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Batarang

Last updated Mar 2, 2024

Asset Allocation


COST 54.7%TM 27.8%AMD 11.4%PLTR 6.1%EquityEquity
PositionCategory/SectorWeight
COST
Costco Wholesale Corporation
Consumer Defensive

54.70%

TM
Toyota Motor Corporation
Consumer Cyclical

27.80%

AMD
Advanced Micro Devices, Inc.
Technology

11.40%

PLTR
Palantir Technologies Inc.
Technology

6.10%

S&P 500

Performance

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


20.00%40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
144.18%
52.75%
Batarang
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

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%
Batarang23.94%16.31%49.63%86.81%N/AN/A
COST
Costco Wholesale Corporation
13.70%8.01%41.30%58.97%30.12%23.10%
PLTR
Palantir Technologies Inc.
45.20%54.94%64.23%212.80%N/AN/A
TM
Toyota Motor Corporation
34.17%23.20%44.18%84.53%18.83%11.20%
AMD
Advanced Micro Devices, Inc.
37.47%20.84%85.14%151.91%53.68%49.32%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.56%14.43%
2023-3.03%3.32%-2.86%11.14%8.25%

Sharpe Ratio

The current Batarang Sharpe ratio is 5.20. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.005.20

The Sharpe ratio of Batarang 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 Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
5.20
2.44
Batarang
Benchmark (^GSPC)
Portfolio components

Dividend yield

Batarang granted a 1.90% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Batarang1.90%2.25%1.23%0.98%2.61%1.26%1.54%3.45%1.50%3.04%1.24%1.13%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
PLTR
Palantir Technologies 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%
TM
Toyota Motor Corporation
1.83%2.45%2.90%2.47%2.74%2.86%3.40%2.96%3.23%2.96%2.57%2.08%
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%

Expense Ratio

The Batarang 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
^GSPC
S&P 500
2.44
Batarang
5.20
COST
Costco Wholesale Corporation
3.66
PLTR
Palantir Technologies Inc.
3.17
TM
Toyota Motor Corporation
3.51
AMD
Advanced Micro Devices, Inc.
3.34

Asset Correlations Table

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

TMCOSTPLTRAMD
TM1.000.270.300.36
COST0.271.000.300.40
PLTR0.300.301.000.50
AMD0.360.400.501.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Batarang
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Batarang. 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 Batarang was 30.80%, occurring on Dec 28, 2022. Recovery took 214 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.8%Jan 5, 2022247Dec 28, 2022214Nov 3, 2023461
-14.23%Feb 11, 202117Mar 8, 202156May 26, 202173
-6.37%Sep 27, 20216Oct 4, 202112Oct 20, 202118
-5.64%Dec 15, 202032Feb 1, 20217Feb 10, 202139
-5.44%Nov 26, 202110Dec 9, 20214Dec 15, 202114

Volatility Chart

The current Batarang volatility is 5.25%, 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%OctoberNovemberDecember2024FebruaryMarch
5.25%
3.47%
Batarang
Benchmark (^GSPC)
Portfolio components
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