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Steel2

Last updated Sep 23, 2023

Roth

Asset Allocation


USNQX 40%VTI 30%SWPPX 30%EquityEquity
PositionCategory/SectorWeight
USNQX
USAA Nasdaq 100 Index Fund
Large Cap Growth Equities40%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities30%
SWPPX
Schwab S&P 500 Index Fund
Large Cap Blend Equities30%

Performance

The chart shows the growth of an initial investment of $10,000 in Steel2, 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
12.04%
8.61%
Steel2
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Steel2 returned 21.79% Year-To-Date and 13.82% 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%9.84%
Steel2-1.01%11.82%21.79%23.41%11.81%13.85%
VTI
Vanguard Total Stock Market ETF
-1.24%9.30%13.03%17.85%9.17%11.25%
SWPPX
Schwab S&P 500 Index Fund
-1.15%9.64%13.85%18.91%10.02%11.88%
USNQX
USAA Nasdaq 100 Index Fund
-0.74%15.36%34.79%30.45%14.80%17.10%

Asset Correlations Table

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

USNQXVTISWPPX
USNQX1.000.880.88
VTI0.881.000.98
SWPPX0.880.981.00

Sharpe Ratio

The current Steel2 Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.03

The Sharpe ratio of Steel2 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
1.03
0.81
Steel2
Benchmark (^GSPC)
Portfolio components

Dividend yield

Steel2 granted a 2.14% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Steel22.14%2.66%2.62%1.67%1.56%1.82%2.03%1.73%3.02%1.35%1.36%2.03%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
SWPPX
Schwab S&P 500 Index Fund
1.47%1.67%1.29%1.87%2.04%2.85%1.96%2.85%3.63%2.12%2.01%2.71%
USNQX
USAA Nasdaq 100 Index Fund
3.07%4.13%4.66%1.66%0.97%0.76%2.21%0.57%3.14%0.25%0.33%1.11%

Expense Ratio

The Steel2 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.42%
0.00%2.15%
0.03%
0.00%2.15%
0.02%
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
VTI
Vanguard Total Stock Market ETF
0.82
SWPPX
Schwab S&P 500 Index Fund
0.90
USNQX
USAA Nasdaq 100 Index Fund
1.15

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-9.02%
-9.93%
Steel2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Steel2. 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 Steel2 is 54.06%, recorded on Mar 9, 2009. It took 538 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.06%Nov 1, 2007339Mar 9, 2009538Apr 26, 2011877
-46.31%Jun 8, 2001334Oct 9, 2002786Nov 21, 20051120
-31.68%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-29.11%Dec 28, 2021202Oct 14, 2022
-20.76%Oct 2, 201858Dec 24, 201875Apr 12, 2019133

Volatility Chart

The current Steel2 volatility is 3.87%, 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
3.87%
3.41%
Steel2
Benchmark (^GSPC)
Portfolio components