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t1

Last updated Sep 23, 2023

Asset Allocation


AAPL 50%MSFT 50%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology50%
MSFT
Microsoft Corporation
Technology50%

Performance

The chart shows the growth of an initial investment of $10,000 in t1, 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


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
12.96%
8.61%
t1
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the t1 returned 34.17% Year-To-Date and 28.54% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.81%
t1-1.99%11.42%34.17%25.43%26.24%28.56%
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%26.96%27.78%
MSFT
Microsoft Corporation
-1.85%13.47%33.09%34.53%24.02%27.80%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AAPLMSFT
AAPL1.000.45
MSFT0.451.00

Sharpe Ratio

The current t1 Sharpe ratio is 0.88. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.88

The Sharpe ratio of t1 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
0.88
0.81
t1
Benchmark (^GSPC)
Portfolio components

Dividend yield

t1 granted a 0.70% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
t10.70%0.88%0.59%0.79%1.15%1.82%1.76%2.33%2.36%2.36%2.73%2.48%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%

Expense Ratio

The t1 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
AAPL
Apple Inc.
0.51
MSFT
Microsoft Corporation
1.11

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-10.66%
-9.93%
t1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the t1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the t1 is 69.34%, recorded on Dec 20, 2000. It took 1041 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.34%Mar 24, 2000189Dec 20, 20001041Feb 15, 20051230
-56.67%Dec 27, 2007301Mar 9, 2009203Dec 24, 2009504
-48.67%Oct 6, 198742Dec 3, 1987577Mar 16, 1990619
-42.95%Jan 15, 1993168Sep 14, 1993280Oct 21, 1994448
-39.3%Aug 8, 199797Dec 24, 199746Mar 4, 1998143

Volatility Chart

The current t1 volatility is 5.51%, 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%AprilMayJuneJulyAugustSeptember
5.51%
3.41%
t1
Benchmark (^GSPC)
Portfolio components