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Portfolio V2.0

Last updated Nov 25, 2023

- QQQ 30% - SPY 30% - URTH 20% - EEM 5% - MCHI 5% - BTC 2% - ETH 2% - DOT 2% - SOL 2% - ADA 2%

Asset Allocation


BTC-USD 2%ETH-USD 2%DOT-USD 2%SOL-USD 2%ADA-USD 2%QQQ 30%SPY 30%URTH 20%EEM 5%MCHI 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
2%
ETH-USD
Ethereum
2%
DOT-USD
Polkadot
2%
SOL-USD
Solana
2%
ADA-USD
Cardano
2%
QQQ
Invesco QQQ
Large Cap Blend Equities30%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities30%
URTH
iShares MSCI World ETF
Large Cap Growth Equities20%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities5%
MCHI
iShares MSCI China ETF
China Equities5%

Performance

The chart shows the growth of an initial investment of $10,000 in Portfolio V2.0, 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%JuneJulyAugustSeptemberOctoberNovember
12.34%
8.41%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Portfolio V2.035.04%12.99%12.34%29.13%N/AN/A
QQQ
Invesco QQQ
46.92%11.18%12.12%35.78%20.46%17.57%
SPY
SPDR S&P 500 ETF
20.38%9.04%9.19%14.92%13.48%11.72%
URTH
iShares MSCI World ETF
17.85%9.21%7.38%13.72%10.91%8.52%
EEM
iShares MSCI Emerging Markets ETF
5.14%7.62%2.18%6.61%2.13%1.58%
MCHI
iShares MSCI China ETF
-7.24%4.68%-1.38%3.12%-2.99%0.54%
BTC-USD
Bitcoin
127.95%9.33%41.17%127.17%36.23%29.15%
ETH-USD
Ethereum
73.90%16.43%13.81%72.86%48.90%N/A
DOT-USD
Polkadot
21.52%22.36%-0.10%-2.75%N/AN/A
SOL-USD
Solana
470.89%75.17%193.63%289.97%N/AN/A
ADA-USD
Cardano
56.70%37.66%6.43%22.04%37.88%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.86%1.11%5.19%4.13%-3.74%-4.02%0.68%

Sharpe Ratio

The current Portfolio V2.0 Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.75

The Sharpe ratio of Portfolio V2.0 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.75
1.61
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Dividend yield

Portfolio V2.0 granted a 1.15% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Portfolio V2.01.15%1.30%0.94%1.05%1.39%1.54%1.34%1.53%1.65%1.67%1.28%1.75%
QQQ
Invesco QQQ
0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%
SPY
SPDR S&P 500 ETF
1.43%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%2.18%
URTH
iShares MSCI World ETF
1.57%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%2.69%
EEM
iShares MSCI Emerging Markets ETF
2.26%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%1.67%
MCHI
iShares MSCI China ETF
2.60%2.14%1.03%1.03%1.44%1.58%1.54%1.64%2.76%2.35%2.37%1.90%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DOT-USD
Polkadot
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOL-USD
Solana
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADA-USD
Cardano
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Portfolio V2.0 has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.59%
0.00%2.15%
0.24%
0.00%2.15%
0.20%
0.00%2.15%
0.09%
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
QQQ
Invesco QQQ
1.91
SPY
SPDR S&P 500 ETF
1.10
URTH
iShares MSCI World ETF
1.07
EEM
iShares MSCI Emerging Markets ETF
0.47
MCHI
iShares MSCI China ETF
0.16
BTC-USD
Bitcoin
1.16
ETH-USD
Ethereum
0.45
DOT-USD
Polkadot
-0.50
SOL-USD
Solana
2.31
ADA-USD
Cardano
0.20

Asset Correlations Table

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

MCHISOL-USDEEMADA-USDQQQDOT-USDBTC-USDSPYETH-USDURTH
MCHI1.000.200.850.230.430.220.230.410.240.47
SOL-USD0.201.000.230.600.250.620.570.250.640.25
EEM0.850.231.000.290.580.270.280.600.300.68
ADA-USD0.230.600.291.000.280.730.680.280.730.29
QQQ0.430.250.580.281.000.290.300.870.290.84
DOT-USD0.220.620.270.730.291.000.710.290.770.29
BTC-USD0.230.570.280.680.300.711.000.300.810.31
SPY0.410.250.600.280.870.290.301.000.280.95
ETH-USD0.240.640.300.730.290.770.810.281.000.29
URTH0.470.250.680.290.840.290.310.950.291.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-10.73%
-4.95%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio V2.0. 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 Portfolio V2.0 was 36.42%, occurring on Oct 15, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.42%Nov 9, 2021341Oct 15, 2022
-11.61%Sep 3, 202021Sep 23, 202055Nov 17, 202076
-8.63%Sep 7, 202115Sep 21, 202135Oct 26, 202150
-7.71%May 10, 202114May 23, 202173Aug 4, 202187
-6.69%Mar 18, 20218Mar 25, 20213Mar 28, 202111

Volatility Chart

The current Portfolio V2.0 volatility is 3.70%, 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%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
3.70%
2.69%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

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