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Portfolio v1.0

Last updated Mar 21, 2023

- QQQ 35% - SPY 35% - URTH 20% - BTC 5% - ETH 5%

Expense Ratio

0.15%

Dividend Yield

1.32%

Asset Allocation


BTC-USD 5%ETH-USD 5%QQQ 35%SPY 35%URTH 20%CryptocurrencyCryptocurrencyEquityEquity

Performance

The chart shows the growth of $10,000 invested in Portfolio v1.0 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $95,326 for a total return of roughly 853.26%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
16.22%
10.20%
Portfolio v1.0
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the Portfolio v1.0 returned 12.32% Year-To-Date and 22.66% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%5.31%6.00%
Portfolio v1.0-0.38%12.32%8.37%-11.17%11.20%22.66%
QQQ
Invesco QQQ
1.75%15.08%6.36%-12.18%9.19%10.31%
SPY
SPDR S&P 500 ETF
-2.95%3.35%2.98%-9.92%6.54%7.31%
BTC-USD
Bitcoin
13.03%67.80%42.99%-34.08%16.98%51.67%
ETH-USD
Ethereum
2.39%45.00%29.95%-41.10%16.97%79.19%
URTH
iShares MSCI World ETF
-3.51%3.23%5.18%-9.58%4.72%5.34%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Portfolio v1.0 Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.47
0.14
Portfolio v1.0
Benchmark (^GSPC)
Portfolio components

Dividends

Portfolio v1.0 granted a 1.32% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.32%1.20%0.88%1.06%1.36%1.59%1.41%1.66%1.73%1.83%1.39%2.06%

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-21.87%
-17.62%
Portfolio v1.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio v1.0. 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 Portfolio v1.0 is 33.55%, recorded on Mar 22, 2020. It took 120 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.55%Feb 15, 202037Mar 22, 2020120Jul 20, 2020157
-33.45%Nov 9, 2021341Oct 15, 2022
-26.61%Jan 29, 2018331Dec 25, 2018174Jun 17, 2019505
-13.4%Aug 8, 201553Sep 29, 201530Oct 29, 201583
-12.75%Mar 14, 20167Mar 20, 201688Jun 16, 201695
-11.71%Sep 3, 202021Sep 23, 202049Nov 11, 202070
-9.55%Nov 4, 201573Jan 15, 201614Jan 29, 201687
-9.05%Jun 14, 201728Jul 11, 201751Aug 31, 201779
-7.83%Feb 22, 202111Mar 4, 202128Apr 1, 202139
-7.74%May 10, 202114May 23, 202164Jul 26, 202178

Volatility Chart

Current Portfolio v1.0 volatility is 67.79%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
13.88%
15.52%
Portfolio v1.0
Benchmark (^GSPC)
Portfolio components