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Deborah
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


PG 40%VOO 30%BRK-B 20%AAPL 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

10%

BRK-B
Berkshire Hathaway Inc.
Financial Services

20%

PG
The Procter & Gamble Company
Consumer Defensive

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

S&P 500

Performance

Performance Chart

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


300.00%350.00%400.00%450.00%500.00%NovemberDecember2024FebruaryMarchApril
501.75%
349.86%
Deborah
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 Apr 20, 2024, the Deborah returned 6.34% Year-To-Date and 13.46% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Deborah6.34%-2.86%12.63%13.41%14.91%13.37%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%13.90%12.33%
PG
The Procter & Gamble Company
9.30%-1.55%8.18%3.92%11.69%10.01%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%24.97%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.76%3.19%1.92%
2023-5.00%0.22%5.85%-0.45%

Expense Ratio

The Deborah has an expense ratio of 0.01% 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.


0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Deborah
Sharpe ratio
The chart of Sharpe ratio for Deborah, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for Deborah, currently valued at 2.31, compared to the broader market-2.000.002.004.006.002.31
Omega ratio
The chart of Omega ratio for Deborah, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Deborah, currently valued at 1.96, compared to the broader market0.002.004.006.008.001.96
Martin ratio
The chart of Martin ratio for Deborah, currently valued at 6.15, compared to the broader market0.0010.0020.0030.0040.006.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
BRK-B
Berkshire Hathaway Inc.
2.063.001.352.257.79
PG
The Procter & Gamble Company
0.550.891.110.751.93
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13

Sharpe Ratio

The current Deborah Sharpe ratio is 1.51. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.51

The Sharpe ratio of Deborah lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.51
1.66
Deborah
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Deborah granted a 1.45% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Deborah1.45%1.51%1.53%1.25%1.42%1.61%2.03%1.87%2.07%2.15%1.83%1.92%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BRK-B
Berkshire Hathaway 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%
PG
The Procter & Gamble Company
2.42%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.50%
-5.46%
Deborah
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Deborah. 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 Deborah was 28.20%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.

The current Deborah drawdown is 3.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.2%Feb 7, 202031Mar 23, 202090Jul 30, 2020121
-21.36%Apr 21, 2022121Oct 12, 2022179Jun 30, 2023300
-16.8%Dec 29, 2014166Aug 25, 2015235Aug 1, 2016401
-12.98%Jan 23, 201871May 3, 201881Aug 28, 2018152
-12.47%May 13, 201160Aug 8, 201157Oct 27, 2011117

Volatility

Volatility Chart

The current Deborah volatility is 2.43%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.43%
3.15%
Deborah
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.

PGAAPLBRK-BVOO
PG1.000.260.430.47
AAPL0.261.000.400.63
BRK-B0.430.401.000.74
VOO0.470.630.741.00