PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Nvidia

Last updated Feb 21, 2024

Asset Allocation


NVDA 100%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

100%

Performance

The chart shows the growth of an initial investment of $10,000 in Nvidia, 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%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2024February
52.11%
13.40%
Nvidia
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA

Returns

As of Feb 21, 2024, the Nvidia returned 40.24% Year-To-Date and 66.07% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Nvidia40.24%16.74%52.11%224.87%78.45%66.07%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202424.24%
202310.47%5.62%-11.86%-6.25%14.69%5.89%

Sharpe Ratio

The current Nvidia Sharpe ratio is 4.70. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.004.70

The Sharpe ratio of Nvidia 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 Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2024February
4.70
1.75
Nvidia
Benchmark (^GSPC)
Portfolio components

Dividend yield

Nvidia granted a 0.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Nvidia0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%

Expense Ratio

The Nvidia 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
NVDA
NVIDIA Corporation
4.70

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-6.02%
-1.08%
Nvidia
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nvidia. 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 Nvidia was 89.72%, occurring on Oct 9, 2002. Recovery took 1032 trading sessions.

The current Nvidia drawdown is 6.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.72%Jan 4, 2002193Oct 9, 20021032Nov 13, 20061225
-85.08%Oct 18, 2007277Nov 20, 20081861Apr 15, 20162138
-67.76%Jun 22, 2000128Dec 21, 200081Apr 20, 2001209
-66.34%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-56.04%Oct 2, 201858Dec 24, 2018287Feb 14, 2020345

Volatility Chart

The current Nvidia volatility is 10.66%, 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%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.66%
3.37%
Nvidia
Benchmark (^GSPC)
Portfolio components
0 comments