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growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHO 40%VOO 25%VT 20%VUG 15%BondBondEquityEquity
PositionCategory/SectorWeight
SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

25%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

20%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

15%

S&P 500

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
206.96%
380.29%
growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of May 18, 2024, the growth returned 7.03% Year-To-Date and 8.00% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.18%5.60%17.48%26.33%13.16%10.99%
growth7.03%4.68%11.60%17.89%9.54%7.93%
VT
Vanguard Total World Stock ETF
9.76%7.19%16.79%22.74%11.31%8.79%
VOO
Vanguard S&P 500 ETF
11.78%6.94%18.33%28.47%15.02%12.93%
VUG
Vanguard Growth ETF
12.94%8.74%19.20%35.29%18.02%15.12%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.53%0.66%2.12%3.14%1.08%1.00%

Monthly Returns

The table below presents the monthly returns of growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.87%3.09%1.82%-2.51%7.03%
20234.95%-1.79%3.35%0.94%0.52%3.66%2.21%-0.99%-2.96%-1.25%6.20%3.34%19.24%
2022-3.92%-2.11%1.23%-5.90%0.03%-5.04%5.82%-3.00%-6.33%3.87%4.04%-3.63%-14.79%
2021-0.44%1.33%1.99%3.21%0.29%1.68%1.28%1.75%-2.89%3.90%-0.63%2.09%14.24%
20200.39%-4.09%-6.88%7.53%3.45%1.89%3.72%4.58%-2.40%-1.50%6.72%2.65%16.10%
20195.06%2.03%1.44%2.48%-3.50%4.19%0.68%-0.61%0.92%1.63%2.02%1.99%19.65%
20183.39%-2.30%-1.20%0.15%1.52%0.26%1.83%1.82%0.18%-4.58%1.04%-4.40%-2.60%
20171.62%2.21%0.56%0.98%1.22%0.19%1.52%0.41%1.02%1.38%1.46%0.79%14.18%
2016-3.04%-0.29%4.31%0.19%0.89%0.18%2.46%0.00%0.28%-1.27%1.19%1.08%5.95%
2015-1.09%3.38%-1.14%1.19%0.62%-1.19%1.17%-3.86%-1.59%4.90%0.02%-1.29%0.83%
2014-2.20%3.02%0.03%0.40%1.56%1.33%-0.96%2.26%-1.31%1.35%1.44%-0.67%6.30%
20132.80%0.44%1.98%1.36%0.68%-1.28%3.25%-1.61%2.80%2.53%1.47%1.62%17.11%

Expense Ratio

growth has an expense ratio of 0.05% 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.


Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of growth is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of growth is 6868
growth
The Sharpe Ratio Rank of growth is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of growth is 7676Sortino Ratio Rank
The Omega Ratio Rank of growth is 7575Omega Ratio Rank
The Calmar Ratio Rank of growth is 5555Calmar Ratio Rank
The Martin Ratio Rank of growth is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


growth
Sharpe ratio
The chart of Sharpe ratio for growth, currently valued at 2.43, compared to the broader market0.002.004.006.002.43
Sortino ratio
The chart of Sortino ratio for growth, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for growth, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for growth, currently valued at 1.99, compared to the broader market0.002.004.006.008.0010.001.99
Martin ratio
The chart of Martin ratio for growth, currently valued at 10.12, compared to the broader market0.0010.0020.0030.0040.0050.0010.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0010.0020.0030.0040.0050.009.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
2.032.901.351.576.69
VOO
Vanguard S&P 500 ETF
2.563.601.442.4110.16
VUG
Vanguard Growth ETF
2.383.251.411.8011.67
SCHO
Schwab Short-Term U.S. Treasury ETF
1.492.361.280.778.40

Sharpe Ratio

The current growth Sharpe ratio is 2.43. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of growth with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.43
2.38
growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

growth granted a 2.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
growth2.47%2.37%1.50%0.91%1.33%1.98%1.93%1.48%1.52%1.48%1.32%1.17%
VT
Vanguard Total World Stock ETF
2.03%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VOO
Vanguard S&P 500 ETF
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.13%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%0.29%

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.09%
-0.09%
growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the growth. 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 growth was 19.64%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current growth drawdown is 0.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.64%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-18.94%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-12.12%May 2, 2011108Oct 3, 201189Feb 9, 2012197
-11.26%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-9.02%May 22, 2015183Feb 11, 2016102Jul 8, 2016285

Volatility

Volatility Chart

The current growth volatility is 2.28%, 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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.28%
3.36%
growth
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.

SCHOVUGVTVOO
SCHO1.00-0.13-0.14-0.16
VUG-0.131.000.900.95
VT-0.140.901.000.95
VOO-0.160.950.951.00