The Last Portfolio
Last updated Sep 23, 2023
Main one.
Asset Allocation
Quarterly
Performance
The chart shows the growth of an initial investment of $10,000 in The Last 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
The Last Portfolio
Benchmark (^GSPC)
Portfolio components
Returns
As of Sep 23, 2023, the The Last Portfolio returned 22.49% Year-To-Date and 14.71% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 9.86% |
| The Last Portfolio | -1.55% | 10.17% | 22.49% | 26.15% | 13.10% | 14.66% |
| Portfolio components: | ||||||
VOO | -1.79% | 9.44% | 13.90% | 18.91% | 10.15% | 11.92% |
BLK BlackRock, Inc. | -1.64% | 3.31% | -4.80% | 14.86% | 9.72% | 12.15% |
BRK-B Berkshire Hathaway Inc. | 1.19% | 19.20% | 16.59% | 34.50% | 10.80% | 12.14% |
VEU Vanguard FTSE All-World ex-US ETF | -0.37% | 2.90% | 6.98% | 20.15% | 3.04% | 3.74% |
TLT iShares 20+ Year Treasury Bond ETF | -3.69% | -10.95% | -6.20% | -10.79% | -2.85% | 0.87% |
BND Vanguard Total Bond Market ETF | -0.60% | -2.50% | 0.08% | 0.78% | 0.29% | 1.19% |
IEF iShares 7-10 Year Treasury Bond ETF | -1.08% | -4.96% | -1.69% | -1.97% | -0.09% | 0.84% |
GLD SPDR Gold Trust | 0.56% | -1.83% | 5.29% | 16.74% | 9.62% | 3.32% |
DBC Invesco DB Commodity Index Tracking Fund | 3.52% | 8.04% | 2.52% | 5.88% | 8.15% | 0.11% |
SLV iShares Silver Trust | -2.88% | 1.70% | -2.00% | 24.31% | 10.05% | 0.36% |
VNQ Vanguard Real Estate ETF | -4.32% | -0.49% | -4.10% | -3.86% | 3.10% | 5.55% |
AAPL Apple Inc. | -2.14% | 10.73% | 35.10% | 16.88% | 27.18% | 27.88% |
AMZN Amazon.com, Inc. | -3.11% | 31.70% | 53.71% | 13.48% | 5.53% | 23.45% |
META Meta Platforms, Inc. | 4.76% | 47.45% | 148.53% | 113.00% | 12.42% | 19.35% |
GOOGL Alphabet Inc. | 0.28% | 27.12% | 47.63% | 31.91% | 16.96% | 19.56% |
TSLA Tesla, Inc. | 2.64% | 27.67% | 98.80% | -11.06% | 64.33% | 34.52% |
NVDA NVIDIA Corporation | -9.57% | 56.86% | 184.83% | 232.66% | 44.67% | 60.77% |
ADBE Adobe Inc | -2.32% | 37.45% | 52.41% | 80.24% | 13.88% | 25.79% |
NFLX Netflix, Inc. | -8.71% | 15.92% | 28.80% | 67.75% | 0.10% | 23.95% |
MSFT Microsoft Corporation | -1.85% | 15.19% | 33.09% | 34.53% | 24.14% | 27.62% |
CRM salesforce.com, inc. | -1.45% | 7.93% | 55.69% | 40.42% | 5.47% | 14.73% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
The table below shows the correlation coefficients between the assets in the portfolio.
| GLD | SLV | BND | DBC | TLT | IEF | TSLA | VNQ | NFLX | META | BRK-B | NVDA | AAPL | CRM | AMZN | BLK | MSFT | GOOGL | ADBE | VEU | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.79 | 0.37 | 0.25 | 0.30 | 0.37 | 0.01 | 0.10 | 0.01 | 0.01 | -0.06 | 0.01 | 0.02 | -0.01 | -0.00 | -0.02 | 0.01 | 0.00 | 0.01 | 0.14 | -0.00 |
| SLV | 0.79 | 1.00 | 0.24 | 0.34 | 0.15 | 0.21 | 0.09 | 0.16 | 0.07 | 0.08 | 0.06 | 0.10 | 0.11 | 0.09 | 0.08 | 0.10 | 0.09 | 0.09 | 0.09 | 0.28 | 0.14 |
| BND | 0.37 | 0.24 | 1.00 | -0.07 | 0.88 | 0.93 | -0.04 | 0.16 | 0.00 | -0.02 | -0.18 | -0.03 | -0.05 | -0.06 | -0.01 | -0.11 | -0.02 | -0.04 | -0.01 | -0.06 | -0.10 |
| DBC | 0.25 | 0.34 | -0.07 | 1.00 | -0.17 | -0.14 | 0.17 | 0.17 | 0.14 | 0.13 | 0.25 | 0.18 | 0.19 | 0.17 | 0.17 | 0.27 | 0.21 | 0.19 | 0.19 | 0.41 | 0.33 |
| TLT | 0.30 | 0.15 | 0.88 | -0.17 | 1.00 | 0.92 | -0.11 | 0.02 | -0.06 | -0.11 | -0.29 | -0.11 | -0.15 | -0.15 | -0.11 | -0.24 | -0.12 | -0.15 | -0.13 | -0.23 | -0.26 |
| IEF | 0.37 | 0.21 | 0.93 | -0.14 | 0.92 | 1.00 | -0.11 | 0.06 | -0.06 | -0.10 | -0.29 | -0.12 | -0.14 | -0.15 | -0.10 | -0.22 | -0.12 | -0.13 | -0.11 | -0.19 | -0.24 |
| TSLA | 0.01 | 0.09 | -0.04 | 0.17 | -0.11 | -0.11 | 1.00 | 0.26 | 0.38 | 0.34 | 0.24 | 0.40 | 0.37 | 0.40 | 0.40 | 0.32 | 0.37 | 0.37 | 0.39 | 0.37 | 0.44 |
| VNQ | 0.10 | 0.16 | 0.16 | 0.17 | 0.02 | 0.06 | 0.26 | 1.00 | 0.22 | 0.31 | 0.47 | 0.31 | 0.34 | 0.36 | 0.34 | 0.47 | 0.42 | 0.39 | 0.39 | 0.52 | 0.61 |
| NFLX | 0.01 | 0.07 | 0.00 | 0.14 | -0.06 | -0.06 | 0.38 | 0.22 | 1.00 | 0.46 | 0.27 | 0.43 | 0.40 | 0.45 | 0.52 | 0.35 | 0.43 | 0.46 | 0.49 | 0.40 | 0.47 |
| META | 0.01 | 0.08 | -0.02 | 0.13 | -0.11 | -0.10 | 0.34 | 0.31 | 0.46 | 1.00 | 0.32 | 0.47 | 0.46 | 0.49 | 0.56 | 0.39 | 0.49 | 0.60 | 0.52 | 0.45 | 0.55 |
| BRK-B | -0.06 | 0.06 | -0.18 | 0.25 | -0.29 | -0.29 | 0.24 | 0.47 | 0.27 | 0.32 | 1.00 | 0.35 | 0.40 | 0.38 | 0.37 | 0.67 | 0.45 | 0.44 | 0.41 | 0.62 | 0.73 |
| NVDA | 0.01 | 0.10 | -0.03 | 0.18 | -0.11 | -0.12 | 0.40 | 0.31 | 0.43 | 0.47 | 0.35 | 1.00 | 0.50 | 0.52 | 0.51 | 0.45 | 0.56 | 0.52 | 0.57 | 0.50 | 0.60 |
| AAPL | 0.02 | 0.11 | -0.05 | 0.19 | -0.15 | -0.14 | 0.37 | 0.34 | 0.40 | 0.46 | 0.40 | 0.50 | 1.00 | 0.47 | 0.51 | 0.43 | 0.57 | 0.54 | 0.51 | 0.51 | 0.65 |
| CRM | -0.01 | 0.09 | -0.06 | 0.17 | -0.15 | -0.15 | 0.40 | 0.36 | 0.45 | 0.49 | 0.38 | 0.52 | 0.47 | 1.00 | 0.56 | 0.47 | 0.59 | 0.54 | 0.66 | 0.51 | 0.62 |
| AMZN | -0.00 | 0.08 | -0.01 | 0.17 | -0.11 | -0.10 | 0.40 | 0.34 | 0.52 | 0.56 | 0.37 | 0.51 | 0.51 | 0.56 | 1.00 | 0.45 | 0.59 | 0.66 | 0.59 | 0.51 | 0.64 |
| BLK | -0.02 | 0.10 | -0.11 | 0.27 | -0.24 | -0.22 | 0.32 | 0.47 | 0.35 | 0.39 | 0.67 | 0.45 | 0.43 | 0.47 | 0.45 | 1.00 | 0.52 | 0.51 | 0.51 | 0.67 | 0.76 |
| MSFT | 0.01 | 0.09 | -0.02 | 0.21 | -0.12 | -0.12 | 0.37 | 0.42 | 0.43 | 0.49 | 0.45 | 0.56 | 0.57 | 0.59 | 0.59 | 0.52 | 1.00 | 0.65 | 0.67 | 0.57 | 0.72 |
| GOOGL | 0.00 | 0.09 | -0.04 | 0.19 | -0.15 | -0.13 | 0.37 | 0.39 | 0.46 | 0.60 | 0.44 | 0.52 | 0.54 | 0.54 | 0.66 | 0.51 | 0.65 | 1.00 | 0.61 | 0.57 | 0.70 |
| ADBE | 0.01 | 0.09 | -0.01 | 0.19 | -0.13 | -0.11 | 0.39 | 0.39 | 0.49 | 0.52 | 0.41 | 0.57 | 0.51 | 0.66 | 0.59 | 0.51 | 0.67 | 0.61 | 1.00 | 0.58 | 0.69 |
| VEU | 0.14 | 0.28 | -0.06 | 0.41 | -0.23 | -0.19 | 0.37 | 0.52 | 0.40 | 0.45 | 0.62 | 0.50 | 0.51 | 0.51 | 0.51 | 0.67 | 0.57 | 0.57 | 0.58 | 1.00 | 0.82 |
| VOO | -0.00 | 0.14 | -0.10 | 0.33 | -0.26 | -0.24 | 0.44 | 0.61 | 0.47 | 0.55 | 0.73 | 0.60 | 0.65 | 0.62 | 0.64 | 0.76 | 0.72 | 0.70 | 0.69 | 0.82 | 1.00 |
The Last Portfolio
Benchmark (^GSPC)
Portfolio components
Dividend yield
The Last Portfolio granted a 1.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| The Last Portfolio | 1.49% | 1.40% | 0.97% | 1.11% | 1.50% | 1.78% | 1.52% | 1.75% | 1.80% | 1.82% | 1.94% | 1.99% |
| Portfolio components: | ||||||||||||
VOO | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
BLK BlackRock, Inc. | 3.01% | 2.82% | 1.90% | 2.16% | 2.89% | 3.47% | 2.26% | 2.86% | 3.12% | 2.70% | 2.72% | 3.81% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 3.11% | 3.18% | 3.23% | 2.16% | 3.44% | 3.74% | 3.14% | 3.60% | 3.70% | 4.53% | 3.54% | 4.02% |
TLT iShares 20+ Year Treasury Bond ETF | 3.46% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
BND Vanguard Total Bond Market ETF | 3.01% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.77% | 2.00% | 0.87% | 1.13% | 2.20% | 2.42% | 2.01% | 2.04% | 2.18% | 2.39% | 2.11% | 2.17% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 0.57% | 0.59% | 0.00% | 0.00% | 1.60% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.69% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
CRM salesforce.com, inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The The Last Portfolio has an expense ratio of 0.09% 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.
0.85%
0.00%2.15%
0.50%
0.00%2.15%
0.40%
0.00%2.15%
0.15%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOO | N/A | ||||
BLK BlackRock, Inc. | 0.41 | ||||
BRK-B Berkshire Hathaway Inc. | 1.87 | ||||
VEU Vanguard FTSE All-World ex-US ETF | 0.97 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.67 | ||||
BND Vanguard Total Bond Market ETF | -0.07 | ||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.33 | ||||
GLD SPDR Gold Trust | 1.03 | ||||
DBC Invesco DB Commodity Index Tracking Fund | 0.15 | ||||
SLV iShares Silver Trust | 0.67 | ||||
VNQ Vanguard Real Estate ETF | -0.29 | ||||
AAPL Apple Inc. | 0.51 | ||||
AMZN Amazon.com, Inc. | 0.23 | ||||
META Meta Platforms, Inc. | 2.11 | ||||
GOOGL Alphabet Inc. | 0.92 | ||||
TSLA Tesla, Inc. | -0.30 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
ADBE Adobe Inc | 2.26 | ||||
NFLX Netflix, Inc. | 1.35 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
CRM salesforce.com, inc. | 1.12 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
The Last Portfolio
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below shows the maximum drawdowns of the The Last 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 The Last Portfolio is 30.05%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.05% | Nov 22, 2021 | 226 | Oct 14, 2022 | — | — | — |
| -24.44% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -14.81% | Aug 30, 2018 | 80 | Dec 24, 2018 | 66 | Apr 1, 2019 | 146 |
| -9.83% | Dec 2, 2015 | 46 | Feb 8, 2016 | 34 | Mar 29, 2016 | 80 |
| -9.49% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
Volatility Chart
The current The Last Portfolio volatility is 3.31%, 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.
The Last Portfolio
Benchmark (^GSPC)
Portfolio components