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2023-02

Last updated Sep 23, 2023

50reits e 50dividendos

Asset Allocation


SCHD 50%XLRE 50%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
XLRE
Real Estate Select Sector SPDR Fund
REIT50%

Performance

The chart shows the growth of an initial investment of $10,000 in 2023-02, 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
0.78%
8.61%
2023-02
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the 2023-02 returned -3.52% Year-To-Date and 8.67% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%10.09%
2023-02-3.42%0.82%-3.52%0.62%7.03%8.67%
XLRE
Real Estate Select Sector SPDR Fund
-4.58%-0.91%-4.04%-5.51%4.26%5.31%
SCHD
Schwab US Dividend Equity ETF
-2.24%2.48%-3.10%6.79%9.45%11.76%

Asset Correlations Table

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

SCHDXLRE
SCHD1.000.57
XLRE0.571.00

Sharpe Ratio

The current 2023-02 Sharpe ratio is -0.00. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.00

The Sharpe ratio of 2023-02 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
-0.00
0.81
2023-02
Benchmark (^GSPC)
Portfolio components

Dividend yield

2023-02 granted a 3.76% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
2023-023.76%3.64%2.86%3.45%3.42%4.00%3.56%4.43%2.62%1.73%1.67%1.99%
XLRE
Real Estate Select Sector SPDR Fund
3.84%3.79%2.77%3.44%3.46%4.41%3.93%5.28%1.42%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.67%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%

Expense Ratio

The 2023-02 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.


0.13%
0.00%2.15%
0.06%
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
XLRE
Real Estate Select Sector SPDR Fund
-0.28
SCHD
Schwab US Dividend Equity ETF
0.42

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-18.32%
-9.93%
2023-02
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2023-02. 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 2023-02 is 35.92%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.92%Feb 18, 202025Mar 23, 2020166Nov 16, 2020191
-24.22%Jan 3, 2022196Oct 12, 2022
-13%Sep 24, 201864Dec 24, 201832Feb 11, 201996
-10.45%Dec 30, 201530Feb 11, 201622Mar 15, 201652
-9.65%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

Volatility Chart

The current 2023-02 volatility is 3.71%, 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
3.71%
3.41%
2023-02
Benchmark (^GSPC)
Portfolio components