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Moat-etf

Last updated Sep 21, 2023

Asset Allocation


SPY 50%SPYD 50%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities50%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
All Cap Equities, Dividend50%

Performance

The chart shows the growth of an initial investment of $10,000 in Moat-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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.31%
10.86%
Moat-etf
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Moat-etf returned 5.21% Year-To-Date and 9.92% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%10.14%
Moat-etf0.76%8.43%5.21%8.76%7.45%9.92%
SPY
SPDR S&P 500 ETF
0.46%12.37%15.97%18.06%10.34%12.10%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
1.06%4.57%-5.01%-0.43%3.87%7.23%

Asset Correlations Table

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

SPYSPYD
SPY1.000.73
SPYD0.731.00

Sharpe Ratio

The current Moat-etf Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.31

The Sharpe ratio of Moat-etf 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
0.31
0.74
Moat-etf
Benchmark (^GSPC)
Portfolio components

Dividend yield

Moat-etf granted a 3.22% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Moat-etf3.22%3.43%2.62%3.59%3.57%4.08%4.02%4.12%2.00%1.09%1.08%1.33%
SPY
SPDR S&P 500 ETF
1.48%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.96%5.19%4.01%5.60%5.29%5.95%6.06%5.96%1.62%0.00%0.00%0.00%

Expense Ratio

The Moat-etf has an expense ratio of 0.08% 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.


0.09%
0.00%2.15%
0.07%
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
0.84
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-0.19

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.32%
-8.22%
Moat-etf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Moat-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 Moat-etf is 39.77%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.77%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-20.17%Mar 30, 2022136Oct 12, 2022
-16.29%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-10.59%Nov 4, 201552Jan 20, 201632Mar 7, 201684
-9.86%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

Volatility Chart

The current Moat-etf volatility is 3.08%, 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
3.08%
3.47%
Moat-etf
Benchmark (^GSPC)
Portfolio components