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SABIC-401K-Core

Last updated Sep 23, 2023

Asset Allocation


SPY 50%ACWX 50%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities50%
ACWX
iShares MSCI ACWI ex U.S. ETF
Foreign Large Cap Equities50%

Performance

The chart shows the growth of an initial investment of $10,000 in SABIC-401K-Core, 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
5.80%
8.61%
SABIC-401K-Core
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the SABIC-401K-Core returned 10.16% Year-To-Date and 7.54% 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%
SABIC-401K-Core-0.63%6.18%10.16%19.61%6.34%7.56%
SPY
SPDR S&P 500 ETF
-1.13%9.55%13.80%18.82%9.99%11.84%
ACWX
iShares MSCI ACWI ex U.S. ETF
-0.13%2.78%6.51%20.02%2.61%3.23%

Asset Correlations Table

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

ACWXSPY
ACWX1.000.84
SPY0.841.00

Sharpe Ratio

The current SABIC-401K-Core Sharpe ratio is 0.99. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.99

The Sharpe ratio of SABIC-401K-Core 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
0.99
0.81
SABIC-401K-Core
Benchmark (^GSPC)
Portfolio components

Dividend yield

SABIC-401K-Core granted a 1.99% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SABIC-401K-Core1.99%2.20%2.04%1.80%2.68%2.60%2.38%2.78%2.71%3.07%2.81%3.06%
SPY
SPDR S&P 500 ETF
1.51%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
ACWX
iShares MSCI ACWI ex U.S. ETF
2.48%2.72%2.85%2.01%3.51%2.99%2.77%3.29%3.06%3.96%3.45%3.46%

Expense Ratio

The SABIC-401K-Core has a high expense ratio of 0.20%, 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.


0.32%
0.00%2.15%
0.09%
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
SPY
SPDR S&P 500 ETF
0.91
ACWX
iShares MSCI ACWI ex U.S. ETF
0.95

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-9.13%
-9.93%
SABIC-401K-Core
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SABIC-401K-Core. 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 SABIC-401K-Core is 56.03%, recorded on Mar 9, 2009. It took 978 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.03%May 20, 2008203Mar 9, 2009978Jan 25, 20131181
-33.54%Feb 13, 202027Mar 23, 2020109Aug 26, 2020136
-26.15%Jan 5, 2022194Oct 12, 2022
-19.51%Jan 29, 2018229Dec 24, 2018211Oct 25, 2019440
-19.18%May 22, 2015183Feb 11, 2016227Jan 5, 2017410

Volatility Chart

The current SABIC-401K-Core volatility is 3.32%, 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
3.32%
3.41%
SABIC-401K-Core
Benchmark (^GSPC)
Portfolio components