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NEW PORTFOLIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 45%VEA 15%VTV 10%VBR 10%RHS 10%EMXC 10%EquityEquity
PositionCategory/SectorWeight
EMXC
iShares MSCI Emerging Markets ex China ETF
Foreign Large Cap Equities

10%

RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
Consumer Staples Equities

10%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

10%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

15%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

45%

VTV
Vanguard Value ETF
Large Cap Value Equities

10%

S&P 500

Performance

Performance Chart

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


50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2024FebruaryMarchApril
82.97%
100.47%
NEW PORTFOLIO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2017, corresponding to the inception date of EMXC

Returns By Period


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%
NEW PORTFOLIO2.69%-4.20%16.83%14.43%9.79%N/A
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.27%
VTV
Vanguard Value ETF
4.98%-2.80%17.10%14.11%9.98%9.93%
VBR
Vanguard Small-Cap Value ETF
0.10%-4.20%18.94%16.32%8.37%8.17%
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
1.02%-2.48%10.97%-6.72%6.02%7.70%
VEA
Vanguard FTSE Developed Markets ETF
0.49%-4.16%15.67%6.82%5.78%4.45%
EMXC
iShares MSCI Emerging Markets ex China ETF
-0.42%-3.58%14.38%13.54%4.29%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.06%4.03%3.85%
2023-4.42%-2.89%8.44%5.39%

Expense Ratio

The NEW PORTFOLIO features an expense ratio of 0.12%, falling within the medium range. 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%0.49%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
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.


NEW PORTFOLIO
Sharpe ratio
The chart of Sharpe ratio for NEW PORTFOLIO, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.29
Sortino ratio
The chart of Sortino ratio for NEW PORTFOLIO, currently valued at 1.93, compared to the broader market-2.000.002.004.006.001.93
Omega ratio
The chart of Omega ratio for NEW PORTFOLIO, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for NEW PORTFOLIO, currently valued at 1.11, compared to the broader market0.002.004.006.008.001.11
Martin ratio
The chart of Martin ratio for NEW PORTFOLIO, currently valued at 3.93, compared to the broader market0.0010.0020.0030.0040.003.93
^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
VTV
Vanguard Value ETF
1.291.911.221.374.31
VBR
Vanguard Small-Cap Value ETF
0.901.431.160.963.15
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
-0.56-0.710.92-0.34-0.65
VEA
Vanguard FTSE Developed Markets ETF
0.570.891.110.431.74
EMXC
iShares MSCI Emerging Markets ex China ETF
1.021.521.180.623.15

Sharpe Ratio

The current NEW PORTFOLIO Sharpe ratio is 1.29. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.29

The Sharpe ratio of NEW PORTFOLIO 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
1.29
1.66
NEW PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NEW PORTFOLIO granted a 2.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NEW PORTFOLIO2.07%2.05%2.17%1.81%1.78%2.30%2.44%1.91%1.96%2.02%1.96%1.78%
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%
VTV
Vanguard Value ETF
2.47%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VBR
Vanguard Small-Cap Value ETF
2.15%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
2.80%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.78%1.74%1.54%
VEA
Vanguard FTSE Developed Markets ETF
3.42%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
EMXC
iShares MSCI Emerging Markets ex China ETF
1.84%1.83%2.85%1.78%1.45%3.25%2.62%0.99%0.00%0.00%0.00%0.00%

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
-5.01%
-5.46%
NEW PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NEW PORTFOLIO. 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 NEW PORTFOLIO was 34.80%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current NEW PORTFOLIO drawdown is 5.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.8%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-22.44%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-18.21%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-7.59%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.72%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility

Volatility Chart

The current NEW PORTFOLIO volatility is 2.87%, 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
2.87%
3.15%
NEW PORTFOLIO
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.

RHSEMXCVBRVEAVOOVTV
RHS1.000.340.540.490.570.67
EMXC0.341.000.610.800.670.61
VBR0.540.611.000.760.810.88
VEA0.490.800.761.000.820.78
VOO0.570.670.810.821.000.87
VTV0.670.610.880.780.871.00