.61%3.42%6.22%0.70%65.68%
202319.16%4.22%10.27%0.34%13.88%9.85%6.31%-0.73%-6.26%-3.18%12.87%4.29%93.80%
2022-9.87%-5.48%7.35%-18.20%-6.04%-11.56%16.46%-5.08%-10.36%0.87%4.23%-12.49%-43.33%
20212.29%1.17%0.22%6.20%-4.08%7.67%0.80%5.32%-2.40%10.90%2.86%-1.18%32.87%
20203.43%3.43%

Expense Ratio

Layman Tech Portfolio 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 Rank

With an overall rank of 81, Layman Tech Portfolio is among the top 19% 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 Layman Tech Portfolio is 8181
Overall Rank
The Sharpe Ratio Rank of Layman Tech Portfolio is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of Layman Tech Portfolio is 8484
Sortino Ratio Rank
The Omega Ratio Rank of Layman Tech Portfolio is 8484
Omega Ratio Rank
The Calmar Ratio Rank of Layman Tech Portfolio is 7979
Calmar Ratio Rank
The Martin Ratio Rank of Layman Tech Portfolio is 7474
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 Layman Tech Portfolio, currently valued at 2.35, compared to the broader market-1.000.001.002.003.004.002.351.77
The chart of Sortino ratio for Layman Tech Portfolio, currently valued at 2.95, compared to the broader market-2.000.002.004.002.952.37
The chart of Omega ratio for Layman Tech Portfolio, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.391.32
The chart of Calmar ratio for Layman Tech Portfolio, currently valued at 3.42, compared to the broader market0.002.004.006.008.0010.003.422.65
The chart of Martin ratio for Layman Tech Portfolio, currently valued at 11.81, compared to the broader market0.0010.0020.0030.0040.0011.8111.13
Layman Tech Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.271.891.241.724.48
MSFT
Microsoft Corporation
0.620.911.120.801.76
NFLX
Netflix, Inc.
2.483.351.442.3917.33
NVDA
NVIDIA Corporation
2.953.291.415.7617.59
META
Meta Platforms, Inc.
1.992.871.393.9612.03
TSLA
Tesla, Inc.
1.061.851.221.043.72
AMZN
Amazon.com, Inc.
1.592.211.282.297.41
GOOGL
Alphabet Inc.
1.311.861.251.664.02
V
Visa Inc.
1.051.471.201.433.60
UBER
Uber Technologies, Inc.
0.230.661.080.310.64
ABNB
Airbnb, Inc.
-0.21-0.070.99-0.15-0.42

The current Layman Tech Portfolio Sharpe ratio is 2.35. 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 1.22 to 1.94, 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 Layman Tech Portfolio 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.35
1.77
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Layman Tech Portfolio provided a 0.23% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.23%0.23%0.18%0.24%0.17%0.20%0.28%0.42%0.38%0.50%0.55%0.59%
AAPL
Apple Inc
0.42%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.74%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NFLX
Netflix, 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%
NVDA
NVIDIA Corporation
0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
META
Meta Platforms, Inc.
0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, 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%
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%
GOOGL
Alphabet Inc.
0.31%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
UBER
Uber Technologies, 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%
ABNB
Airbnb, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.35%
-4.32%
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Layman Tech Portfolio. 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 Layman Tech Portfolio was 47.98%, occurring on Dec 28, 2022. Recovery took 221 trading sessions.

The current Layman Tech Portfolio drawdown is 5.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.98%Nov 22, 2021277Dec 28, 2022221Nov 14, 2023498
-18.73%Jul 11, 202420Aug 7, 202452Oct 21, 202472
-12.45%Feb 12, 202116Mar 8, 202125Apr 13, 202141
-11.46%Apr 16, 202119May 12, 202130Jun 24, 202149
-10.7%Mar 25, 202419Apr 19, 202422May 21, 202441

Volatility

Volatility Chart

The current Layman Tech Portfolio volatility is 7.77%, 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%AugustSeptemberOctoberNovemberDecember2025
7.77%
4.66%
Layman Tech Portfolio
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.

VTSLAUBERABNBNFLXNVDAAAPLMETAGOOGLAMZNMSFT
V1.000.290.340.330.380.350.450.410.460.400.47
TSLA0.291.000.360.440.440.460.490.380.410.450.43
UBER0.340.361.000.530.420.460.370.440.410.480.39
ABNB0.330.440.531.000.410.480.410.460.430.490.42
NFLX0.380.440.420.411.000.520.490.560.490.560.53
NVDA0.350.460.460.480.521.000.530.570.550.580.63
AAPL0.450.490.370.410.490.531.000.510.620.590.68
META0.410.380.440.460.560.570.511.000.630.610.61
GOOGL0.460.410.410.430.490.550.620.631.000.670.72
AMZN0.400.450.480.490.560.580.590.610.671.000.69
MSFT0.470.430.390.420.530.630.680.610.720.691.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020
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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.

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