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Portfolio V2.0

Last updated Mar 18, 2023

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

Expense Ratio

0.20%

Dividend Yield

1.38%

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

Performance

The chart shows the growth of $10,000 invested in Portfolio V2.0 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,893 for a total return of roughly 68.93%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
14.38%
9.24%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Portfolio V2.0 returned 11.94% Year-To-Date and 15.21% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%3.25%3.25%
Portfolio V2.0-2.72%11.94%5.23%-10.89%15.21%15.21%
QQQ
Invesco QQQ
-0.45%14.68%5.34%-9.62%1.64%1.64%
SPY
SPDR S&P 500 ETF
-5.13%2.37%1.22%-8.67%4.32%4.32%
URTH
iShares MSCI World ETF
-5.68%2.11%3.24%-8.46%3.30%3.30%
EEM
iShares MSCI Emerging Markets ETF
-7.02%-0.77%0.11%-14.33%-3.55%-3.55%
MCHI
iShares MSCI China ETF
-9.10%-0.97%1.32%-12.23%-11.52%-11.52%
BTC-USD
Bitcoin
23.42%65.73%39.20%-33.39%26.48%26.48%
ETH-USD
Ethereum
15.13%49.78%21.80%-35.34%51.29%51.29%
DOT-USD
Polkadot
6.56%53.79%-4.20%-65.17%2.28%2.28%
SOL-USD
Solana
-0.90%117.14%-34.55%-75.39%62.81%62.81%
ADA-USD
Cardano
-9.29%42.22%-24.72%-58.21%35.03%35.03%

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 V2.0 Sharpe ratio is 0.18. 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
0.18
0.02
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Dividends

Portfolio V2.0 granted a 1.38% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.38%1.31%0.96%1.08%1.45%1.64%1.45%1.69%1.85%1.91%1.49%2.07%

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-26.01%
-18.34%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio V2.0. 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 V2.0 is 36.43%, recorded on Oct 15, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.43%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
-6.34%Feb 25, 20218Mar 4, 20217Mar 11, 202115
-3.7%Jan 21, 20217Jan 27, 20216Feb 2, 202113
-3.02%Jan 10, 20212Jan 11, 20215Jan 16, 20217
-2.8%Mar 12, 20214Mar 15, 20212Mar 17, 20216
-2.18%Dec 6, 20206Dec 11, 20205Dec 16, 202011

Volatility Chart

Current Portfolio V2.0 volatility is 72.72%. 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
21.20%
19.95%
Portfolio V2.0
Benchmark (^GSPC)
Portfolio components