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Langfrist

Last updated Dec 9, 2023

Asset Allocation


MNST 20%AMZN 20%GOOGL 20%KO 20%DOW 20%EquityEquity
PositionCategory/SectorWeight
MNST
Monster Beverage Corporation
Consumer Defensive20%
AMZN
Amazon.com, Inc.
Consumer Cyclical20%
GOOGL
Alphabet Inc.
Communication Services20%
KO
The Coca-Cola Company
Consumer Defensive20%
DOW
Dow Inc.
Basic Materials20%

Performance

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


50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
87.81%
63.03%
Langfrist
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Langfrist24.98%2.05%4.83%23.50%N/AN/A
MNST
Monster Beverage Corporation
6.21%-3.13%-5.82%6.20%13.45%17.76%
AMZN
Amazon.com, Inc.
75.50%3.76%19.44%63.17%12.61%22.53%
GOOGL
Alphabet Inc.
53.00%2.39%10.44%44.05%20.89%17.43%
KO
The Coca-Cola Company
-4.95%3.48%-0.78%-5.25%6.90%7.30%
DOW
Dow Inc.
6.53%6.87%1.05%6.17%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.62%2.59%4.47%0.07%-6.08%-1.85%7.48%

Sharpe Ratio

The current Langfrist Sharpe ratio is 1.35. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.35

The Sharpe ratio of Langfrist 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.35
1.25
Langfrist
Benchmark (^GSPC)
Portfolio components

Dividend yield

Langfrist granted a 1.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Langfrist1.73%1.66%1.55%1.61%1.35%0.66%0.65%0.68%0.61%0.58%0.54%0.56%
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%
AMZN
Amazon.com, 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%
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%
KO
The Coca-Cola Company
3.14%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%2.81%
DOW
Dow Inc.
5.50%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Langfrist 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
MNST
Monster Beverage Corporation
0.32
AMZN
Amazon.com, Inc.
1.97
GOOGL
Alphabet Inc.
1.36
KO
The Coca-Cola Company
-0.36
DOW
Dow Inc.
0.27

Asset Correlations Table

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

DOWKOAMZNMNSTGOOGL
DOW1.000.370.240.310.35
KO0.371.000.220.530.33
AMZN0.240.221.000.440.69
MNST0.310.530.441.000.46
GOOGL0.350.330.690.461.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.85%
-4.01%
Langfrist
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Langfrist. 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 Langfrist was 29.38%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.38%Feb 21, 202022Mar 23, 202053Jun 8, 202075
-22.64%Sep 2, 2021296Nov 3, 2022145Jun 5, 2023441
-11.49%Aug 8, 202357Oct 26, 2023
-10.78%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.63%Jul 29, 201920Aug 23, 201966Nov 26, 201986

Volatility Chart

The current Langfrist volatility is 3.06%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.06%
2.77%
Langfrist
Benchmark (^GSPC)
Portfolio components
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