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PortfoliosLab Trends Portfolio

Last updated Sep 23, 2023

The PortfoliosLab Trends Portfolio is a dynamic and trend-reflecting investment portfolio, comprising the top 10 symbols on PortfoliosLab weighted by their popularity.

Designed to harness the wisdom of the crowd, it embraces the notion that the aggregate decisions made by a large group of investors could potentially lead to high-performing selections. Thus, the more popular a symbol is, the more weight it carries in the portfolio.

Please note that as trends evolve, so does this portfolio. Its composition will continually change, reflecting the fluctuations in the popularity of various symbols.

Asset Allocation


AAPL 13.74%IJH 11.87%MSFT 11.73%VTI 11.35%VOO 10.02%NVDA 8.71%AMZN 8.38%TSLA 7.31%SCHD 6.96%VNQ 9.93%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology13.74%
IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities11.87%
MSFT
Microsoft Corporation
Technology11.73%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities11.35%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities10.02%
NVDA
NVIDIA Corporation
Technology8.71%
AMZN
Amazon.com, Inc.
Consumer Cyclical8.38%
TSLA
Tesla, Inc.
Consumer Cyclical7.31%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend6.96%
VNQ
Vanguard Real Estate ETF
REIT9.93%

Performance

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 Quarterly


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
15.42%
8.61%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the PortfoliosLab Trends Portfolio returned 35.79% Year-To-Date and 24.06% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.81%
PortfoliosLab Trends Portfolio-2.69%15.12%35.79%30.88%22.36%24.00%
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%26.96%27.78%
IJH
iShares Core S&P Mid-Cap ETF
-3.08%4.65%3.95%13.36%5.85%8.82%
MSFT
Microsoft Corporation
-1.85%13.47%33.09%34.53%24.02%27.80%
VTI
Vanguard Total Stock Market ETF
-1.91%9.30%13.03%17.85%9.19%11.21%
VOO
Vanguard S&P 500 ETF
-1.79%9.62%13.90%18.91%10.08%11.87%
VNQ
Vanguard Real Estate ETF
-4.32%-0.60%-4.10%-3.86%2.85%5.50%
NVDA
NVIDIA Corporation
-9.57%55.41%184.83%232.66%44.46%60.65%
AMZN
Amazon.com, Inc.
-3.11%31.58%53.71%13.48%5.53%23.36%
TSLA
Tesla, Inc.
2.64%28.61%98.80%-11.06%65.19%34.66%
SCHD
Schwab US Dividend Equity ETF
-1.92%2.48%-3.10%8.53%9.79%11.11%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TSLAVNQNVDAAAPLAMZNMSFTSCHDIJHVOOVTI
TSLA1.000.270.400.370.400.360.320.410.440.46
VNQ0.271.000.320.340.350.420.620.650.630.63
NVDA0.400.321.000.490.510.560.460.530.600.61
AAPL0.370.340.491.000.500.560.480.500.640.62
AMZN0.400.350.510.501.000.580.450.500.630.62
MSFT0.360.420.560.560.581.000.580.550.720.70
SCHD0.320.620.460.480.450.581.000.840.880.87
IJH0.410.650.530.500.500.550.841.000.880.92
VOO0.440.630.600.640.630.720.880.881.000.99
VTI0.460.630.610.620.620.700.870.920.991.00

Sharpe Ratio

The current PortfoliosLab Trends Portfolio Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.13

The Sharpe ratio of PortfoliosLab Trends Portfolio 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 Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.13
0.81
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

PortfoliosLab Trends Portfolio granted a 1.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PortfoliosLab Trends Portfolio1.33%1.43%1.04%1.36%1.55%2.00%1.77%2.17%2.20%2.12%2.36%2.23%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
IJH
iShares Core S&P Mid-Cap ETF
1.66%1.69%1.21%1.33%1.71%1.84%1.30%1.76%1.75%1.53%1.49%1.67%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VNQ
Vanguard Real Estate ETF
3.69%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
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%
SCHD
Schwab US Dividend Equity ETF
3.67%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%

Expense Ratio

The PortfoliosLab Trends Portfolio has an expense ratio of 0.03% 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.


0.06%
0.00%2.15%
0.12%
0.00%2.15%
0.03%
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
AAPL
Apple Inc.
0.51
IJH
iShares Core S&P Mid-Cap ETF
0.43
MSFT
Microsoft Corporation
1.11
VTI
Vanguard Total Stock Market ETF
0.82
VOO
Vanguard S&P 500 ETF
0.92
VNQ
Vanguard Real Estate ETF
-0.29
NVDA
NVIDIA Corporation
3.87
AMZN
Amazon.com, Inc.
0.23
TSLA
Tesla, Inc.
-0.30
SCHD
Schwab US Dividend Equity ETF
0.42

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.49%
-9.93%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the PortfoliosLab Trends Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the PortfoliosLab Trends Portfolio is 34.88%, recorded on Mar 23, 2020. It took 54 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.88%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-31.35%Jan 4, 2022197Oct 14, 2022177Jun 30, 2023374
-23.93%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-16.68%Dec 2, 201549Feb 11, 201634Apr 1, 201683
-12.72%Sep 3, 202014Sep 23, 202044Nov 24, 202058

Volatility Chart

The current PortfoliosLab Trends Portfolio volatility is 4.63%, 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%6.00%AprilMayJuneJulyAugustSeptember
4.63%
3.41%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components