PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Minus W
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Minus W

Last updated Aug 31, 2024

Asset Allocation

COST 22%MA 18.5%SPGI 12%TXRH 10.5%NFLX 10%CAKE 5.5%PYPL 5%PLTR 4.5%TSLA 3%SOFI 3%MQ 2%COIN 2%OPEN 2%EquityEquity
PositionCategory/SectorWeight
CAKE
The Cheesecake Factory Incorporated		Consumer Cyclical
5.50%
COIN
Coinbase Global, Inc.		Technology
2%
COST
Costco Wholesale Corporation		Consumer Defensive
22%
MA
Mastercard Inc		Financial Services
18.50%
MQ
Marqeta, Inc.		Technology
2%
NFLX
Netflix, Inc.		Communication Services
10%
OPEN
Opendoor Technologies Inc.		Real Estate
2%
PLTR
Palantir Technologies Inc.		Technology
4.50%
PYPL
PayPal Holdings, Inc.		Financial Services
5%
SOFI
SoFi Technologies, Inc.		Financial Services
3%
SPGI
S&P Global Inc.		Financial Services
12%
TSLA
Tesla, Inc.		Consumer Cyclical
3%
TXRH
Texas Roadhouse, Inc.		Consumer Cyclical
10.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Minus W, 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

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%AprilMayJuneJulyAugust
46.71%
33.86%
Minus W
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 9, 2021, corresponding to the inception date of MQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.42%2.28%9.95%25.31%14.08%10.95%
Minus W24.37%8.71%12.23%43.60%N/AN/A
Portfolio components:
COST
Costco Wholesale Corporation		35.80%8.55%19.43%68.76%27.00%24.72%
MA
Mastercard Inc		13.83%4.61%1.70%16.99%12.07%21.17%
SPGI
S&P Global Inc.		17.21%5.79%20.10%31.25%15.57%21.41%
TXRH
Texas Roadhouse, Inc.		39.13%1.58%13.68%64.01%28.95%22.45%
NFLX
Netflix, Inc.		44.05%14.29%13.24%59.44%19.05%26.31%
CAKE
The Cheesecake Factory Incorporated		14.80%12.83%13.50%27.28%2.69%0.72%
PLTR
Palantir Technologies Inc.		83.34%27.24%26.27%107.38%N/AN/A
TSLA
Tesla, Inc.		-13.83%3.10%5.66%-12.61%70.23%27.49%
MQ
Marqeta, Inc.		-23.64%9.00%-16.72%-14.86%N/AN/A
SOFI
SoFi Technologies, Inc.		-19.70%20.15%-11.12%-9.10%N/AN/A
COIN
Coinbase Global, Inc.		5.43%-10.31%-10.89%135.11%N/AN/A
OPEN
Opendoor Technologies Inc.		-52.01%15.59%-30.87%-44.73%N/AN/A
PYPL
PayPal Holdings, Inc.		17.94%16.86%19.64%13.94%-7.87%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.33%8.73%0.32%-3.96%5.74%2.42%3.15%24.37%
202317.46%-4.84%2.58%-0.72%7.15%9.77%5.73%-5.24%-4.23%-2.72%13.77%9.22%55.30%
2022-10.55%-3.12%1.76%-13.12%-5.95%-8.54%16.51%-4.14%-7.04%10.01%1.94%-8.89%-30.10%
20212.68%-0.23%3.01%-1.25%6.98%-4.77%2.35%8.67%

Expense Ratio

Minus W 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 Minus W is 86, placing it in the top 14% 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 Minus W is 8686
Minus W
The Sharpe Ratio Rank of Minus W is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of Minus W is 9090Sortino Ratio Rank
The Omega Ratio Rank of Minus W is 8989Omega Ratio Rank
The Calmar Ratio Rank of Minus W is 6969Calmar Ratio Rank
The Martin Ratio Rank of Minus W is 9191Martin 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.

Minus W
Sharpe ratio
The chart of Sharpe ratio for Minus W, currently valued at 2.60, compared to the broader market-1.000.001.002.003.004.002.60
Sortino ratio
The chart of Sortino ratio for Minus W, currently valued at 3.49, compared to the broader market-2.000.002.004.003.49
Omega ratio
The chart of Omega ratio for Minus W, 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 Minus W, currently valued at 2.27, compared to the broader market0.002.004.006.008.002.27
Martin ratio
The chart of Martin ratio for Minus W, currently valued at 14.20, compared to the broader market0.005.0010.0015.0020.0025.0030.0014.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.02
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.33, compared to the broader market0.005.0010.0015.0020.0025.0030.009.33
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COST
Costco Wholesale Corporation		3.584.131.646.7517.86
MA
Mastercard Inc		1.071.441.211.393.23
SPGI
S&P Global Inc.		1.792.421.341.175.81
TXRH
Texas Roadhouse, Inc.		2.713.831.472.9417.95
NFLX
Netflix, Inc.		1.902.891.371.238.96
CAKE
The Cheesecake Factory Incorporated		0.761.321.150.494.32
PLTR
Palantir Technologies Inc.		1.482.421.311.807.48
TSLA
Tesla, Inc.		-0.31-0.100.99-0.25-0.63
MQ
Marqeta, Inc.		-0.220.011.00-0.13-0.57
SOFI
SoFi Technologies, Inc.		-0.150.201.02-0.12-0.34
COIN
Coinbase Global, Inc.		1.622.341.251.486.83
OPEN
Opendoor Technologies Inc.		-0.53-0.420.96-0.49-1.06
PYPL
PayPal Holdings, Inc.		0.410.811.100.171.59

Sharpe Ratio

The current Minus W Sharpe ratio is 2.60. 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 1.62 to 2.22, 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 Minus W 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 Ratio1.502.002.503.003.50AprilMayJuneJulyAugust
2.60
2.02
Minus W
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Minus W granted a 0.96% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Minus W0.96%1.19%0.74%0.43%1.03%0.79%0.81%1.57%0.78%1.46%0.72%0.68%
Portfolio components:
COST
Costco Wholesale Corporation		2.17%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
MA
Mastercard Inc		0.53%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
SPGI
S&P Global Inc.		0.71%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
TXRH
Texas Roadhouse, Inc.		1.37%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
NFLX
Netflix, 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%
CAKE
The Cheesecake Factory Incorporated		2.75%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%1.21%1.08%
PLTR
Palantir Technologies 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%
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%
MQ
Marqeta, 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%
SOFI
SoFi Technologies, 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%
COIN
Coinbase Global, 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%
OPEN
Opendoor Technologies 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%
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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugust0
-0.33%
Minus W
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Minus W. 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 Minus W was 39.56%, occurring on Jun 16, 2022. Recovery took 377 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.56%Nov 17, 2021146Jun 16, 2022377Dec 15, 2023523
-8.3%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-7.1%Mar 21, 202421Apr 19, 202418May 15, 202439
-5.12%Sep 27, 20216Oct 4, 202110Oct 18, 202116
-5.07%Dec 28, 20234Jan 3, 202417Jan 29, 202421

Volatility

Volatility Chart

The current Minus W volatility is 6.68%, 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%AprilMayJuneJulyAugust
6.68%
5.56%
Minus W
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.
COSTCAKETXRHMASPGITSLANFLXMQCOINOPENSOFIPYPLPLTR
COST1.000.240.290.430.520.360.390.260.360.320.300.350.36
CAKE0.241.000.710.330.270.300.290.370.360.430.390.360.38
TXRH0.290.711.000.370.340.300.330.320.340.350.350.360.37
MA0.430.330.371.000.540.330.410.380.300.350.350.490.38
SPGI0.520.270.340.541.000.370.400.380.380.420.370.480.45
TSLA0.360.300.300.330.371.000.450.430.480.490.510.450.54
NFLX0.390.290.330.410.400.451.000.420.440.450.450.510.54
MQ0.260.370.320.380.380.430.421.000.500.540.570.560.56
COIN0.360.360.340.300.380.480.440.501.000.540.580.500.57
OPEN0.320.430.350.350.420.490.450.540.541.000.620.510.61
SOFI0.300.390.350.350.370.510.450.570.580.621.000.550.63
PYPL0.350.360.360.490.480.450.510.560.500.510.551.000.55
PLTR0.360.380.370.380.450.540.540.560.570.610.630.551.00
The correlation results are calculated based on daily price changes starting from Jun 10, 2021