PortfoliosLab Trends Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	13.09%
AMZN Amazon.com, Inc	Consumer Cyclical	9.71%
META Meta Platforms, Inc.	Communication Services	7.27%
MSFT Microsoft Corporation	Technology	12.90%
NVDA NVIDIA Corporation	Technology	12.15%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	8.60%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	8.20%
TSLA Tesla, Inc.	Consumer Cyclical	7.41%
VOO Vanguard S&P 500 ETF	S&P 500	11.05%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	9.62%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PortfoliosLab Trends 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 Every 3 months.

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Apr 4, 2026, the PortfoliosLab Trends Portfolio returned -7.56% Year-To-Date and 29.33% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio PortfoliosLab Trends Portfolio	-0.19%	-3.35%	-7.56%	-6.77%	35.85%	29.37%	20.78%	29.33%
Portfolio components:
AAPL Apple Inc	0.11%	-0.60%	-5.78%	-0.62%	36.45%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-8.68%	-22.60%	-27.51%	4.58%	10.00%	9.94%	22.58%
NVDA NVIDIA Corporation	0.93%	-0.24%	-4.88%	-5.44%	88.14%	85.17%	66.71%	70.07%
VOO Vanguard S&P 500 ETF	0.11%	-2.19%	-3.55%	-1.41%	31.08%	18.47%	11.96%	14.19%
AMZN Amazon.com, Inc	-0.38%	-1.61%	-9.12%	-4.44%	22.67%	27.00%	5.83%	21.61%
VTI Vanguard Total Stock Market ETF	0.16%	-2.00%	-3.13%	-1.30%	31.84%	18.10%	10.66%	13.75%
QQQ Invesco QQQ ETF	0.11%	-2.34%	-4.65%	-2.77%	39.07%	22.97%	13.18%	19.05%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-1.00%	12.35%	13.59%	25.56%	11.70%	8.35%	12.30%
TSLA Tesla, Inc.	-5.42%	-9.11%	-19.82%	-16.11%	50.60%	22.79%	10.33%	36.16%
META Meta Platforms, Inc.	-0.82%	-10.84%	-12.90%	-19.02%	14.17%	39.54%	14.16%	17.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2012, PortfoliosLab Trends Portfolio's average daily return is +0.11%, while the average monthly return is +2.30%. At this rate, your investment would double in approximately 2.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Aug 2020 with a return of +19.0%, while the worst month was Apr 2022 at -14.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PortfoliosLab Trends Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -13.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.08%	-3.85%	-4.49%	0.58%									-7.56%
2025	0.82%	-3.49%	-8.13%	-0.51%	10.81%	6.45%	4.08%	1.60%	5.57%	3.02%	-2.55%	0.39%	18.02%
2024	2.75%	9.98%	2.56%	-4.00%	8.01%	7.54%	0.49%	1.00%	4.42%	-0.62%	7.80%	1.59%	49.06%
2023	15.40%	4.50%	10.31%	1.04%	10.05%	8.94%	3.88%	-1.18%	-5.85%	-1.86%	11.14%	3.95%	76.58%
2022	-7.68%	-5.02%	6.56%	-14.25%	-2.15%	-10.12%	14.28%	-5.92%	-11.15%	1.42%	6.45%	-9.57%	-34.29%
2021	0.62%	-0.82%	2.73%	7.57%	-0.96%	8.22%	1.90%	5.65%	-5.30%	11.52%	5.52%	-0.02%	41.78%

Benchmark Metrics

PortfoliosLab Trends Portfolio has an annualized alpha of 13.20%, beta of 1.21, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

This portfolio captured 165.67% of S&P 500 Index gains but only 92.29% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.20% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 13.20%

Beta: 1.21

R²: 0.81

Upside Capture: 165.67%

Downside Capture: 92.29%

Expense Ratio

PortfoliosLab Trends Portfolio has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QQQ

Invesco QQQ ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

PortfoliosLab Trends Portfolio ranks 22 for risk / return — below 22% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.82	0.88	-0.06
Sortino ratio Return per unit of downside risk	1.35	1.37	-0.01
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.02
Calmar ratio Return relative to maximum drawdown	1.43	1.39	+0.04
Martin ratio Return relative to average drawdown	4.50	6.43	-1.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
MSFT Microsoft Corporation	34	-0.06	0.11	1.01	-0.05	-0.12
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
VTI Vanguard Total Stock Market ETF	52	0.94	1.47	1.22	1.53	7.16
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
TSLA Tesla, Inc.	59	0.50	1.10	1.13	1.25	3.01
META Meta Platforms, Inc.	36	-0.03	0.25	1.03	-0.05	-0.12

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PortfoliosLab Trends Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.82
5-Year: 0.85
10-Year: 1.20
All Time: 1.30

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of PortfoliosLab Trends Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

PortfoliosLab Trends Portfolio provided a 0.77% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.77%	0.75%	0.78%	0.80%	0.94%	0.68%	0.83%	1.01%	1.26%	1.11%	1.35%	1.45%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
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%
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
TSLA Tesla, 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%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the PortfoliosLab Trends 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 PortfoliosLab Trends Portfolio was 37.36%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

The current PortfoliosLab Trends Portfolio drawdown is 10.95%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.36%	Dec 28, 2021	253	Dec 28, 2022	114	Jun 13, 2023	367
-32.41%	Feb 20, 2020	23	Mar 23, 2020	50	Jun 3, 2020	73
-26.62%	Oct 2, 2018	58	Dec 24, 2018	144	Jul 23, 2019	202
-25.05%	Dec 18, 2024	75	Apr 8, 2025	55	Jun 27, 2025	130
-16.97%	Dec 7, 2015	44	Feb 9, 2016	39	Apr 6, 2016	83

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 9.59, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	TSLA	META	SCHD	AAPL	NVDA	AMZN	MSFT	VTI	VOO	QQQ	Portfolio
Benchmark	1.00	0.46	0.56	0.82	0.63	0.61	0.64	0.71	0.99	1.00	0.91	0.86
TSLA	0.46	1.00	0.34	0.30	0.37	0.39	0.40	0.36	0.47	0.46	0.52	0.63
META	0.56	0.34	1.00	0.33	0.44	0.47	0.57	0.50	0.56	0.56	0.65	0.67
SCHD	0.82	0.30	0.33	1.00	0.45	0.38	0.40	0.50	0.82	0.82	0.63	0.58
AAPL	0.63	0.37	0.44	0.45	1.00	0.46	0.49	0.54	0.61	0.63	0.72	0.71
NVDA	0.61	0.39	0.47	0.38	0.46	1.00	0.51	0.56	0.61	0.61	0.71	0.77
AMZN	0.64	0.40	0.57	0.40	0.49	0.51	1.00	0.59	0.63	0.64	0.74	0.75
MSFT	0.71	0.36	0.50	0.50	0.54	0.56	0.59	1.00	0.69	0.71	0.78	0.77
VTI	0.99	0.47	0.56	0.82	0.61	0.61	0.63	0.69	1.00	0.99	0.90	0.85
VOO	1.00	0.46	0.56	0.82	0.63	0.61	0.64	0.71	0.99	1.00	0.90	0.85
QQQ	0.91	0.52	0.65	0.63	0.72	0.71	0.74	0.78	0.90	0.90	1.00	0.95
Portfolio	0.86	0.63	0.67	0.58	0.71	0.77	0.75	0.77	0.85	0.85	0.95	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

PortfoliosLab Trends Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table