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NT Equities only
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 21.17%AAPL 19.09%META 16.74%GOOG 15.94%TSM 14.2%AMZN 12.86%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

19.09%

AMZN
Amazon.com, Inc.
Consumer Cyclical

12.86%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

0%

CMCSA
Comcast Corporation
Communication Services

0%

GOOG
Alphabet Inc.
Communication Services

15.94%

META
Meta Platforms, Inc.
Communication Services

16.74%

MSFT
Microsoft Corporation
Technology

21.17%

PYPL
PayPal Holdings, Inc.
Financial Services

0%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

14.20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NT Equities only, 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%200.00%400.00%600.00%800.00%NovemberDecember2024FebruaryMarchApril
701.04%
140.11%
NT Equities only
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of PYPL

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%
NT Equities only11.56%-4.60%26.26%50.89%25.15%N/A
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%25.77%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.33%
META
Meta Platforms, Inc.
36.06%-5.59%56.03%126.21%21.30%22.59%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.68%
BABA
Alibaba Group Holding Limited
-10.89%-4.24%-12.44%-21.46%-17.91%N/A
PYPL
PayPal Holdings, Inc.
1.47%-3.80%16.71%-16.00%-10.26%N/A
CMCSA
Comcast Corporation
-6.94%-5.15%-4.79%9.60%1.54%6.92%
TSM
Taiwan Semiconductor Manufacturing Company Limited
23.28%-9.14%41.06%52.33%26.36%23.31%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.71%8.74%1.86%
2023-4.70%1.25%10.44%3.75%

Expense Ratio

The NT Equities only 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.


NT Equities only
Sharpe ratio
The chart of Sharpe ratio for NT Equities only, currently valued at 2.47, compared to the broader market-1.000.001.002.003.004.002.47
Sortino ratio
The chart of Sortino ratio for NT Equities only, currently valued at 3.39, compared to the broader market-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for NT Equities only, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for NT Equities only, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for NT Equities only, currently valued at 17.02, compared to the broader market0.0010.0020.0030.0040.0017.02
^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
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
GOOG
Alphabet Inc.
1.792.271.321.5710.21
META
Meta Platforms, Inc.
3.364.891.582.7027.99
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
BABA
Alibaba Group Holding Limited
-0.71-0.900.90-0.32-1.27
PYPL
PayPal Holdings, Inc.
-0.45-0.370.95-0.21-0.90
CMCSA
Comcast Corporation
0.340.671.090.211.16
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.482.381.281.235.34
MSFT
Microsoft Corporation
1.792.571.312.107.69

Sharpe Ratio

The current NT Equities only Sharpe ratio is 2.47. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.47

The Sharpe ratio of NT Equities only 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
2.47
1.66
NT Equities only
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NT Equities only granted a 0.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NT Equities only0.50%0.50%0.71%0.46%0.54%0.95%1.20%1.00%1.24%1.22%1.10%1.28%
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%
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.
0.10%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%
BABA
Alibaba Group Holding Limited
1.45%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PYPL
PayPal 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%
CMCSA
Comcast Corporation
2.93%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
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%
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%

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
-7.26%
-5.46%
NT Equities only
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NT Equities only. 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 NT Equities only was 46.35%, occurring on Nov 3, 2022. Recovery took 258 trading sessions.

The current NT Equities only drawdown is 7.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.35%Dec 28, 2021216Nov 3, 2022258Nov 14, 2023474
-26.79%Feb 20, 202018Mar 16, 202046May 20, 202064
-25.1%Aug 30, 201880Dec 24, 201878Apr 17, 2019158
-14.75%Sep 3, 202014Sep 23, 202052Dec 7, 202066
-14.3%Jul 22, 201525Aug 25, 201541Oct 22, 201566

Volatility

Volatility Chart

The current NT Equities only volatility is 4.86%, 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%NovemberDecember2024FebruaryMarchApril
4.86%
3.15%
NT Equities only
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.

CMCSABABATSMPYPLAAPLMETAAMZNMSFTGOOG
CMCSA1.000.270.310.360.390.380.340.410.40
BABA0.271.000.420.430.390.430.440.410.44
TSM0.310.421.000.440.520.440.460.520.50
PYPL0.360.430.441.000.520.550.550.580.55
AAPL0.390.390.520.521.000.540.590.660.62
META0.380.430.440.550.541.000.620.600.67
AMZN0.340.440.460.550.590.621.000.670.68
MSFT0.410.410.520.580.660.600.671.000.71
GOOG0.400.440.500.550.620.670.680.711.00