Lor Port
3/21/23
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Lor Port, 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
Returns
As of May 31, 2023, the Lor Port returned 17.37% Year-To-Date and 14.33% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 9.22% | 9.40% |
| Lor Port | 3.76% | 17.37% | 12.88% | 3.10% | 13.76% | 14.33% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.03% | 10.31% | 7.19% | 2.87% | 11.10% | 11.32% |
FSCSX Fidelity Select Software & IT Services Portfolio | 5.77% | 23.15% | 21.55% | 9.77% | 14.03% | 15.29% |
FMSDX Fidelity Multi-Asset Income Fund | -1.69% | 4.27% | 3.69% | 0.35% | 8.48% | 8.58% |
QQQ Invesco QQQ | 8.50% | 31.64% | 25.23% | 14.09% | 16.34% | 17.22% |
ARKK ARK Innovation ETF | 10.83% | 27.43% | 14.40% | -12.33% | -0.57% | 1.43% |
ARKW ARK Next Generation Internet ETF | 9.78% | 35.75% | 23.62% | -10.02% | 2.88% | 4.34% |
SCHD Schwab US Dividend Equity ETF | -3.31% | -6.34% | -7.92% | -8.03% | 10.91% | 10.66% |
FUTY Fidelity MSCI Utilities Index ETF | -6.38% | -7.87% | -6.42% | -11.63% | 7.53% | 7.75% |
FTEC Fidelity MSCI Information Technology Index ETF | 9.40% | 31.80% | 27.27% | 16.49% | 18.64% | 19.64% |
TSLA Tesla, Inc. | 22.43% | 63.31% | 11.24% | -20.56% | 60.28% | 57.73% |
AAPL Apple Inc. | 4.64% | 36.86% | 25.96% | 19.19% | 31.73% | 32.89% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FUTY | TSLA | SCHD | AAPL | ARKK | ARKW | FMSDX | FSCSX | VOO | FTEC | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FUTY | 1.00 | 0.11 | 0.50 | 0.29 | 0.17 | 0.17 | 0.44 | 0.32 | 0.47 | 0.31 | 0.32 |
| TSLA | 0.11 | 1.00 | 0.31 | 0.46 | 0.63 | 0.64 | 0.45 | 0.50 | 0.48 | 0.52 | 0.56 |
| SCHD | 0.50 | 0.31 | 1.00 | 0.53 | 0.46 | 0.47 | 0.78 | 0.61 | 0.85 | 0.66 | 0.65 |
| AAPL | 0.29 | 0.46 | 0.53 | 1.00 | 0.60 | 0.62 | 0.62 | 0.73 | 0.75 | 0.84 | 0.84 |
| ARKK | 0.17 | 0.63 | 0.46 | 0.60 | 1.00 | 0.95 | 0.67 | 0.77 | 0.69 | 0.77 | 0.78 |
| ARKW | 0.17 | 0.64 | 0.47 | 0.62 | 0.95 | 1.00 | 0.69 | 0.82 | 0.71 | 0.81 | 0.82 |
| FMSDX | 0.44 | 0.45 | 0.78 | 0.62 | 0.67 | 0.69 | 1.00 | 0.75 | 0.86 | 0.77 | 0.77 |
| FSCSX | 0.32 | 0.50 | 0.61 | 0.73 | 0.77 | 0.82 | 0.75 | 1.00 | 0.87 | 0.95 | 0.93 |
| VOO | 0.47 | 0.48 | 0.85 | 0.75 | 0.69 | 0.71 | 0.86 | 0.87 | 1.00 | 0.91 | 0.91 |
| FTEC | 0.31 | 0.52 | 0.66 | 0.84 | 0.77 | 0.81 | 0.77 | 0.95 | 0.91 | 1.00 | 0.97 |
| QQQ | 0.32 | 0.56 | 0.65 | 0.84 | 0.78 | 0.82 | 0.77 | 0.93 | 0.91 | 0.97 | 1.00 |
Dividend yield
Lor Port granted a 2.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Lor Port | 2.88% | 2.72% | 2.36% | 2.37% | 3.49% | 3.97% | 2.77% | 2.15% | 2.93% | 3.61% | 2.29% | 4.47% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
FSCSX Fidelity Select Software & IT Services Portfolio | 7.46% | 9.07% | 7.08% | 5.89% | 15.61% | 8.70% | 10.63% | 6.37% | 8.69% | 18.31% | 9.20% | 25.70% |
FMSDX Fidelity Multi-Asset Income Fund | 6.27% | 4.79% | 3.41% | 3.58% | 3.21% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.74% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.83% | 1.66% | 0.39% | 3.23% | 1.40% | 0.00% | 2.44% | 0.00% | 0.00% | 0.00% |
ARKW ARK Next Generation Internet ETF | 0.00% | 0.00% | 2.79% | 1.33% | 0.00% | 13.59% | 2.42% | 0.00% | 2.75% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.50% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
FUTY Fidelity MSCI Utilities Index ETF | 3.83% | 2.74% | 2.80% | 3.28% | 3.11% | 3.53% | 3.55% | 4.05% | 5.41% | 3.96% | 1.15% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.89% | 0.93% | 0.63% | 0.84% | 1.06% | 1.25% | 1.01% | 1.34% | 1.37% | 1.20% | 0.20% | 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% |
AAPL Apple Inc. | 0.78% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
Expense Ratio
The Lor Port has a high expense ratio of 0.32%, 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.26 | ||||
FSCSX Fidelity Select Software & IT Services Portfolio | 0.47 | ||||
FMSDX Fidelity Multi-Asset Income Fund | 0.08 | ||||
QQQ Invesco QQQ | 0.65 | ||||
ARKK ARK Innovation ETF | -0.12 | ||||
ARKW ARK Next Generation Internet ETF | -0.09 | ||||
SCHD Schwab US Dividend Equity ETF | -0.37 | ||||
FUTY Fidelity MSCI Utilities Index ETF | -0.48 | ||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.71 | ||||
TSLA Tesla, Inc. | -0.24 | ||||
AAPL Apple Inc. | 0.76 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Lor Port. 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 Lor Port is 33.91%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.91% | Nov 9, 2021 | 237 | Oct 14, 2022 | — | — | — |
| -32.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -18.97% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -9.99% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -9.12% | Feb 16, 2021 | 15 | Mar 8, 2021 | 25 | Apr 13, 2021 | 40 |
Volatility Chart
The current Lor Port volatility is 4.37%, 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.