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optimized stocks 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CNM 21.8%NVDA 21.1%SKYW 15.8%TALK 15.4%TAST 13.5%YANG 12.4%EquityEquity
PositionCategory/SectorWeight
CNM
Core & Main, Inc.
Industrials

21.80%

NVDA
NVIDIA Corporation
Technology

21.10%

SKYW
SkyWest, Inc.
Industrials

15.80%

TALK
Talkspace, Inc.
Healthcare

15.40%

TAST
Carrols Restaurant Group, Inc.
Consumer Cyclical

13.50%

YANG
Direxion Daily China 3x Bear Shares
Leveraged Equities, Leveraged, China Equities

12.40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in optimized stocks 2 , 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%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
139.71%
13.73%
optimized stocks 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 22, 2021, corresponding to the inception date of CNM

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%
optimized stocks 2 30.80%-7.81%67.71%158.12%N/AN/A
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%75.20%67.31%
TAST
Carrols Restaurant Group, Inc.
21.07%0.21%76.84%162.11%1.47%5.00%
SKYW
SkyWest, Inc.
32.43%2.96%85.63%185.54%3.37%19.70%
CNM
Core & Main, Inc.
34.05%-6.89%80.87%110.37%N/AN/A
TALK
Talkspace, Inc.
23.62%-12.04%62.69%292.50%N/AN/A
YANG
Direxion Daily China 3x Bear Shares
-8.08%-4.03%-7.57%15.97%-20.96%-32.11%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202411.40%12.61%11.26%
2023-2.91%-2.21%15.15%11.14%

Expense Ratio

The optimized stocks 2 features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.07%

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.


optimized stocks 2
Sharpe ratio
The chart of Sharpe ratio for optimized stocks 2 , currently valued at 7.04, compared to the broader market-1.000.001.002.003.004.007.04
Sortino ratio
The chart of Sortino ratio for optimized stocks 2 , currently valued at 8.10, compared to the broader market-2.000.002.004.006.008.10
Omega ratio
The chart of Omega ratio for optimized stocks 2 , currently valued at 2.04, compared to the broader market0.801.001.201.401.601.802.04
Calmar ratio
The chart of Calmar ratio for optimized stocks 2 , currently valued at 6.92, compared to the broader market0.002.004.006.008.006.92
Martin ratio
The chart of Martin ratio for optimized stocks 2 , currently valued at 66.83, compared to the broader market0.0010.0020.0030.0040.0066.83
^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
TAST
Carrols Restaurant Group, Inc.
3.113.701.526.5918.31
SKYW
SkyWest, Inc.
4.706.331.743.3937.55
CNM
Core & Main, Inc.
4.284.831.685.7924.18
TALK
Talkspace, Inc.
4.804.981.603.2337.34
YANG
Direxion Daily China 3x Bear Shares
0.290.951.110.291.10

Sharpe Ratio

The current optimized stocks 2 Sharpe ratio is 7.04. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.007.04

The Sharpe ratio of optimized stocks 2 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 Ratio0.002.004.006.008.0010.00NovemberDecember2024FebruaryMarchApril
7.04
1.66
optimized stocks 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

optimized stocks 2 granted a 0.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
optimized stocks 2 0.49%0.49%0.02%1.88%0.16%0.37%0.31%0.16%0.20%0.39%0.60%0.58%
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%
TAST
Carrols Restaurant Group, Inc.
0.42%0.25%0.00%13.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYW
SkyWest, Inc.
0.00%0.00%0.00%0.00%0.35%0.74%0.90%0.60%0.66%0.84%1.51%1.08%
CNM
Core & Main, 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%
TALK
Talkspace, 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%
YANG
Direxion Daily China 3x Bear Shares
3.47%3.66%0.00%0.00%0.68%1.54%0.56%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
-8.09%
-5.46%
optimized stocks 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the optimized stocks 2 . 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 optimized stocks 2 was 52.66%, occurring on Dec 28, 2022. Recovery took 102 trading sessions.

The current optimized stocks 2 drawdown is 8.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.66%Nov 10, 2021285Dec 28, 2022102May 25, 2023387
-10.42%Sep 3, 202133Oct 20, 202111Nov 4, 202144
-8.21%Sep 1, 202339Oct 26, 202310Nov 9, 202349
-8.09%Mar 26, 202418Apr 19, 2024
-5.4%Dec 28, 20234Jan 3, 20243Jan 8, 20247

Volatility

Volatility Chart

The current optimized stocks 2 volatility is 5.40%, 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
5.40%
3.15%
optimized stocks 2
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.

TASTTALKYANGCNMSKYWNVDA
TAST1.000.19-0.160.180.320.27
TALK0.191.00-0.230.230.260.25
YANG-0.16-0.231.00-0.21-0.24-0.34
CNM0.180.23-0.211.000.350.43
SKYW0.320.26-0.240.351.000.39
NVDA0.270.25-0.340.430.391.00