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Портфель ETF

Last updated May 27, 2023

Asset Allocation


Performance

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


120.00%130.00%140.00%150.00%160.00%December2023FebruaryMarchAprilMay
145.07%
157.78%
Портфель ETF
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Портфель ETF returned 9.64% Year-To-Date and 9.41% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
Портфель ETF0.65%9.64%7.02%0.62%8.02%9.41%
VTI
Vanguard Total Stock Market ETF
1.00%9.42%6.02%1.86%10.00%11.51%
VOOG
Vanguard S&P 500 Growth ETF
3.04%14.58%9.79%2.06%11.69%13.53%
VOO
Vanguard S&P 500 ETF
1.00%10.28%6.97%2.84%10.99%12.03%
VXUS
Vanguard Total International Stock ETF
-1.65%7.21%7.87%0.77%2.70%4.38%
BND
Vanguard Total Bond Market ETF
-2.14%1.64%1.22%-3.69%0.58%1.25%
BNDX
Vanguard Total International Bond ETF
-1.02%2.56%0.29%-3.19%0.20%1.76%
VNQ
Vanguard Real Estate ETF
-4.80%-2.89%-4.11%-17.62%3.85%5.36%
QQQ
Invesco QQQ
8.01%31.04%23.72%13.58%16.28%18.05%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDXBNDVNQVXUSQQQVOOGVOOVTI
BNDX1.000.690.15-0.04-0.00-0.01-0.05-0.05
BND0.691.000.18-0.05-0.04-0.04-0.08-0.09
VNQ0.150.181.000.520.490.570.610.62
VXUS-0.04-0.050.521.000.720.760.810.82
QQQ-0.00-0.040.490.721.000.960.900.89
VOOG-0.01-0.040.570.760.961.000.950.94
VOO-0.05-0.080.610.810.900.951.000.99
VTI-0.05-0.090.620.820.890.940.991.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Портфель ETF Sharpe ratio is 0.23. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00December2023FebruaryMarchAprilMay
0.23
0.27
Портфель ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

Портфель ETF granted a 2.26% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Портфель ETF2.26%1.96%1.77%1.71%2.31%2.61%2.33%2.58%2.55%2.61%2.53%2.76%
VTI
Vanguard Total Stock Market ETF
1.91%1.67%1.24%1.47%1.87%2.19%1.87%2.14%2.25%2.04%2.06%2.57%
VOOG
Vanguard S&P 500 Growth ETF
1.10%0.94%0.54%0.90%1.29%1.40%1.40%1.57%1.70%1.42%1.64%1.99%
VOO
Vanguard S&P 500 ETF
1.93%1.70%1.27%1.60%1.99%2.22%1.95%2.25%2.40%2.16%2.18%2.64%
VXUS
Vanguard Total International Stock ETF
3.11%3.10%3.20%2.28%3.34%3.58%3.17%3.50%3.48%4.30%3.52%3.98%
BND
Vanguard Total Bond Market ETF
3.55%2.62%2.04%2.34%2.93%3.12%2.90%2.94%3.09%3.43%3.52%4.21%
BNDX
Vanguard Total International Bond ETF
2.03%1.52%3.81%1.17%3.64%3.33%2.54%2.21%1.93%1.86%1.06%0.00%
VNQ
Vanguard Real Estate ETF
5.04%3.95%2.68%4.23%3.81%5.51%5.15%6.12%5.22%4.99%6.23%5.35%
QQQ
Invesco QQQ
0.75%0.80%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.38%

Expense Ratio

The Портфель ETF has an expense ratio of 0.07% 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.


0.20%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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.


Drawdowns Chart

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


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-13.97%
-12.32%
Портфель ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Портфель ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Портфель ETF is 28.85%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.85%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-26.62%Dec 28, 2021202Oct 14, 2022
-15.37%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-12.21%Apr 27, 2015202Feb 11, 201679Jun 6, 2016281
-8.51%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility Chart

The current Портфель ETF volatility is 3.10%, 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%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.10%
3.82%
Портфель ETF
Benchmark (^GSPC)
Portfolio components