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Portfolio

Last updated Dec 7, 2023

Asset Allocation


USD=X 6.29%AAPL 37.55%GOOG 27.58%AMZN 17.47%ADBE 9.42%META 1.69%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash
6.29%
AAPL
Apple Inc.
Technology37.55%
GOOG
Alphabet Inc.
Communication Services27.58%
AMZN
Amazon.com, Inc.
Consumer Cyclical17.47%
ADBE
Adobe Inc
Technology9.42%
META
Meta Platforms, Inc.
Communication Services1.69%

Performance

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
11.36%
5.95%
Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns

As of Dec 7, 2023, the Portfolio returned 54.20% Year-To-Date and 22.28% 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
Portfolio54.20%2.43%11.36%46.22%24.13%22.22%
AAPL
Apple Inc.
48.85%7.44%8.44%35.33%36.71%27.11%
GOOG
Alphabet Inc.
48.12%-0.02%6.91%35.06%20.51%17.33%
META
Meta Platforms, Inc.
163.79%0.52%20.43%178.17%18.28%20.84%
ADBE
Adobe Inc
77.01%5.35%42.40%79.89%20.19%26.81%
AMZN
Amazon.com, Inc.
72.05%3.42%19.21%63.76%12.18%22.31%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20239.31%5.98%4.96%0.03%-6.52%-0.21%9.47%

Sharpe Ratio

The current Portfolio Sharpe ratio is 2.54. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.54

The Sharpe ratio of 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.


Chart placeholderNot enough data

Dividend yield

Portfolio granted a 0.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Portfolio0.19%0.26%0.18%0.23%0.39%0.67%0.55%0.72%0.72%0.63%0.79%0.37%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
GOOG
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%
META
Meta Platforms, 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%
ADBE
Adobe 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%
USD=X
USD Cash
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 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
AAPL
Apple Inc.
1.46
GOOG
Alphabet Inc.
1.02
META
Meta Platforms, Inc.
3.86
ADBE
Adobe Inc
2.47
AMZN
Amazon.com, Inc.
1.73
USD=X
USD Cash
N/A

Asset Correlations Table

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

USD=XAAPLMETAADBEAMZNGOOG
USD=X0.000.000.000.000.000.00
AAPL0.001.000.460.510.510.54
META0.000.461.000.520.550.60
ADBE0.000.510.521.000.590.61
AMZN0.000.510.550.591.000.65
GOOG0.000.540.600.610.651.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-5.15%
Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 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 Portfolio was 37.50%, occurring on Dec 28, 2022. Recovery took 233 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.5%Dec 13, 2021273Dec 28, 2022233Nov 20, 2023506
-27.12%Aug 31, 201882Dec 24, 2018154Jul 26, 2019236
-24.62%Feb 20, 202023Mar 23, 202042May 20, 202065
-17.03%Dec 7, 201548Feb 9, 2016124Aug 1, 2016172
-16.3%Sep 3, 202015Sep 23, 202068Dec 28, 202083

Volatility Chart

The current Portfolio volatility is 4.18%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.18%
2.93%
Portfolio
Benchmark (^GSPC)
Portfolio components
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