PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Nasdaq top
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 12.5%GOOGL 12.5%AMZN 12.5%MSFT 12.5%NVDA 12.5%ADBE 12.5%META 12.5%TSLA 12.5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

12.50%

GOOGL
Alphabet Inc.
Communication Services

12.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

12.50%

MSFT
Microsoft Corporation
Technology

12.50%

NVDA
NVIDIA Corporation
Technology

12.50%

ADBE
Adobe Inc
Technology

12.50%

META
Meta Platforms, Inc.
Communication Services

12.50%

TSLA
Tesla, Inc.
Consumer Cyclical

12.50%

S&P 500

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.33%
15.74%
Nasdaq top
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 16, 2024, the Nasdaq top returned 10.98% Year-To-Date and 34.81% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Nasdaq top10.98%0.91%19.33%60.70%37.43%34.81%
AAPL
Apple Inc.
-10.19%0.04%-3.12%5.09%28.81%26.53%
GOOGL
Alphabet Inc.
10.86%9.69%11.33%42.24%20.16%19.06%
AMZN
Amazon.com, Inc.
20.85%5.27%38.53%79.12%14.56%27.52%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%
NVDA
NVIDIA Corporation
73.67%-2.09%86.60%221.51%79.56%69.70%
ADBE
Adobe Inc
-21.20%-4.54%-14.64%23.91%11.81%22.12%
META
Meta Platforms, Inc.
41.47%3.33%55.93%126.09%22.96%23.92%
TSLA
Tesla, Inc.
-35.01%-1.28%-36.41%-12.71%55.16%28.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.22%9.26%1.05%
2023-5.94%-1.88%12.10%2.97%

Expense Ratio

The Nasdaq top 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 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.


Nasdaq top
Sharpe ratio
The chart of Sharpe ratio for Nasdaq top, currently valued at 2.68, compared to the broader market-1.000.001.002.003.004.005.002.68
Sortino ratio
The chart of Sortino ratio for Nasdaq top, currently valued at 3.60, compared to the broader market-2.000.002.004.006.003.60
Omega ratio
The chart of Omega ratio for Nasdaq top, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for Nasdaq top, currently valued at 2.16, compared to the broader market0.002.004.006.008.0010.002.16
Martin ratio
The chart of Martin ratio for Nasdaq top, currently valued at 20.02, compared to the broader market0.0010.0020.0030.0040.0050.0020.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.250.481.060.320.65
GOOGL
Alphabet Inc.
1.622.111.291.439.16
AMZN
Amazon.com, Inc.
2.713.531.441.7517.09
MSFT
Microsoft Corporation
2.002.821.352.348.61
NVDA
NVIDIA Corporation
4.735.581.6710.5835.94
ADBE
Adobe Inc
0.711.111.160.472.86
META
Meta Platforms, Inc.
3.495.111.612.7929.05
TSLA
Tesla, Inc.
-0.27-0.070.99-0.21-0.58

Sharpe Ratio

The current Nasdaq top Sharpe ratio is 2.68. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.68

The Sharpe ratio of Nasdaq top 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.68
1.89
Nasdaq top
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Nasdaq top granted a 0.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Nasdaq top0.17%0.16%0.23%0.15%0.21%0.31%0.49%0.45%0.59%0.68%0.73%0.83%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%
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%
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%
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%
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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.77%
-3.66%
Nasdaq top
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nasdaq top. 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 Nasdaq top was 48.61%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current Nasdaq top drawdown is 3.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.61%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-33.68%Feb 20, 202020Mar 18, 202044May 20, 202064
-27.15%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-19.83%Dec 30, 201528Feb 9, 201639Apr 6, 201667
-15.63%Sep 3, 202014Sep 23, 202052Dec 7, 202066

Volatility

Volatility Chart

The current Nasdaq top volatility is 5.46%, 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%NovemberDecember2024FebruaryMarchApril
5.46%
3.44%
Nasdaq top
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.

TSLAAAPLMETANVDAAMZNADBEMSFTGOOGL
TSLA1.000.370.340.390.390.390.360.36
AAPL0.371.000.460.490.510.500.570.54
META0.340.461.000.470.560.520.500.60
NVDA0.390.490.471.000.520.570.560.52
AMZN0.390.510.560.521.000.590.600.65
ADBE0.390.500.520.570.591.000.670.61
MSFT0.360.570.500.560.600.671.000.65
GOOGL0.360.540.600.520.650.610.651.00