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balanced
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMH 16.67%ICLN 16.67%QQQ 16.67%BOTZ 16.67%LIT 16.67%XLV 16.67%EquityEquity
PositionCategory/SectorWeight
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities

16.67%

ICLN
iShares Global Clean Energy ETF
Alternative Energy Equities

16.67%

LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities

16.67%

QQQ
Invesco QQQ
Large Cap Blend Equities

16.67%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

16.67%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

16.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in balanced, 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%140.00%160.00%180.00%200.00%220.00%240.00%December2024FebruaryMarchAprilMay
230.93%
147.62%
balanced
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
10.42%2.95%15.74%25.24%13.90%10.62%
balanced8.54%5.85%16.65%11.31%19.66%N/A
SMH
VanEck Vectors Semiconductor ETF
42.87%14.40%54.94%69.74%41.77%30.31%
ICLN
iShares Global Clean Energy ETF
-3.15%12.29%7.80%-17.46%9.82%5.08%
QQQ
Invesco QQQ
12.40%6.22%18.38%32.22%22.34%18.56%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
8.95%2.58%17.05%12.00%10.97%N/A
LIT
Global X Lithium & Battery Tech ETF
-13.56%-1.98%-7.56%-27.67%13.45%6.64%
XLV
Health Care Select Sector SPDR Fund
4.99%1.60%10.91%14.42%12.28%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.05%7.28%2.00%-4.81%8.54%
202311.09%-3.71%5.66%-2.55%4.73%5.06%2.28%-6.03%-6.37%-6.98%9.61%7.54%19.57%
2022-10.42%0.24%1.98%-13.07%4.02%-7.73%10.42%-5.05%-10.73%4.06%9.24%-7.33%-24.67%
20213.17%-2.92%-0.57%2.90%1.05%4.73%2.90%3.74%-4.73%8.63%0.04%-1.26%18.35%
20200.63%-3.41%-13.65%14.00%8.68%5.55%9.35%9.22%0.81%1.14%15.87%10.38%70.93%
20199.18%4.03%0.94%3.48%-8.64%8.61%0.25%-2.86%2.58%3.40%3.65%6.46%34.19%
20185.89%-3.89%-2.13%-1.03%2.57%-2.91%3.04%1.79%0.15%-9.21%4.39%-9.42%-11.47%
20175.62%2.82%3.01%1.47%3.75%-0.85%4.73%3.40%3.68%4.95%0.38%0.86%39.31%
20163.19%-2.89%0.02%0.87%1.10%

Expense Ratio

balanced has a high expense ratio of 0.43%, 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.


Expense ratio chart for LIT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLV: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of balanced is 7, indicating that it is in the bottom 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of balanced is 77
balanced
The Sharpe Ratio Rank of balanced is 88Sharpe Ratio Rank
The Sortino Ratio Rank of balanced is 77Sortino Ratio Rank
The Omega Ratio Rank of balanced is 77Omega Ratio Rank
The Calmar Ratio Rank of balanced is 99Calmar Ratio Rank
The Martin Ratio Rank of balanced is 66Martin 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.


balanced
Sharpe ratio
The chart of Sharpe ratio for balanced, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Sortino ratio
The chart of Sortino ratio for balanced, currently valued at 1.09, compared to the broader market-2.000.002.004.006.001.09
Omega ratio
The chart of Omega ratio for balanced, 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 balanced, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.000.42
Martin ratio
The chart of Martin ratio for balanced, currently valued at 1.42, compared to the broader market0.0010.0020.0030.0040.0050.001.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.15, compared to the broader market-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.37, compared to the broader market0.0010.0020.0030.0040.0050.008.37

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF
2.643.371.414.7312.62
ICLN
iShares Global Clean Energy ETF
-0.67-0.910.90-0.29-0.77
QQQ
Invesco QQQ
2.082.841.362.379.88
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.651.031.120.311.26
LIT
Global X Lithium & Battery Tech ETF
-1.02-1.450.85-0.48-1.04
XLV
Health Care Select Sector SPDR Fund
1.301.901.231.184.34

Sharpe Ratio

The current balanced Sharpe ratio is 0.82. 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 1.72 to 2.56, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of balanced 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 Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.70
2.21
balanced
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

balanced granted a 0.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
balanced0.94%0.95%1.12%0.72%0.73%2.16%2.16%1.82%1.72%1.55%1.49%1.34%
SMH
VanEck Vectors Semiconductor ETF
0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
ICLN
iShares Global Clean Energy ETF
1.64%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.82%2.10%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.18%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%0.00%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF
1.28%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%0.32%
XLV
Health Care Select Sector SPDR Fund
1.54%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.72%
-1.02%
balanced
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the balanced. 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 balanced was 34.52%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current balanced drawdown is 6.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.52%Feb 21, 202022Mar 23, 202053Jun 8, 202075
-34.05%Nov 9, 2021235Oct 14, 2022
-22.61%Jan 29, 2018229Dec 24, 2018212Oct 28, 2019441
-15.78%Feb 17, 202114Mar 8, 202187Jul 12, 2021101
-8.49%Sep 8, 202119Oct 4, 202115Oct 25, 202134

Volatility

Volatility Chart

The current balanced volatility is 3.79%, 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%December2024FebruaryMarchAprilMay
3.79%
3.13%
balanced
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.

XLVLITICLNSMHBOTZQQQ
XLV1.000.390.440.460.530.61
LIT0.391.000.610.580.650.59
ICLN0.440.611.000.550.620.59
SMH0.460.580.551.000.750.84
BOTZ0.530.650.620.751.000.78
QQQ0.610.590.590.840.781.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2016