PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Total Stock Market 72 + FAAMNGP

Last updated Dec 7, 2023

Asset Allocation


VTI 72%AAPL 4%AMZN 4%META 4%NVDA 4%GOOGL 4%PANW 4%MSFT 4%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities72%
AAPL
Apple Inc.
Technology4%
AMZN
Amazon.com, Inc.
Consumer Cyclical4%
META
Meta Platforms, Inc.
Communication Services4%
NVDA
NVIDIA Corporation
Technology4%
GOOGL
Alphabet Inc.
Communication Services4%
PANW
Palo Alto Networks, Inc.
Technology4%
MSFT
Microsoft Corporation
Technology4%

Performance

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%JulyAugustSeptemberOctoberNovemberDecember
10.16%
6.60%
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

As of Dec 7, 2023, the Total Stock Market 72 + FAAMNGP returned 39.25% Year-To-Date and 17.16% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Total Stock Market 72 + FAAMNGP39.25%4.92%10.16%34.23%18.83%17.16%
VTI
Vanguard Total Stock Market ETF
19.55%4.85%7.03%16.59%12.76%11.16%
AAPL
Apple Inc.
48.85%7.44%8.44%35.33%36.71%27.11%
AMZN
Amazon.com, Inc.
72.05%3.42%19.21%63.76%12.18%22.31%
META
Meta Platforms, Inc.
163.79%0.52%20.43%178.17%18.28%20.84%
NVDA
NVIDIA Corporation
211.50%-0.53%21.44%184.75%65.73%62.15%
GOOGL
Alphabet Inc.
47.36%-0.18%6.14%34.07%20.02%17.15%
PANW
Palo Alto Networks, Inc.
105.82%21.18%32.81%72.30%37.64%32.53%
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.46%7.18%3.95%-1.56%-5.03%-1.74%10.21%

Sharpe Ratio

The current Total Stock Market 72 + FAAMNGP Sharpe ratio is 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.91

The Sharpe ratio of Total Stock Market 72 + FAAMNGP 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.91
1.00
Total Stock Market 72 + FAAMNGP
Benchmark (^GSPC)
Portfolio components

Dividend yield

Total Stock Market 72 + FAAMNGP granted a 1.12% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Total Stock Market 72 + FAAMNGP1.12%1.27%0.92%1.09%1.38%1.63%1.37%1.57%1.65%1.50%1.52%1.72%
VTI
Vanguard Total Stock Market ETF
1.48%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
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.
0.00%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
0.04%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
GOOGL
Alphabet 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%
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
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%

Expense Ratio

The Total Stock Market 72 + FAAMNGP has an expense ratio of 0.02% 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.


0.03%
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
VTI
Vanguard Total Stock Market ETF
1.05
AAPL
Apple Inc.
1.46
AMZN
Amazon.com, Inc.
1.73
META
Meta Platforms, Inc.
3.86
NVDA
NVIDIA Corporation
3.45
GOOGL
Alphabet Inc.
1.00
PANW
Palo Alto Networks, Inc.
1.80
MSFT
Microsoft Corporation
1.89

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
PANW1.000.360.390.430.420.410.390.50
META0.361.000.470.480.560.500.610.56
AAPL0.390.471.000.500.510.570.540.63
NVDA0.430.480.501.000.520.560.530.60
AMZN0.420.560.510.521.000.590.650.63
MSFT0.410.500.570.560.591.000.650.70
GOOGL0.390.610.540.530.650.651.000.68
VTI0.500.560.630.600.630.700.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.18%
-5.15%
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 Chart

The current Total Stock Market 72 + FAAMNGP volatility is 3.35%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.35%
2.92%
Total Stock Market 72 + FAAMNGP
Benchmark (^GSPC)
Portfolio components
0 comments