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boardman lifetime 2023-05-05
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


DBLTX 5.49%DBLSX 4.43%SHY 4.24%VO 21.6%MDIJX 17.88%VB 16.31%SPHQ 14.19%HACAX 14.11%COWZ 10.14%VYM 7.9%SPLV 7.3%RSP 6.53%IWD 6.39%VEU 6.13%IWF 5.74%VHT 2.88%BGELX 10.75%BondBondEquityEquityMulti-AssetMulti-AssetPreferred StockPreferred Stock
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF

0%

ARKK
ARK Innovation ETF

-2.86%

BGELX
Baillie Gifford Emerging Markets Equities Fund

10.75%

COWZ
Pacer US Cash Cows 100 ETF

10.14%

DBLSX
DoubleLine Low Duration Bond Fund

4.43%

DBLTX
DoubleLine Total Return Bond Fund Class I

5.49%

HACAX
Harbor Capital Appreciation Fund Class I
Large Cap Growth Equities

14.11%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

-20.89%

IWD
iShares Russell 1000 Value ETF
Large Cap Blend Equities

6.39%

IWF
iShares Russell 1000 Growth ETF
Large Cap Growth Equities

5.74%

IWL
iShares Russell Top 200 ETF
Large Cap Growth Equities

-12.17%

IWM
iShares Russell 2000 ETF
Small Cap Growth Equities

-8.55%

LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Corporate Bonds

0%

MDIJX
MFS International Diversification Fund
Foreign Large Cap Equities

17.88%

MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
Global Equities

-6.12%

PFF
iShares Preferred and Income Securities ETF
Preferred Stock/Convertible Bonds

0%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

6.53%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

-11.40%

SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds

4.24%

SPHQ
Invesco S&P 500® Quality ETF
Large Cap Blend Equities

14.19%

SPLV

7.30%

VB

16.31%

VEU

6.13%

VHT

2.88%

VO

21.60%

VWO

0%

VYM

7.90%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Apr 10, 2023BuyVB6185.99
Apr 10, 2023BuyVO7207.26
Apr 6, 2023BuyBaillie Gifford Emerging Markets Equities Fund496.192$18.17
Apr 6, 2023BuyDoubleLine Total Return Bond Fund Class I567.291$9.08
Apr 6, 2023BuyDoubleLine Low Duration Bond Fund407.489$9.48
Apr 6, 2023BuyHarbor Capital Appreciation Fund Class I122.21$73.77
Apr 6, 2023SellInvesco S&P 500® Quality ETF174$47.33
Apr 6, 2023BuyInvesco S&P 500® Equal Weight ETF36$143.04
Apr 6, 2023SellSPLV8963.36
Apr 6, 2023SelliShares Core U.S. Aggregate Bond ETF35$100.61

1–10 of 113

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in boardman lifetime 2023-05-05, 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
9.93%
12.88%
boardman lifetime 2023-05-05
Benchmark (^GSPC)
Portfolio components

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%
boardman lifetime 2023-05-052.16%-3.52%11.01%7.01%N/AN/A
VB
-0.62%-5.63%18.29%13.77%N/AN/A
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
7.45%-5.12%30.24%33.48%10.53%13.79%
ARKK
ARK Innovation ETF
-19.80%-15.00%16.57%12.54%-1.56%N/A
SPHQ
Invesco S&P 500® Quality ETF
6.38%-5.10%16.13%21.93%13.58%12.62%
SPLV
2.28%-1.94%10.98%2.45%N/AN/A
IVV
iShares Core S&P 500 ETF
4.50%-5.04%18.44%22.01%13.16%12.25%
AGG
iShares Core U.S. Aggregate Bond ETF
-3.04%-2.20%5.52%-0.55%-0.06%1.25%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-4.05%-3.00%8.79%0.55%0.76%2.16%
VO
1.41%-4.42%18.06%13.64%N/AN/A
IWM
iShares Russell 2000 ETF
-3.53%-5.82%16.76%10.27%5.80%6.79%
IWL
iShares Russell Top 200 ETF
4.99%-5.09%18.51%24.46%14.06%12.86%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
VYM
4.44%-2.64%16.34%11.81%N/AN/A
VEU
0.51%-3.78%14.30%7.03%N/AN/A
IWF
iShares Russell 1000 Growth ETF
4.42%-6.74%19.92%30.41%16.14%15.03%
VWO
-0.42%-1.73%10.31%6.09%N/AN/A
COWZ
Pacer US Cash Cows 100 ETF
6.55%-3.41%14.42%19.74%15.59%N/A
PFF
iShares Preferred and Income Securities ETF
0.64%-4.22%12.10%4.83%2.06%3.29%
SHY
iShares 1-3 Year Treasury Bond ETF
-0.14%-0.39%2.13%2.41%0.94%0.89%
BGELX
Baillie Gifford Emerging Markets Equities Fund
0.42%-2.24%11.14%8.65%1.01%N/A
DBLTX
DoubleLine Total Return Bond Fund Class I
-2.37%-2.15%6.30%-0.24%-0.45%1.32%
DBLSX
DoubleLine Low Duration Bond Fund
1.22%0.07%3.87%5.82%2.11%2.13%
HACAX
Harbor Capital Appreciation Fund Class I
5.42%-8.17%23.84%36.59%14.95%14.66%
RSP
Invesco S&P 500® Equal Weight ETF
1.69%-4.10%17.58%12.14%10.29%9.98%
IWD
iShares Russell 1000 Value ETF
3.66%-3.09%16.90%12.97%8.58%8.24%
MDIJX
MFS International Diversification Fund
0.05%-4.06%12.42%4.22%5.35%5.38%
VHT
1.36%-4.82%9.88%3.78%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.23%3.18%3.64%
2023-3.62%-3.00%6.27%3.15%

Expense Ratio

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%0.95%
0.50%1.00%1.50%2.00%0.82%
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.71%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.41%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.15%

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.


boardman lifetime 2023-05-05
Sharpe ratio
The chart of Sharpe ratio for boardman lifetime 2023-05-05, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.000.73
Sortino ratio
The chart of Sortino ratio for boardman lifetime 2023-05-05, currently valued at 1.11, compared to the broader market-2.000.002.004.006.001.11
Omega ratio
The chart of Omega ratio for boardman lifetime 2023-05-05, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.801.13
Calmar ratio
The chart of Calmar ratio for boardman lifetime 2023-05-05, currently valued at 0.73, compared to the broader market0.002.004.006.008.000.73
Martin ratio
The chart of Martin ratio for boardman lifetime 2023-05-05, currently valued at 2.16, compared to the broader market0.0010.0020.0030.0040.002.16
^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
VB
0.761.211.140.542.39
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
1.842.491.320.897.31
ARKK
ARK Innovation ETF
0.240.611.070.120.68
SPHQ
Invesco S&P 500® Quality ETF
1.862.691.322.0110.12
SPLV
0.270.451.050.180.68
IVV
iShares Core S&P 500 ETF
1.822.651.321.577.61
AGG
iShares Core U.S. Aggregate Bond ETF
-0.04-0.001.00-0.02-0.09
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.110.221.020.040.30
VO
0.981.471.170.572.80
IWM
iShares Russell 2000 ETF
0.500.881.100.321.46
IWL
iShares Russell Top 200 ETF
1.982.881.351.649.60
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
VYM
1.011.521.181.123.33
VEU
0.570.891.110.401.72
IWF
iShares Russell 1000 Growth ETF
1.992.801.341.3610.62
VWO
0.360.611.070.211.02
COWZ
Pacer US Cash Cows 100 ETF
1.342.011.221.656.45
PFF
iShares Preferred and Income Securities ETF
0.510.771.100.241.86
SHY
iShares 1-3 Year Treasury Bond ETF
1.231.911.220.683.72
BGELX
Baillie Gifford Emerging Markets Equities Fund
0.470.761.090.221.21
DBLTX
DoubleLine Total Return Bond Fund Class I
-0.000.051.01-0.00-0.00
DBLSX
DoubleLine Low Duration Bond Fund
3.726.381.935.9134.93
HACAX
Harbor Capital Appreciation Fund Class I
2.032.791.351.0911.07
RSP
Invesco S&P 500® Equal Weight ETF
0.931.411.160.722.60
IWD
iShares Russell 1000 Value ETF
1.081.601.190.983.30
MDIJX
MFS International Diversification Fund
0.430.691.080.251.13
VHT
0.370.601.070.281.11

Sharpe Ratio

The current boardman lifetime 2023-05-05 Sharpe ratio is 0.73. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.73

The Sharpe ratio of boardman lifetime 2023-05-05 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.73
1.66
boardman lifetime 2023-05-05
Benchmark (^GSPC)
Portfolio components

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
-4.25%
-5.46%
boardman lifetime 2023-05-05
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the boardman lifetime 2023-05-05. 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 boardman lifetime 2023-05-05 was 17.71%, occurring on Sep 7, 2021. Recovery took 89 trading sessions.

The current boardman lifetime 2023-05-05 drawdown is 4.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.71%Aug 20, 202112Sep 7, 202189Jan 12, 2022101
-17.29%May 31, 202283Sep 27, 202283Jan 26, 2023166
-9.4%Aug 1, 202363Oct 27, 202333Dec 14, 202396
-7.29%Jan 27, 202333Mar 15, 202364Jun 15, 202397
-5.51%Feb 4, 202222Mar 8, 202230Apr 20, 202252

Volatility

Volatility Chart

The current boardman lifetime 2023-05-05 volatility is 2.48%, 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
2.48%
3.15%
boardman lifetime 2023-05-05
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.

SHYDBLSXDBLTXAGGLQDSPLVVWOBGELXARKKVHTPFFCOWZHACAXMGGIXVYMMDIJXSCHDIWFVEUIWMSPHQIWLIWDVBIVVRSPVO
SHY1.000.780.820.820.700.170.110.080.170.150.320.070.120.160.090.180.110.130.170.130.090.120.110.120.120.140.14
DBLSX0.781.000.760.750.660.150.150.120.180.130.320.060.150.170.090.220.110.150.190.140.100.140.120.140.140.140.15
DBLTX0.820.761.000.970.880.170.100.080.180.130.410.040.110.140.070.180.090.120.160.120.060.100.100.120.110.120.14
AGG0.820.750.971.000.940.240.150.130.230.210.470.120.180.210.140.250.170.190.230.200.140.180.180.200.190.200.22
LQD0.700.660.880.941.000.330.250.230.340.310.560.240.320.340.280.370.300.330.350.330.290.330.320.330.340.350.36
SPLV0.170.150.170.240.331.000.360.340.320.760.520.610.450.410.810.530.790.530.540.560.650.640.790.600.670.740.68
VWO0.110.150.100.150.250.361.000.930.590.460.490.600.630.710.580.820.570.620.880.640.640.640.630.650.650.650.66
BGELX0.080.120.080.130.230.340.931.000.610.460.490.620.650.740.580.820.570.640.850.650.660.650.630.660.660.650.67
ARKK0.170.180.180.230.340.320.590.611.000.570.590.580.790.850.510.610.540.760.630.800.640.720.630.790.720.700.78
VHT0.150.130.130.210.310.760.460.460.571.000.550.650.640.600.740.620.740.680.620.690.730.740.770.700.750.760.75
PFF0.320.320.410.470.560.520.490.490.590.551.000.610.600.620.610.630.610.620.630.680.610.640.670.700.660.700.71
COWZ0.070.060.040.120.240.610.600.620.580.650.611.000.620.640.890.700.870.670.750.850.820.750.910.880.790.890.86
HACAX0.120.150.110.180.320.450.630.650.790.640.600.621.000.910.610.720.630.980.730.770.860.940.700.780.920.770.83
MGGIX0.160.170.140.210.340.410.710.740.850.600.620.640.911.000.590.770.610.880.780.790.790.850.700.810.840.770.83
VYM0.090.090.070.140.280.810.580.580.510.740.610.890.610.591.000.710.970.670.750.810.850.790.970.840.830.930.86
MDIJX0.180.220.180.250.370.530.820.820.610.620.630.700.720.770.711.000.710.720.960.730.770.760.770.760.780.790.79
SCHD0.110.110.090.170.300.790.570.570.540.740.610.870.630.610.970.711.000.700.750.820.860.810.960.850.840.930.87
IWF0.130.150.120.190.330.530.620.640.760.680.620.670.980.880.670.720.701.000.730.780.910.980.760.810.960.820.86
VEU0.170.190.160.230.350.540.880.850.630.620.630.750.730.780.750.960.750.731.000.780.790.780.800.790.800.820.81
IWM0.130.140.120.200.330.560.640.650.800.690.680.850.770.790.810.730.820.780.781.000.820.820.880.990.850.920.94
SPHQ0.090.100.060.140.290.650.640.660.640.730.610.820.860.790.850.770.860.910.790.821.000.950.890.850.960.910.91
IWL0.120.140.100.180.330.640.640.650.720.740.640.750.940.850.790.760.810.980.780.820.951.000.860.850.990.890.90
IWD0.110.120.100.180.320.790.630.630.630.770.670.910.700.700.970.770.960.760.800.880.890.861.000.910.900.980.93
VB0.120.140.120.200.330.600.650.660.790.700.700.880.780.810.840.760.850.810.790.990.850.850.911.000.880.950.96
IVV0.120.140.110.190.340.670.650.660.720.750.660.790.920.840.830.780.840.960.800.850.960.990.900.881.000.930.93
RSP0.140.140.120.200.350.740.650.650.700.760.700.890.770.770.930.790.930.820.820.920.910.890.980.950.931.000.98
VO0.140.150.140.220.360.680.660.670.780.750.710.860.830.830.860.790.870.860.810.940.910.900.930.960.930.981.00