PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

buy-and-hold-etfs

Last updated Sep 23, 2023

Asset Allocation


SPY 33.33%VGT 33.33%ICLN 33.33%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities33.33%
VGT
Vanguard Information Technology ETF
Technology Equities33.33%
ICLN
iShares Global Clean Energy ETF
Alternative Energy Equities33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in buy-and-hold-etfs, 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%15.00%AprilMayJuneJulyAugustSeptember
0.62%
8.78%
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the buy-and-hold-etfs returned 5.30% Year-To-Date and 13.13% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.61%12.52%16.97%8.29%9.86%
buy-and-hold-etfs-3.47%0.39%5.30%6.72%14.42%13.03%
SPY
SPDR S&P 500 ETF
-1.83%9.35%13.80%18.82%10.09%11.86%
VGT
Vanguard Information Technology ETF
-2.79%12.51%30.46%31.14%16.80%19.15%
ICLN
iShares Global Clean Energy ETF
-5.92%-19.15%-23.47%-23.99%13.25%6.16%

Asset Correlations Table

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

ICLNVGTSPY
ICLN1.000.620.66
VGT0.621.000.89
SPY0.660.891.00

Sharpe Ratio

The current buy-and-hold-etfs Sharpe ratio is 0.13. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.13

The Sharpe ratio of buy-and-hold-etfs 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.13
0.81
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

Dividend yield

buy-and-hold-etfs granted a 1.11% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
buy-and-hold-etfs1.11%1.16%1.03%0.93%1.47%2.15%1.90%2.65%2.15%2.24%1.96%2.91%
SPY
SPDR S&P 500 ETF
1.51%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
VGT
Vanguard Information Technology ETF
0.74%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
ICLN
iShares Global Clean Energy ETF
1.07%0.90%1.20%0.35%1.40%2.91%2.68%4.29%2.70%3.31%2.53%4.72%

Expense Ratio

The buy-and-hold-etfs has a high expense ratio of 0.22%, 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.


0.46%
0.00%2.15%
0.10%
0.00%2.15%
0.09%
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
SPY
SPDR S&P 500 ETF
0.91
VGT
Vanguard Information Technology ETF
1.11
ICLN
iShares Global Clean Energy ETF
-1.15

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-17.29%
-9.93%
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the buy-and-hold-etfs. 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 buy-and-hold-etfs is 57.68%, recorded on Mar 9, 2009. It took 1338 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.68%Jun 26, 2008176Mar 9, 20091338Jul 1, 20141514
-35.73%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-27.94%Nov 22, 2021226Oct 14, 2022
-22.32%May 19, 2015186Feb 11, 2016254Feb 14, 2017440
-16.34%Aug 30, 201880Dec 24, 201835Feb 14, 2019115

Volatility Chart

The current buy-and-hold-etfs volatility is 4.21%, 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%AprilMayJuneJulyAugustSeptember
4.21%
3.41%
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components