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The Last Portfolio

Last updated Sep 21, 2024

Main one.

Asset Allocation

TLT 10%BND 5%IEF 5%GLD 5%DBC 2.5%SLV 2.5%VOO 15%BLK 7.5%BRK-B 7.5%VEU 5%AAPL 3%AMZN 3%META 3%GOOGL 3%TSLA 3%NVDA 3%ADBE 3%NFLX 3%MSFT 3%CRM 3%VNQ 5%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
3%
ADBE
Adobe Inc		Technology
3%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3%
BLK
BlackRock, Inc.		Financial Services
7.50%
BND
Vanguard Total Bond Market ETF		Total Bond Market
5%
BRK-B
Berkshire Hathaway Inc.		Financial Services
7.50%
CRM
salesforce.com, inc.		Technology
3%
DBC
Invesco DB Commodity Index Tracking Fund		Commodities
2.50%
GLD
SPDR Gold Trust		Precious Metals, Gold
5%
GOOGL
Alphabet Inc.		Communication Services
3%
IEF
iShares 7-10 Year Treasury Bond ETF		Government Bonds
5%
META
Meta Platforms, Inc.		Communication Services
3%
MSFT
Microsoft Corporation		Technology
3%
NFLX
Netflix, Inc.		Communication Services
3%
NVDA
NVIDIA Corporation		Technology
3%
SLV
iShares Silver Trust		Precious Metals
2.50%
TLT
iShares 20+ Year Treasury Bond ETF		Government Bonds
10%
TSLA
Tesla, Inc.		Consumer Cyclical
3%
VEU
Vanguard FTSE All-World ex-US ETF		Foreign Large Cap Equities
5%
VNQ
Vanguard Real Estate ETF		REIT
5%
VOO
15%

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
11.34%
8.95%
The Last Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Sep 21, 2024, the The Last Portfolio returned 19.84% Year-To-Date and 16.13% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
The Last Portfolio19.84%3.06%11.34%33.36%18.37%16.08%
Portfolio components:
VOO
20.75%2.49%9.72%33.92%15.63%13.11%
BLK
BlackRock, Inc.		16.57%7.98%14.02%44.31%18.81%13.83%
BRK-B
Berkshire Hathaway Inc.		27.66%1.40%10.62%26.42%17.01%12.55%
VEU
Vanguard FTSE All-World ex-US ETF		11.11%1.61%6.36%20.35%7.20%5.01%
TLT
iShares 20+ Year Treasury Bond ETF		2.67%1.48%7.34%12.49%-4.70%0.99%
BND
Vanguard Total Bond Market ETF		4.86%1.49%5.70%10.70%0.37%1.84%
IEF
iShares 7-10 Year Treasury Bond ETF		4.48%1.41%6.03%10.16%-0.69%1.50%
GLD
SPDR Gold Trust		26.70%5.60%20.89%35.60%11.03%7.56%
DBC
Invesco DB Commodity Index Tracking Fund		0.82%1.60%-2.16%-7.75%8.98%0.23%
SLV
iShares Silver Trust		30.44%7.65%25.93%31.65%10.19%5.29%
VNQ
Vanguard Real Estate ETF		13.01%5.45%17.07%31.80%4.78%7.32%
AAPL
Apple Inc		18.98%1.63%32.79%31.22%34.05%26.09%
AMZN
Amazon.com, Inc.		26.10%8.78%7.12%48.39%16.55%27.93%
META
Meta Platforms, Inc.		59.07%5.63%10.37%88.26%24.75%21.83%
GOOGL
Alphabet Inc.		17.40%0.00%8.77%25.91%21.64%18.59%
TSLA
Tesla, Inc.		-4.12%13.10%39.47%-2.71%71.67%30.44%
NVDA
NVIDIA Corporation		134.29%-6.25%23.05%178.86%93.14%74.37%
ADBE
Adobe Inc		-12.45%-6.30%4.56%1.83%13.52%22.49%
NFLX
Netflix, Inc.		43.98%1.75%11.63%84.57%21.45%27.04%
MSFT
Microsoft Corporation		16.38%4.75%1.89%38.34%26.85%26.95%
CRM
salesforce.com, inc.		1.84%3.34%-13.04%29.82%11.65%16.65%

Monthly Returns

The table below presents the monthly returns of The Last Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.98%4.28%2.32%-4.14%4.40%3.91%2.65%2.34%19.84%
202310.04%-2.28%6.67%1.06%3.08%5.02%3.44%-1.49%-5.51%-1.79%10.37%4.04%36.26%
2022-5.42%-2.93%2.84%-11.40%-0.94%-7.07%8.73%-5.06%-8.99%3.50%6.85%-4.68%-23.72%
2021-0.83%-0.21%1.71%5.93%1.49%3.00%1.78%3.50%-4.26%7.58%0.05%0.67%21.77%
20204.52%-3.29%-7.02%10.45%4.32%4.40%7.72%10.02%-4.97%-2.28%8.22%3.59%39.49%
20196.34%1.85%1.95%3.46%-5.62%6.39%0.77%0.14%0.42%3.85%2.89%3.40%28.44%
20186.77%-1.92%-1.75%0.41%3.44%0.62%0.49%3.13%-0.50%-6.04%0.55%-4.06%0.49%
20173.82%2.61%1.26%1.62%3.70%-0.12%2.77%2.12%0.14%3.89%1.44%1.00%27.02%
2016-3.43%0.63%6.06%0.78%2.15%0.85%4.38%0.26%0.37%-0.95%-0.26%2.49%13.80%
20151.53%3.30%-1.96%2.57%1.06%-1.98%3.05%-3.49%-0.57%6.91%1.11%-1.16%10.39%
20140.63%5.62%-1.79%-0.30%2.70%3.05%-1.57%5.15%-2.56%1.28%2.10%-0.98%13.73%
20135.83%0.75%2.25%3.51%3.18%-2.11%6.07%1.25%4.11%3.48%0.31%1.86%34.74%

Expense Ratio

The Last Portfolio has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

DBC
Invesco DB Commodity Index Tracking Fund
Expense ratio chart for DBC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
IEF
iShares 7-10 Year Treasury Bond ETF
Expense ratio chart for IEF: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VEU
Vanguard FTSE All-World ex-US ETF
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of The Last Portfolio is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of The Last Portfolio is 8080
The Last Portfolio
The Sharpe Ratio Rank of The Last Portfolio is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of The Last Portfolio is 8181Sortino Ratio Rank
The Omega Ratio Rank of The Last Portfolio is 8181Omega Ratio Rank
The Calmar Ratio Rank of The Last Portfolio is 6666Calmar Ratio Rank
The Martin Ratio Rank of The Last Portfolio is 8888Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.

The Last Portfolio
Sharpe ratio
The chart of Sharpe ratio for The Last Portfolio, currently valued at 2.63, compared to the broader market-1.000.001.002.003.004.002.63
Sortino ratio
The chart of Sortino ratio for The Last Portfolio, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for The Last Portfolio, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for The Last Portfolio, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.002.60
Martin ratio
The chart of Martin ratio for The Last Portfolio, currently valued at 18.14, compared to the broader market0.0010.0020.0030.0040.0018.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
2.473.311.452.7015.54
BLK
BlackRock, Inc.		2.002.791.341.138.27
BRK-B
Berkshire Hathaway Inc.		1.802.451.312.317.89
VEU
Vanguard FTSE All-World ex-US ETF		1.472.081.261.058.93
TLT
iShares 20+ Year Treasury Bond ETF		0.630.981.110.221.80
BND
Vanguard Total Bond Market ETF		1.652.421.290.586.84
IEF
iShares 7-10 Year Treasury Bond ETF		1.261.841.220.414.44
GLD
SPDR Gold Trust		2.413.341.422.7114.79
DBC
Invesco DB Commodity Index Tracking Fund		-0.56-0.710.92-0.29-1.25
SLV
iShares Silver Trust		1.121.681.210.774.40
VNQ
Vanguard Real Estate ETF		1.422.061.260.765.70
AAPL
Apple Inc		1.382.051.261.854.36
AMZN
Amazon.com, Inc.		1.462.021.261.167.43
META
Meta Platforms, Inc.		2.393.281.443.5814.48
GOOGL
Alphabet Inc.		0.801.191.171.022.93
TSLA
Tesla, Inc.		-0.170.141.02-0.14-0.39
NVDA
NVIDIA Corporation		3.373.571.466.4620.29
ADBE
Adobe Inc		-0.070.141.02-0.07-0.17
NFLX
Netflix, Inc.		2.553.661.481.6318.83
MSFT
Microsoft Corporation		1.862.421.312.377.24
CRM
salesforce.com, inc.		0.751.111.190.702.01

Sharpe Ratio

The current The Last Portfolio Sharpe ratio is 2.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of The Last Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.63
2.32
The Last Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

The Last Portfolio granted a 1.56% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
The Last Portfolio1.56%1.57%1.38%0.93%1.04%1.39%1.61%1.33%1.49%1.50%1.48%1.54%
Portfolio components:
VOO
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BLK
BlackRock, Inc.		2.19%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
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		2.87%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%
TLT
iShares 20+ Year Treasury Bond ETF		3.66%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
BND
Vanguard Total Bond Market ETF		3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
IEF
iShares 7-10 Year Treasury Bond ETF		3.24%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
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		4.90%4.94%0.59%0.00%0.00%1.59%1.30%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		3.64%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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.		0.27%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.		0.24%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		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
CRM
salesforce.com, inc.		0.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.28%
-0.19%
The Last Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the The Last Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Last Portfolio was 30.05%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current The Last Portfolio drawdown is 0.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.05%Nov 22, 2021226Oct 14, 2022292Dec 13, 2023518
-24.44%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-14.81%Aug 30, 201880Dec 24, 201866Apr 1, 2019146
-9.83%Dec 2, 201546Feb 8, 201634Mar 29, 201680
-9.49%Sep 3, 202014Sep 23, 202046Nov 27, 202060

Volatility

Volatility Chart

The current The Last Portfolio volatility is 3.55%, 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
3.55%
4.31%
The Last Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GLDBNDSLVDBCTLTIEFTSLANFLXVNQMETABRK-BNVDAAAPLCRMAMZNBLKADBEGOOGLMSFTVEUVOO
GLD1.000.360.790.260.290.360.020.020.110.02-0.050.010.020.010.01-0.000.020.020.010.160.02
BND0.361.000.23-0.080.890.94-0.020.010.19-0.01-0.15-0.02-0.02-0.04-0.00-0.07-0.00-0.02-0.01-0.02-0.06
SLV0.790.231.000.340.150.200.100.080.170.090.070.100.110.100.090.110.090.100.100.290.15
DBC0.26-0.080.341.00-0.17-0.140.170.140.150.130.240.170.180.170.170.250.170.180.200.400.31
TLT0.290.890.15-0.171.000.92-0.09-0.060.05-0.10-0.26-0.10-0.13-0.13-0.09-0.20-0.11-0.13-0.11-0.19-0.22
IEF0.360.940.20-0.140.921.00-0.09-0.050.09-0.09-0.26-0.11-0.11-0.13-0.09-0.18-0.10-0.11-0.10-0.15-0.20
TSLA0.02-0.020.100.17-0.09-0.091.000.370.270.330.230.390.380.390.390.320.380.360.360.370.44
NFLX0.020.010.080.14-0.06-0.050.371.000.220.460.270.430.390.450.520.350.490.460.440.400.47
VNQ0.110.190.170.150.050.090.270.221.000.300.460.290.330.360.330.490.370.370.400.530.61
META0.02-0.010.090.13-0.10-0.090.330.460.301.000.310.470.450.490.560.380.520.600.500.450.55
BRK-B-0.05-0.150.070.24-0.26-0.260.230.270.460.311.000.330.390.370.360.650.390.430.430.610.71
NVDA0.01-0.020.100.17-0.10-0.110.390.430.290.470.331.000.480.510.510.430.560.510.560.490.60
AAPL0.02-0.020.110.18-0.13-0.110.380.390.330.450.390.481.000.460.500.420.500.540.560.500.64
CRM0.01-0.040.100.17-0.13-0.130.390.450.360.490.370.510.461.000.560.460.660.530.580.510.62
AMZN0.01-0.000.090.17-0.09-0.090.390.520.330.560.360.510.500.561.000.440.590.650.600.510.64
BLK-0.00-0.070.110.25-0.20-0.180.320.350.490.380.650.430.420.460.441.000.490.490.500.670.75
ADBE0.02-0.000.090.17-0.11-0.100.380.490.370.520.390.560.500.660.590.491.000.600.660.560.68
GOOGL0.02-0.020.100.18-0.13-0.110.360.460.370.600.430.510.540.530.650.490.601.000.650.560.69
MSFT0.01-0.010.100.20-0.11-0.100.360.440.400.500.430.560.560.580.600.500.660.651.000.560.72
VEU0.16-0.020.290.40-0.19-0.150.370.400.530.450.610.490.500.510.510.670.560.560.561.000.82
VOO0.02-0.060.150.31-0.22-0.200.440.470.610.550.710.600.640.620.640.750.680.690.720.821.00
The correlation results are calculated based on daily price changes starting from May 21, 2012