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etf

Last updated Sep 23, 2023

Asset Allocation


SOXX 11.11%VGT 11.11%VHT 11.11%BOTZ 11.11%QCLN 11.11%PAVE 11.11%VPU 11.11%RHS 11.11%LIT 11.11%EquityEquity
PositionCategory/SectorWeight
SOXX
iShares PHLX Semiconductor ETF
Technology Equities11.11%
VGT
Vanguard Information Technology ETF
Technology Equities11.11%
VHT
Vanguard Health Care ETF
Health & Biotech Equities11.11%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities11.11%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
Alternative Energy Equities11.11%
PAVE
Global X US Infrastructure Development ETF
Utilities Equities11.11%
VPU
Vanguard Utilities ETF
Utilities Equities11.11%
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
Consumer Staples Equities11.11%
LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities11.11%

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-8.41%
8.61%
etf
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the etf returned -2.70% Year-To-Date and 12.28% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.67%
etf-2.63%-8.32%-2.70%-1.13%10.47%12.28%
SOXX
iShares PHLX Semiconductor ETF
-3.63%8.67%34.45%41.34%21.18%22.51%
VGT
Vanguard Information Technology ETF
-1.81%11.81%30.46%31.14%16.67%20.07%
VHT
Vanguard Health Care ETF
-1.84%2.15%-3.37%6.53%7.38%10.16%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
-4.21%1.05%19.79%34.37%1.92%6.71%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
-4.29%-12.99%-9.02%-26.86%16.67%16.52%
PAVE
Global X US Infrastructure Development ETF
-3.46%11.95%14.19%30.74%12.50%12.25%
VPU
Vanguard Utilities ETF
0.96%-2.87%-8.60%-9.14%6.32%6.61%
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
-3.01%-81.11%-81.53%-80.15%-23.20%-17.31%
LIT
Global X Lithium & Battery Tech ETF
-4.11%-9.04%-6.25%-19.80%11.70%13.83%

Asset Correlations Table

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

VPURHSLITVHTQCLNPAVESOXXBOTZVGT
VPU1.000.610.180.440.200.330.180.250.29
RHS0.611.000.290.550.280.500.310.360.40
LIT0.180.291.000.460.700.590.610.680.62
VHT0.440.550.461.000.520.590.560.620.67
QCLN0.200.280.700.521.000.640.730.720.72
PAVE0.330.500.590.590.641.000.630.680.63
SOXX0.180.310.610.560.730.631.000.770.87
BOTZ0.250.360.680.620.720.680.771.000.79
VGT0.290.400.620.670.720.630.870.791.00

Sharpe Ratio

The current etf Sharpe ratio is -0.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.22

The Sharpe ratio of 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
-0.22
0.81
etf
Benchmark (^GSPC)
Portfolio components

Dividend yield

etf granted a 2.21% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
etf2.21%1.25%0.93%1.11%1.57%1.85%1.51%1.54%1.32%1.36%1.29%1.93%
SOXX
iShares PHLX Semiconductor ETF
0.98%1.26%0.65%0.83%1.28%1.44%0.96%1.16%1.40%1.72%1.32%1.41%
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%
VHT
Vanguard Health Care ETF
1.44%1.34%1.17%1.25%1.98%1.48%1.42%1.60%1.36%1.15%1.28%1.93%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.22%0.23%0.17%0.19%0.84%1.47%0.01%0.06%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.76%0.33%0.01%0.31%0.86%1.05%0.46%1.29%0.76%0.83%0.44%1.35%
PAVE
Global X US Infrastructure Development ETF
0.73%0.84%0.49%0.45%0.68%0.80%0.31%0.00%0.00%0.00%0.00%0.00%
VPU
Vanguard Utilities ETF
3.43%3.03%2.83%3.42%3.15%3.71%3.77%3.90%4.59%3.96%5.09%5.60%
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
10.27%2.36%2.16%2.28%2.31%2.72%2.18%2.05%2.11%2.10%1.90%2.97%
LIT
Global X Lithium & Battery Tech ETF
1.32%0.99%0.22%0.41%1.89%2.62%3.48%2.37%0.27%1.21%0.37%2.77%

Expense Ratio

The etf has a high expense ratio of 0.41%, 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.


0.75%
0.00%2.15%
0.68%
0.00%2.15%
0.60%
0.00%2.15%
0.47%
0.00%2.15%
0.46%
0.00%2.15%
0.40%
0.00%2.15%
0.10%
0.00%2.15%
0.10%
0.00%2.15%
0.10%
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
SOXX
iShares PHLX Semiconductor ETF
1.04
VGT
Vanguard Information Technology ETF
1.11
VHT
Vanguard Health Care ETF
0.44
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
1.13
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
-0.91
PAVE
Global X US Infrastructure Development ETF
1.15
VPU
Vanguard Utilities ETF
-0.56
RHS
Invesco S&P 500® Equal Weight Consumer Staples ETF
-0.99
LIT
Global X Lithium & Battery Tech ETF
-0.87

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-23.78%
-9.93%
etf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 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 etf is 35.68%, recorded on Mar 23, 2020. It took 76 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.68%Feb 21, 202022Mar 23, 202076Jul 10, 202098
-27.59%Nov 9, 2021235Oct 14, 2022
-20.41%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-11%Feb 16, 202115Mar 8, 202167Jun 11, 202182
-9.52%May 6, 201919May 31, 201936Jul 23, 201955

Volatility Chart

The current etf volatility is 4.04%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.04%
3.41%
etf
Benchmark (^GSPC)
Portfolio components