Explore Portfolio

Portfolio table

Color	Name	Start Date	End Date	Year Mean	Year Volatility	Year VaR	Monthly Mean	Monthly Volatility	Monthly VaR	Maximum Drawdown	Sharpe	Sortino	Calmar	Market correlation	Alpha	Beta	Edit	Excel	Optimize
	Portfolio 1	31-08-2018	01-03-2024	48.85%	100.4%	-70.31%	4.52%	21.56%	-36.33%	-77.42%	0.43	0.83	0.14	0.26	65.17%	0.96		Excel	Optimize

Note: The time period was constrained by the available data for: PDD - 26-07-2018

Portfolio balance (hypothetical growth of $10,000)

Available history data for this portfolio is in the range from 31-08-2018 to 01-03-2024. That counts as total 5.50 years of data or as a total 66.005 months of data.

This portfolio on average gained 48.85% per year, with a standard deviation (volatility) of 100.4%.

Returns correlation with general US market is .261.

This portfolio had a maximum drawdown of -77.42% that occurred at the following date 31-03-2022.

The asset that had the most impact on returns in this portfolio is: PDD - PDD Holdings Inc.. It carries 100.% of returns in this portfolio. Monthly PDD returned on average 4.52% with standard deviation of 20.65%.

The asset that had the least impact on returns in this portfolio is: PDD - PDD Holdings Inc.. It carries 100.% of returns in this portfolio. Monthly PDD returned on average 4.52% with standard deviation of 20.65%.

Value at risk (VaR) is a statistic that quantifies the extent of possible financial losses within a firm, portfolio, or position over a specific time frame. VaR for this portfolio is -70.31% at 99% confidence level.

Using normal (Gaussian) distribution assumption, we can estimate with 99% confidence that in one year period returns fall within the following range -209.18% and 306.88%.

Using Chebyshev's inequality we can give a more conservative estimate with 87.5% confidence that in one year period returns fall within the following range -352.76% and 450.46%.

In this portfolio the most risky (volatile) asset is: PDD - PDD Holdings Inc.. It carries 100.% of the total portfolio risk.

In this portfolio the least risky (volatile) asset is: PDD - PDD Holdings Inc.. It carries 100.% of the total portfolio risk.

Portfolio constituents

PDD Holdings Inc. - PDD

$ in millions

Calculated as: Current Assets / Liabilities

$ in millions

in shares

Table of asset allocation

Symbol	Full Name	Industry	Sector	Allocation	Start year
PDD	PDD Holdings Inc.	Business Services	Miscellaneous	100.%	26-07-2018

Symbol	Allocation	Monthly return	Monthly volatility	Return contribution	Risk contribution
PDD	100.%	4.52%	20.65%	100.%	100.%

Pie chart of asset allocation

Box plot of monthly returns

Portfolio monthly returns heatmap

Portfolio monthly returns histogram

Portfolio monthly returns dot plot

Portfolio Returns

US Balance Portfolios

Stock and bond allocation for US area

Fixed Income Portfolios

Portfolios focused on Fixed income

Famous Portfolios

Portfolio ideas by Famous investors

Famous Portfolios pt.2

Portfolio ideas by Famous investors

FAANG Stocks

In finance, “FAANG” is an acronym that refers to the stocks of five prominent American technology companies:

View portfolio

Chinese Stocks

Some of the largest Chinese stocks listed in the US.

View portfolio

Cryptocurrencies

Some of the largest cryptocurrencies in the market.

View portfolio

European stocks

Some of the largest European stocks listed in the UK:

View portfolio

Portfolio table

Portfolio balance (hypothetical growth of $10,000)

Portfolio summary

Risk summary

PDD Holdings Inc. - PDD

Table of asset allocation

Pie chart of asset allocation

Box plot of monthly returns

Portfolio monthly returns heatmap

Portfolio monthly returns histogram

Portfolio monthly returns dot plot

Portfolio Returns

US Balance Portfolios

Fixed Income Portfolios

Famous Portfolios

Famous Portfolios pt.2

FAANG Stocks

Chinese Stocks

Cryptocurrencies

European stocks

Video tutorials