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FO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 16.67%LLY 16.67%MSFT 16.67%GE 16.67%0700.HK 16.67%VIST 16.67%EquityEquity
PositionCategory/SectorWeight
0700.HK
Tencent Holdings Ltd
Communication Services
16.67%
GE
General Electric Company
Industrials
16.67%
LLY
Eli Lilly and Company
Healthcare
16.67%
MSFT
Microsoft Corporation
Technology
16.67%
NVDA
NVIDIA Corporation
Technology
16.67%
VIST
Vista Oil & Gas, S.A.B. de C.V.
Energy
16.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FO, 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%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
21.05%
5.56%
FO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2019, corresponding to the inception date of VIST

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.39%4.02%5.56%21.51%12.69%10.55%
FO53.98%5.81%21.06%66.27%48.72%N/A
NVDA
NVIDIA Corporation
107.67%3.96%17.49%122.43%84.63%71.69%
LLY
Eli Lilly and Company
55.61%17.07%18.81%58.54%51.77%32.86%
MSFT
Microsoft Corporation
7.41%1.00%-0.76%22.67%24.11%26.01%
GE
General Electric Company
58.84%-0.56%20.70%81.59%29.72%4.38%
0700.HK
Tencent Holdings Ltd
28.48%2.83%39.93%17.75%2.46%12.30%
VIST
Vista Oil & Gas, S.A.B. de C.V.
62.72%11.60%31.24%88.61%54.16%N/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.92%14.46%9.22%3.77%9.29%3.98%-3.23%7.43%53.98%
202311.72%3.89%13.85%3.38%7.72%9.29%4.28%3.10%-2.25%-2.28%12.02%-0.91%83.33%
2022-2.24%4.31%4.09%-10.77%2.74%-9.36%8.66%-2.62%-10.25%11.15%14.77%0.00%6.86%
20217.36%4.13%-3.10%3.94%9.79%9.46%0.51%4.36%-3.72%14.14%-1.36%0.67%54.88%
20202.74%-3.66%-12.92%12.38%3.77%8.89%2.62%3.46%-5.18%0.11%15.07%3.39%31.22%
20190.39%-15.58%4.73%4.04%8.40%12.00%12.10%

Expense Ratio

FO 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 FO is 97, placing it in the top 3% 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 FO is 9797
FO
The Sharpe Ratio Rank of FO is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of FO is 9797Sortino Ratio Rank
The Omega Ratio Rank of FO is 9696Omega Ratio Rank
The Calmar Ratio Rank of FO is 9797Calmar Ratio Rank
The Martin Ratio Rank of FO is 9797Martin 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.


FO
Sharpe ratio
The chart of Sharpe ratio for FO, currently valued at 3.15, compared to the broader market-1.000.001.002.003.003.15
Sortino ratio
The chart of Sortino ratio for FO, currently valued at 4.14, compared to the broader market-2.000.002.004.004.14
Omega ratio
The chart of Omega ratio for FO, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.52
Calmar ratio
The chart of Calmar ratio for FO, currently valued at 4.78, compared to the broader market0.002.004.006.004.78
Martin ratio
The chart of Martin ratio for FO, currently valued at 21.48, compared to the broader market0.005.0010.0015.0020.0025.0030.0021.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market-2.000.002.004.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.002.004.006.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market0.005.0010.0015.0020.0025.0030.007.96

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
2.643.061.394.9716.55
LLY
Eli Lilly and Company
1.922.681.363.0811.43
MSFT
Microsoft Corporation
1.151.601.211.464.62
GE
General Electric Company
2.683.511.468.0722.26
0700.HK
Tencent Holdings Ltd
0.621.061.130.292.23
VIST
Vista Oil & Gas, S.A.B. de C.V.
1.812.591.313.4910.31

Sharpe Ratio

The current FO Sharpe ratio is 3.15. 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 1.33 to 1.91, 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 FO 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 Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
3.15
1.66
FO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FO granted a 0.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FO0.44%0.57%0.59%0.44%0.56%0.67%1.54%1.59%1.46%1.51%1.78%1.90%
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%
LLY
Eli Lilly and Company
0.56%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MSFT
Microsoft Corporation
0.75%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GE
General Electric Company
0.43%0.25%0.38%0.34%0.37%0.36%4.88%4.81%2.94%2.95%3.52%2.81%
0700.HK
Tencent Holdings Ltd
0.91%1.63%0.93%0.32%0.20%0.25%0.27%0.14%0.23%0.22%0.20%0.19%
VIST
Vista Oil & Gas, S.A.B. de C.V.
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-7.20%
-4.57%
FO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FO. 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 FO was 35.12%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current FO drawdown is 7.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.12%Feb 20, 202023Mar 23, 202076Jul 8, 202099
-24.09%Apr 5, 2022124Sep 26, 202273Jan 9, 2023197
-18.7%Jul 31, 201921Aug 28, 201963Nov 25, 201984
-13.65%Jul 11, 202418Aug 5, 2024
-11.41%Nov 10, 202157Jan 27, 202238Mar 22, 202295

Volatility

Volatility Chart

The current FO volatility is 6.22%, 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%AprilMayJuneJulyAugustSeptember
6.22%
4.88%
FO
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.

0700.HKVISTLLYGENVDAMSFT
0700.HK1.000.080.030.070.130.13
VIST0.081.000.080.280.200.17
LLY0.030.081.000.190.240.34
GE0.070.280.191.000.300.27
NVDA0.130.200.240.301.000.67
MSFT0.130.170.340.270.671.00
The correlation results are calculated based on daily price changes starting from Jul 29, 2019