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Marcy 1

Last updated Sep 21, 2023

Asset Allocation


USD=X 11.53%QQQ 38.42%SCHG 24.84%XLV 16.37%DRIV 8.84%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash
11.53%
QQQ
Invesco QQQ
Large Cap Blend Equities38.42%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities24.84%
XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities16.37%
DRIV
Global X Autonomous & Electric Vehicles ETF
Global Equities8.84%

Performance

The chart shows the growth of an initial investment of $10,000 in Marcy 1, 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
12.42%
10.86%
Marcy 1
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Marcy 1 returned 23.90% Year-To-Date and 12.58% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.19%9.04%
Marcy 10.12%12.86%23.90%20.27%11.85%12.58%
QQQ
Invesco QQQ
0.46%18.02%37.50%29.43%14.98%15.81%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%18.00%33.91%26.31%13.00%14.02%
XLV
Health Care Select Sector SPDR Fund
-0.82%5.65%-1.97%8.97%8.46%10.34%
DRIV
Global X Autonomous & Electric Vehicles ETF
-0.37%6.01%21.22%7.96%10.84%9.63%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Asset Correlations Table

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

USD=XXLVDRIVQQQSCHG
USD=X0.000.000.000.000.00
XLV0.001.000.520.620.66
DRIV0.000.521.000.790.79
QQQ0.000.620.791.000.98
SCHG0.000.660.790.981.00

Sharpe Ratio

The current Marcy 1 Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.36

The Sharpe ratio of Marcy 1 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.


Chart placeholderNot enough data

Dividend yield

Marcy 1 granted a 0.72% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Marcy 10.72%0.80%0.52%0.63%0.99%1.22%0.86%1.05%0.99%1.13%1.00%1.30%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.46%0.55%0.43%0.53%0.84%1.31%1.05%1.34%1.30%1.18%1.17%1.52%
XLV
Health Care Select Sector SPDR Fund
1.62%1.48%1.37%1.55%2.29%1.70%1.61%1.78%1.62%1.54%1.77%2.38%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.31%1.25%0.33%0.30%1.27%2.90%0.00%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Marcy 1 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.20%
0.00%2.15%
0.12%
0.00%2.15%
0.04%
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
QQQ
Invesco QQQ
1.14
SCHG
Schwab U.S. Large-Cap Growth ETF
1.03
XLV
Health Care Select Sector SPDR Fund
0.43
DRIV
Global X Autonomous & Electric Vehicles ETF
0.13
USD=X
USD Cash
N/A

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.32%
-8.22%
Marcy 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Marcy 1. 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 Marcy 1 is 27.64%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.64%Dec 28, 2021209Oct 14, 2022
-27.01%Feb 20, 202023Mar 23, 202055Jun 8, 202078
-18.6%Oct 2, 201860Dec 24, 201886Apr 23, 2019146
-9.72%Sep 3, 202015Sep 23, 202038Nov 16, 202053
-8.18%Feb 16, 202115Mar 8, 202124Apr 9, 202139

Volatility Chart

The current Marcy 1 volatility is 3.65%, 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
3.65%
3.27%
Marcy 1
Benchmark (^GSPC)
Portfolio components