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NVDA+AVGO+MSFT+SCHD+401k
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 19.15%AVGO 16.03%SCHD 15.1%NVDA 5.62%VTTSX 44.1%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AVGO
Broadcom Inc.
Technology

16.03%

MSFT
Microsoft Corporation
Technology

19.15%

NVDA
NVIDIA Corporation
Technology

5.62%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

15.10%

VTTSX
Vanguard Target Retirement 2060 Fund
Diversified Portfolio, Target Retirement Date

44.10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NVDA+AVGO+MSFT+SCHD+401k, 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%400.00%600.00%800.00%1,000.00%NovemberDecember2024FebruaryMarchApril
914.75%
277.88%
NVDA+AVGO+MSFT+SCHD+401k
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 19, 2012, corresponding to the inception date of VTTSX

Returns By Period

As of Apr 20, 2024, the NVDA+AVGO+MSFT+SCHD+401k returned 6.96% Year-To-Date and 20.82% 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%
NVDA+AVGO+MSFT+SCHD+401k6.96%-6.83%25.03%37.63%20.97%20.79%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.10%
AVGO
Broadcom Inc.
8.38%-10.99%42.38%94.11%35.09%37.50%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%
VTTSX
Vanguard Target Retirement 2060 Fund
1.59%-4.34%15.54%13.77%8.31%7.97%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.29%6.36%3.76%
2023-5.40%-0.59%9.56%6.76%

Expense Ratio

The NVDA+AVGO+MSFT+SCHD+401k has an expense ratio of 0.04% 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%0.08%
0.50%1.00%1.50%2.00%0.06%

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.


NVDA+AVGO+MSFT+SCHD+401k
Sharpe ratio
The chart of Sharpe ratio for NVDA+AVGO+MSFT+SCHD+401k, currently valued at 2.39, compared to the broader market-1.000.001.002.003.004.002.39
Sortino ratio
The chart of Sortino ratio for NVDA+AVGO+MSFT+SCHD+401k, currently valued at 3.51, compared to the broader market-2.000.002.004.006.003.51
Omega ratio
The chart of Omega ratio for NVDA+AVGO+MSFT+SCHD+401k, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for NVDA+AVGO+MSFT+SCHD+401k, currently valued at 3.65, compared to the broader market0.002.004.006.008.003.65
Martin ratio
The chart of Martin ratio for NVDA+AVGO+MSFT+SCHD+401k, currently valued at 11.86, compared to the broader market0.0010.0020.0030.0040.0011.86
^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
MSFT
Microsoft Corporation
1.792.571.312.107.69
AVGO
Broadcom Inc.
2.583.551.436.6818.15
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
VTTSX
Vanguard Target Retirement 2060 Fund
1.251.881.220.914.08
NVDA
NVIDIA Corporation
3.544.401.548.1226.76

Sharpe Ratio

The current NVDA+AVGO+MSFT+SCHD+401k Sharpe ratio is 2.39. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.39

The Sharpe ratio of NVDA+AVGO+MSFT+SCHD+401k 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.39
1.66
NVDA+AVGO+MSFT+SCHD+401k
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NVDA+AVGO+MSFT+SCHD+401k granted a 1.85% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NVDA+AVGO+MSFT+SCHD+401k1.85%1.89%2.13%3.41%1.96%2.19%2.33%1.86%2.03%2.01%1.92%1.88%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AVGO
Broadcom Inc.
1.64%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VTTSX
Vanguard Target Retirement 2060 Fund
2.10%2.14%2.09%5.67%1.83%2.11%2.31%1.77%1.98%1.92%1.67%1.38%
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%

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
-6.83%
-5.46%
NVDA+AVGO+MSFT+SCHD+401k
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NVDA+AVGO+MSFT+SCHD+401k. 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 NVDA+AVGO+MSFT+SCHD+401k was 31.74%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current NVDA+AVGO+MSFT+SCHD+401k drawdown is 6.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.74%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-29.33%Dec 28, 2021200Oct 12, 2022156May 26, 2023356
-17.05%Oct 2, 201858Dec 24, 201856Mar 18, 2019114
-14.05%Jun 2, 201560Aug 25, 201542Oct 23, 2015102
-13.32%Dec 30, 201530Feb 11, 201627Mar 22, 201657

Volatility

Volatility Chart

The current NVDA+AVGO+MSFT+SCHD+401k volatility is 4.17%, 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%NovemberDecember2024FebruaryMarchApril
4.17%
3.15%
NVDA+AVGO+MSFT+SCHD+401k
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.

NVDAAVGOMSFTSCHDVTTSX
NVDA1.000.580.560.440.58
AVGO0.581.000.510.530.62
MSFT0.560.511.000.560.67
SCHD0.440.530.561.000.85
VTTSX0.580.620.670.851.00