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First Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IEF 10%CBFSX 10%DBC 20%GLD 5%SPY 20%FEMKX 10%PSP 10%DFSTX 5%MSFT 5%XOM 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
CBFSX
JPMorgan Corporate Bond Fund
Corporate Bonds

10%

DBC
Invesco DB Commodity Index Tracking Fund
Commodities

20%

DFSTX
DFA U.S. Small Cap Portfolio
Small Cap Blend Equities

5%

FEMKX
Fidelity Emerging Markets
Emerging Markets Equities

10%

GLD
SPDR Gold Trust
Precious Metals, Gold

5%

IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

10%

MSFT
Microsoft Corporation
Technology

5%

PSP
Invesco Global Listed Private Equity ETF
Global Equities

10%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

20%

XOM
Exxon Mobil Corporation
Energy

5%

S&P 500

Performance

Performance Chart

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


100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
118.50%
216.55%
First Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 28, 2013, corresponding to the inception date of CBFSX

Returns By Period

As of Apr 20, 2024, the First Portfolio returned 3.65% Year-To-Date and 7.17% 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%
First Portfolio3.65%-1.62%12.65%13.02%9.94%7.17%
SPY
SPDR S&P 500 ETF
4.50%-5.00%18.41%21.87%12.91%12.20%
DBC
Invesco DB Commodity Index Tracking Fund
6.35%3.21%-2.14%3.24%9.06%-0.47%
DFSTX
DFA U.S. Small Cap Portfolio
-1.99%-4.46%16.93%12.96%8.54%7.96%
FEMKX
Fidelity Emerging Markets
-0.06%-4.97%11.79%8.40%4.63%5.44%
IEF
iShares 7-10 Year Treasury Bond ETF
-4.05%-2.63%4.24%-3.97%-0.96%0.84%
CBFSX
JPMorgan Corporate Bond Fund
-2.59%-2.74%8.60%2.28%1.23%2.51%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.10%
XOM
Exxon Mobil Corporation
21.02%5.63%9.92%7.03%13.17%6.35%
GLD
SPDR Gold Trust
15.62%10.32%20.39%19.96%13.00%5.92%
PSP
Invesco Global Listed Private Equity ETF
0.71%-4.47%31.83%26.96%6.64%6.29%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.39%1.96%3.66%
2023-2.22%-2.35%6.23%3.12%

Expense Ratio

The First Portfolio has a high expense ratio of 0.52%, indicating higher-than-average management fees. 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%1.44%
0.50%1.00%1.50%2.00%0.88%
0.50%1.00%1.50%2.00%0.85%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.27%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.09%

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.


First Portfolio
Sharpe ratio
The chart of Sharpe ratio for First Portfolio, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.45
Sortino ratio
The chart of Sortino ratio for First Portfolio, currently valued at 2.18, compared to the broader market-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for First Portfolio, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for First Portfolio, currently valued at 1.54, compared to the broader market0.002.004.006.008.001.54
Martin ratio
The chart of Martin ratio for First Portfolio, currently valued at 5.76, compared to the broader market0.0010.0020.0030.0040.005.76
^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
SPY
SPDR S&P 500 ETF
1.822.651.321.567.54
DBC
Invesco DB Commodity Index Tracking Fund
0.150.301.040.080.35
DFSTX
DFA U.S. Small Cap Portfolio
0.701.151.130.642.37
FEMKX
Fidelity Emerging Markets
0.530.861.100.211.50
IEF
iShares 7-10 Year Treasury Bond ETF
-0.43-0.560.94-0.15-0.74
CBFSX
JPMorgan Corporate Bond Fund
0.320.521.060.120.89
MSFT
Microsoft Corporation
1.792.571.312.107.69
XOM
Exxon Mobil Corporation
0.300.571.070.350.62
GLD
SPDR Gold Trust
1.602.441.291.494.26
PSP
Invesco Global Listed Private Equity ETF
1.482.121.250.695.29

Sharpe Ratio

The current First Portfolio Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.45

The Sharpe ratio of First 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
1.45
1.66
First Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

First Portfolio granted a 2.89% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
First Portfolio2.89%2.83%1.89%3.39%1.91%2.42%2.72%2.82%1.83%2.19%2.01%2.54%
SPY
SPDR S&P 500 ETF
1.36%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
DBC
Invesco DB Commodity Index Tracking Fund
4.65%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%0.00%
DFSTX
DFA U.S. Small Cap Portfolio
2.49%2.45%5.18%6.39%1.08%3.30%5.16%4.92%3.42%6.33%3.73%3.75%
FEMKX
Fidelity Emerging Markets
1.11%1.11%0.77%6.00%1.39%1.71%0.83%0.58%0.67%0.51%1.24%0.08%
IEF
iShares 7-10 Year Treasury Bond ETF
3.23%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
CBFSX
JPMorgan Corporate Bond Fund
4.58%4.18%4.06%7.96%3.74%3.14%4.86%6.78%3.11%2.98%3.61%2.03%
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%
XOM
Exxon Mobil Corporation
3.10%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSP
Invesco Global Listed Private Equity ETF
4.83%3.96%2.88%10.34%4.66%5.87%6.81%10.18%4.12%6.23%4.94%13.48%

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
-3.11%
-5.46%
First Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the First 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 First Portfolio was 26.07%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current First Portfolio drawdown is 3.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.07%Jan 21, 202044Mar 23, 202094Aug 5, 2020138
-18.8%Jul 7, 2014389Jan 20, 2016267Feb 9, 2017656
-17.24%Apr 5, 2022120Sep 26, 2022307Dec 14, 2023427
-13.97%Oct 4, 201856Dec 24, 201873Apr 10, 2019129
-7.16%Jan 29, 20189Feb 8, 2018162Oct 1, 2018171

Volatility

Volatility Chart

The current First Portfolio volatility is 1.98%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.98%
3.15%
First 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.

GLDCBFSXIEFDBCMSFTXOMFEMKXPSPDFSTXSPY
GLD1.000.340.390.240.000.040.100.08-0.03-0.01
CBFSX0.341.000.86-0.05-0.00-0.140.040.03-0.09-0.04
IEF0.390.861.00-0.13-0.09-0.23-0.11-0.14-0.24-0.19
DBC0.24-0.05-0.131.000.190.530.320.340.320.30
MSFT0.00-0.00-0.090.191.000.240.520.530.480.72
XOM0.04-0.14-0.230.530.241.000.370.420.520.50
FEMKX0.100.04-0.110.320.520.371.000.710.590.69
PSP0.080.03-0.140.340.530.420.711.000.740.78
DFSTX-0.03-0.09-0.240.320.480.520.590.741.000.83
SPY-0.01-0.04-0.190.300.720.500.690.780.831.00