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DJ Portfolio

Last updated Sep 21, 2023

Asset Allocation


ETH-USD 6%BTC-USD 4%VOO 24%SCHG 16.2%TSLA 15%META 9%VXUS 7.8%ARKK 6%SMH 6%AAPL 3%GOOG 3%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
ETH-USD
Ethereum
6%
BTC-USD
Bitcoin
4%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities24%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities16.2%
TSLA
Tesla, Inc.
Consumer Cyclical15%
META
Meta Platforms, Inc.
Communication Services9%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities7.8%
ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities6%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities6%
AAPL
Apple Inc.
Technology3%
GOOG
Alphabet Inc.
Communication Services3%

Performance

The chart shows the growth of an initial investment of $10,000 in DJ Portfolio, 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%25.00%AprilMayJuneJulyAugustSeptember
16.98%
11.49%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the DJ Portfolio returned 49.81% Year-To-Date and 28.72% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%5.78%6.59%
DJ Portfolio2.23%18.41%49.81%26.90%20.22%28.72%
AAPL
Apple Inc.
-0.20%11.49%35.64%12.51%18.25%17.53%
ARKK
ARK Innovation ETF
0.05%7.11%31.63%-0.77%-1.07%6.82%
BTC-USD
Bitcoin
3.86%-0.64%63.96%43.63%21.23%47.51%
ETH-USD
Ethereum
-2.66%-6.61%35.61%22.54%29.75%71.84%
GOOG
Alphabet Inc.
4.39%29.14%51.68%32.17%12.24%13.05%
META
Meta Platforms, Inc.
3.37%49.98%149.02%105.13%8.78%10.32%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.35%19.07%33.91%23.91%9.12%9.53%
SMH
VanEck Vectors Semiconductor ETF
-4.91%13.99%41.55%45.18%16.94%18.06%
TSLA
Tesla, Inc.
13.54%37.37%113.18%-14.95%42.75%26.72%
VOO
Vanguard S&P 500 ETF
0.20%12.72%16.07%16.08%7.04%7.94%
VXUS
Vanguard Total International Stock ETF
1.23%4.76%8.29%15.70%2.19%2.89%

Asset Correlations Table

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

BTC-USDETH-USDTSLAMETAAAPLGOOGVXUSARKKSMHVOOSCHG
BTC-USD1.000.620.090.110.120.120.140.180.140.140.15
ETH-USD0.621.000.090.110.130.130.170.140.140.150.15
TSLA0.090.091.000.320.370.330.350.530.420.410.47
META0.110.110.321.000.480.630.450.490.500.560.63
AAPL0.120.130.370.481.000.570.500.500.600.660.72
GOOG0.120.130.330.630.571.000.540.500.570.670.72
VXUS0.140.170.350.450.500.541.000.540.630.760.69
ARKK0.180.140.530.490.500.500.541.000.610.610.70
SMH0.140.140.420.500.600.570.630.611.000.710.74
VOO0.140.150.410.560.660.670.760.610.711.000.89
SCHG0.150.150.470.630.720.720.690.700.740.891.00

Sharpe Ratio

The current DJ Portfolio Sharpe ratio is 2.27. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.27

The Sharpe ratio of DJ Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.00AprilMayJuneJulyAugustSeptember
2.27
1.00
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

DJ Portfolio granted a 0.81% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
DJ Portfolio0.81%0.91%0.76%0.84%1.31%1.53%1.22%1.21%1.59%1.28%1.31%1.83%
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%
ARKK
ARK Innovation ETF
0.00%0.00%0.83%1.33%0.39%3.26%1.41%0.00%2.46%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet 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%
META
Meta Platforms, 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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.57%0.55%0.43%0.53%0.84%1.31%1.05%1.34%1.30%1.18%1.17%1.52%
SMH
VanEck Vectors Semiconductor ETF
1.67%2.37%1.04%1.42%6.29%4.18%3.31%1.92%5.19%2.93%4.02%9.94%
TSLA
Tesla, 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%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VXUS
Vanguard Total International Stock ETF
3.02%3.15%3.25%2.32%3.40%3.64%3.23%3.56%3.54%4.37%3.58%4.04%

Expense Ratio

The DJ Portfolio has an expense ratio of 0.09% which is considered to be low. 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%
0.35%
0.00%2.15%
0.04%
0.00%2.15%
0.07%
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
ARKK
ARK Innovation ETF
-0.07
BTC-USD
Bitcoin
1.37
ETH-USD
Ethereum
0.44
GOOG
Alphabet Inc.
0.87
META
Meta Platforms, Inc.
2.00
SCHG
Schwab U.S. Large-Cap Growth ETF
1.03
SMH
VanEck Vectors Semiconductor ETF
1.29
TSLA
Tesla, Inc.
-0.25
VOO
Vanguard S&P 500 ETF
0.85
VXUS
Vanguard Total International Stock ETF
0.85

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-16.46%
-8.22%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the DJ Portfolio. 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 DJ Portfolio is 45.65%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.65%Nov 8, 2021416Dec 28, 2022
-41.42%Feb 20, 202028Mar 18, 2020105Jul 1, 2020133
-27.65%Jan 29, 2018331Dec 25, 2018183Jun 26, 2019514
-15.44%Sep 2, 20207Sep 8, 202070Nov 17, 202077
-13.25%Mar 14, 20167Mar 20, 2016130Jul 28, 2016137

Volatility Chart

The current DJ Portfolio volatility is 3.58%, 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%7.00%AprilMayJuneJulyAugustSeptember
3.58%
2.22%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components