Video Game Stock Portfolio Simulation

by Chris Conlan

Portfolio simulator for video game stocks
Last updated: Oct. 14, 2020
$100$200$300$400$500$600$100$200$300$400$500$6002011201220132014201520162017201820192020

25.08%

Volatility

0.68

Sharpe Ratio

17.13%

CAGR

44.21%

Max Drawdown

12.22

Profit/Max Drawdown

540.40%

Overall Return
Asset Allocation  
ATVI 100 (9%)
CYOU 100 (9%)
EA 100 (9%)
GIGM 100 (9%)
GLUU 100 (9%)
GRVY 100 (9%)
NCTY 100 (9%)
SCPL 100 (9%)
SE 100 (9%)
TTWO 100 (9%)
ZNGA 100 (9%)

This plot simulates a theoretical constant-weighted portfolio of video game stocks over the past ten years. Try adjusting both the performance metrics and portfolio weights to see how the portfolio could have performed in the past. With constant weights, it is difficult to push the Sharpe Ratio above one.
When you adjust the performance metrics on this page, we perform an incremental grid search optimization to shift the performance metric in the direction you pressed. Try clicking multiple times on the same button or a variety of buttons to fine-tune the portfolio's performance.
Help your prospects and clients understand your investment strategy beyond its performance history.