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health+value

Last updated Mar 2, 2024

Asset Allocation


BG 37.41%ON 32.6%BABA 29.98%EquityEquity
PositionCategory/SectorWeight
BG
Bunge Limited
Consumer Defensive

37.41%

ON
ON Semiconductor Corporation
Technology

32.60%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

29.98%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Nov 28, 2023BuyON Semiconductor Corporation1$69.10
Nov 28, 2023BuyBunge Limited1$108.41
Nov 28, 2023BuyAlibaba Group Holding Limited1$76.74

1–3 of 3

Performance

The chart shows the growth of an initial investment of $10,000 in health+value, 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


-10.00%-5.00%0.00%5.00%10.00%Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
-2.12%
12.89%
health+value
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
health+value-5.01%6.74%N/AN/AN/AN/A
ON
ON Semiconductor Corporation
-2.86%14.56%-18.37%5.72%30.25%23.84%
BG
Bunge Limited
-7.08%3.69%-17.94%-1.99%15.35%4.47%
BABA
Alibaba Group Holding Limited
-3.73%3.86%-20.41%-15.74%-16.29%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-11.68%6.88%
20230.72%2.31%

Sharpe Ratio


Chart placeholderNot enough data

Expense Ratio

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

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
^GSPC
S&P 500
2.44
health+value
ON
ON Semiconductor Corporation
0.08
BG
Bunge Limited
0.02
BABA
Alibaba Group Holding Limited
-0.41

Asset Correlations Table

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

ONBABABG
ON1.000.170.22
BABA0.171.000.35
BG0.220.351.00

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
-6.23%
0
health+value
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the health+value. 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 health+value was 12.81%, occurring on Jan 31, 2024. The portfolio has not yet recovered.

The current health+value drawdown is 6.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.81%Dec 20, 202328Jan 31, 2024
-3.2%Dec 4, 20233Dec 6, 20235Dec 13, 20238
-1.36%Dec 18, 20231Dec 18, 20231Dec 19, 20232

Volatility Chart

The current health+value 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.


3.00%4.00%5.00%6.00%7.00%8.00%Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
6.68%
3.47%
health+value
Benchmark (^GSPC)
Portfolio components
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