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Стартовый

Last updated Oct 2, 2023

Asset Allocation


XLG 45.23%IWL 19.7%PSCC 13.23%FIDU 10.31%EWU 6%FLFR 5.53%EquityEquity
PositionCategory/SectorWeight
XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities45.23%
IWL
iShares Russell Top 200 ETF
Large Cap Growth Equities19.7%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
Consumer Staples Equities13.23%
FIDU
Fidelity MSCI Industrials Index ETF
Industrials Equities10.31%
EWU
iShares MSCI United Kingdom ETF
Europe Equities6%
FLFR
Franklin FTSE France ETF
Europe Equities5.53%

Performance

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


0.00%5.00%10.00%MayJuneJulyAugustSeptember
6.66%
4.57%
Стартовый
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 2, 2023, the Стартовый returned 19.37% Year-To-Date and 18.08% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.68%19.59%7.98%8.94%
Стартовый-4.95%5.95%19.37%30.85%16.65%18.08%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
-5.82%-5.67%4.57%15.30%10.07%11.48%
FIDU
Fidelity MSCI Industrials Index ETF
-6.27%2.84%7.89%25.74%7.59%8.40%
IWL
iShares Russell Top 200 ETF
-4.73%6.45%16.13%23.56%10.52%11.62%
XLG
Invesco S&P 500® Top 50 ETF
-4.99%12.26%31.12%39.21%26.51%28.78%
EWU
iShares MSCI United Kingdom ETF
-1.31%-1.45%5.20%24.93%2.30%2.16%
FLFR
Franklin FTSE France ETF
-4.81%-4.65%11.18%38.14%5.21%4.94%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.14%2.22%0.51%7.27%3.18%-1.30%

Sharpe Ratio

The current Стартовый Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.59

The Sharpe ratio of Стартовый is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptember
1.59
0.89
Стартовый
Benchmark (^GSPC)
Portfolio components

Dividend yield

Стартовый granted a 5.16% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Стартовый5.16%7.82%6.40%8.98%13.11%18.68%20.61%26.87%34.45%40.38%48.33%67.77%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
3.20%3.94%3.85%5.27%6.20%3.48%4.74%5.83%5.56%6.89%1.89%4.26%
FIDU
Fidelity MSCI Industrials Index ETF
1.46%1.50%1.15%1.33%1.83%2.14%1.76%1.81%2.25%1.79%0.36%0.00%
IWL
iShares Russell Top 200 ETF
1.40%1.55%1.15%1.35%2.06%2.08%1.85%2.19%2.44%1.96%2.16%4.41%
XLG
Invesco S&P 500® Top 50 ETF
8.74%14.29%11.30%16.85%24.96%37.67%42.31%55.65%72.25%84.59%104.81%145.93%
EWU
iShares MSCI United Kingdom ETF
3.45%3.49%4.58%2.73%4.67%5.88%4.83%5.10%5.48%10.53%3.55%5.45%
FLFR
Franklin FTSE France ETF
2.80%3.04%2.91%1.60%2.35%3.57%0.25%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Стартовый has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%
0.00%2.15%
0.29%
0.00%2.15%
0.20%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
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
PSCC
Invesco S&P SmallCap Consumer Staples ETF
0.71
FIDU
Fidelity MSCI Industrials Index ETF
1.23
IWL
iShares Russell Top 200 ETF
1.11
XLG
Invesco S&P 500® Top 50 ETF
1.73
EWU
iShares MSCI United Kingdom ETF
1.47
FLFR
Franklin FTSE France ETF
1.82

Asset Correlations Table

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

PSCCFLFREWUXLGFIDUIWL
PSCC1.000.460.480.480.620.54
FLFR0.461.000.790.620.660.68
EWU0.480.791.000.630.690.70
XLG0.480.620.631.000.700.95
FIDU0.620.660.690.701.000.80
IWL0.540.680.700.950.801.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-6.21%
-10.60%
Стартовый
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Стартовый. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Стартовый is 30.23%, recorded on Mar 20, 2020. It took 79 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.23%Feb 13, 202026Mar 20, 202079Jul 14, 2020105
-21.28%Jan 5, 2022113Jun 16, 2022237May 26, 2023350
-17.62%Oct 2, 201857Dec 21, 201857Mar 18, 2019114
-9.47%Jan 29, 20189Feb 8, 201888Jun 15, 201897
-8.04%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility Chart

The current Стартовый volatility is 3.14%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
3.14%
3.17%
Стартовый
Benchmark (^GSPC)
Portfolio components