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Safe and Sane

Last updated Sep 21, 2023

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Asset Allocation


VOO 50%QQQ 25%SMH 25%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities50%
QQQ
Invesco QQQ
Large Cap Blend Equities25%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities25%

Performance

The chart shows the growth of an initial investment of $10,000 in Safe and Sane, 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%20.00%AprilMayJuneJulyAugustSeptember
13.52%
10.86%
Safe and Sane
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Safe and Sane returned 27.77% Year-To-Date and 16.86% 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%9.99%
Safe and Sane-0.62%13.47%27.77%28.20%15.65%16.90%
QQQ
Invesco QQQ
0.46%18.02%37.50%29.43%15.58%17.63%
SMH
VanEck Vectors Semiconductor ETF
-3.95%11.04%41.55%46.41%25.53%25.39%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%

Asset Correlations Table

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

SMHVOOQQQ
SMH1.000.760.82
VOO0.761.000.89
QQQ0.820.891.00

Sharpe Ratio

The current Safe and Sane Sharpe ratio is 1.14. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.14

The Sharpe ratio of Safe and Sane 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.14
0.74
Safe and Sane
Benchmark (^GSPC)
Portfolio components

Dividend yield

Safe and Sane granted a 1.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Safe and Sane1.33%1.65%1.01%1.30%2.76%2.39%2.02%1.89%2.76%2.19%2.38%4.15%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
SMH
VanEck Vectors Semiconductor ETF
1.67%2.37%1.04%1.42%6.29%4.18%3.31%1.92%5.19%2.93%4.02%9.94%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%

Expense Ratio

The Safe and Sane features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
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
QQQ
Invesco QQQ
1.14
SMH
VanEck Vectors Semiconductor ETF
1.29
VOO
Vanguard S&P 500 ETF
0.85

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.09%
-8.22%
Safe and Sane
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Safe and Sane. 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 Safe and Sane is 32.66%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.66%Dec 28, 2021202Oct 14, 2022
-31.71%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-20.96%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-18.52%May 2, 201178Aug 19, 2011103Jan 18, 2012181
-14.56%May 28, 201563Aug 25, 2015190May 26, 2016253

Volatility Chart

The current Safe and Sane volatility is 4.53%, 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
4.53%
3.47%
Safe and Sane
Benchmark (^GSPC)
Portfolio components