PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Delete
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VOO 100%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

100%

S&P 500

Performance

Performance Chart

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


350.00%400.00%450.00%500.00%550.00%FebruaryMarchAprilMayJuneJuly
557.48%
405.76%
Delete
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jul 12, 2024, the Delete returned 17.87% Year-To-Date and 13.00% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.08%3.89%16.83%24.87%13.16%10.96%
Delete17.87%3.13%17.55%25.62%15.00%13.03%
VOO
Vanguard S&P 500 ETF
17.87%3.13%17.55%25.62%15.00%13.03%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.61%5.21%3.28%-4.01%5.03%3.57%17.87%
20236.29%-2.50%3.71%1.59%0.48%6.51%3.29%-1.63%-4.74%-2.17%9.17%4.58%26.32%
2022-5.24%-2.98%3.79%-8.78%0.26%-8.26%9.20%-4.13%-9.20%8.12%5.50%-5.73%-18.17%
2021-1.02%2.77%4.58%5.29%0.67%2.26%2.45%2.95%-4.66%7.04%-0.73%4.56%28.79%
2020-0.04%-8.10%-12.44%12.79%4.74%1.84%5.88%6.97%-3.76%-2.55%10.95%3.74%18.32%
20197.92%3.25%1.93%4.03%-6.35%6.99%1.46%-1.64%1.97%2.18%3.63%2.97%31.37%
20185.59%-3.73%-2.47%0.35%2.42%0.76%3.56%3.22%0.58%-6.84%1.89%-8.85%-4.50%
20171.78%3.88%0.13%1.04%1.40%0.63%2.06%0.29%2.04%2.33%3.06%1.28%21.77%
2016-4.91%-0.21%6.87%0.35%1.75%0.32%3.68%0.12%0.03%-1.79%3.73%2.07%12.17%
2015-2.87%5.58%-1.57%1.00%1.25%-1.95%2.18%-6.14%-2.47%8.45%0.43%-1.74%1.33%
2014-3.53%4.57%0.88%0.72%2.29%2.09%-1.38%3.97%-1.38%2.40%2.76%-0.31%13.56%
20135.17%1.33%3.61%2.09%2.32%-1.51%5.30%-3.08%3.39%4.47%3.00%2.64%32.39%

Expense Ratio

Delete has an expense ratio of 0.03% 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 VOO: 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 Delete is 71, 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 Delete is 7171
Delete
The Sharpe Ratio Rank of Delete is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of Delete is 7474Sortino Ratio Rank
The Omega Ratio Rank of Delete is 7575Omega Ratio Rank
The Calmar Ratio Rank of Delete is 6565Calmar Ratio Rank
The Martin Ratio Rank of Delete is 6868Martin 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.


Delete
Sharpe ratio
The chart of Sharpe ratio for Delete, currently valued at 2.48, compared to the broader market-1.000.001.002.003.004.005.002.48
Sortino ratio
The chart of Sortino ratio for Delete, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for Delete, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for Delete, currently valued at 2.38, compared to the broader market0.002.004.006.008.0010.002.38
Martin ratio
The chart of Martin ratio for Delete, currently valued at 9.59, compared to the broader market0.0010.0020.0030.0040.009.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, 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 ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.483.461.442.389.59

Sharpe Ratio

The current Delete Sharpe ratio is 2.48. 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 1.58 to 2.50, 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 Delete 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.48
2.31
Delete
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Delete granted a 1.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Delete1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.86%
-0.88%
Delete
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Delete. 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 Delete was 33.99%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Delete drawdown is 0.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.99%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.52%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.48%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.75%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-13%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility

Volatility Chart

The current Delete volatility is 2.03%, 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%FebruaryMarchAprilMayJuneJuly
2.03%
2.07%
Delete
Benchmark (^GSPC)
Portfolio components