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Total Stock Market 72 + FAAMNGP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VTI 72%AAPL 4%AMZN 4%META 4%NVDA 4%GOOGL 4%PANW 4%MSFT 4%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
4%
AMZN
Amazon.com, Inc.
Consumer Cyclical
4%
GOOGL
Alphabet Inc.
Communication Services
4%
META
Meta Platforms, Inc.
Communication Services
4%
MSFT
Microsoft Corporation
Technology
4%
NVDA
NVIDIA Corporation
Technology
4%
PANW
Palo Alto Networks, Inc.
Technology
4%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
72%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Total Stock Market 72 + FAAMNGP, 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%15.00%JuneJulyAugustSeptemberOctoberNovember
17.95%
14.80%
Total Stock Market 72 + FAAMNGP
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of Nov 9, 2024, the Total Stock Market 72 + FAAMNGP returned 33.78% Year-To-Date and 19.16% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
25.70%3.51%14.80%37.91%14.18%11.41%
Total Stock Market 72 + FAAMNGP33.78%4.82%17.95%45.18%22.03%19.17%
VTI
Vanguard Total Stock Market ETF
26.35%4.51%15.75%38.42%15.43%12.91%
AAPL
Apple Inc
18.46%-0.80%24.27%22.36%29.07%24.86%
AMZN
Amazon.com, Inc.
37.01%11.53%11.04%45.01%18.68%29.68%
META
Meta Platforms, Inc.
67.00%0.94%24.00%79.80%25.60%23.04%
NVDA
NVIDIA Corporation
198.17%9.51%64.28%205.52%95.74%77.97%
GOOGL
Alphabet Inc.
27.99%10.04%6.01%34.85%22.52%20.46%
PANW
Palo Alto Networks, Inc.
32.73%5.96%31.58%54.39%37.94%26.92%
MSFT
Microsoft Corporation
12.98%1.61%2.25%15.16%24.87%26.13%

Monthly Returns

The table below presents the monthly returns of Total Stock Market 72 + FAAMNGP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.94%6.47%3.05%-3.79%5.94%5.05%0.36%2.23%2.10%-0.20%33.78%
20239.81%0.18%6.42%1.56%4.46%7.18%3.95%-1.56%-5.03%-1.74%10.21%4.70%46.68%
2022-6.63%-2.79%3.88%-11.10%-1.15%-8.54%9.97%-3.83%-10.35%5.22%5.88%-7.17%-25.68%
2021-0.27%2.57%2.87%6.57%0.31%4.33%2.30%4.43%-4.83%7.30%0.96%2.54%32.54%
20201.13%-7.37%-11.67%14.48%6.58%3.36%7.01%8.92%-4.63%-2.19%11.36%4.83%32.46%
20199.31%3.59%2.83%4.65%-8.05%7.32%2.41%-2.42%1.65%3.70%4.02%3.34%36.15%
20187.28%-2.38%-2.56%1.05%4.53%0.49%2.89%5.37%-0.26%-9.00%-0.12%-8.73%-2.85%
20173.56%3.42%-0.14%1.37%3.55%0.54%2.77%0.97%1.98%4.20%2.36%0.68%28.26%
2016-5.83%-0.81%7.82%-0.51%3.22%-0.68%5.85%0.86%2.26%-1.50%3.18%2.42%16.74%
2015-1.77%6.67%-1.31%1.86%1.62%-1.52%3.74%-5.26%-1.54%9.20%2.19%-1.67%11.95%
2014-2.21%5.90%-0.75%-0.35%3.33%2.94%-1.42%4.67%-0.98%2.30%3.76%-1.11%16.84%
20134.72%1.17%2.46%2.21%1.91%-1.89%7.44%-1.33%4.62%4.66%3.60%3.47%38.02%

Expense Ratio

Total Stock Market 72 + FAAMNGP has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VTI: 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 risk-adjusted rank of Total Stock Market 72 + FAAMNGP is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Total Stock Market 72 + FAAMNGP is 8484
Combined Rank
The Sharpe Ratio Rank of Total Stock Market 72 + FAAMNGP is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of Total Stock Market 72 + FAAMNGP is 7777Sortino Ratio Rank
The Omega Ratio Rank of Total Stock Market 72 + FAAMNGP is 8585Omega Ratio Rank
The Calmar Ratio Rank of Total Stock Market 72 + FAAMNGP is 8484Calmar Ratio Rank
The Martin Ratio Rank of Total Stock Market 72 + FAAMNGP is 8888Martin 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.


Total Stock Market 72 + FAAMNGP
Sharpe ratio
The chart of Sharpe ratio for Total Stock Market 72 + FAAMNGP, currently valued at 3.19, compared to the broader market0.002.004.006.003.19
Sortino ratio
The chart of Sortino ratio for Total Stock Market 72 + FAAMNGP, currently valued at 4.15, compared to the broader market-2.000.002.004.006.004.15
Omega ratio
The chart of Omega ratio for Total Stock Market 72 + FAAMNGP, currently valued at 1.59, compared to the broader market0.801.001.201.401.601.802.001.59
Calmar ratio
The chart of Calmar ratio for Total Stock Market 72 + FAAMNGP, currently valued at 4.81, compared to the broader market0.005.0010.0015.004.81
Martin ratio
The chart of Martin ratio for Total Stock Market 72 + FAAMNGP, currently valued at 22.29, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.39

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
3.104.131.584.2120.25
AAPL
Apple Inc
1.101.701.211.503.53
AMZN
Amazon.com, Inc.
1.732.391.311.897.92
META
Meta Platforms, Inc.
2.353.271.454.6014.31
NVDA
NVIDIA Corporation
4.204.081.538.0325.31
GOOGL
Alphabet Inc.
1.341.891.251.614.06
PANW
Palo Alto Networks, Inc.
1.411.701.312.044.29
MSFT
Microsoft Corporation
0.871.241.161.112.75

Sharpe Ratio

The current Total Stock Market 72 + FAAMNGP Sharpe ratio is 3.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.17 to 3.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Total Stock Market 72 + FAAMNGP 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.19
2.97
Total Stock Market 72 + FAAMNGP
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Total Stock Market 72 + FAAMNGP provided a 0.97% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.97%1.09%1.27%0.92%1.09%1.38%1.63%1.37%1.57%1.65%1.50%1.52%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
AAPL
Apple Inc
0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AMZN
Amazon.com, 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%
META
Meta Platforms, Inc.
0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
GOOGL
Alphabet Inc.
0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PANW
Palo Alto Networks, 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%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
Total Stock Market 72 + FAAMNGP
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Total Stock Market 72 + FAAMNGP. 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 Total Stock Market 72 + FAAMNGP was 33.33%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.33%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-29.74%Dec 28, 2021202Oct 14, 2022187Jul 17, 2023389
-22.79%Aug 30, 201880Dec 24, 201881Apr 23, 2019161
-15.04%Dec 2, 201549Feb 11, 201672May 25, 2016121
-11.72%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility

Volatility Chart

The current Total Stock Market 72 + FAAMNGP volatility is 4.48%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.48%
3.92%
Total Stock Market 72 + FAAMNGP
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.

PANWMETAAAPLNVDAAMZNMSFTGOOGLVTI
PANW1.000.350.380.420.420.410.390.50
META0.351.000.450.470.560.510.600.56
AAPL0.380.451.000.480.500.560.530.62
NVDA0.420.470.481.000.510.560.500.60
AMZN0.420.560.500.511.000.600.650.63
MSFT0.410.510.560.560.601.000.650.70
GOOGL0.390.600.530.500.650.651.000.67
VTI0.500.560.620.600.630.700.671.00
The correlation results are calculated based on daily price changes starting from Jul 23, 2012