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balanced

Last updated May 27, 2023

Asset Allocation


Performance

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


80.00%100.00%120.00%140.00%160.00%180.00%200.00%December2023FebruaryMarchAprilMay
197.03%
97.72%
balanced
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the balanced returned 16.49% Year-To-Date and 17.66% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%9.36%10.72%
balanced5.76%16.49%10.32%5.22%15.97%17.66%
SMH
VanEck Vectors Semiconductor ETF
19.20%45.23%36.27%22.76%26.05%29.15%
ICLN
iShares Global Clean Energy ETF
-1.12%-6.80%-10.90%-7.35%15.61%13.04%
QQQ
Invesco QQQ
8.01%31.04%21.91%13.58%16.43%18.88%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
9.96%33.28%28.17%15.44%3.97%10.18%
LIT
Global X Lithium & Battery Tech ETF
2.77%5.61%-5.57%-15.93%14.82%17.19%
XLV
Health Care Select Sector SPDR Fund
-4.49%-5.76%-6.27%-3.30%11.12%10.85%

Asset Correlations Table

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

XLVICLNLITSMHBOTZQQQ
XLV1.000.450.400.500.550.63
ICLN0.451.000.600.560.620.60
LIT0.400.601.000.600.660.61
SMH0.500.560.601.000.750.84
BOTZ0.550.620.660.751.000.77
QQQ0.630.600.610.840.771.00

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 balanced Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.43
0.27
balanced
Benchmark (^GSPC)
Portfolio components

Dividend yield

balanced granted a 1.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
balanced1.06%1.12%0.73%0.75%2.24%2.30%1.98%1.91%1.80%1.74%1.63%3.52%
SMH
VanEck Vectors Semiconductor ETF
1.63%2.37%1.04%1.42%6.29%4.18%3.31%1.92%5.19%2.93%4.02%9.94%
ICLN
iShares Global Clean Energy ETF
0.96%0.89%1.20%0.35%1.40%2.89%2.66%4.26%2.69%3.29%2.52%4.69%
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%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.17%0.23%0.17%0.19%0.84%1.46%0.01%0.06%0.00%0.00%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF
0.93%0.99%0.22%0.41%1.88%2.61%3.47%2.36%0.27%1.21%0.36%2.76%
XLV
Health Care Select Sector SPDR Fund
1.95%1.47%1.35%1.54%2.27%1.68%1.60%1.77%1.61%1.53%1.76%2.36%

Expense Ratio

The 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.


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.


-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-16.28%
-12.32%
balanced
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the balanced. 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 balanced is 34.52%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.


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 Chart

The current balanced volatility is 4.51%, 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%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
4.51%
3.82%
balanced
Benchmark (^GSPC)
Portfolio components