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Charls collection
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQ 8.37%TQQQ 8.33%SCHD 8.33%SMIN 8.33%BLK 8.33%AAPL 8.33%TSLA 8.33%MSFT 8.33%NVDA 8.33%ASML 8.33%ADBE 8.33%MNST 8.33%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

8.33%

ADBE
Adobe Inc
Technology

8.33%

ASML
ASML Holding N.V.
Technology

8.33%

BLK
BlackRock, Inc.
Financial Services

8.33%

MNST
Monster Beverage Corporation
Consumer Defensive

8.33%

MSFT
Microsoft Corporation
Technology

8.33%

NVDA
NVIDIA Corporation
Technology

8.33%

QQQ
Invesco QQQ
Large Cap Blend Equities

8.37%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

8.33%

SMIN
iShares MSCI India Small-Cap ETF
Asia Pacific Equities

8.33%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

8.33%

TSLA
Tesla, Inc.
Consumer Cyclical

8.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Charls collection, 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%NovemberDecember2024FebruaryMarchApril
20.98%
19.37%
Charls collection
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 9, 2012, corresponding to the inception date of SMIN

Returns By Period

As of Apr 24, 2024, the Charls collection returned 2.16% Year-To-Date and 29.75% of annualized return in the last 10 years.


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%
Charls collection2.16%-7.10%20.98%40.85%32.60%29.75%
QQQ
Invesco QQQ
3.93%-4.77%18.82%35.44%18.26%18.32%
TQQQ
ProShares UltraPro QQQ
5.29%-15.07%51.63%102.08%26.71%36.75%
SCHD
Schwab US Dividend Equity ETF
2.95%-2.03%14.29%9.99%11.48%11.18%
SMIN
iShares MSCI India Small-Cap ETF
6.92%8.08%21.34%44.84%14.84%13.31%
BLK
BlackRock, Inc.
-4.98%-7.06%26.80%16.87%13.00%12.67%
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
TSLA
Tesla, Inc.
-41.77%-15.31%-33.18%-10.99%54.52%26.99%
MSFT
Microsoft Corporation
8.59%-4.94%23.79%45.83%27.16%28.34%
NVDA
NVIDIA Corporation
66.44%-12.58%88.80%204.89%78.03%68.79%
ASML
ASML Holding N.V.
19.29%-8.00%50.62%44.86%35.66%28.20%
ADBE
Adobe Inc
-20.73%-5.33%-12.35%25.32%11.27%22.66%
MNST
Monster Beverage Corporation
-6.73%-9.70%7.35%0.06%13.20%17.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.83%6.42%0.83%
2023-7.35%-3.16%14.63%5.37%

Expense Ratio

The Charls collection features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for SMIN: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Charls collection
Sharpe ratio
The chart of Sharpe ratio for Charls collection, currently valued at 2.01, compared to the broader market-1.000.001.002.003.004.005.002.01
Sortino ratio
The chart of Sortino ratio for Charls collection, currently valued at 2.85, compared to the broader market0.002.004.006.002.86
Omega ratio
The chart of Omega ratio for Charls collection, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Charls collection, currently valued at 1.90, compared to the broader market0.002.004.006.008.001.90
Martin ratio
The chart of Martin ratio for Charls collection, currently valued at 8.45, compared to the broader market0.0010.0020.0030.0040.0050.008.45
^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
QQQ
Invesco QQQ
2.152.981.361.5610.85
TQQQ
ProShares UltraPro QQQ
2.062.551.311.429.25
SCHD
Schwab US Dividend Equity ETF
0.871.301.150.772.87
SMIN
iShares MSCI India Small-Cap ETF
3.163.681.582.3617.58
BLK
BlackRock, Inc.
0.761.221.140.452.10
AAPL
Apple Inc.
0.090.261.030.100.21
TSLA
Tesla, Inc.
-0.26-0.060.99-0.19-0.52
MSFT
Microsoft Corporation
1.992.791.342.338.49
NVDA
NVIDIA Corporation
4.174.861.609.5930.94
ASML
ASML Holding N.V.
1.321.881.241.254.03
ADBE
Adobe Inc
0.751.151.160.492.72
MNST
Monster Beverage Corporation
0.060.241.030.060.17

Sharpe Ratio

The current Charls collection Sharpe ratio is 2.01. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.01

The Sharpe ratio of Charls collection 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.01
1.92
Charls collection
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Charls collection granted a 0.87% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Charls collection0.87%0.86%0.89%0.67%0.75%0.99%1.16%0.89%1.20%1.15%1.10%1.14%
QQQ
Invesco QQQ
0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
TQQQ
ProShares UltraPro QQQ
1.33%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SMIN
iShares MSCI India Small-Cap ETF
0.38%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%0.34%0.75%
BLK
BlackRock, Inc.
2.62%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
ASML
ASML Holding N.V.
0.72%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
ADBE
Adobe 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%
MNST
Monster Beverage Corporation
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.10%
-3.50%
Charls collection
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Charls collection. 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 Charls collection was 40.52%, occurring on Oct 14, 2022. Recovery took 178 trading sessions.

The current Charls collection drawdown is 8.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.52%Nov 22, 2021226Oct 14, 2022178Jul 3, 2023404
-37.85%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-26.21%Aug 30, 201880Dec 24, 2018137Jul 12, 2019217
-20.76%Dec 7, 201546Feb 11, 201673May 26, 2016119
-15.13%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility

Volatility Chart

The current Charls collection volatility is 5.32%, 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%NovemberDecember2024FebruaryMarchApril
5.32%
3.58%
Charls collection
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.

SMINTSLAMNSTAAPLBLKNVDAASMLSCHDADBEMSFTTQQQQQQ
SMIN1.000.210.240.290.370.280.350.410.300.320.400.40
TSLA0.211.000.220.370.320.390.350.310.380.360.510.51
MNST0.240.221.000.340.380.300.340.480.400.400.470.47
AAPL0.290.370.341.000.420.490.490.470.500.560.750.75
BLK0.370.320.380.421.000.450.520.720.500.510.630.63
NVDA0.280.390.300.490.451.000.590.450.570.560.700.70
ASML0.350.350.340.490.520.591.000.540.540.540.680.68
SCHD0.410.310.480.470.720.450.541.000.510.560.680.69
ADBE0.300.380.400.500.500.570.540.511.000.670.760.76
MSFT0.320.360.400.560.510.560.540.560.671.000.790.79
TQQQ0.400.510.470.750.630.700.680.680.760.791.001.00
QQQ0.400.510.470.750.630.700.680.690.760.791.001.00