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DJ Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
AAPL
Apple Inc
Technology

3%

ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

6%

BTC-USD
Bitcoin

4%

ETH-USD
Ethereum

6%

GOOG
Alphabet Inc.
Communication Services

3%

META
Meta Platforms, Inc.
Communication Services

9%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

16.20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

6%

TSLA
Tesla, Inc.
Consumer Cyclical

15%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

24%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

7.80%

S&P 500

Performance

Performance Chart

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%500.00%1,000.00%1,500.00%2,000.00%2,500.00%FebruaryMarchAprilMayJuneJuly
2,588.33%
164.97%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
DJ Portfolio21.51%4.95%22.82%33.00%35.47%N/A
AAPL
Apple Inc
16.81%8.11%15.99%17.49%34.89%26.82%
ARKK
ARK Innovation ETF
-10.96%7.64%-1.48%-1.90%-0.64%N/A
BTC-USD
Bitcoin
57.84%3.82%68.85%121.74%46.77%59.61%
ETH-USD
Ethereum
53.66%0.31%51.71%85.57%74.60%N/A
GOOG
Alphabet Inc.
27.44%-0.48%21.59%49.28%25.90%19.78%
META
Meta Platforms, Inc.
34.98%-3.64%25.14%62.36%18.51%21.35%
SCHG
Schwab U.S. Large-Cap Growth ETF
21.37%-0.02%17.32%32.34%19.22%16.16%
SMH
VanEck Vectors Semiconductor ETF
41.90%-6.32%31.95%62.32%35.24%28.94%
TSLA
Tesla, Inc.
-3.73%30.70%14.56%-8.01%68.55%32.30%
VOO
Vanguard S&P 500 ETF
16.29%0.91%14.33%23.21%14.63%12.82%
VXUS
Vanguard Total International Stock ETF
6.89%1.95%9.82%10.15%6.04%4.17%

Monthly Returns

The table below presents the monthly returns of DJ Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.59%12.41%1.65%-4.72%5.72%4.70%21.51%
202318.96%3.82%7.63%-1.83%6.92%9.68%4.09%-4.20%-3.74%-3.39%12.50%6.41%69.89%
2022-9.63%-5.51%6.43%-13.64%-4.79%-12.51%15.98%-5.57%-9.75%-0.22%2.24%-9.91%-40.60%
20217.19%0.91%7.53%7.99%-3.44%3.43%2.85%6.71%-5.10%15.30%0.45%-2.44%47.64%
202012.30%-2.35%-17.75%23.76%7.35%7.89%15.03%22.56%-8.39%-1.04%21.22%11.81%123.95%
20195.81%4.42%0.75%4.05%-1.59%12.12%1.23%-3.99%1.71%8.18%2.55%6.66%49.48%
20188.82%-4.59%-10.89%7.45%1.05%1.12%-0.41%0.67%-3.33%-3.02%-2.97%-6.84%-13.70%
20178.35%7.06%25.54%8.22%23.38%7.28%0.11%9.73%-1.71%4.61%6.64%8.83%173.47%
20161.56%26.31%34.63%-0.81%4.12%-1.10%5.51%-1.29%1.82%-2.36%-1.03%3.90%87.82%
2015-6.91%-2.89%7.09%2.85%0.52%0.08%

Expense Ratio

DJ Portfolio has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DJ Portfolio is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DJ Portfolio is 8585
DJ Portfolio
The Sharpe Ratio Rank of DJ Portfolio is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of DJ Portfolio is 9393Sortino Ratio Rank
The Omega Ratio Rank of DJ Portfolio is 9090Omega Ratio Rank
The Calmar Ratio Rank of DJ Portfolio is 5151Calmar Ratio Rank
The Martin Ratio Rank of DJ Portfolio is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


DJ Portfolio
Sharpe ratio
The chart of Sharpe ratio for DJ Portfolio, currently valued at 3.06, compared to the broader market-1.000.001.002.003.004.003.06
Sortino ratio
The chart of Sortino ratio for DJ Portfolio, currently valued at 3.94, compared to the broader market-2.000.002.004.006.003.94
Omega ratio
The chart of Omega ratio for DJ Portfolio, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for DJ Portfolio, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for DJ Portfolio, currently valued at 22.68, compared to the broader market0.0010.0020.0030.0040.0022.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.372.181.260.614.05
ARKK
ARK Innovation ETF
0.791.271.150.111.97
BTC-USD
Bitcoin
2.482.931.311.4914.11
ETH-USD
Ethereum
1.872.501.260.978.30
GOOG
Alphabet Inc.
2.012.721.371.4512.29
META
Meta Platforms, Inc.
1.852.821.391.7212.02
SCHG
Schwab U.S. Large-Cap Growth ETF
3.194.311.592.6729.64
SMH
VanEck Vectors Semiconductor ETF
3.233.761.503.1022.63
TSLA
Tesla, Inc.
0.330.881.100.070.66
VOO
Vanguard S&P 500 ETF
3.805.361.722.6631.56
VXUS
Vanguard Total International Stock ETF
2.313.231.420.5617.89

Sharpe Ratio

The current DJ Portfolio Sharpe ratio is 3.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of DJ Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
3.06
1.82
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DJ Portfolio granted a 0.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
DJ Portfolio0.68%0.73%0.90%0.73%0.80%1.24%1.42%1.10%1.07%1.37%1.08%1.07%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%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.
0.11%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.
0.21%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
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
SMH
VanEck Vectors Semiconductor ETF
0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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
1.31%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VXUS
Vanguard Total International Stock ETF
3.02%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.79%
-2.86%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DJ Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DJ Portfolio was 45.65%, occurring on Dec 28, 2022. Recovery took 414 trading sessions.

The current DJ Portfolio drawdown is 3.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.65%Nov 8, 2021416Dec 28, 2022414Feb 15, 2024830
-41.4%Feb 20, 202028Mar 18, 2020105Jul 1, 2020133
-27.65%Jan 29, 2018331Dec 25, 2018183Jun 26, 2019514
-15.46%Sep 2, 20207Sep 8, 202070Nov 17, 202077
-13.25%Mar 14, 20167Mar 20, 2016130Jul 28, 2016137

Volatility

Volatility Chart

The current DJ Portfolio volatility is 5.96%, 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%FebruaryMarchAprilMayJuneJuly
5.96%
2.76%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ETH-USDBTC-USDTSLAMETAAAPLGOOGVXUSARKKSMHVOOSCHG
ETH-USD1.000.630.090.100.120.120.170.150.130.150.15
BTC-USD0.631.000.100.110.120.110.140.190.130.140.15
TSLA0.090.101.000.310.370.320.350.530.410.410.46
META0.100.110.311.000.470.610.450.480.500.560.63
AAPL0.120.120.370.471.000.560.490.490.580.650.71
GOOG0.120.110.320.610.561.000.520.490.550.660.71
VXUS0.170.140.350.450.490.521.000.540.620.750.68
ARKK0.150.190.530.480.490.490.541.000.590.610.69
SMH0.130.130.410.500.580.550.620.591.000.710.74
VOO0.150.140.410.560.650.660.750.610.711.000.89
SCHG0.150.150.460.630.710.710.680.690.740.891.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015