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45
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 33.33%SCHD 33.33%FTEC 33.33%EquityEquity
PositionCategory/SectorWeight
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

33.33%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

33.33%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 45, 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


150.00%200.00%250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
313.63%
183.51%
45
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC

Returns By Period

As of Apr 20, 2024, the 45 returned 1.80% Year-To-Date and 14.30% of annualized return in the last 10 years.


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%
451.80%-5.94%16.27%19.74%14.51%14.33%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%
FTEC
Fidelity MSCI Information Technology Index ETF
-0.64%-9.28%17.48%28.52%18.83%19.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.30%3.96%3.13%
2023-5.09%-2.41%9.60%5.22%

Expense Ratio

The 45 has an expense ratio of 0.06% 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.


0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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.


45
Sharpe ratio
The chart of Sharpe ratio for 45, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.49
Sortino ratio
The chart of Sortino ratio for 45, currently valued at 2.18, compared to the broader market-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for 45, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for 45, currently valued at 1.42, compared to the broader market0.002.004.006.008.001.42
Martin ratio
The chart of Martin ratio for 45, currently valued at 5.94, compared to the broader market0.0010.0020.0030.0040.005.94
^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
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
FTEC
Fidelity MSCI Information Technology Index ETF
1.492.131.251.366.37

Sharpe Ratio

The current 45 Sharpe ratio is 1.49. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.49

The Sharpe ratio of 45 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
1.49
1.66
45
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

45 granted a 1.89% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
451.89%1.91%2.00%1.55%1.84%1.96%2.11%1.79%2.05%2.11%1.86%1.49%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
FTEC
Fidelity MSCI Information Technology Index ETF
0.78%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%

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
-6.27%
-5.46%
45
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 45. 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 45 was 32.87%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current 45 drawdown is 6.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.87%Feb 20, 202023Mar 23, 202091Jul 31, 2020114
-24.89%Dec 28, 2021200Oct 12, 2022291Dec 8, 2023491
-19.91%Oct 4, 201856Dec 24, 201866Apr 1, 2019122
-13.07%May 22, 201566Aug 25, 201548Nov 2, 2015114
-12.14%Dec 2, 201549Feb 11, 201634Apr 1, 201683

Volatility

Volatility Chart

The current 45 volatility is 3.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.38%
3.15%
45
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.

SCHDFTECVOO
SCHD1.000.680.87
FTEC0.681.000.89
VOO0.870.891.00