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123

Last updated Feb 21, 2024

Asset Allocation


SPY 41%AAPL 28.8%GOOGL 17.2%MSFT 13%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

41%

AAPL
Apple Inc.
Technology

28.80%

GOOGL
Alphabet Inc.
Communication Services

17.20%

MSFT
Microsoft Corporation
Technology

13%

Performance

The chart shows the growth of an initial investment of $10,000 in 123, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
11.65%
13.40%
123
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL

Returns

As of Feb 21, 2024, the 123 returned 1.39% Year-To-Date and 20.20% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
1231.39%-0.67%11.65%31.54%24.01%20.20%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
SPY
SPDR S&P 500 ETF
4.51%2.97%14.24%23.83%14.24%12.49%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
GOOGL
Alphabet Inc.
1.02%-3.59%9.33%49.57%20.70%16.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.29%
20233.39%-1.67%-5.56%-0.92%9.86%2.98%

Sharpe Ratio

The current 123 Sharpe ratio is 2.00. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.00

The Sharpe ratio of 123 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.00
1.75
123
Benchmark (^GSPC)
Portfolio components

Dividend yield

123 granted a 0.79% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
1230.79%0.81%1.02%0.72%0.92%1.17%1.57%1.40%1.69%1.70%1.57%1.69%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
SPY
SPDR S&P 500 ETF
1.34%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
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%

Expense Ratio

The 123 has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.09%
0.00%2.15%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.97
SPY
SPDR S&P 500 ETF
1.90
MSFT
Microsoft Corporation
2.40
GOOGL
Alphabet Inc.
1.74

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AAPLGOOGLMSFTSPY
AAPL1.000.510.510.59
GOOGL0.511.000.550.63
MSFT0.510.551.000.69
SPY0.590.630.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.89%
-1.08%
123
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 123. 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 123 was 54.87%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.

The current 123 drawdown is 2.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.87%Dec 27, 2007301Mar 9, 2009283Apr 22, 2010584
-31.44%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-28.41%Dec 28, 2021258Jan 5, 2023140Jul 28, 2023398
-24.03%Oct 4, 201856Dec 24, 201881Apr 23, 2019137
-18.94%Jan 17, 2006125Jul 14, 200668Oct 19, 2006193

Volatility Chart

The current 123 volatility is 4.29%, 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%SeptemberOctoberNovemberDecember2024February
4.29%
3.37%
123
Benchmark (^GSPC)
Portfolio components
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