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Compare to Portfolios Lab Portfolio

Last updated Feb 24, 2024

Compare to Portfolios Lab Portfolio

Asset Allocation


AAPL 11.11%MSFT 11.11%ABBV 11.11%AMGN 11.11%AMZN 11.11%VGT 11.11%VO 11.11%VOO 11.11%GOOG 11.11%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

11.11%

MSFT
Microsoft Corporation
Technology

11.11%

ABBV
AbbVie Inc.
Healthcare

11.11%

AMGN
Amgen Inc.
Healthcare

11.11%

AMZN
Amazon.com, Inc.
Consumer Cyclical

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%

GOOG
Alphabet Inc.
Communication Services

11.11%

S&P 500

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
18.19%
15.50%
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Compare to Portfolios Lab Portfolio6.15%1.23%18.19%43.04%22.16%N/A
AAPL
Apple Inc.
-5.08%-5.88%2.45%25.07%34.26%27.28%
MSFT
Microsoft Corporation
9.32%1.54%27.54%66.00%31.09%29.20%
ABBV
AbbVie Inc.
16.02%7.85%23.79%21.34%22.85%18.17%
AMGN
Amgen Inc.
1.19%-6.07%14.57%27.92%12.19%11.88%
AMZN
Amazon.com, Inc.
15.17%10.93%31.31%87.16%16.50%25.64%
VGT
Vanguard Information Technology ETF
6.03%0.88%20.61%47.33%22.69%20.19%
VO
Vanguard Mid-Cap ETF
2.38%3.16%11.71%13.04%10.05%9.38%
VOO
Vanguard S&P 500 ETF
6.86%4.08%16.40%30.22%14.63%12.76%
GOOG
Alphabet Inc.
3.09%-5.43%11.17%62.61%21.27%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.54%
20234.42%0.16%-3.57%-1.22%8.99%4.51%

Sharpe Ratio

The current Compare to Portfolios Lab Portfolio Sharpe ratio is 3.03. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.03

The Sharpe ratio of Compare to Portfolios Lab Portfolio 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
3.03
2.23
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Compare to Portfolios Lab Portfolio granted a 1.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Compare to Portfolios Lab Portfolio1.23%1.29%1.38%1.24%1.39%1.55%1.70%1.41%1.72%1.61%1.39%1.49%
AAPL
Apple Inc.
0.53%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
0.70%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.
3.36%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.
2.99%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
1.48%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
1.36%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.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Compare to Portfolios Lab Portfolio 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.


0.10%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.23
Compare to Portfolios Lab Portfolio
3.03
AAPL
Apple Inc.
1.21
MSFT
Microsoft Corporation
2.83
ABBV
AbbVie Inc.
1.21
AMGN
Amgen Inc.
1.23
AMZN
Amazon.com, Inc.
2.71
VGT
Vanguard Information Technology ETF
2.60
VO
Vanguard Mid-Cap ETF
0.86
VOO
Vanguard S&P 500 ETF
2.39
GOOG
Alphabet Inc.
2.12

Asset Correlations Table

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

ABBVAMGNAMZNAAPLGOOGMSFTVOVGTVOO
ABBV1.000.530.230.270.310.310.410.360.46
AMGN0.531.000.310.330.360.360.460.420.51
AMZN0.230.311.000.570.680.640.550.700.64
AAPL0.270.330.571.000.590.630.580.800.70
GOOG0.310.360.680.591.000.690.600.740.71
MSFT0.310.360.640.630.691.000.630.830.75
VO0.410.460.550.580.600.631.000.820.93
VGT0.360.420.700.800.740.830.821.000.90
VOO0.460.510.640.700.710.750.930.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.51%
0
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

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.

The current Compare to Portfolios Lab Portfolio drawdown is 0.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.37%Feb 13, 202027Mar 23, 202052Jun 5, 202079
-23.32%Mar 30, 2022152Nov 3, 2022174Jul 18, 2023326
-21.35%Oct 4, 201856Dec 24, 2018147Jul 26, 2019203
-14.77%Dec 2, 201549Feb 11, 2016103Jul 11, 2016152
-12.41%Jul 21, 201526Aug 25, 201545Oct 28, 201571

Volatility Chart

The current Compare to Portfolios Lab Portfolio volatility is 4.42%, 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%SeptemberOctoberNovemberDecember2024February
4.42%
3.90%
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components
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