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All Equities Non-IRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


RWL 15.3%LCSSX 12.2%SPGP 10.2%QQQ 9.2%XLG 8.2%XMMO 8.1%PWJZX 6.1%GSIKX 6.1%RWJ 3.55%ONEV 3%PKW 3%ROSC 3%XSMO 2.5%HRSMX 2.5%SFCWX 2%NEWFX 5.05%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
GSIKX
Goldman Sachs International Equity Income Fund
Foreign Large Cap Equities

6.10%

HRSMX
Hood River Small-Cap Growth Fund
Small Cap Growth Equities

2.50%

LCSSX
ClearBridge Select Fund
Mid Cap Growth Equities

12.20%

NEWFX
American Funds New World Fund
Emerging Markets Diversified

5.05%

ONEV
SPDR Russell 1000 Low Volatility Focus ETF
Volatility Hedged Equity

3%

PKW
Invesco BuyBack Achievers™ ETF
Large Cap Blend Equities

3%

PWJZX
PGIM Jennison International Opportunities Fund
Foreign Large Cap Equities

6.10%

QQQ
Invesco QQQ
Large Cap Blend Equities

9.20%

ROSC
Hartford Multifactor Small Cap ETF
Small Cap Blend Equities

3%

RWJ
Invesco S&P SmallCap 600 Revenue ETF
Small Cap Value Equities

3.55%

RWL
Invesco S&P 500 Revenue ETF
Large Cap Blend Equities

15.30%

SFCWX
American Funds SMALLCAP World Fund Class F-3
Global Equities

2%

SPGP
Invesco S&P 500 GARP ETF
Large Cap Growth Equities

10.20%

XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities

8.20%

XMMO
Invesco S&P MidCap Momentum ETF
Mid Cap Growth Equities

8.10%

XSMO
Invesco S&P SmallCap Momentum ETF
Small Cap Growth Equities

2.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All Equities Non-IRA, 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


80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
160.37%
116.47%
All Equities Non-IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 27, 2017, corresponding to the inception date of SFCWX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
All Equities Non-IRA3.52%-5.43%18.90%19.39%12.72%N/A
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%
XLG
Invesco S&P 500® Top 50 ETF
5.85%-5.79%18.48%28.52%14.94%13.68%
PWJZX
PGIM Jennison International Opportunities Fund
2.50%-8.04%20.36%5.35%9.11%8.19%
SPGP
Invesco S&P 500 GARP ETF
2.45%-4.83%12.76%18.59%14.05%14.31%
RWL
Invesco S&P 500 Revenue ETF
5.85%-2.83%18.23%19.53%13.11%11.24%
GSIKX
Goldman Sachs International Equity Income Fund
2.80%-2.27%13.48%7.47%8.24%5.33%
LCSSX
ClearBridge Select Fund
-0.60%-8.44%17.25%13.66%11.82%14.31%
XMMO
Invesco S&P MidCap Momentum ETF
18.82%-6.85%40.37%41.75%13.62%14.26%
ONEV
SPDR Russell 1000 Low Volatility Focus ETF
2.76%-4.17%15.98%12.72%10.44%N/A
PKW
Invesco BuyBack Achievers™ ETF
3.57%-4.09%18.35%21.24%11.54%10.34%
SFCWX
American Funds SMALLCAP World Fund Class F-3
-3.68%-5.87%14.79%7.40%6.48%N/A
XSMO
Invesco S&P SmallCap Momentum ETF
-0.34%-4.94%23.62%24.63%9.78%9.73%
HRSMX
Hood River Small-Cap Growth Fund
4.56%-6.84%28.79%20.00%13.14%12.10%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
-3.94%-4.62%15.35%9.47%13.65%9.44%
ROSC
Hartford Multifactor Small Cap ETF
-5.21%-3.60%14.10%13.62%7.96%N/A
NEWFX
American Funds New World Fund
0.76%-4.09%12.64%8.42%5.34%5.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.34%5.75%3.83%
2023-4.13%-3.34%8.80%6.13%

Expense Ratio

The All Equities Non-IRA has a high expense ratio of 0.53%, 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%1.00%1.50%2.00%1.09%
0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.96%
0.50%1.00%1.50%2.00%0.66%
0.50%1.00%1.50%2.00%0.62%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.34%
0.50%1.00%1.50%2.00%0.33%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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.


All Equities Non-IRA
Sharpe ratio
The chart of Sharpe ratio for All Equities Non-IRA, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.54
Sortino ratio
The chart of Sortino ratio for All Equities Non-IRA, currently valued at 2.26, compared to the broader market-2.000.002.004.006.002.26
Omega ratio
The chart of Omega ratio for All Equities Non-IRA, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for All Equities Non-IRA, currently valued at 1.11, compared to the broader market0.002.004.006.008.001.11
Martin ratio
The chart of Martin ratio for All Equities Non-IRA, currently valued at 5.60, compared to the broader market0.0010.0020.0030.0040.005.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.902.671.321.389.67
XLG
Invesco S&P 500® Top 50 ETF
2.062.971.361.7211.77
PWJZX
PGIM Jennison International Opportunities Fund
0.410.691.080.161.08
SPGP
Invesco S&P 500 GARP ETF
1.341.961.221.385.94
RWL
Invesco S&P 500 Revenue ETF
1.852.681.322.097.08
GSIKX
Goldman Sachs International Equity Income Fund
0.771.171.140.932.62
LCSSX
ClearBridge Select Fund
0.851.251.150.372.46
XMMO
Invesco S&P MidCap Momentum ETF
2.423.481.411.8015.03
ONEV
SPDR Russell 1000 Low Volatility Focus ETF
1.081.601.191.163.57
PKW
Invesco BuyBack Achievers™ ETF
1.552.341.271.397.22
SFCWX
American Funds SMALLCAP World Fund Class F-3
0.530.871.100.211.34
XSMO
Invesco S&P SmallCap Momentum ETF
1.251.871.220.866.33
HRSMX
Hood River Small-Cap Growth Fund
0.991.521.170.472.87
RWJ
Invesco S&P SmallCap 600 Revenue ETF
0.400.771.080.421.39
ROSC
Hartford Multifactor Small Cap ETF
0.751.221.140.702.83
NEWFX
American Funds New World Fund
0.711.111.130.321.91

Sharpe Ratio

The current All Equities Non-IRA Sharpe ratio is 1.54. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.54

The Sharpe ratio of All Equities Non-IRA 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.54
1.66
All Equities Non-IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All Equities Non-IRA granted a 1.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
All Equities Non-IRA1.07%1.11%1.06%2.19%1.10%1.32%2.36%1.62%1.17%1.76%1.83%1.78%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
XLG
Invesco S&P 500® Top 50 ETF
0.90%0.97%1.34%0.93%1.25%1.58%2.00%1.86%1.99%2.09%1.97%1.98%
PWJZX
PGIM Jennison International Opportunities Fund
0.09%0.09%0.00%0.09%0.00%0.00%0.06%0.17%0.24%0.00%0.00%3.49%
SPGP
Invesco S&P 500 GARP ETF
1.34%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%2.11%
RWL
Invesco S&P 500 Revenue ETF
1.52%1.60%1.62%1.35%1.75%1.87%1.99%1.60%1.71%1.97%1.43%1.61%
GSIKX
Goldman Sachs International Equity Income Fund
2.72%2.79%2.21%2.90%1.96%2.85%14.88%1.73%2.35%1.14%4.18%1.09%
LCSSX
ClearBridge Select Fund
0.00%0.00%0.01%3.26%0.00%0.00%1.28%2.11%1.12%5.25%3.17%3.67%
XMMO
Invesco S&P MidCap Momentum ETF
0.47%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%1.30%
ONEV
SPDR Russell 1000 Low Volatility Focus ETF
1.78%1.79%1.80%1.44%1.87%2.07%2.14%6.91%2.02%0.08%0.00%0.00%
PKW
Invesco BuyBack Achievers™ ETF
1.15%1.17%1.22%0.72%1.48%1.30%1.30%0.65%1.59%1.14%1.03%0.62%
SFCWX
American Funds SMALLCAP World Fund Class F-3
1.02%0.98%0.34%9.05%1.58%4.19%7.01%4.47%0.00%0.00%0.00%0.00%
XSMO
Invesco S&P SmallCap Momentum ETF
0.73%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%1.31%0.91%
HRSMX
Hood River Small-Cap Growth Fund
0.00%0.00%0.00%19.96%6.28%0.00%4.59%6.74%0.00%5.73%0.00%0.00%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.33%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.61%0.74%0.57%1.27%
ROSC
Hartford Multifactor Small Cap ETF
2.12%2.01%1.51%2.13%1.75%3.05%2.86%2.13%2.20%2.48%0.00%0.00%
NEWFX
American Funds New World Fund
2.44%2.46%0.89%6.89%0.10%3.65%2.26%1.90%0.92%0.60%6.75%2.97%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.04%
-5.46%
All Equities Non-IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All Equities Non-IRA. 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 All Equities Non-IRA was 34.97%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current All Equities Non-IRA drawdown is 6.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.97%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-27.55%Nov 17, 2021219Sep 30, 2022336Feb 2, 2024555
-20.69%Aug 30, 201880Dec 24, 201877Apr 16, 2019157
-9.38%Jan 29, 20189Feb 8, 201879Jun 4, 201888
-8.57%Sep 3, 202015Sep 24, 202012Oct 12, 202027

Volatility

Volatility Chart

The current All Equities Non-IRA 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.14%
3.15%
All Equities Non-IRA
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GSIKXPWJZXRWJQQQXLGONEVNEWFXROSCXSMOXMMOLCSSXRWLPKWHRSMXSPGPSFCWX
GSIKX1.000.700.600.590.650.670.770.660.600.610.600.720.710.610.680.73
PWJZX0.701.000.490.780.740.590.850.590.620.690.790.610.610.710.690.85
RWJ0.600.491.000.540.580.780.610.870.820.720.660.810.830.760.750.72
QQQ0.590.780.541.000.950.630.780.600.670.730.850.710.680.770.810.80
XLG0.650.740.580.951.000.700.780.630.660.720.810.800.750.740.820.78
ONEV0.670.590.780.630.701.000.680.810.750.750.700.880.870.730.830.76
NEWFX0.770.850.610.780.780.681.000.690.680.700.770.730.720.740.760.88
ROSC0.660.590.870.600.630.810.691.000.840.760.700.810.840.780.790.78
XSMO0.600.620.820.670.660.750.680.841.000.870.800.750.790.870.800.82
XMMO0.610.690.720.730.720.750.700.760.871.000.850.760.780.860.820.84
LCSSX0.600.790.660.850.810.700.770.700.800.851.000.720.730.890.820.90
RWL0.720.610.810.710.800.880.730.810.750.760.721.000.930.740.870.77
PKW0.710.610.830.680.750.870.720.840.790.780.730.931.000.770.870.78
HRSMX0.610.710.760.770.740.730.740.780.870.860.890.740.771.000.810.89
SPGP0.680.690.750.810.820.830.760.790.800.820.820.870.870.811.000.83
SFCWX0.730.850.720.800.780.760.880.780.820.840.900.770.780.890.831.00