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My portfolio

Last updated Oct 3, 2023

Asset Allocation


VOO 33.33%SCHD 33.33%SCHG 33.33%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities33.33%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend33.33%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities33.33%

Performance

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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
5.84%
4.84%
My portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the My portfolio returned 13.15% Year-To-Date and 12.67% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%8.16%9.78%
My portfolio -4.87%5.50%13.15%18.42%11.28%12.67%
VOO
Vanguard S&P 500 ETF
-4.95%5.40%13.09%18.48%10.02%11.85%
SCHD
Schwab US Dividend Equity ETF
-5.17%-1.90%-4.61%6.62%9.45%11.10%
SCHG
Schwab U.S. Large-Cap Growth ETF
-4.50%13.02%32.52%29.07%13.48%14.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.75%0.72%0.96%6.22%3.67%-1.36%-4.74%

Sharpe Ratio

The current My portfolio Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.15

The Sharpe ratio of My portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.15
1.04
My portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My portfolio granted a 1.93% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
My portfolio 1.93%1.92%1.56%1.87%2.08%2.38%2.07%2.40%2.51%2.27%2.24%2.72%
VOO
Vanguard S&P 500 ETF
1.59%1.71%1.28%1.61%2.00%2.23%1.97%2.27%2.42%2.18%2.20%2.66%
SCHD
Schwab US Dividend Equity ETF
3.73%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.47%0.55%0.43%0.53%0.84%1.31%1.05%1.34%1.30%1.18%1.17%1.52%

Expense Ratio

The My portfolio has an expense ratio of 0.04% 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.


0.06%
0.00%2.15%
0.04%
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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.17
SCHD
Schwab US Dividend Equity ETF
0.54
SCHG
Schwab U.S. Large-Cap Growth ETF
1.37

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDSCHGVOO
SCHD1.000.740.88
SCHG0.741.000.95
VOO0.880.951.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptemberOctober
-8.02%
-10.59%
My portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the My portfolio . 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 My portfolio is 33.04%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.04%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-24.44%Dec 28, 2021200Oct 12, 2022
-19.19%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-12.29%May 22, 2015183Feb 11, 201642Apr 13, 2016225
-10.14%Jan 29, 20189Feb 8, 2018123Aug 6, 2018132

Volatility Chart

The current My portfolio volatility is 3.17%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
3.17%
3.15%
My portfolio
Benchmark (^GSPC)
Portfolio components