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Layman Tech Portfolio

Last updated Mar 2, 2024

Simple portfolio of tech stocks that would be good to benchmark against index

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/SectorWeight
AAPL
Apple Inc.
Technology

9.09%

MSFT
Microsoft Corporation
Technology

9.09%

NFLX
Netflix, Inc.
Communication Services

9.09%

NVDA
NVIDIA Corporation
Technology

9.09%

META
Meta Platforms, Inc.
Communication Services

9.09%

TSLA
Tesla, Inc.
Consumer Cyclical

9.09%

AMZN
Amazon.com, Inc.
Consumer Cyclical

9.09%

GOOGL
Alphabet Inc.
Communication Services

9.09%

V
Visa Inc.
Financial Services

9.09%

UBER
Uber Technologies, Inc.
Technology

9.09%

ABNB
Airbnb, Inc.
Communication Services

9.09%

S&P 500

Performance

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 Quarterly


20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
85.85%
40.05%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Layman Tech Portfolio17.33%7.08%28.45%76.94%N/AN/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.69%26.85%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.17%29.07%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.64%25.33%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.24%68.95%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%25.40%22.05%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%19.03%16.29%
V
Visa Inc.
8.96%2.35%14.58%27.53%14.42%18.37%
UBER
Uber Technologies, Inc.
31.61%19.04%72.26%134.39%N/AN/A
ABNB
Airbnb, Inc.
17.32%8.99%20.37%27.03%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.26%11.23%
2023-2.09%-5.06%-2.54%13.04%4.37%

Sharpe Ratio

The current Layman Tech Portfolio Sharpe ratio is 3.91. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.91

The Sharpe ratio of Layman Tech Portfolio 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.91
2.44
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Layman Tech Portfolio granted a 0.18% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Layman Tech Portfolio0.18%0.18%0.24%0.17%0.20%0.28%0.42%0.38%0.50%0.55%0.59%0.66%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
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.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
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%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Layman Tech Portfolio
3.91
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
NFLX
Netflix, Inc.
2.64
NVDA
NVIDIA Corporation
5.65
META
Meta Platforms, Inc.
5.10
TSLA
Tesla, Inc.
-0.00
AMZN
Amazon.com, Inc.
3.07
GOOGL
Alphabet Inc.
1.87
V
Visa Inc.
2.03
UBER
Uber Technologies, Inc.
3.91
ABNB
Airbnb, Inc.
0.85

Asset Correlations Table

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

VTSLAABNBUBERNFLXMETAAAPLNVDAGOOGLAMZNMSFT
V1.000.320.360.390.410.470.510.440.510.440.53
TSLA0.321.000.470.420.460.420.510.530.440.470.45
ABNB0.360.471.000.550.420.480.430.500.430.500.41
UBER0.390.420.551.000.460.470.410.500.450.520.41
NFLX0.410.460.420.461.000.590.520.530.500.570.53
META0.470.420.480.470.591.000.570.600.660.620.62
AAPL0.510.510.430.410.520.571.000.610.670.640.72
NVDA0.440.530.500.500.530.600.611.000.620.630.68
GOOGL0.510.440.430.450.500.660.670.621.000.700.75
AMZN0.440.470.500.520.570.620.640.630.701.000.69
MSFT0.530.450.410.410.530.620.720.680.750.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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 45.21%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.21%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-12.69%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-12.32%Feb 12, 202116Mar 8, 202125Apr 13, 202141
-11.48%Apr 16, 202119May 12, 202129Jun 23, 202148
-5.03%Jan 27, 20213Jan 29, 20214Feb 4, 20217

Volatility Chart

The current Layman Tech Portfolio volatility is 6.89%, 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.89%
3.47%
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components
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