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Lazy PortfoliosUser Portfolios

June 2023

Last updated Sep 23, 2023

Asset Allocation


TIP 20%TLT 15%BIV 10%GLD 5%VOO 28%AAPL 5%VHT 5%XLE 5%LMT 5%VDC 2%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds20%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds15%
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market10%
GLD
SPDR Gold Trust
Precious Metals, Gold5%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities28%
AAPL
Apple Inc.
Technology5%
VHT
Vanguard Health Care ETF
Health & Biotech Equities5%
XLE
Energy Select Sector SPDR Fund
Energy Equities5%
LMT
Lockheed Martin Corporation
Industrials5%
VDC
Vanguard Consumer Staples ETF
Consumer Staples Equities2%

Performance

The chart shows the growth of an initial investment of $10,000 in June 2023, 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
0.82%
8.61%
June 2023
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the June 2023 returned 4.30% Year-To-Date and 7.99% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.81%
June 2023-1.70%0.23%4.30%7.56%7.22%8.00%
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%26.96%27.78%
BIV
Vanguard Intermediate-Term Bond ETF
-0.69%-4.12%0.04%0.98%0.98%1.67%
GLD
SPDR Gold Trust
0.56%-2.74%5.29%16.74%9.50%3.41%
TLT
iShares 20+ Year Treasury Bond ETF
-3.69%-13.04%-6.20%-10.79%-2.71%0.89%
TIP
iShares TIPS Bond ETF
-0.46%-2.98%0.18%-0.41%2.14%1.69%
VHT
Vanguard Health Care ETF
-2.55%2.15%-3.37%6.53%7.43%11.41%
VDC
Vanguard Consumer Staples ETF
-1.99%-0.17%-1.08%7.10%8.59%8.70%
XLE
Energy Select Sector SPDR Fund
2.72%16.56%4.88%31.50%8.26%4.51%
LMT
Lockheed Martin Corporation
-7.69%-11.66%-13.29%2.76%6.62%15.47%
VOO
Vanguard S&P 500 ETF
-1.79%9.62%13.90%18.91%10.08%11.87%

Asset Correlations Table

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

GLDTIPLMTAAPLBIVXLEVDCTLTVHTVOO
GLD1.000.36-0.010.030.330.090.050.250.020.03
TIP0.361.00-0.08-0.050.76-0.08-0.030.72-0.08-0.10
LMT-0.01-0.081.000.27-0.110.350.47-0.190.430.49
AAPL0.03-0.050.271.00-0.080.320.38-0.170.460.63
BIV0.330.76-0.11-0.081.00-0.22-0.050.84-0.11-0.16
XLE0.09-0.080.350.32-0.221.000.41-0.330.450.63
VDC0.05-0.030.470.38-0.050.411.00-0.160.640.71
TLT0.250.72-0.19-0.170.84-0.33-0.161.00-0.23-0.30
VHT0.02-0.080.430.46-0.110.450.64-0.231.000.80
VOO0.03-0.100.490.63-0.160.630.71-0.300.801.00

Sharpe Ratio

The current June 2023 Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.49

The Sharpe ratio of June 2023 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
0.49
0.81
June 2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

June 2023 granted a 2.20% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
June 20232.20%3.01%2.39%1.88%2.31%2.65%2.31%2.29%2.24%2.56%2.65%3.19%
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%
BIV
Vanguard Intermediate-Term Bond ETF
2.94%2.46%3.57%3.19%3.06%3.29%3.17%2.88%3.74%5.05%5.59%6.93%
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%
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%
TIP
iShares TIPS Bond ETF
2.42%7.09%4.64%1.32%2.01%3.16%2.49%1.81%0.42%2.08%1.45%2.84%
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%
VDC
Vanguard Consumer Staples ETF
2.58%2.40%2.22%2.65%2.67%3.11%2.89%2.82%3.08%2.39%2.79%3.81%
XLE
Energy Select Sector SPDR Fund
3.40%3.78%4.51%6.30%6.85%4.47%3.95%3.04%4.67%3.34%2.50%2.63%
LMT
Lockheed Martin Corporation
2.90%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%

Expense Ratio

The June 2023 features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.19%
0.00%2.15%
0.15%
0.00%2.15%
0.13%
0.00%2.15%
0.10%
0.00%2.15%
0.04%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.51
BIV
Vanguard Intermediate-Term Bond ETF
-0.03
GLD
SPDR Gold Trust
1.03
TLT
iShares 20+ Year Treasury Bond ETF
-0.67
TIP
iShares TIPS Bond ETF
-0.24
VHT
Vanguard Health Care ETF
0.44
VDC
Vanguard Consumer Staples ETF
0.38
XLE
Energy Select Sector SPDR Fund
0.81
LMT
Lockheed Martin Corporation
0.05
VOO
Vanguard S&P 500 ETF
0.92

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.51%
-9.93%
June 2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the June 2023. 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 June 2023 is 17.01%, recorded on Mar 18, 2020. It took 48 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.01%Feb 20, 202020Mar 18, 202048May 27, 202068
-16.25%Dec 28, 2021192Sep 30, 2022
-10.23%Oct 3, 201857Dec 24, 201858Mar 20, 2019115
-7.22%Apr 27, 201585Aug 25, 2015151Apr 1, 2016236
-6.53%Sep 3, 202041Oct 30, 202024Dec 4, 202065

Volatility Chart

The current June 2023 volatility is 2.26%, 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%AprilMayJuneJulyAugustSeptember
2.26%
3.41%
June 2023
Benchmark (^GSPC)
Portfolio components