Compare to Portfolios Lab Portfolio
Compare to Portfolios Lab Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 11.11% |
ABBV AbbVie Inc. | Healthcare | 11.11% |
AMGN Amgen Inc. | Healthcare | 11.11% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 11.11% |
GOOG Alphabet Inc. | Communication Services | 11.11% |
MSFT Microsoft Corporation | Technology | 11.11% |
VGT Vanguard Information Technology ETF | Technology Equities | 11.11% |
VO Vanguard Mid-Cap ETF | Mid Cap Growth Equities | 11.11% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Compare to Portfolios Lab Portfolio, 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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Oct 15, 2024, the Compare to Portfolios Lab Portfolio returned 21.87% Year-To-Date and 21.60% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
| Compare to Portfolios Lab Portfolio | 21.87% | 2.34% | 16.12% | 33.63% | 22.50% | 21.60% |
| Portfolio components: | ||||||
AAPL Apple Inc | 20.59% | 3.96% | 34.28% | 29.99% | 32.56% | 26.78% |
MSFT Microsoft Corporation | 12.07% | -2.66% | 1.70% | 28.85% | 25.66% | 27.44% |
ABBV AbbVie Inc. | 29.83% | 0.74% | 22.13% | 35.98% | 26.40% | 18.64% |
AMGN Amgen Inc. | 15.19% | -2.36% | 23.99% | 17.70% | 13.23% | 12.42% |
AMZN Amazon.com, Inc. | 23.43% | 0.56% | 2.13% | 44.49% | 16.15% | 28.66% |
VGT Vanguard Information Technology ETF | 26.26% | 6.95% | 20.75% | 44.69% | 23.76% | 21.93% |
VO Vanguard Mid-Cap ETF | 17.28% | 5.29% | 14.59% | 32.74% | 11.81% | 10.92% |
VOO Vanguard S&P 500 ETF | 24.17% | 4.29% | 16.62% | 37.39% | 16.27% | 14.08% |
GOOG Alphabet Inc. | 18.33% | 5.04% | 6.67% | 20.33% | 21.87% | 20.72% |
Monthly Returns
The table below presents the monthly returns of Compare to Portfolios Lab Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.52% | 2.69% | 2.65% | -3.44% | 6.01% | 5.84% | 1.08% | 0.94% | 1.59% | 21.87% | |||
| 2023 | 6.90% | -2.72% | 8.16% | 1.23% | 3.60% | 4.37% | 4.42% | 0.16% | -3.57% | -1.22% | 8.99% | 4.51% | 39.71% |
| 2022 | -4.82% | -0.70% | 5.09% | -11.31% | -0.03% | -6.33% | 9.99% | -4.82% | -9.43% | 5.97% | 4.79% | -7.63% | -19.76% |
| 2021 | 0.73% | 0.96% | 2.55% | 6.57% | -1.29% | 4.72% | 2.99% | 3.36% | -6.52% | 7.13% | 0.85% | 5.14% | 29.89% |
| 2020 | 1.69% | -6.14% | -7.70% | 15.63% | 4.90% | 6.41% | 6.29% | 8.82% | -6.19% | -2.94% | 10.24% | 4.04% | 37.36% |
| 2019 | 4.57% | 2.66% | 4.24% | 3.79% | -7.06% | 6.08% | 2.30% | -0.31% | 2.27% | 4.87% | 5.88% | 3.62% | 37.40% |
| 2018 | 9.67% | -0.01% | -5.83% | 1.47% | 5.28% | 0.41% | 4.42% | 6.69% | 0.13% | -9.68% | 2.55% | -7.88% | 5.44% |
| 2017 | 4.06% | 5.09% | 1.48% | 2.65% | 2.95% | 0.19% | 2.20% | 3.04% | 2.34% | 5.53% | 2.94% | 0.35% | 38.04% |
| 2016 | -6.01% | -2.87% | 7.70% | -1.10% | 4.65% | -2.33% | 8.19% | 0.48% | 1.82% | -3.54% | 1.16% | 2.04% | 9.54% |
| 2015 | -1.21% | 6.20% | -1.83% | 4.55% | 1.03% | -2.07% | 7.99% | -6.62% | -3.36% | 12.91% | 1.88% | -0.87% | 18.39% |
| 2014 | -2.59% | 4.01% | 2.80% | -0.02% | 5.65% | -0.49% | 3.76% | 4.79% | -3.58% | 14.78% |
Expense Ratio
Compare to Portfolios Lab Portfolio has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Compare to Portfolios Lab Portfolio is 57, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.33 | 1.99 | 1.25 | 1.81 | 4.26 |
MSFT Microsoft Corporation | 1.48 | 2.00 | 1.26 | 1.86 | 5.09 |
ABBV AbbVie Inc. | 1.90 | 2.44 | 1.34 | 2.27 | 6.93 |
AMGN Amgen Inc. | 0.72 | 1.21 | 1.16 | 0.96 | 2.29 |
AMZN Amazon.com, Inc. | 1.60 | 2.23 | 1.29 | 1.24 | 7.65 |
VGT Vanguard Information Technology ETF | 2.15 | 2.74 | 1.37 | 2.93 | 10.41 |
VO Vanguard Mid-Cap ETF | 2.50 | 3.44 | 1.43 | 1.44 | 14.19 |
VOO Vanguard S&P 500 ETF | 3.00 | 3.99 | 1.55 | 3.22 | 18.72 |
GOOG Alphabet Inc. | 0.73 | 1.09 | 1.16 | 0.91 | 2.41 |
Dividends
Dividend yield
Compare to Portfolios Lab Portfolio granted a 1.18% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Compare to Portfolios Lab Portfolio | 1.18% | 1.29% | 1.38% | 1.24% | 1.39% | 1.55% | 1.70% | 1.41% | 1.72% | 1.61% | 1.39% | 1.49% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
ABBV AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
AMGN Amgen Inc. | 2.74% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
GOOG Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Compare to Portfolios Lab Portfolio. 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 Compare to Portfolios Lab Portfolio was 28.37%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.37% | Feb 13, 2020 | 27 | Mar 23, 2020 | 52 | Jun 5, 2020 | 79 |
| -23.32% | Mar 30, 2022 | 152 | Nov 3, 2022 | 174 | Jul 18, 2023 | 326 |
| -21.35% | Oct 4, 2018 | 56 | Dec 24, 2018 | 147 | Jul 26, 2019 | 203 |
| -14.77% | Dec 2, 2015 | 49 | Feb 11, 2016 | 103 | Jul 11, 2016 | 152 |
| -12.41% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current Compare to Portfolios Lab Portfolio volatility is 3.33%, 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.
Diversification
Asset Correlations Table
| ABBV | AMGN | AMZN | AAPL | GOOG | MSFT | VO | VGT | VOO | |
|---|---|---|---|---|---|---|---|---|---|
| ABBV | 1.00 | 0.52 | 0.22 | 0.25 | 0.29 | 0.30 | 0.40 | 0.34 | 0.44 |
| AMGN | 0.52 | 1.00 | 0.30 | 0.33 | 0.35 | 0.36 | 0.46 | 0.41 | 0.50 |
| AMZN | 0.22 | 0.30 | 1.00 | 0.55 | 0.67 | 0.64 | 0.54 | 0.69 | 0.64 |
| AAPL | 0.25 | 0.33 | 0.55 | 1.00 | 0.58 | 0.62 | 0.57 | 0.78 | 0.69 |
| GOOG | 0.29 | 0.35 | 0.67 | 0.58 | 1.00 | 0.68 | 0.58 | 0.72 | 0.70 |
| MSFT | 0.30 | 0.36 | 0.64 | 0.62 | 0.68 | 1.00 | 0.62 | 0.82 | 0.74 |
| VO | 0.40 | 0.46 | 0.54 | 0.57 | 0.58 | 0.62 | 1.00 | 0.81 | 0.92 |
| VGT | 0.34 | 0.41 | 0.69 | 0.78 | 0.72 | 0.82 | 0.81 | 1.00 | 0.90 |
| VOO | 0.44 | 0.50 | 0.64 | 0.69 | 0.70 | 0.74 | 0.92 | 0.90 | 1.00 |