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GH Portfolio 1.0

Last updated Dec 9, 2023

Asset Allocation


MSFT 20%LMT 15%XOM 14%BAC 14%GOOGL 13%AAPL 12%BDT.TO 12%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology20%
LMT
Lockheed Martin Corporation
Industrials15%
XOM
Exxon Mobil Corporation
Energy14%
BAC
Bank of America Corporation
Financial Services14%
GOOGL
Alphabet Inc.
Communication Services13%
AAPL
Apple Inc.
Technology12%
BDT.TO
Bird Construction Inc.
Industrials12%

Performance

The chart shows the growth of an initial investment of $10,000 in GH Portfolio 1.0, 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%JulyAugustSeptemberOctoberNovemberDecember
10.90%
6.67%
GH Portfolio 1.0
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 Dec 9, 2023, the GH Portfolio 1.0 returned 27.72% Year-To-Date and 18.83% 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
GH Portfolio 1.027.92%3.61%10.90%28.96%22.29%17.56%
AAPL
Apple Inc.
50.35%6.99%7.87%38.61%36.95%27.09%
MSFT
Microsoft Corporation
56.05%3.10%14.52%53.14%30.15%27.58%
LMT
Lockheed Martin Corporation
-5.60%0.03%-2.34%-4.57%12.37%15.55%
XOM
Exxon Mobil Corporation
-7.72%-4.69%-7.45%-1.80%10.38%4.68%
BAC
Bank of America Corporation
-4.55%9.75%6.61%-3.44%6.38%9.08%
BDT.TO
Bird Construction Inc.
57.96%10.84%47.29%78.39%20.77%5.60%
GOOGL
Alphabet Inc.
55.20%4.55%12.11%44.23%21.25%17.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.60%3.67%3.14%1.31%-4.08%0.70%8.42%

Sharpe Ratio

The current GH Portfolio 1.0 Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.85

The Sharpe ratio of GH Portfolio 1.0 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.85
1.04
GH Portfolio 1.0
Benchmark (^GSPC)
Portfolio components

Dividend yield

GH Portfolio 1.0 granted a 1.97% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
GH Portfolio 1.01.97%2.04%2.16%2.77%2.32%2.76%2.05%2.74%2.51%2.45%2.32%2.46%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
MSFT
Microsoft Corporation
0.75%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
LMT
Lockheed Martin Corporation
2.72%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%4.50%
XOM
Exxon Mobil Corporation
3.74%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%2.52%
BAC
Bank of America Corporation
3.00%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%0.34%
BDT.TO
Bird Construction Inc.
3.41%4.80%3.97%4.88%5.45%6.38%3.85%8.38%5.84%6.84%5.79%5.37%
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 GH Portfolio 1.0 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

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.
1.69
MSFT
Microsoft Corporation
2.05
LMT
Lockheed Martin Corporation
-0.28
XOM
Exxon Mobil Corporation
-0.08
BAC
Bank of America Corporation
-0.16
BDT.TO
Bird Construction Inc.
3.27
GOOGL
Alphabet Inc.
1.33

Asset Correlations Table

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

BDT.TOLMTXOMBACAAPLGOOGLMSFT
BDT.TO1.000.160.260.250.220.200.22
LMT0.161.000.350.340.270.290.33
XOM0.260.351.000.440.290.320.34
BAC0.250.340.441.000.330.370.37
AAPL0.220.270.290.331.000.510.51
GOOGL0.200.290.320.370.511.000.55
MSFT0.220.330.340.370.510.551.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.31%
-4.40%
GH Portfolio 1.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GH Portfolio 1.0. 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 GH Portfolio 1.0 was 57.02%, occurring on Mar 9, 2009. Recovery took 475 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.02%Dec 27, 2007306Mar 9, 2009475Jan 12, 2011781
-35.91%Feb 18, 202025Mar 23, 202097Aug 6, 2020122
-26.22%Oct 4, 201858Dec 24, 201882Apr 23, 2019140
-22.08%Mar 28, 2022133Sep 30, 2022161May 19, 2023294
-20.68%Feb 18, 2011159Oct 3, 201185Feb 1, 2012244

Volatility Chart

The current GH Portfolio 1.0 volatility is 3.08%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.08%
2.78%
GH Portfolio 1.0
Benchmark (^GSPC)
Portfolio components
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