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paprika1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BYND 6.67%META 6.67%CCL 6.67%DXCM 6.67%ALB 6.67%AMD 6.67%NVDA 6.67%AFRM 6.67%COIN 6.67%WDC 6.67%MRNA 6.67%ZIM 6.67%LRCX 6.67%AMAT 6.67%DVN 6.67%EquityEquity
PositionCategory/SectorWeight
AFRM
Affirm Holdings, Inc.
Technology

6.67%

ALB
Albemarle Corporation
Basic Materials

6.67%

AMAT
Applied Materials, Inc.
Technology

6.67%

AMD
Advanced Micro Devices, Inc.
Technology

6.67%

BYND
Beyond Meat, Inc.
Consumer Defensive

6.67%

CCL
Carnival Corporation & Plc
Consumer Cyclical

6.67%

COIN
Coinbase Global, Inc.
Technology

6.67%

DVN
Devon Energy Corporation
Energy

6.67%

DXCM
DexCom, Inc.
Healthcare

6.67%

LRCX
Lam Research Corporation
Technology

6.67%

META
Meta Platforms, Inc.
Communication Services

6.67%

MRNA
Moderna, Inc.
Healthcare

6.67%

NVDA
NVIDIA Corporation
Technology

6.67%

WDC
Western Digital Corporation
Technology

6.67%

ZIM
ZIM Integrated Shipping Services Ltd.
Industrials

6.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in paprika1, 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%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
55.73%
19.37%
paprika1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
paprika110.03%-4.92%55.74%62.69%N/AN/A
BYND
Beyond Meat, Inc.
-31.80%-23.16%-1.14%-56.61%N/AN/A
META
Meta Platforms, Inc.
40.31%-2.65%58.90%133.39%20.83%24.07%
CCL
Carnival Corporation & Plc
-20.23%-13.41%29.17%59.37%-22.14%-7.40%
DXCM
DexCom, Inc.
7.99%0.62%55.18%8.21%35.42%32.09%
ALB
Albemarle Corporation
-20.70%-5.50%-17.48%-37.29%10.14%7.17%
AMD
Advanced Micro Devices, Inc.
3.30%-15.24%49.77%73.88%40.77%43.82%
NVDA
NVIDIA Corporation
66.44%-12.58%88.80%204.89%78.03%68.79%
AFRM
Affirm Holdings, Inc.
-33.33%-9.10%67.48%211.11%N/AN/A
COIN
Coinbase Global, Inc.
35.94%-7.47%188.08%331.84%N/AN/A
WDC
Western Digital Corporation
33.51%9.35%62.76%112.52%6.61%-0.37%
MRNA
Moderna, Inc.
8.49%2.33%35.27%-21.90%33.28%N/A
ZIM
ZIM Integrated Shipping Services Ltd.
16.72%20.25%35.37%-37.66%N/AN/A
LRCX
Lam Research Corporation
13.54%-9.25%47.64%74.37%36.00%33.74%
AMAT
Applied Materials, Inc.
19.43%-8.09%43.80%71.56%35.71%28.14%
DVN
Devon Energy Corporation
16.59%8.68%13.23%1.09%14.56%-0.02%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.72%11.62%4.18%
2023-7.37%-12.52%22.48%20.80%

Expense Ratio

The paprika1 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 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.


paprika1
Sharpe ratio
The chart of Sharpe ratio for paprika1, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.005.002.26
Sortino ratio
The chart of Sortino ratio for paprika1, currently valued at 3.02, compared to the broader market0.002.004.006.003.02
Omega ratio
The chart of Omega ratio for paprika1, 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 paprika1, currently valued at 1.43, compared to the broader market0.002.004.006.008.001.43
Martin ratio
The chart of Martin ratio for paprika1, currently valued at 6.51, compared to the broader market0.0010.0020.0030.0040.0050.006.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BYND
Beyond Meat, Inc.
-0.71-1.000.89-0.59-1.25
META
Meta Platforms, Inc.
3.625.151.622.9229.93
CCL
Carnival Corporation & Plc
1.221.981.220.803.00
DXCM
DexCom, Inc.
0.210.591.070.150.45
ALB
Albemarle Corporation
-0.64-0.700.92-0.51-0.92
AMD
Advanced Micro Devices, Inc.
1.482.131.261.465.52
NVDA
NVIDIA Corporation
4.174.861.609.5930.94
AFRM
Affirm Holdings, Inc.
2.272.821.342.0910.30
COIN
Coinbase Global, Inc.
3.793.811.443.4815.47
WDC
Western Digital Corporation
2.993.831.471.8722.58
MRNA
Moderna, Inc.
-0.47-0.450.95-0.27-0.86
ZIM
ZIM Integrated Shipping Services Ltd.
-0.59-0.590.93-0.47-1.03
LRCX
Lam Research Corporation
2.172.931.352.4010.99
AMAT
Applied Materials, Inc.
2.122.861.352.1612.81
DVN
Devon Energy Corporation
0.100.321.040.060.22

Sharpe Ratio

The current paprika1 Sharpe ratio is 2.26. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.26

The Sharpe ratio of paprika1 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.26
1.92
paprika1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

paprika1 granted a 0.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
paprika10.51%4.93%11.47%0.95%0.78%0.86%1.19%0.57%0.72%1.05%0.73%0.72%
BYND
Beyond Meat, 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%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CCL
Carnival Corporation & Plc
0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%2.49%
DXCM
DexCom, 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%
ALB
Albemarle Corporation
1.40%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%1.83%1.51%
AMD
Advanced Micro Devices, 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%0.29%0.45%1.20%1.70%1.94%
AFRM
Affirm 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%
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%
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%1.25%
MRNA
Moderna, 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%
ZIM
ZIM Integrated Shipping Services Ltd.
0.00%64.84%160.27%7.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LRCX
Lam Research Corporation
0.87%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
AMAT
Applied Materials, Inc.
0.66%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
DVN
Devon Energy Corporation
4.60%6.34%8.41%4.51%4.30%1.35%1.29%0.48%0.85%3.00%1.54%1.39%

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.38%
-3.50%
paprika1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the paprika1. 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 paprika1 was 53.28%, occurring on Dec 28, 2022. Recovery took 294 trading sessions.

The current paprika1 drawdown is 6.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.28%Nov 9, 2021286Dec 28, 2022294Mar 1, 2024580
-11.7%Apr 30, 202110May 13, 202110May 27, 202120
-10.47%Mar 13, 202427Apr 19, 2024
-9.3%Sep 24, 20217Oct 4, 202115Oct 25, 202122
-7.73%Aug 10, 20218Aug 19, 20217Aug 30, 202115

Volatility

Volatility Chart

The current paprika1 volatility is 7.48%, 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
7.48%
3.58%
paprika1
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.

DVNZIMMRNADXCMBYNDCCLALBCOINWDCMETAAFRMAMDNVDALRCXAMAT
DVN1.000.250.090.100.180.280.390.160.350.170.220.200.210.280.28
ZIM0.251.000.240.150.250.260.330.230.290.220.270.260.260.280.28
MRNA0.090.241.000.370.320.240.300.330.270.320.360.320.320.300.31
DXCM0.100.150.371.000.350.320.310.370.280.430.410.410.410.370.38
BYND0.180.250.320.351.000.420.340.420.330.390.530.350.350.330.34
CCL0.280.260.240.320.421.000.430.440.470.420.510.420.440.430.44
ALB0.390.330.300.310.340.431.000.410.420.370.480.440.440.460.48
COIN0.160.230.330.370.420.440.411.000.370.450.630.460.500.430.44
WDC0.350.290.270.280.330.470.420.371.000.460.410.530.530.640.63
META0.170.220.320.430.390.420.370.450.461.000.470.560.620.570.56
AFRM0.220.270.360.410.530.510.480.630.410.471.000.500.510.460.48
AMD0.200.260.320.410.350.420.440.460.530.560.501.000.790.710.71
NVDA0.210.260.320.410.350.440.440.500.530.620.510.791.000.720.71
LRCX0.280.280.300.370.330.430.460.430.640.570.460.710.721.000.93
AMAT0.280.280.310.380.340.440.480.440.630.560.480.710.710.931.00