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ANDY 5
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GOOG 20%MSFT 20%AMZN 20%NVDA 20%META 20%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

20%

GOOG
Alphabet Inc.
Communication Services

20%

META
Meta Platforms, Inc.
Communication Services

20%

MSFT
Microsoft Corporation
Technology

20%

NVDA
NVIDIA Corporation
Technology

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ANDY 5 , 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%500.00%1,000.00%1,500.00%2,000.00%2,500.00%FebruaryMarchAprilMayJuneJuly
2,267.93%
194.15%
ANDY 5
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 22, 2024, the ANDY 5 returned 45.50% Year-To-Date and 35.88% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
ANDY 5 49.10%-1.22%37.03%71.92%37.54%36.52%
GOOG
Alphabet Inc.
30.43%1.85%23.63%50.81%26.66%20.18%
MSFT
Microsoft Corporation
18.73%-1.10%11.93%29.91%27.28%28.01%
AMZN
Amazon.com, Inc.
22.69%-1.41%19.48%44.73%13.61%27.75%
NVDA
NVIDIA Corporation
147.58%-3.14%104.78%174.87%95.76%76.50%
META
Meta Platforms, Inc.
38.35%-1.23%27.13%67.93%19.60%20.66%

Monthly Returns

The table below presents the monthly returns of ANDY 5 , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.60%14.92%5.58%-3.59%9.65%8.71%49.10%
202319.25%4.43%16.82%5.21%16.07%6.12%6.55%0.56%-5.36%0.20%10.47%4.38%120.89%
2022-9.54%-7.07%5.94%-18.68%-1.82%-11.12%12.27%-7.06%-13.84%-6.30%12.58%-9.16%-45.55%
20210.33%2.75%2.80%11.66%0.37%9.92%1.95%7.83%-7.69%10.08%6.29%-2.45%51.20%
20204.54%-1.69%-5.28%18.03%7.49%5.99%8.79%14.35%-6.83%-0.82%6.29%0.39%60.56%
201911.92%1.27%7.64%7.40%-10.45%8.09%3.25%-2.13%0.34%6.41%4.88%4.02%49.28%
201815.93%-1.50%-5.42%2.78%8.11%0.43%2.71%7.29%-1.28%-14.00%-3.30%-9.43%-1.24%
20176.55%0.66%4.08%3.81%10.65%-1.92%6.88%1.97%0.97%10.74%0.86%-0.13%54.37%
2016-3.97%-3.41%8.63%-0.58%11.18%-2.42%11.57%2.62%4.91%1.05%2.90%4.86%42.32%
2015-0.79%7.95%-2.43%6.65%-0.36%-1.74%11.69%-1.01%1.96%17.30%5.83%2.08%55.87%
2014-3.76%4.07%2.51%0.29%5.67%-0.21%-1.29%4.35%-3.67%7.74%

Expense Ratio

ANDY 5 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 Rank

The current risk-adjusted rank of ANDY 5 is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ANDY 5 is 9090
ANDY 5
The Sharpe Ratio Rank of ANDY 5 is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of ANDY 5 is 8787Sortino Ratio Rank
The Omega Ratio Rank of ANDY 5 is 8888Omega Ratio Rank
The Calmar Ratio Rank of ANDY 5 is 9696Calmar Ratio Rank
The Martin Ratio Rank of ANDY 5 is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


ANDY 5
Sharpe ratio
The chart of Sharpe ratio for ANDY 5 , currently valued at 2.96, compared to the broader market-1.000.001.002.003.004.002.96
Sortino ratio
The chart of Sortino ratio for ANDY 5 , currently valued at 3.84, compared to the broader market-2.000.002.004.006.003.84
Omega ratio
The chart of Omega ratio for ANDY 5 , currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ANDY 5 , currently valued at 7.13, compared to the broader market0.002.004.006.008.007.13
Martin ratio
The chart of Martin ratio for ANDY 5 , currently valued at 23.38, compared to the broader market0.0010.0020.0030.0040.0023.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc.
1.942.481.362.7611.66
MSFT
Microsoft Corporation
1.542.061.262.347.01
AMZN
Amazon.com, Inc.
1.572.361.281.218.83
NVDA
NVIDIA Corporation
3.844.131.528.9324.93
META
Meta Platforms, Inc.
1.822.701.352.5710.42

Sharpe Ratio

The current ANDY 5 Sharpe ratio is 2.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of ANDY 5 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
2.96
1.99
ANDY 5
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ANDY 5 granted a 0.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ANDY 5 0.20%0.15%0.23%0.15%0.21%0.29%0.43%0.43%0.56%0.70%0.83%0.91%
GOOG
Alphabet Inc.
0.11%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
0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
META
Meta Platforms, Inc.
0.20%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.77%
-1.97%
ANDY 5
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ANDY 5 . 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 ANDY 5 was 53.70%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.

The current ANDY 5 drawdown is 9.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.7%Nov 22, 2021240Nov 3, 2022171Jul 13, 2023411
-31.06%Jul 26, 2018105Dec 24, 2018147Jul 26, 2019252
-30.03%Feb 20, 202018Mar 16, 202039May 11, 202057
-17.51%Dec 30, 201528Feb 9, 201646Apr 15, 201674
-15.98%Sep 3, 202014Sep 23, 202091Feb 3, 2021105

Volatility

Volatility Chart

The current ANDY 5 volatility is 7.53%, 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%FebruaryMarchAprilMayJuneJuly
7.53%
2.94%
ANDY 5
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.

NVDAMETAAMZNMSFTGOOG
NVDA1.000.500.530.580.52
META0.501.000.610.580.66
AMZN0.530.611.000.640.67
MSFT0.580.580.641.000.69
GOOG0.520.660.670.691.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014