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Dean S. #1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 8.33%AAPL 8.33%ASML 8.33%AMD 8.33%MSFT 8.33%SNPS 8.33%GOOG 8.33%AMZN 8.33%META 8.33%NOW 8.33%TSM 8.33%CRWD 8.33%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

8.33%

AMD
Advanced Micro Devices, Inc.
Technology

8.33%

AMZN
Amazon.com, Inc.
Consumer Cyclical

8.33%

ASML
ASML Holding N.V.
Technology

8.33%

CRWD
CrowdStrike Holdings, Inc.
Technology

8.33%

GOOG
Alphabet Inc.
Communication Services

8.33%

META
Meta Platforms, Inc.
Communication Services

8.33%

MSFT
Microsoft Corporation
Technology

8.33%

NOW
ServiceNow, Inc.
Technology

8.33%

NVDA
NVIDIA Corporation
Technology

8.33%

SNPS
Synopsys, Inc.
Technology

8.33%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

8.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dean S. #1, 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%100.00%200.00%300.00%400.00%NovemberDecember2024FebruaryMarchApril
359.99%
72.48%
Dean S. #1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Dean S. #113.48%-9.47%37.94%66.91%N/AN/A
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%75.20%67.31%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.48%25.77%
ASML
ASML Holding N.V.
13.73%-12.29%48.71%36.57%34.34%27.69%
AMD
Advanced Micro Devices, Inc.
-0.52%-18.37%44.03%65.83%39.62%42.40%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.75%28.03%
SNPS
Synopsys, Inc.
-0.82%-14.05%9.21%35.37%34.54%29.71%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%20.31%19.33%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%13.42%26.68%
META
Meta Platforms, Inc.
36.06%-5.59%56.03%126.21%22.01%22.59%
NOW
ServiceNow, Inc.
1.05%-7.78%31.59%50.83%24.65%29.22%
TSM
Taiwan Semiconductor Manufacturing Company Limited
23.28%-9.14%41.06%52.33%26.32%23.31%
CRWD
CrowdStrike Holdings, Inc.
10.70%-13.72%58.11%113.72%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.55%10.99%1.98%
2023-4.71%0.80%15.21%5.78%

Expense Ratio

The Dean S. #1 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.


Dean S. #1
Sharpe ratio
The chart of Sharpe ratio for Dean S. #1, currently valued at 2.74, compared to the broader market-1.000.001.002.003.004.002.74
Sortino ratio
The chart of Sortino ratio for Dean S. #1, currently valued at 3.54, compared to the broader market-2.000.002.004.006.003.54
Omega ratio
The chart of Omega ratio for Dean S. #1, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for Dean S. #1, currently valued at 2.47, compared to the broader market0.002.004.006.008.002.47
Martin ratio
The chart of Martin ratio for Dean S. #1, currently valued at 20.14, compared to the broader market0.0010.0020.0030.0040.0020.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
ASML
ASML Holding N.V.
1.191.741.221.133.66
AMD
Advanced Micro Devices, Inc.
1.301.951.241.274.91
MSFT
Microsoft Corporation
1.792.571.312.107.69
SNPS
Synopsys, Inc.
1.161.901.222.306.67
GOOG
Alphabet Inc.
1.792.271.321.5710.21
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
META
Meta Platforms, Inc.
3.364.891.582.7027.99
NOW
ServiceNow, Inc.
1.752.211.301.309.73
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.482.381.281.235.34
CRWD
CrowdStrike Holdings, Inc.
2.713.211.421.8720.51

Sharpe Ratio

The current Dean S. #1 Sharpe ratio is 2.74. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.74

The Sharpe ratio of Dean S. #1 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
2.74
1.66
Dean S. #1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dean S. #1 granted a 0.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dean S. #10.31%0.32%0.47%0.27%0.32%0.60%0.72%0.56%0.70%0.74%0.70%0.81%
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%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ASML
ASML Holding N.V.
0.76%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
AMD
Advanced Micro Devices, 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
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
SNPS
Synopsys, 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%
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%
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%
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%
NOW
ServiceNow, 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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.53%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
CRWD
CrowdStrike Holdings, 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
-10.27%
-5.46%
Dean S. #1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dean S. #1. 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 Dean S. #1 was 46.70%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current Dean S. #1 drawdown is 10.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.7%Nov 22, 2021240Nov 3, 2022256Nov 10, 2023496
-30.92%Feb 20, 202018Mar 16, 202039May 11, 202057
-16.03%Feb 17, 202114Mar 8, 202134Apr 26, 202148
-12.95%Sep 3, 202014Sep 23, 202032Nov 6, 202046
-11.14%Sep 7, 202120Oct 4, 202119Oct 29, 202139

Volatility

Volatility Chart

The current Dean S. #1 volatility is 6.31%, 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%10.00%NovemberDecember2024FebruaryMarchApril
6.31%
3.15%
Dean S. #1
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.

CRWDTSMMETAAAPLAMDGOOGNOWASMLAMZNSNPSNVDAMSFT
CRWD1.000.360.400.400.450.390.610.430.510.570.500.48
TSM0.361.000.460.540.620.510.480.710.500.590.660.55
META0.400.461.000.580.540.670.570.530.640.600.600.65
AAPL0.400.540.581.000.550.660.580.590.640.630.610.71
AMD0.450.620.540.551.000.540.570.650.590.640.770.61
GOOG0.390.510.670.660.541.000.570.580.680.610.600.75
NOW0.610.480.570.580.570.571.000.590.630.710.630.69
ASML0.430.710.530.590.650.580.591.000.570.680.710.65
AMZN0.510.500.640.640.590.680.630.571.000.620.630.70
SNPS0.570.590.600.630.640.610.710.680.621.000.700.73
NVDA0.500.660.600.610.770.600.630.710.630.701.000.69
MSFT0.480.550.650.710.610.750.690.650.700.730.691.00