Portfolio: trades-portfolio6.json

What is Net Asset Value (NAV)?

Net Asset Value (NAV) represents the total market worth of a portfolio. It is the sum of the market value of all held assets plus any uninvested cash on a specific date.

How is it calculated?
$$NAV_t = \text{Cash}_t + \sum_{i=1}^{n} (\text{Position}_{i,t} \times \text{Price}_{i,t})$$
Where, \(n\) is the total number of assets, \(i\) is a specific asset, and \(t\) is the specific point in time.
Why is it useful?

It provides a single, clear figure to track the performance of a portfolio over time. By calculating NAV daily, we can generate an Equity Curve, which is essential for calculating further risk metrics like Volatility, Sharpe Ratio, and Maximum Drawdown.

Positions

Fox Corporation 9.7%
Alphabet Inc. 67.6%
NVIDIA Corporation -47.5%
Tesla, Inc. 61.6%
United Parcel Service, Inc. 8.6%
Weights Allocation
Simulation Parameters

Preview

Portfolio Metrics

Total Return

61.1622603%

Total Value

$1611622.6

Jensen's Alpha

0.0563254

CAGR

1.2578700%

Beta

-0.0196943

Volatility

0.0497188

Max Drawdown

-19.3878595

VaR (10d, 95%)

$25014.99

Sharpe Ratio

0.0015475

Cash

$1143964.6