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Asset Allocation


ITOT 27.58%VTI 23.2%QQQ 15.55%IVV 13.19%IXUS 6.37%SOXX 4.6%VXUS 2.31%IXN 2.29%IEFA 2.09%VIG 1.53%DNL 1.3%EquityEquity
PositionCategory/SectorWeight
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Foreign Large Cap Equities, Dividend

1.30%

IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities

2.09%

ITOT
iShares Core S&P Total U.S. Stock Market ETF
Large Cap Growth Equities

27.58%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

13.19%

IXN
iShares Global Tech ETF
Technology Equities

2.29%

IXUS
iShares Core MSCI Total International Stock ETF
Foreign Large Cap Equities

6.37%

QQQ
Invesco QQQ
Large Cap Blend Equities

15.55%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

4.60%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

1.53%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

23.20%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

2.31%

S&P 500

Performance

Performance Chart

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


250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
400.94%
283.94%
Investments
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA

Returns By Period

As of Jul 18, 2024, the Investments returned 16.69% Year-To-Date and 13.45% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Investments14.89%-0.13%13.63%22.55%15.41%13.23%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
6.84%-0.45%9.54%10.38%8.69%6.21%
IEFA
iShares Core MSCI EAFE ETF
7.02%1.62%9.29%10.61%6.86%4.77%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
15.03%0.96%13.95%22.03%14.09%12.29%
IVV
iShares Core S&P 500 ETF
16.28%0.43%14.59%23.23%14.94%12.80%
IXN
iShares Global Tech ETF
19.40%-4.20%15.53%30.22%22.43%19.24%
IXUS
iShares Core MSCI Total International Stock ETF
7.13%1.23%10.01%10.43%6.05%4.15%
QQQ
Invesco QQQ
16.39%-1.90%13.16%27.01%20.83%18.27%
SOXX
iShares PHLX Semiconductor ETF
23.41%-8.81%18.25%42.83%31.74%27.53%
VIG
Vanguard Dividend Appreciation ETF
10.97%1.72%9.95%15.60%11.94%11.36%
VTI
Vanguard Total Stock Market ETF
15.07%0.97%13.96%22.00%14.12%12.20%
VXUS
Vanguard Total International Stock ETF
6.89%1.28%9.76%10.33%6.16%4.17%

Monthly Returns

The table below presents the monthly returns of Investments, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.02%5.26%2.95%-4.19%5.25%3.42%14.89%
20238.09%-2.04%4.48%0.75%1.89%6.37%3.64%-2.24%-4.80%-2.71%9.86%5.58%31.49%
2022-6.29%-2.94%2.98%-9.77%0.14%-8.86%9.57%-4.51%-9.71%6.74%6.95%-6.03%-21.83%
2021-0.14%2.58%3.17%4.70%0.61%2.83%1.77%2.91%-4.63%6.46%-0.41%3.47%25.43%
2020-0.02%-7.48%-12.40%12.68%5.53%3.43%5.85%7.36%-3.50%-2.22%12.03%4.71%25.37%
20198.42%3.40%2.02%4.44%-7.09%7.28%1.40%-1.90%1.92%2.84%3.52%3.52%33.04%
20186.05%-3.28%-2.17%0.04%3.09%0.19%3.21%3.12%0.06%-7.83%1.49%-8.38%-5.38%
20172.83%3.51%1.04%1.43%2.21%0.02%2.60%0.72%2.01%3.00%2.40%1.07%25.30%
2016-5.84%-0.41%7.30%-0.19%2.18%-0.34%4.86%0.64%0.97%-1.96%2.89%1.92%12.04%
2015-2.47%6.15%-1.56%1.25%1.58%-2.40%1.72%-6.31%-2.61%8.55%0.43%-1.86%1.58%
2014-3.26%4.94%0.31%0.25%2.63%2.56%-1.38%3.94%-1.91%2.13%2.80%-0.60%12.76%
20134.53%0.93%3.39%2.09%2.04%-1.80%5.34%-2.50%4.49%4.30%2.62%2.68%31.59%

Expense Ratio

Investments has an expense ratio of 0.10%, 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.


Expense ratio chart for DNL: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for IXN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for IXUS: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for IEFA: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Investments is 48, 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.


The Risk-Adjusted Performance Rank of Investments is 4848
Investments
The Sharpe Ratio Rank of Investments is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of Investments is 4444Sortino Ratio Rank
The Omega Ratio Rank of Investments is 4646Omega Ratio Rank
The Calmar Ratio Rank of Investments is 5050Calmar Ratio Rank
The Martin Ratio Rank of Investments is 5151Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Investments
Sharpe ratio
The chart of Sharpe ratio for Investments, currently valued at 1.71, compared to the broader market-1.000.001.002.003.004.005.001.71
Sortino ratio
The chart of Sortino ratio for Investments, currently valued at 2.42, compared to the broader market-2.000.002.004.006.002.42
Omega ratio
The chart of Omega ratio for Investments, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Investments, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.001.58
Martin ratio
The chart of Martin ratio for Investments, currently valued at 6.36, compared to the broader market0.0010.0020.0030.0040.006.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
0.691.071.120.412.16
IEFA
iShares Core MSCI EAFE ETF
0.831.251.150.612.43
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.812.571.321.516.57
IVV
iShares Core S&P 500 ETF
1.992.811.351.947.79
IXN
iShares Global Tech ETF
1.492.051.262.146.77
IXUS
iShares Core MSCI Total International Stock ETF
0.821.231.150.522.29
QQQ
Invesco QQQ
1.522.101.261.747.71
SOXX
iShares PHLX Semiconductor ETF
1.331.851.232.185.45
VIG
Vanguard Dividend Appreciation ETF
1.712.451.301.665.25
VTI
Vanguard Total Stock Market ETF
1.822.581.321.506.62
VXUS
Vanguard Total International Stock ETF
0.821.231.150.532.32

Sharpe Ratio

The current Investments Sharpe ratio is 1.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.49, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Investments with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.71
1.82
Investments
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Investments granted a 1.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Investments1.35%1.47%1.64%1.26%1.32%1.77%1.98%1.61%1.81%1.91%1.97%1.74%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.71%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%
IEFA
iShares Core MSCI EAFE ETF
3.08%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.30%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%
IVV
iShares Core S&P 500 ETF
1.30%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IXN
iShares Global Tech ETF
0.46%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
IXUS
iShares Core MSCI Total International Stock ETF
3.02%3.13%2.48%3.11%1.85%3.09%3.00%2.40%2.57%2.80%2.95%2.07%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SOXX
iShares PHLX Semiconductor ETF
0.62%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
VIG
Vanguard Dividend Appreciation ETF
1.79%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.02%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.41%
-2.86%
Investments
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Investments. 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 Investments was 33.21%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Investments drawdown is 1.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.21%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-28.24%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-19.84%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-15.28%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-10.02%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility

Volatility Chart

The current Investments volatility is 3.21%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.21%
2.76%
Investments
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.

SOXXDNLVIGQQQIEFAIXNIXUSVXUSITOTIVVVTI
SOXX1.000.640.670.820.640.850.660.660.770.760.77
DNL0.641.000.710.690.890.730.920.920.750.750.76
VIG0.670.711.000.770.770.770.760.770.920.930.92
QQQ0.820.690.771.000.700.950.710.710.890.900.89
IEFA0.640.890.770.701.000.740.960.970.810.810.81
IXN0.850.730.770.950.741.000.750.760.870.880.87
IXUS0.660.920.760.710.960.751.000.990.810.810.82
VXUS0.660.920.770.710.970.760.991.000.810.810.82
ITOT0.770.750.920.890.810.870.810.811.000.991.00
IVV0.760.750.930.900.810.880.810.810.991.000.99
VTI0.770.760.920.890.810.870.820.821.000.991.00
The correlation results are calculated based on daily price changes starting from Oct 23, 2012