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Broad

Last updated Feb 21, 2024

Asset Allocation


QQQ 60%VOO 40%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

60%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

40%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
16.55%
13.40%
Broad
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Feb 21, 2024, the Broad returned 4.41% Year-To-Date and 15.86% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Broad4.41%2.06%16.55%35.20%18.38%15.86%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.73%
20233.63%-1.54%-4.95%-2.11%10.16%5.19%

Sharpe Ratio

The current Broad Sharpe ratio is 2.36. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.36

The Sharpe ratio of Broad 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.36
1.75
Broad
Benchmark (^GSPC)
Portfolio components

Dividend yield

Broad granted a 0.91% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Broad0.91%0.95%1.16%0.75%0.95%1.20%1.37%1.21%1.44%1.43%1.58%1.34%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The Broad features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.03%
0.00%2.15%

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
VOO
Vanguard S&P 500 ETF
1.91
QQQ
Invesco QQQ
2.53

Asset Correlations Table

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

QQQVOO
QQQ1.000.90
VOO0.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.70%
-1.08%
Broad
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Broad. 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 Broad was 30.85%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.

The current Broad drawdown is 1.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.85%Dec 28, 2021202Oct 14, 2022291Dec 12, 2023493
-30.26%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-21.35%Oct 2, 201858Dec 24, 201873Apr 10, 2019131
-16.2%Jul 25, 201120Aug 19, 2011104Jan 19, 2012124
-14.61%Dec 2, 201549Feb 11, 2016104Jul 12, 2016153

Volatility Chart

The current Broad volatility is 3.90%, 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%SeptemberOctoberNovemberDecember2024February
3.90%
3.37%
Broad
Benchmark (^GSPC)
Portfolio components
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