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Future Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 5%VTI 40%VXUS 25%AXON 5%HOOD 5%SHOP 5%BRK-B 2%RKT 2%NFLX 1%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AXON
Axon Enterprise, Inc.
Industrials

5%

BND
Vanguard Total Bond Market ETF
Total Bond Market

5%

BRK-B
Berkshire Hathaway Inc.
Financial Services

2%

HOOD
Robinhood Markets, Inc.
Technology

5%

NFLX
Netflix, Inc.
Communication Services

1%

RKT
Rocket Companies, Inc.
Financial Services

2%

SHOP
Shopify Inc.
Technology

5%

VNQ
Vanguard Real Estate ETF
REIT

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

40%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

25%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
12.47%
15.13%
Future Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 29, 2021, corresponding to the inception date of HOOD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.92%3.57%15.13%24.27%13.51%10.88%
Future Portfolio10.63%3.15%12.48%23.90%N/AN/A
AXON
Axon Enterprise, Inc.
13.61%-1.01%15.95%48.36%33.00%35.85%
HOOD
Robinhood Markets, Inc.
82.97%29.36%92.80%134.27%N/AN/A
SHOP
Shopify Inc.
-15.96%12.82%-15.57%-0.62%16.54%N/A
BRK-B
Berkshire Hathaway Inc.
13.81%-1.05%13.35%20.85%14.65%12.42%
RKT
Rocket Companies, Inc.
2.83%1.99%11.29%61.15%N/AN/A
NFLX
Netflix, Inc.
34.17%6.45%39.04%48.18%13.99%26.71%
VTI
Vanguard Total Stock Market ETF
12.85%2.82%14.10%24.57%14.41%12.22%
VXUS
Vanguard Total International Stock ETF
6.38%-0.16%8.43%11.17%6.77%4.22%
BND
Vanguard Total Bond Market ETF
0.11%1.57%0.45%3.63%0.02%1.42%
VNQ
Vanguard Real Estate ETF
-4.49%-0.14%-4.58%4.43%2.37%5.32%

Monthly Returns

The table below presents the monthly returns of Future Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.28%6.35%4.18%-5.10%3.89%10.63%
202311.44%-4.30%3.43%0.29%-0.66%6.21%4.56%-2.60%-6.06%-3.38%11.02%8.74%30.26%
2022-7.50%-3.80%2.00%-11.01%-0.91%-8.83%8.68%-3.73%-8.45%8.47%8.25%-6.01%-22.87%
2021-0.44%3.17%-4.41%4.12%-3.25%1.45%0.35%

Expense Ratio

Future Portfolio 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.


Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Future Portfolio is 46, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Future Portfolio is 4646
Future Portfolio
The Sharpe Ratio Rank of Future Portfolio is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of Future Portfolio is 5050Sortino Ratio Rank
The Omega Ratio Rank of Future Portfolio is 5050Omega Ratio Rank
The Calmar Ratio Rank of Future Portfolio is 3434Calmar Ratio Rank
The Martin Ratio Rank of Future Portfolio is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Future Portfolio
Sharpe ratio
The chart of Sharpe ratio for Future Portfolio, currently valued at 1.79, compared to the broader market0.002.004.006.001.79
Sortino ratio
The chart of Sortino ratio for Future Portfolio, currently valued at 2.52, compared to the broader market-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for Future Portfolio, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Future Portfolio, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.001.12
Martin ratio
The chart of Martin ratio for Future Portfolio, currently valued at 5.71, compared to the broader market0.0010.0020.0030.0040.0050.005.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0010.0020.0030.0040.0050.008.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AXON
Axon Enterprise, Inc.
1.522.531.302.167.89
HOOD
Robinhood Markets, Inc.
2.733.181.391.618.23
SHOP
Shopify Inc.
0.050.441.060.040.14
BRK-B
Berkshire Hathaway Inc.
1.712.501.291.986.04
RKT
Rocket Companies, Inc.
1.171.881.231.023.30
NFLX
Netflix, Inc.
1.432.201.291.005.45
VTI
Vanguard Total Stock Market ETF
2.102.971.371.757.70
VXUS
Vanguard Total International Stock ETF
0.951.401.170.642.77
BND
Vanguard Total Bond Market ETF
0.560.851.100.221.58
VNQ
Vanguard Real Estate ETF
0.260.511.060.140.67

Sharpe Ratio

The current Future Portfolio Sharpe ratio is 1.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.47 to 2.38, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Future Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.79
2.15
Future Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Future Portfolio granted a 1.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Future Portfolio1.92%1.94%2.25%1.77%1.61%1.95%2.22%1.92%2.11%2.02%2.06%1.94%
AXON
Axon Enterprise, 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%
HOOD
Robinhood Markets, 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%
SHOP
Shopify 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%
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%
RKT
Rocket Companies, Inc.
0.00%0.00%14.43%7.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.23%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF
3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VNQ
Vanguard Real Estate ETF
4.13%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.11%
0
Future Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Future 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 Future Portfolio was 33.85%, occurring on Oct 14, 2022. Recovery took 343 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.85%Aug 5, 2021302Oct 14, 2022343Feb 28, 2024645
-6.47%Mar 28, 202416Apr 19, 202433Jun 6, 202449
-1.2%Mar 4, 20242Mar 5, 20242Mar 7, 20244
-0.71%Mar 22, 20241Mar 22, 20243Mar 27, 20244
-0.68%Jun 7, 20241Jun 7, 20241Jun 10, 20242

Volatility

Volatility Chart

The current Future Portfolio volatility is 3.13%, 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%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.13%
2.49%
Future 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.

BNDBRK-BAXONNFLXHOODRKTVNQSHOPVXUSVTI
BND1.000.050.190.210.170.400.330.190.230.20
BRK-B0.051.000.250.290.260.330.530.310.570.65
AXON0.190.251.000.430.420.430.390.530.420.57
NFLX0.210.290.431.000.460.400.340.570.490.59
HOOD0.170.260.420.461.000.520.430.590.510.56
RKT0.400.330.430.400.521.000.560.530.540.60
VNQ0.330.530.390.340.430.561.000.460.640.72
SHOP0.190.310.530.570.590.530.461.000.580.67
VXUS0.230.570.420.490.510.540.640.581.000.81
VTI0.200.650.570.590.560.600.720.670.811.00
The correlation results are calculated based on daily price changes starting from Jul 30, 2021