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Current strategy
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


^AW01 50%IRBO 25%XLV 25%EquityEquity
PositionCategory/SectorWeight
^AW01
FTSE All World

50%

IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Robotics, Technology Equities

25%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

25%

S&P 500

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.18%
15.74%
Current strategy
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of IRBO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Current strategy0.82%-3.15%10.19%10.70%8.26%N/A
^AW01
FTSE All World
4.05%-1.32%14.14%15.50%7.43%6.10%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
-6.78%-5.72%5.63%6.90%5.51%N/A
XLV
Health Care Select Sector SPDR Fund
2.02%-4.29%6.54%4.71%11.57%11.12%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.42%3.96%2.28%
2023-4.05%-3.82%9.33%4.89%

Expense Ratio

The Current strategy features an expense ratio of 0.15%, 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%0.47%
0.50%1.00%1.50%2.00%0.12%

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.


Current strategy
Sharpe ratio
The chart of Sharpe ratio for Current strategy, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.005.001.10
Sortino ratio
The chart of Sortino ratio for Current strategy, currently valued at 1.62, compared to the broader market-2.000.002.004.006.001.62
Omega ratio
The chart of Omega ratio for Current strategy, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for Current strategy, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.000.61
Martin ratio
The chart of Martin ratio for Current strategy, currently valued at 3.13, compared to the broader market0.0010.0020.0030.0040.0050.003.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^AW01
FTSE All World
1.602.321.290.924.54
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.560.921.110.261.43
XLV
Health Care Select Sector SPDR Fund
0.530.831.100.471.79

Sharpe Ratio

The current Current strategy Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.10

The Sharpe ratio of Current strategy is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.10
1.89
Current strategy
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current strategy granted a 0.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current strategy0.63%0.62%0.55%0.94%0.50%0.71%0.48%0.37%0.40%0.36%0.33%0.38%
^AW01
FTSE All World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.94%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%0.00%0.00%
XLV
Health Care Select Sector SPDR Fund
1.59%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.68%
-3.66%
Current strategy
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current strategy. 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 Current strategy was 31.64%, occurring on Mar 23, 2020. Recovery took 85 trading sessions.

The current Current strategy drawdown is 5.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.64%Feb 13, 202028Mar 23, 202085Jul 20, 2020113
-29.24%Nov 9, 2021242Oct 12, 2022
-18.1%Sep 27, 201864Dec 25, 2018134Jul 1, 2019198
-8.14%Feb 17, 202114Mar 8, 202170Jun 14, 202184
-7.69%Sep 3, 202016Sep 24, 202030Nov 5, 202046

Volatility

Volatility Chart

The current Current strategy volatility is 2.91%, 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
2.91%
3.44%
Current strategy
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.

XLVIRBO^AW01
XLV1.000.520.68
IRBO0.521.000.84
^AW010.680.841.00