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The Start

Last updated Dec 9, 2023

Asset Allocation


SCHD 33.53%PFE 27.49%O 22.86%JPM 16.12%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend33.53%
PFE
Pfizer Inc.
Healthcare27.49%
O
Realty Income Corporation
Real Estate22.86%
JPM
JPMorgan Chase & Co.
Financial Services16.12%

Performance

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


240.00%260.00%280.00%300.00%320.00%340.00%JulyAugustSeptemberOctoberNovemberDecember
306.20%
278.84%
The Start
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Dec 9, 2023, the The Start returned -12.27% Year-To-Date and 9.75% 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
The Start-12.27%4.76%-5.58%-12.70%6.13%9.90%
O
Realty Income Corporation
-10.86%5.70%-9.02%-11.39%1.03%8.83%
PFE
Pfizer Inc.
-41.28%-5.36%-24.32%-41.90%-3.49%3.45%
SCHD
Schwab US Dividend Equity ETF
-0.41%5.31%4.01%-1.65%12.01%10.76%
JPM
JPMorgan Chase & Co.
21.73%9.54%14.02%22.85%12.31%13.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.15%2.30%3.30%-3.99%-5.45%-5.07%7.69%

Sharpe Ratio

The current The Start Sharpe ratio is -0.88. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.00-0.88

The Sharpe ratio of The Start is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.88
1.25
The Start
Benchmark (^GSPC)
Portfolio components

Dividend yield

The Start granted a 4.50% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
The Start4.50%3.55%2.92%3.62%3.23%3.25%3.18%3.28%3.37%3.25%3.40%3.35%
O
Realty Income Corporation
5.66%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%4.42%
PFE
Pfizer Inc.
5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%3.51%
SCHD
Schwab US Dividend Equity ETF
3.67%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
JPM
JPMorgan Chase & Co.
2.55%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%2.62%

Expense Ratio

The The Start has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
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
O
Realty Income Corporation
-0.56
PFE
Pfizer Inc.
-1.82
SCHD
Schwab US Dividend Equity ETF
-0.08
JPM
JPMorgan Chase & Co.
1.16

Asset Correlations Table

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

OPFEJPMSCHD
O1.000.270.210.42
PFE0.271.000.350.52
JPM0.210.351.000.69
SCHD0.420.520.691.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-19.07%
-4.01%
The Start
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the The Start. 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 The Start was 35.97%, occurring on Mar 23, 2020. Recovery took 177 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.97%Jan 24, 202041Mar 23, 2020177Dec 2, 2020218
-24.98%Jan 13, 2022451Oct 30, 2023
-12.05%Dec 4, 201814Dec 24, 201837Feb 19, 201951
-11%Jan 29, 20189Feb 8, 2018119Jul 31, 2018128
-10.83%Aug 4, 201516Aug 25, 201544Oct 27, 201560

Volatility Chart

The current The Start volatility is 3.55%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.55%
2.77%
The Start
Benchmark (^GSPC)
Portfolio components
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