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2 Pies

Last updated Sep 23, 2023

Asset Allocation


AVUV 18%VOO 18%SPYV 18%AVDV 9%SPTI 9%FNDF 9%VTIP 4.5%VGSH 4.5%EquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed18%
VOO
18%
SPYV
18%
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed9%
SPTI
9%
FNDF
Schwab Fundamental International Large Company Index ETF
Foreign Large Cap Equities9%
VTIP
4.5%
VGSH
4.5%
SAIA
0.5%
ASML
ASML Holding N.V.
Technology0.5%
SOXX
0.5%
VGT
0.5%
QCLN
0.5%
PAVE
Global X US Infrastructure Development ETF
Utilities Equities0.5%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities0.5%
PANW
Palo Alto Networks, Inc.
Technology0.5%
LLY
Eli Lilly and Company
Healthcare0.4%
COST
Costco Wholesale Corporation
Consumer Defensive0.4%
MNST
Monster Beverage Corporation
Consumer Defensive0.4%
CROX
Crocs, Inc.
Consumer Cyclical0.4%
CDNS
Cadence Design Systems, Inc.
Technology0.4%
FANG
Diamondback Energy, Inc.
Energy0.4%
CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical0.4%
ORCL
Oracle Corporation
Technology0.4%
NVO
Novo Nordisk A/S
Healthcare0.4%
TMHC
0.4%
FSLR
First Solar, Inc.
Technology0.4%
AMD
Advanced Micro Devices, Inc.
Technology0.4%
TSM
0.4%
MRVL
Marvell Technology Group Ltd.
Technology0.4%
GOLF
Acushnet Holdings Corp.
Consumer Cyclical0.4%

Performance

The chart shows the growth of an initial investment of $10,000 in 2 Pies, 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%AprilMayJuneJulyAugustSeptember
6.21%
8.61%
2 Pies
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%9.79%N/A
2 Pies-0.86%6.68%9.76%19.48%11.27%N/A
SAIA
-6.38%42.42%84.38%110.64%42.08%N/A
ASML
ASML Holding N.V.
-9.37%-8.86%8.24%35.95%25.31%N/A
SOXX
-3.63%8.67%34.45%41.34%22.65%N/A
VGT
-1.81%11.81%30.46%31.14%18.75%N/A
QCLN
-4.29%-12.99%-9.02%-26.86%19.08%N/A
PAVE
Global X US Infrastructure Development ETF
-3.46%11.95%14.19%30.74%17.77%N/A
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
-4.21%1.05%19.79%34.37%5.66%N/A
PANW
Palo Alto Networks, Inc.
0.47%19.30%63.76%41.43%34.77%N/A
LLY
Eli Lilly and Company
0.46%64.57%51.69%78.65%51.53%N/A
COST
Costco Wholesale Corporation
5.06%13.23%23.06%20.67%19.75%N/A
MNST
Monster Beverage Corporation
-4.40%4.77%7.40%25.20%17.29%N/A
CROX
Crocs, Inc.
-9.10%-26.95%-20.27%29.59%32.77%N/A
CDNS
Cadence Design Systems, Inc.
1.15%12.80%43.59%43.29%36.60%N/A
FANG
Diamondback Energy, Inc.
1.05%21.49%13.72%36.87%18.30%N/A
CMG
Chipotle Mexican Grill, Inc.
0.17%15.47%35.18%20.42%23.17%N/A
ORCL
Oracle Corporation
-3.44%24.85%34.93%71.73%21.30%N/A
NVO
Novo Nordisk A/S
-1.48%20.70%38.42%91.30%40.62%N/A
TMHC
-4.65%17.18%42.01%83.72%13.77%N/A
FSLR
First Solar, Inc.
-6.86%-23.05%8.45%25.11%27.07%N/A
AMD
Advanced Micro Devices, Inc.
-5.50%-1.79%48.53%41.55%34.57%N/A
TSM
-7.07%-7.03%16.29%17.79%18.56%N/A
MRVL
Marvell Technology Group Ltd.
-8.71%27.68%41.78%21.46%21.08%N/A
GOLF
Acushnet Holdings Corp.
-4.76%10.39%29.09%23.55%21.55%N/A
AVUV
Avantis U.S. Small Cap Value ETF
-2.58%8.86%4.37%17.71%13.04%N/A
VOO
-1.14%9.62%13.90%18.91%11.58%N/A
SPYV
-1.12%7.63%8.82%20.15%9.54%N/A
AVDV
Avantis International Small Cap Value ETF
1.93%5.81%7.85%24.68%6.83%N/A
SPTI
-0.52%-3.83%-0.36%0.22%-1.76%N/A
FNDF
Schwab Fundamental International Large Company Index ETF
2.35%8.45%12.32%29.40%7.36%N/A
VTIP
0.30%0.02%2.18%2.63%2.65%N/A
VGSH
0.15%-0.47%1.59%2.30%0.16%N/A

Asset Correlations Table

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

VGSHSPTIVTIPLLYNVOFANGFSLRCOSTORCLPANWGOLFMNSTCMGTMHCCROXSAIAAMDTSMCDNSMRVLAVUVQCLNASMLAVDVFNDFPAVESPYVSOXXBOTZVGTVOO
VGSH1.000.830.50-0.000.02-0.13-0.020.05-0.020.01-0.050.030.050.10-0.01-0.04-0.02-0.060.02-0.03-0.12-0.030.01-0.05-0.07-0.08-0.07-0.030.01-0.01-0.04
SPTI0.831.000.490.000.03-0.20-0.030.05-0.040.02-0.050.010.060.09-0.03-0.080.00-0.080.02-0.04-0.19-0.050.01-0.09-0.12-0.14-0.13-0.06-0.02-0.02-0.07
VTIP0.500.491.000.100.090.190.120.150.100.120.130.170.190.200.130.100.120.080.150.100.150.160.160.250.210.170.180.140.190.170.20
LLY-0.000.000.101.000.430.100.130.300.320.170.150.310.200.180.120.180.210.140.270.190.200.170.250.230.240.260.350.230.240.310.37
NVO0.020.030.090.431.000.070.190.290.290.260.200.300.250.240.220.260.280.230.370.240.180.250.350.300.310.260.300.300.360.370.38
FANG-0.13-0.200.190.100.071.000.290.070.200.160.260.140.170.290.320.290.210.280.160.260.670.370.260.520.520.540.520.330.340.260.40
FSLR-0.02-0.030.120.130.190.291.000.300.260.360.290.290.340.320.360.360.380.400.420.450.410.690.430.400.390.420.390.480.480.470.47
COST0.050.050.150.300.290.070.301.000.420.390.350.520.400.340.350.380.420.350.520.420.340.400.470.360.380.420.500.510.480.590.61
ORCL-0.02-0.040.100.320.290.200.260.421.000.400.370.440.370.340.310.400.390.380.490.390.440.360.440.440.480.480.570.470.500.590.62
PANW0.010.020.120.170.260.160.360.390.401.000.320.410.500.340.380.370.490.410.580.520.330.550.520.390.380.380.400.560.560.640.57
GOLF-0.05-0.050.130.150.200.260.290.350.370.321.000.380.370.460.510.450.360.410.380.410.570.450.410.500.500.560.550.480.510.510.56
MNST0.030.010.170.310.300.140.290.520.440.410.381.000.410.420.350.400.360.360.530.420.400.400.460.440.460.480.550.510.500.590.63
CMG0.050.060.190.200.250.170.340.400.370.500.370.411.000.410.440.380.510.400.570.510.360.510.510.420.390.410.410.540.550.640.58
TMHC0.100.090.200.180.240.290.320.340.340.340.460.420.411.000.490.480.350.380.410.430.590.490.440.510.510.610.570.490.530.510.58
CROX-0.01-0.030.130.120.220.320.360.350.310.380.510.350.440.491.000.430.420.470.440.500.590.580.490.520.490.570.540.570.570.540.58
SAIA-0.04-0.080.100.180.260.290.360.380.400.370.450.400.380.480.431.000.370.390.450.450.600.530.480.520.530.630.570.530.570.540.60
AMD-0.020.000.120.210.280.210.380.420.390.490.360.360.510.350.420.371.000.630.640.690.390.610.670.440.430.410.430.790.640.740.61
TSM-0.06-0.080.080.140.230.280.400.350.380.410.410.360.400.380.470.390.631.000.580.660.480.600.710.550.560.490.510.790.640.690.62
CDNS0.020.020.150.270.370.160.420.520.490.580.380.530.570.410.440.450.640.581.000.640.380.600.700.490.480.480.500.750.690.810.71
MRVL-0.03-0.040.100.190.240.260.450.420.390.520.410.420.510.430.500.450.690.660.641.000.510.650.720.530.530.540.540.850.700.770.68
AVUV-0.12-0.190.150.200.180.670.410.340.440.330.570.400.360.590.590.600.390.480.380.511.000.630.500.770.790.910.860.600.670.570.75
QCLN-0.03-0.050.160.170.250.370.690.400.360.550.450.400.510.490.580.530.610.600.600.650.631.000.630.620.590.630.580.730.760.720.70
ASML0.010.010.160.250.350.260.430.470.440.520.410.460.510.440.490.480.670.710.700.720.500.631.000.620.630.560.570.860.750.790.72
AVDV-0.05-0.090.250.230.300.520.400.360.440.390.500.440.420.510.520.520.440.550.490.530.770.620.621.000.940.760.790.630.770.630.76
FNDF-0.07-0.120.210.240.310.520.390.380.480.380.500.460.390.510.490.530.430.560.480.530.790.590.630.941.000.780.830.640.770.640.78
PAVE-0.08-0.140.170.260.260.540.420.420.480.380.560.480.410.610.570.630.410.490.480.540.910.630.560.760.781.000.890.640.700.630.80
SPYV-0.07-0.130.180.350.300.520.390.500.570.400.550.550.410.570.540.570.430.510.500.540.860.580.570.790.830.891.000.650.720.690.89
SOXX-0.03-0.060.140.230.300.330.480.510.470.560.480.510.540.490.570.530.790.790.750.850.600.730.860.630.640.640.651.000.810.890.81
BOTZ0.01-0.020.190.240.360.340.480.480.500.560.510.500.550.530.570.570.640.640.690.700.670.760.750.770.770.700.720.811.000.830.84
VGT-0.01-0.020.170.310.370.260.470.590.590.640.510.590.640.510.540.540.740.690.810.770.570.720.790.630.640.630.690.890.831.000.91
VOO-0.04-0.070.200.370.380.400.470.610.620.570.560.630.580.580.580.600.610.620.710.680.750.700.720.760.780.800.890.810.840.911.00

Sharpe Ratio

The current 2 Pies Sharpe ratio is 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.06

The Sharpe ratio of 2 Pies 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
1.06
0.81
2 Pies
Benchmark (^GSPC)
Portfolio components

Dividend yield

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


TTM20222021202020192018201720162015201420132012
2 Pies2.21%2.19%1.78%1.64%1.71%1.86%1.54%1.47%1.46%1.33%1.14%1.53%
SAIA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
1.04%1.19%0.50%0.56%1.22%0.97%0.68%0.98%0.78%0.72%0.68%21.46%
SOXX
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
0.74%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
QCLN
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%
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%
PANW
Palo Alto Networks, 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%
LLY
Eli Lilly and Company
0.79%1.08%1.26%1.82%2.08%2.10%2.73%3.16%2.77%3.41%4.76%5.11%
COST
Costco Wholesale Corporation
0.69%0.77%0.55%3.45%0.91%1.16%5.18%1.24%4.66%1.16%1.23%10.00%
MNST
Monster Beverage Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CROX
Crocs, 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%
CDNS
Cadence Design Systems, 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%
FANG
Diamondback Energy, Inc.
4.57%6.77%1.80%3.49%0.86%0.45%0.00%0.00%0.00%0.00%0.00%0.00%
CMG
Chipotle Mexican Grill, 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%
ORCL
Oracle Corporation
1.32%1.58%1.42%1.55%1.83%1.82%1.67%1.74%1.77%1.23%0.73%1.48%
NVO
Novo Nordisk A/S
2.27%2.01%2.30%2.02%2.36%2.24%1.76%3.41%1.11%1.75%1.52%1.41%
TMHC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSLR
First Solar, 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%
AMD
Advanced Micro Devices, 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%
TSM
1.67%1.95%1.27%1.29%2.93%3.09%2.63%3.04%3.04%2.19%2.87%2.96%
MRVL
Marvell Technology Group Ltd.
0.46%0.65%0.21%0.51%0.92%1.53%1.17%1.83%2.93%1.82%1.87%2.83%
GOLF
Acushnet Holdings Corp.
1.41%1.72%1.28%1.59%1.83%2.68%2.52%0.00%0.00%0.00%0.00%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.91%1.76%1.32%1.26%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
SPYV
1.97%2.25%2.18%2.53%2.45%3.32%3.19%2.83%3.08%2.73%2.49%3.23%
AVDV
Avantis International Small Cap Value ETF
3.29%3.23%2.52%1.80%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTI
2.59%1.47%0.55%0.78%2.11%2.11%1.59%1.36%1.32%1.19%1.68%2.42%
FNDF
Schwab Fundamental International Large Company Index ETF
3.10%3.14%3.69%2.35%3.54%3.96%2.74%2.93%2.57%2.32%0.62%0.00%
VTIP
5.07%6.89%5.04%1.35%2.23%2.85%1.81%0.92%0.00%1.00%0.06%0.13%
VGSH
2.71%1.17%0.69%1.81%2.41%1.94%1.21%0.92%0.79%0.52%0.38%0.60%

Expense Ratio

The 2 Pies features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.47%
0.00%2.15%
0.36%
0.00%2.15%
0.25%
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
SAIA
N/A
ASML
ASML Holding N.V.
0.70
SOXX
N/A
VGT
N/A
QCLN
N/A
PAVE
Global X US Infrastructure Development ETF
1.15
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
1.13
PANW
Palo Alto Networks, Inc.
0.82
LLY
Eli Lilly and Company
3.11
COST
Costco Wholesale Corporation
0.64
MNST
Monster Beverage Corporation
1.16
CROX
Crocs, Inc.
0.21
CDNS
Cadence Design Systems, Inc.
1.19
FANG
Diamondback Energy, Inc.
0.60
CMG
Chipotle Mexican Grill, Inc.
0.42
ORCL
Oracle Corporation
2.29
NVO
Novo Nordisk A/S
2.96
TMHC
N/A
FSLR
First Solar, Inc.
0.41
AMD
Advanced Micro Devices, Inc.
0.56
TSM
N/A
MRVL
Marvell Technology Group Ltd.
0.26
GOLF
Acushnet Holdings Corp.
0.54
AVUV
Avantis U.S. Small Cap Value ETF
0.50
VOO
N/A
SPYV
N/A
AVDV
Avantis International Small Cap Value ETF
1.10
SPTI
N/A
FNDF
Schwab Fundamental International Large Company Index ETF
1.46
VTIP
N/A
VGSH
N/A

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.41%
-9.93%
2 Pies
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2 Pies. 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 2 Pies is 31.16%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.16%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-19.05%Jan 5, 2022186Sep 30, 2022177Jun 15, 2023363
-6.51%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-5.71%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-5.51%Nov 9, 202116Dec 1, 202123Jan 4, 202239

Volatility Chart

The current 2 Pies volatility is 2.88%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.88%
3.41%
2 Pies
Benchmark (^GSPC)
Portfolio components